# EDGAR Filing Document

**Accession Number:** 0002020645
**File Stem:** 0001193125-26-074577
**Filing Date:** 2026-2
**Character Count:** 156508
**Document Hash:** 7945c8f1769e9be8a6ecd533b479ae04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-074577.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-074577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26683315

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $34261316.96

**Total Liabilities:** $4202782.38

**Net Assets:** $30058534.58

**Cash Not Reported:** $60376.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -62.406006600000 | **1-Year:** -1780.440000000000 | **5-Year:** -3902.600000000000 | **10-Year:** -2802.080000000000 | **30-Year:** -1577.550000000000

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

- **3-Month:** -15.505227600000 | **1-Year:** -191.666671700000 | **5-Year:** 151.419474200000 | **10-Year:** -314.556565500000 | **30-Year:** -16.163593900000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000251098 | 0.33%                | 0.61%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16456.24                | $-36382.60                                 |
| Month 2  | $-15207.63               | $77788.17                                  |
| Month 3  | $4493.77                 | $-134853.03                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                 | AESOP 2023-4A B 144A 6.32% 06-20-29                                             | CUSIP: 05377RGZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104032.00    | 0.35%             | 2029-06-20      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3                 | AESOP 2023-3A A 144A 5.44% 02-22-28                                             | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $369535.49    | 1.23%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.475% 10-16-25/10-16-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $398.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.51625% 10-16-25/10-16-55 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-312.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.2715% 10-17-25/10-17-27 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $244.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.8185% 10-24-25/10-24-55 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $4731.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.237% 10-24-25/10-24-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1410.20      | 0.00%             |  |  |  | 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      | $841752.56    | 2.80%             | 2031-02-01      | Fixed         | 2.50%                 | 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        |     78000 | PA      | $69766.40     | 0.23%             | 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      | $177394.55    | 0.59%             | 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      | $82273.68     | 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      | $250110.63    | 0.83%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                   | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13103.87     | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                               | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42191.77     | 0.14%             | 2036-01-15      | Fixed         | 5.38%                 | 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      | $167576.96    | 0.56%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50721.15     | 0.17%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                          | BANK5 2024-5YR11 AS 6.139% 11-15-57                                             | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203000 | PA      | $212463.45    | 0.71%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                              | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                            | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102763.40    | 0.34%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                              | BX 2025-VOLT A 144A FRN 12-15-44                                                | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149000 | PA      | $149363.56    | 0.50%             | 2044-12-15      | Variable      | 5.70%                 | 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      | $51270.25     | 0.17%             | 2042-04-25      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | G2SF 4.5 TBA 01-01-56                                                           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $487109.50    | 1.62%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | G2SF 4.0 TBA 01-01-56                                                           | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245000 | PA      | $231477.23    | 0.77%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                        | G2SF 3.5 TBA 01-01-56                                                           | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    220000 | PA      | $200242.90    | 0.67%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  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      | $143194.18    | 0.48%             | 2040-01-13      | Variable      | 5.47%                 | 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      | $103798.40    | 0.35%             | 2045-02-05      | Variable      | 5.46%                 | 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      | $100221.30    | 0.33%             | 2042-03-15      | Variable      | 5.14%                 | 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        |     39399 | PA      | $40212.14     | 0.13%             | 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        |     97091 | PA      | $97194.91     | 0.32%             | 2039-12-15      | Variable      | 5.29%                 | 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        |     79436 | PA      | $80116.13     | 0.27%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                             | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                           | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    252485 | PA      | $254833.96    | 0.85%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  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      | $-742.00      | -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      | $-573.42      | -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      | $-688.11      | -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      | $-4121.74     | -0.01%            |  |  |  | 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      | $-959.77      | -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      | $-462.98      | -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      | $3333.75      | 0.01%             |  |  |  | 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      | $-955.25      | -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      | $-1540.28     | -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      | $-892.21      | -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      | $-466.46      | -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      | $-468.91      | -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      | $7426.27      | 0.02%             |  |  |  | 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      | $-246.00      | -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      | $870.10       | 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      | $-448.18      | -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      | $-378.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.4415% 08-21-25/02-28-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-155.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.2175% 09-18-25/09-18-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $876.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.2145% 09-18-25/09-18-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $221.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.115% 09-16-25/01-02-31                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-250.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.2385% 09-18-25/09-18-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $411.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25688.28     | 0.09%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35             | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8982.12      | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                          | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24980.13     | 0.08%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  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      | $71675.18     | 0.24%             | 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      | $365932.79    | 1.22%             | 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      | $97687.50     | 0.32%             | 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      | $88581.37     | 0.29%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 7.165% 07-15-27                               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13408.94     | 0.04%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | CELANESE US HOLDINGS LLC SR UNSEC 7.33% 07-15-29                                | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62992.56     | 0.21%             | 2029-07-15      | Variable      | 6.83%                 | 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      | $53282.60     | 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      | $10544.97     | 0.04%             | 2030-11-15      | Variable      | 7.05%                 | 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      | $10469.85     | 0.03%             | 2028-11-15      | Variable      | 6.85%                 | 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      | $25233.07     | 0.08%             | 2054-02-15      | Fixed         | 5.60%                 | 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      | $29425.12     | 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        |    493000 | PA      | $500750.45    | 1.67%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                         | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59776.20     | 0.20%             | 2036-03-15      | Fixed         | 5.65%                 | 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      | $32059.33     | 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      | $30574.26     | 0.10%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                         | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.6% 01-15-31                        | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27339.85     | 0.09%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    370000 | PA      | $377340.80    | 1.26%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  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      | $21548.55     | 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      | $101521.47    | 0.34%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AVCCT 2024-2A                                             | AVCCT 2024-2A A 144A 5.38% 05-15-29                                             | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150369.30    | 0.50%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACHD 2025-DS1                                             | ACHD 2025-DS1 A 144A 5.978% 01-09-34                                            | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100283.00    | 0.33%             | 2034-01-09      | Fixed         | 5.98%                 | 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      | $103987.40    | 0.35%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                       | CFII 2024-1A A1 144A 5.52% 05-15-36                                             | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128499 | PA      | $130072.62    | 0.43%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                             | CLAST 2025-1A A 144A 5.783% 02-15-50                                            | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93464 | PA      | $95090.57     | 0.32%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                        | CLIF 2020-3A A 144A 2.07% 10-18-45                                              | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252233 | PA      | $238740.62    | 0.79%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                              | DRIVE 2024-2 A3 4.5% 09-15-28                                                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53000 | PA      | $53073.56     | 0.18%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                              | DRIVE 2024-2 A2 4.94% 12-15-27                                                  | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2602 | PA      | $2603.24      | 0.01%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4                                                | EFF 2024-4 A2 144A 4.69% 07-20-27                                               | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177633 | PA      | $178280.71    | 0.59%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                  | EQS 2024-2M B 144A 6.43% 12-20-32                                               | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81898 | PA      | $82357.35     | 0.27%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                              | GSAR 2024-4A A2 144A 4.43% 12-17-29                                             | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30669 | PA      | $30787.65     | 0.10%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                              | HORZN 2024-1 A 144A 5.375% 09-15-49                                             | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234375 | PA      | $237230.86    | 0.79%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A               | MLANE 2024-A A1 144A 6.2% 08-15-29                                              | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161031.84    | 0.54%             | 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        |    196783 | PA      | $196861.60    | 0.65%             | 2032-07-23      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B               | MLANE 2025-B A 144A 5.06% 09-15-31                                              | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100764.50    | 0.34%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                | MMP 2025-A B 144A 5.72% 12-15-31                                                | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102215.60    | 0.34%             | 2031-12-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2           | ONDK 2024-2A A 144A 4.98% 10-17-31                                              | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100512.30    | 0.33%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                             | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                            | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42588 | PA      | $42761.33     | 0.14%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                              | PEAC 2025-1A A2 144A 4.94% 10-20-28                                             | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $47308.65     | 0.16%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                               | PRNT 2025-A A 144A 4.84% 09-15-29                                               | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100290.20    | 0.33%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                 | SMB 2021-A A2B 144A 1.59% 01-15-53                                              | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175859 | PA      | $163224.06    | 0.54%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                              | SSTRT 2025-A B 144A 5.038% 07-25-31                                             | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     10581 | PA      | $10678.23     | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                        | SCFET 2025-1A A3 144A 5.11% 11-21-33                                            | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126000 | PA      | $128770.99    | 0.43%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  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      | $122005.08    | 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      | $44687.39     | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  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      | $88423.83     | 0.29%             | 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      | $69119.18     | 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      | $45758.25     | 0.15%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  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      | $327915.58    | 1.09%             | 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      | $47412.30     | 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      | $104400.77    | 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      | $28213.26     | 0.09%             | 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      | $241775.77    | 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      | $68512.59     | 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      | $535005.70    | 1.78%             | 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      | $134530.99    | 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      | $52925.75     | 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      | $213395.40    | 0.71%             | 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      | $60080.85     | 0.20%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46619.21     | 0.16%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                | VERIZON COMMUNICATIONS INC SR UNSEC 4.75% 01-15-33                              | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37981.49     | 0.13%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                              | CITY OF NEW YORK NY 5.559% 10-01-45                                             | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9954.30      | 0.03%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                           | CAPITAL GROUP CENTRAL CASH FUND                                                 | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     17358 | NS      | $1736015.58   | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                     | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-304.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD SALE TO USD 1/29/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $234.44       | 0.00%             |  |  |  | No            |                  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        |    304028 | PA      | $271770.20    | 0.90%             | 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        |      2632 | PA      | $2631.56      | 0.01%             | 2044-09-25      | Variable      | 4.92%                 | 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      | $25035.63     | 0.08%             | 2044-09-25      | Variable      | 5.47%                 | 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        |     92271 | PA      | $90580.81     | 0.30%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                             | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                           | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134295 | PA      | $134474.59    | 0.45%             | 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        |     18229 | PA      | $18264.98     | 0.06%             | 2045-02-25      | Variable      | 4.87%                 | 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        |     32059 | PA      | $32118.41     | 0.11%             | 2045-02-25      | Variable      | 5.02%                 | 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      | $340697.61    | 1.13%             | 2042-05-25      | Variable      | 7.22%                 | Yes           |                  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      | $25100.40     | 0.08%             |  |  |  | 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      | $176.85       | 0.00%             |  |  |  | No            |                  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      | $2039.84      | 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      | $13406.58     | 0.04%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30737.40     | 0.10%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                        | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58726.14     | 0.20%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                         | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18193.97     | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | PFIZER INC SR UNSEC 5.6% 11-15-55                                               | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89250.75     | 0.30%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  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        |     99868 | PA      | $100029.29    | 0.33%             | 2042-02-17      | Variable      | 5.20%                 | 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        |     17600 | PA      | $17609.31     | 0.06%             | 2045-01-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                            | SWCH 2025-DATA A 144A FRN 02-15-42                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    306000 | PA      | $303626.97    | 1.01%             | 2042-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 4.5 UMBS TBA 01-01-56                                                      | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -905000 | PA      | $-883621.19   | -2.94%            | 2056-01-01      | Fixed         | 4.50%                 | 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      | $-3512.94     | -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      | $-72.73       | -0.00%            |  |  |  | No            |                  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      | $500102.50    | 1.66%             | 2028-01-15      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 6.5 UMBS TBA 01-01-56                                                      | CUSIP: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -220000 | PA      | $-228667.34   | -0.76%            | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 2.5 UMBS TBA 01-01-56                                                      | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -183000 | PA      | $-154735.10   | -0.51%            | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 3.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -90000 | PA      | $-79618.32    | -0.26%            | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 7.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F070617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    374000 | PA      | $393618.54    | 1.31%             | 2056-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 4.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-474329.50   | -1.58%            | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 5.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -580000 | PA      | $-578504.76   | -1.92%            | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 5.5 UMBS TBA 01-01-56                                                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115000 | PA      | $116625.99    | 0.39%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 2.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    631000 | PA      | $510220.29    | 1.70%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 6.0 UMBS TBA 01-01-56                                                      | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    715990 | PA      | $735238.68    | 2.45%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                               | FNCL 3.5 UMBS TBA 02-01-56                                                      | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -302000 | PA      | $-278276.39   | -0.93%            | 2056-02-01      | Fixed         | 3.50%                 | 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        |    112496 | PA      | $113168.59    | 0.38%             | 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        |     83699 | PA      | $84329.79     | 0.28%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                             | WFCM 2024-5C2 A3 FRN 11-15-57                                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $68470.42     | 0.23%             | 2057-11-15      | Variable      | 5.92%                 | 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      | $24942.38     | 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      | $116302.66    | 0.39%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                              | CITY OF NEW YORK NY 5.372% 10-01-51                                             | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4874.85      | 0.02%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                     | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-506.97      | -0.00%            |  |  |  | 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      | $-69.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.2465% 12-01-25/09-15-27 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $387.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.249% 12-01-25/09-15-27 LCH                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $437.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $66.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $334.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-407.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $507.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-259.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | FSWP: OIS RECFIX USD 4.13862% 06-17-26/06-17-56 LCH                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-204.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 10YR FUT TYH6 03-20-26                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        14 | NC      | $5871.49      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 30YR FUT ULTRA WNH6 03-20-26                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         7 | NC      | $17958.54     | 0.06%             |  |  |  | No            |                  1 | 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      | $-171.23      | -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      | $-1712.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 10YR FUT ULTRA UXYH6 03-20-26                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        57 | NC      | $19519.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 20YR FUT USH6 03-20-26                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        22 | NC      | $-34150.84    | -0.11%            |  |  |  | No            |                  1 | 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      | $-3400.36     | -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      | $-116.90      | -0.00%            |  |  |  | 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      | $-1668.64     | -0.01%            |  |  |  | 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      | $-406.81      | -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      | $-193.59      | -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      | $-1596.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 5YR FUT FVH6 03-31-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        90 | NC      | $-26374.10    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | UST 2YR FUT TUH6 03-31-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        99 | NC      | $-2921.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | BRL FWD PUR FROM USD NDF 1/23/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-285.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD SALE TO USD 1/13/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-961.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD PUR FROM USD 1/16/2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $40.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR FWD SALE TO USD 1/27/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $134.05       | 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      | $-3058.44     | -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      | $-1577.06     | -0.01%            |  |  |  | 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      | $-957.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.135% 09-16-25/01-02-31                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1158.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.105% 09-16-25/01-02-31                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-272.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.2155% 09-18-25/09-18-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $220.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAC 2024-2A                                              | PEAC 2024-2A A2 144A 4.74% 04-20-27                                             | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19981 | PA      | $20029.07     | 0.07%             | 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      | $150031.65    | 0.50%             | 2028-01-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                        | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34      | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15334.17     | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                               | VIATRIS INC SR UNSEC 4.0% 06-22-50                                              | