# EDGAR Filing Document

**Accession Number:** 0002020645
**File Stem:** 0001145549-25-053097
**Filing Date:** 2025-8
**Character Count:** 119786
**Document Hash:** eaf18f25b4765fcde17572aab47d4a78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053097.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053097

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Completion Fund Series
- **CENTRAL INDEX KEY:** 0002020645

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23959
- **FILM NUMBER:** 251249268

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

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET
- **STREET 2:** 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Series and Classes Contracts Data

### Capital Group Core Bond Completion Fund (Series ID: S000085730)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000251098 | Share Class  | CBCFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Completion Fund Series

- **b. Investment Company Act file number:** 811-23959

- **c. CIK number of Registrant:** 0002020645

- **d. LEI of Registrant:** 2549004I49A3OIWPJT58

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Capital Group Core Bond Completion Fund

- **b. EDGAR series identifier (if any):** S000085730

- **c. LEI of Series:** 254900ZPE2MM4UFEGJ58

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $32999432.71

**Total Liabilities:** $3491129.35

**Net Assets:** $29508303.36

**Cash Not Reported:** $284421.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -66.339667900000 | **1-Year:** -1702.266731000000 | **5-Year:** -4235.766040000000 | **10-Year:** -2763.846420000000 | **30-Year:** -1395.108996000000

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

- **3-Month:** -25.268766500000 | **1-Year:** -206.275836600000 | **5-Year:** 435.516134100000 | **10-Year:** -267.430203100000 | **30-Year:** -14.614859500000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000251098 | 0.62%                | -0.19%               | 1.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17116.94               | $23848.17                                  |
| Month 2  | $-5693.88                | $-31012.54                                 |
| Month 3  | $9873.04                 | $282174.45                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Corporate Investment Grade Index

- **Index Identifier:** LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HCA INC                                                   | HCA INC SR UNSEC 3.625% 03-15-32                                                | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53521.65     | 0.18%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                             | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36011.71     | 0.12%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    312000 | PA      | $312727.27    | 1.06%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 5.5% 08-03-35                                              | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14316.46     | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                 | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31741.50     | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.5% 03-01-55                | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8884.01      | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                             | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97346 | PA      | $98843.04     | 0.33%             | 2050-02-15      | Fixed         | 5.78%                 | 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        |    277917 | PA      | $259028.05    | 0.88%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                              | DRIVE 24-2 A3 4.5% 09-15-28/07-15-26                                            | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53000 | PA      | $52987.92     | 0.18%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                              | DRIVE 24-2 A2 4.94% 12-15-27/25                                                 | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33354 | PA      | $33386.22     | 0.11%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4                                                | EFF 24-4 A2 144A 4.69% 07-20-27/01-20-27                                        | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $243389.77    | 0.82%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                  | EQS 24-2M B 144A 6.43% 12-20-32/12-22-31                                        | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90953 | PA      | $92274.62     | 0.31%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                              | GSAR 24-4 A2 144A 4.43% 12-17-29/01-18-28                                       | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41520 | PA      | $41507.23     | 0.14%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                              | HORZN 24-1 A 144A 5.375% 09-15-49/31                                            | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240625 | PA      | $241181.57    | 0.82%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                              | LBZZ 25-1 A2 144A 5.10% 10-15-30/10-15-27                                       | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23000 | PA      | $23084.36     | 0.08%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A               | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                        | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161463.84    | 0.55%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                        | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |    223323 | PA      | $223115.65    | 0.76%             | 2032-07-23      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B               | MLANE 2025-B A 144A 5.4% 09-15-31                                               | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100060.39    | 0.34%             | 2031-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2           | ONDK 24-2 A 144A 4.98% 10-17-31/10-18-27                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99540.20     | 0.34%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                             | OLWEF 24-1 A2 144A 5.05% 03-15-29/01-15-27                                      | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78367 | PA      | $78522.93     | 0.27%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-A                             | PFSFC 2024-A A 144A FRN 01-15-28                                                | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500917.50    | 1.70%             | 2028-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                              | PEAC 24-2 A2 144A 4.74% 04-20-27/09-21-26                                       | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35947 | PA      | $35964.15     | 0.12%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-A                             | PFSFC 2024-A B 144A FRN 01-15-28                                                | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150329.40    | 0.51%             | 2028-01-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                     | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    326000 | PA      | $316388.22    | 1.07%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                               | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     49000 | PA      | $47200.33     | 0.16%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                               | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102997.07    | 0.35%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                               | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $28112.67     | 0.10%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                   | TEVA PHARMACEUTICAL FINANCE CO LLC SR UNSEC 6.15% 02-01-36                      | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236633.20    | 0.80%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                        | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67883.86     | 0.23%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                              | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    512000 | PA      | $531766.27    | 1.80%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                 | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132988.78    | 0.45%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | UNION PACIFIC CORP SR UNSEC 4.95% 05-15-53                                      | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52737.49     | 0.18%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US BANCORP SR UNSEC 5.384% 01-23-30/29                                          | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    206000 | PA      | $212138.59    | 0.72%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                | VERIZON COMMUNICATIONS INC SR UNSEC 4.78% 02-15-35                              | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59454.38     | 0.20%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | VIATRIS INC SR UNSEC 4.0% 06-22-50                                              | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14665.75     | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                      | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    298000 | PA      | $299759.39    | 1.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                          | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30423.75     | 0.10%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                          | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25611.45     | 0.09%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                          | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41304.32     | 0.14%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                          | WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557660.16    | 1.89%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $23616.30     | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $28768.56     | 0.10%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                           | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                 | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    280000 | PA      | $293729.18    | 1.00%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26              | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81957 | PA      | $81067.05     | 0.27%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52880 | PA      | $41903.53     | 0.14%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54              | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55085 | PA      | $50428.79     | 0.17%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | G2SF 3.5 TBA 07-01-55                                                           | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    220000 | PA      | $200038.96    | 0.68%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | GNMA2 30YR TBA(REG C) 4.5 TBA 07-01-55                                          | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $478685.00    | 1.62%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | G2SF 4.0 TBA 07-01-55                                                           | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245000 | PA      | $227833.59    | 0.77%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8                                              | VERUS 2024-8 A1 144A FRN 10-25-69                                               | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    126166 | PA      | $126184.52    | 0.43%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                              | VERUS 2024-9 A1 144A FRN 11-25-69                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |     93347 | PA      | $93558.52     | 0.32%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                             | WFCM 24-5C2 A3 5.92% 11-15-57/11-19-29                                          | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $68137.49     | 0.23%             | 2057-11-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                         | CHICAGO BOARD OF EDUCATION 1.75% 12-15-25                                       | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    320000 | PA      | $314482.24    | 1.07%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                         | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                      | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24642.63     | 0.08%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                       | STATE OF ILLINOIS 5.1% 06-01-33                                                 | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    113431 | PA      | $113867.97    | 0.39%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                           | CAPITAL GROUP CENTRAL CASH FUND                                                 | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      5884 | NS      | $588401.00    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                     | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $8695.34      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                     | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15998.99    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.39981% 06-02-25/03-31-27 LCH                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1222.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-993.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.762% 09-02-25/04-30-32 LCH                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2573.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.378% 10-02-24/10-04-49 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $18657.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.3245% 10-02-24/10-02-34 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1484.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.3125% 10-07-24/10-07-29 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $238.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.303% 10-03-24/01-02-29                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-2185.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.4445% 10-07-24/10-07-29 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-61.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.455% 10-07-24/10-07-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-151.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1032.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-2050.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.4805% 10-07-24/10-07-29 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-110.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEAC 2025-1A                                              | PEAC 25-1 A2 144A 4.94% 10-20-28                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $47191.71     | 0.16%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                 | SMB 21-A A2B 144A 1.59% 01-15-53                                                | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193898 | PA      | $178573.51    | 0.61%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                              | SSTRT 25-A B 144A 5.038% 07-25-31/04-25-28                                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     13673 | PA      | $13777.88     | 0.05%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                        | SCFET 25-1 A3 144A 5.11% 11-21-33                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126000 | PA      | $128717.32    | 0.44%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55              | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128094 | PA      | $123870.98    | 0.42%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    146000 | PA      | $146194.17    | 0.50%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                             | BMO 2023-5C1 AS FRN 08-15-56                                                    | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $318494.10    | 1.08%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23 | BBCMS 2023-5C23 AS FRN 12-15-56                                                 | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $323317.50    | 1.10%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                           | BANK 2024-BNK48 AS FRN 10-15-34                                                 | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28539 | PA      | $28678.30     | 0.10%             | 2034-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                             | BMO 2024-C10 AS FRN 11-15-57                                                    | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49000 | PA      | $50312.86     | 0.17%             | 2057-11-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                          | BANK5 24-5YR11 AS 6.139% 11-15-57/11-19-29                                      | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203000 | PA      | $212199.35    | 0.72%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                              | BX 25-BIO3 A 144A 6.1382% 02-10-42/02-12-30                                     | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102795.00    | 0.35%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                 | CSMC 2021-RPL3 A1 144A FRN 01-25-60                                             | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322389 | PA      | $285512.21    | 0.97%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                              | CAS 2024-R06 1M1 144A FRN 09-25-44                                              | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15196 | PA      | $15201.42     | 0.05%             | 2044-09-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                              | CAS 2024-R06 1M2 144A FRN 09-25-44                                              | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25116.38     | 0.09%             | 2044-09-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                             | CFMT 2024-RM5 A 144A FRN 10-25-54                                               | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |    102514 | PA      | $100347.79    | 0.34%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                             | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                          | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140811 | PA      | $141578.73    | 0.48%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                              | CAS 2025-R02 1A1 144A FRN 02-25-45                                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18692 | PA      | $18714.33     | 0.06%             | 2045-02-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                              | CAS 2025-R02 1M1 144A FRN 02-25-45                                              | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49189 | PA      | $49250.42     | 0.17%             | 2045-02-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4               | STACR 2022-DNA4 M1B 144A FRN 05-25-42                                           | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $343173.60    | 1.16%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3               | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                           | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51537.80     | 0.17%             | 2042-04-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                              | HY 2025-SPRL A 144A FRN 01-13-40                                                | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138000 | PA      | $142402.06    | 0.48%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                     | HGMT 2025-HGLR A 144A FRN 02-05-45                                              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102799.10    | 0.35%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                             | HHT 2025-MAUI A 144A FRN 03-15-42                                               | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100194.00    | 0.34%             | 2042-03-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                           | JPMMT 2024-INV1 A2 144A FRN 04-25-55                                            | CUSIP: 46658PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46819 | PA      | $47194.40     | 0.16%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                              | KSL 2024-HT2 A 144A FRN 12-15-39                                                | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99964.50     | 0.34%             | 2039-12-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                            | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                          | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88875 | PA      | $89480.51     | 0.30%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                             | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                           | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    307972 | PA      | $310229.88    | 1.05%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                             | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                           | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |    111946 | PA      | $112634.51    | 0.38%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                           | STACR 2024-DNA3 M1 144A FRN 10-25-44                                            | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    134237 | PA      | $134236.37    | 0.45%             | 2044-10-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                           | STACR 2024-DNA3 M2 144A FRN 10-25-44                                            | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     21000 | PA      | $21053.49     | 0.07%             | 2044-10-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                            | STAR 2025-SFR5 A 144A FRN 02-17-42                                              | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100178.70    | 0.34%             | 2042-02-17      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                           | STACR 2025-DNA1 A1 144A FRN 01-25-45                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |     24800 | PA      | $24775.20     | 0.08%             | 2045-01-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                            | SWCH 2025-DATA A 144A FRN 03-15-42                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    306000 | PA      | $304241.72    | 1.03%             | 2042-03-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 2.5 UMBS TBA 07-01-55                                                      | CUSIP: 01F022675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -126000 | PA      | $-104489.66   | -0.35%            | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 2.0 UMBS TBA 07-01-55                                                      | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    762000 | PA      | $603394.27    | 2.04%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 3.0 UMBS TBA 07-01-55                                                      | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -160000 | PA      | $-138472.48   | -0.47%            | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 3.5 UMBS TBA 07-01-55                                                      | CUSIP: 01F032674<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -360000 | PA      | $-324158.40   | -1.10%            | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 4.5 UMBS TBA 07-01-55                                                      | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1020000 | PA      | $-975789.12   | -3.31%            | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 6.0 UMBS TBA 07-01-55                                                      | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    536990 | PA      | $545731.66    | 1.85%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 5.0 UMBS TBA 07-01-55                                                      | CUSIP: 01F050676<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -490000 | PA      | $-480266.15   | -1.63%            | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | UMBS  30YR TBA(REG A) 7.0 UMBS TBA 07-01-55                                     | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    296000 | PA      | $311669.06    | 1.06%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 5.5 UMBS TBA 07-01-55                                                      | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80000 | PA      | $79994.16     | 0.27%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 4.0 UMBS TBA 07-01-55                                                      | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -460000 | PA      | $-427782.06   | -1.45%            | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110822.16    | 0.38%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                   | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $220828.07    | 0.75%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                              | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                         | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102393.10    | 0.35%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | BROADCOM INC SR UNSEC 4.8% 10-15-34                                             | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5930.15      | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | BOEING CO SR UNSEC 6.298% 05-01-29                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $364829.22    | 1.24%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-33.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.965% 11-14-24/11-14-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-4496.40     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.9195% 11-15-24/11-15-29 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1044.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.18% 11-13-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $384.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 14.24% 12-10-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4461.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.763% 12-12-24/12-12-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1028.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1688.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.945% 02-26-25/05-31-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2226.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-985.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-515.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-518.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $9330.09      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-271.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1095.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.6065% 05-12-25/05-12-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-506.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.31% 05-08-25/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $760.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                         | EURO-BUND 10YR FUT RXU5 09-08-25                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1 | NC      | $876.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | FED FUND 30DAY FUT FFQ5 08-29-25                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         5 | NC      | $-146.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | SOFR 90DAY FUT SFRM5 09-16-25                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        22 | NC      | $-765.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | SOFR 90DAY FUT SFRZ5 03-17-26                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        36 | NC      | $-17255.66    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 30YR FUT ULTRA WNU5 09-19-25                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         7 | NC      | $-22792.08    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 10YR FUT ULTRA UXYU5 09-19-25                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        48 | NC      | $-137611.35   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 20YR FUT USU5 09-19-25                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        19 | NC      | $79873.22     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | BRL FWD PUR FROM USD NDF 7/14/2025                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $1281.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD SALE TO USD 7/15/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-3295.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD SALE TO USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-4065.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | JPY FWD SALE TO USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-28.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | JPY FWD PUR FROM USD 8/6/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $408.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | GEORGIA POWER CO SR UNSEC 5.25% 03-15-34                                        | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121427.60    | 0.41%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    494000 | PA      | $514336.50    | 1.74%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                          | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83489.62     | 0.28%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46144.44     | 0.16%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                             | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30245.46     | 0.10%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                     | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65198.23     | 0.22%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115436.51    | 0.39%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.3% 09-24-27                        | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279790.81    | 0.95%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                              | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                 | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.66      | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                              | SSTRT 2025-B B 144A 4.98% 12-29-32                                              | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16000 | PA      | $16054.88     | 0.05%             | 2032-12-29      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                              | SSTRT 2025-B C 144A 5.126% 12-29-32                                             | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9000 | PA      | $9030.87      | 0.03%             | 2032-12-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T INC SR UNSEC 4.5% 05-15-35                                                 | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20973.68     | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | AMGEN INC SR UNSEC 5.65% 03-02-53                                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130927.11    | 0.44%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                   | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29 | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208817.80    | 0.71%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T INC SR UNSEC 5.4% 02-15-34                                                 | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57620.42     | 0.20%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                             | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211700.60    | 0.72%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203065.62    | 0.69%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                        | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                           | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71678.18     | 0.24%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                              | BROADCOM INC SR UNSEC 5.05% 07-12-29                                            | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262246.66    | 0.89%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | BANK OF AMERICA CORP SR UNSEC 3.974% 02-07-30/29                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    471000 | PA      | $463690.08    | 1.57%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                    | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    398000 | PA      | $364951.27    | 1.24%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                               | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36622.70     | 0.12%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                       | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    166000 | PA      | $180366.64    | 0.61%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43759.42     | 0.15%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29                                | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257460.25    | 0.87%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                       | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142333.92    | 0.48%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                   | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60140.12     | 0.20%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206898.80    | 0.70%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                          | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184383.60    | 0.62%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | COMCAST CORP SR UNSEC 5.65% 06-01-54                                            | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75850.48     | 0.26%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                  | CSX CORP SR UNSEC 4.9% 03-15-55                                                 | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52079.88     | 0.18%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.89      | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                        | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14335.85     | 0.05%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191563.13    | 0.65%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72716.03     | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                              | CENTENE CORP SR UNSEC 4.625% 12-15-29                                           | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    377000 | PA      | $366932.97    | 1.24%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                            | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 5.625% 10-15-28               | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $129340.20    | 0.44%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33              | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88542.27     | 0.30%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.665% 07-15-27                               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13471.24     | 0.05%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.83% 07-15-29                                | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.53     | 0.04%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33                                 | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52545.31     | 0.18%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10531.76     | 0.04%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.05% 11-06-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $123.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.04% 11-06-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $70.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-27.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 5YR FUT FVU5 09-30-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       103 | NC      | $120372.23    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 10YR FUT TYU5 09-19-25                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        33 | NC      | $69503.65     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 2YR FUT TUU5 09-30-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        44 | NC      | $31380.99     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SSTRT 2025-B                                              | SSTRT 2025-B D 144A 5.463% 12-29-32                                             | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000 | PA      | $8027.28      | 0.03%             | 2032-12-29      | Fixed         | 5.46%                 | 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        |    471224 | PA      | $453601.90    | 1.54%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                       | TPMT 2018-2 A1 144A FRN 03-25-58                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91407 | PA      | $90355.69     | 0.31%             | 2058-03-25      | Variable      | 3.25%                 | 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        |    101289 | PA      | $97182.94     | 0.33%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                       | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                       | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    261333 | PA      | $240622.92    | 0.82%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1         | USRE 21-1 B1 144A 2.41% 10-20-61/26                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91833.60     | 0.31%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                           | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                            | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219075 | PA      | $219296.69    | 0.74%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                  | WFLF 24-2 A1 144A 4.87% 06-21-39                                                | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215543 | PA      | $216833.72    | 0.73%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                  | WFLF 24-3 A1 144A 4.8% 09-19-39/05-18-28                                        | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111000 | PA      | $111597.51    | 0.38%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                | ABBVIE INC SR UNSEC 5.4% 03-15-54                                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $186827.33    | 0.63%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                     | AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29                                   | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158787.89    | 0.54%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10514.46     | 0.04%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                              | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                        | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    187000 | PA      | $193724.52    | 0.66%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26429.96     | 0.09%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO SR UNSEC 5.284% 07-26-35/34                                 | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101278.00    | 0.34%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                  | APA CORP 144A SR UNSEC 4.25% 01-15-30                                           | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108226.65    | 0.37%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                 | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87436.89     | 0.30%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66715.50     | 0.23%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                              | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                           | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46018.85     | 0.16%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | STATE STREET CORP SR UNSEC 5.159% 05-18-34/33                                   | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22480.77     | 0.08%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43450 | PA      | $43499.09     | 0.15%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34561 | PA      | $35128.02     | 0.12%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $39907.74     | 0.14%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                            | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121001.88    | 0.41%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                             | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44773.43     | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                         | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28834.85     | 0.10%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                        | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                 | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $648035.33    | 2.20%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                  | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50565.40     | 0.17%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                          | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                           | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31785.82     | 0.11%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG RESOURCES INC SR UNSEC 5.95% 07-15-55                                       | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30575.52     | 0.10%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                          | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                       | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21289.20     | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     95000 | PA      | $98068.98     | 0.33%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                 | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172951.62    | 0.59%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                           | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25291.65     | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                          | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                        | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $266400.67    | 0.90%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                             | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                               | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    678000 | PA      | $702656.15    | 2.38%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                      | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                             | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193956.20    | 0.66%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    441000 | PA      | $449151.00    | 1.52%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMORGAN CHASE & CO SR UNSEC 5.103% 04-22-31/30                                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8200.46      | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50799.97     | 0.17%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                      | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31           | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36622.08     | 0.12%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                     | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                  | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51926.10     | 0.18%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                             | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                       | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169020.16    | 0.57%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                | MARRIOTT INTERNATIONAL INC SR UNSEC 5.35% 03-15-35                              | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36311.72     | 0.12%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576208.08    | 1.95%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)               | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                              | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207200.00    | 0.70%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17230.59     | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19237.12     | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12977.51     | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                      | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2029.36      | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                      | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13329.86     | 0.05%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32135.72     | 0.11%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                       | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86394.24     | 0.29%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)               | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197880.00    | 0.67%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                 | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                               | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26511.52     | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                 | AESOP 23-4 B 144A 6.32% 06-20-29/28                                             | CUSIP: 05377RGZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103966.70    | 0.35%             | 2029-06-20      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3                 | AESOP 23-3 A 144A 5.44% 02-22-28/27                                             | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $369795.37    | 1.25%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B              | AFFRM 23-B A 144A 6.82% 09-15-28/04-15-26                                       | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326189.83    | 1.11%             | 2028-09-15      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                             | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                       | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149623.05    | 0.51%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                              | BMO 2024-5C8 AS FRN 12-15-57                                                    | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103887.30    | 0.35%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                       | CFII 24-1 A1 144A 5.52% 05-15-36/09-15-27                                       | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165120 | PA      | $166842.42    | 0.57%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $28996.64     | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                      | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    885000 | PA      | $879405.03    | 2.98%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    934000 | PA      | $811250.92    | 2.75%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                     | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    115000 | PA      | $108646.71    | 0.37%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                        | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163909.16    | 0.56%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                          | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                    | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177125.56    | 0.60%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | PROLOGIS LP SR UNSEC 5.125% 01-15-34                                            | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81023.68     | 0.27%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28                         | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    242000 | PA      | $249000.33    | 0.84%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX CORP SR UNSEC 5.75% 01-15-29                                                | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167648.64    | 0.57%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113113.11    | 0.38%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.365% 10-04-24/01-02-29                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1003.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.551% 10-07-24/10-07-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-415.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.543% 10-07-24/10-07-29 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-196.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.3075% 10-07-24/01-02-29                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-992.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.35% 10-07-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1856.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 12.32% 10-07-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-973.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Capital Group Completion Fund Series

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst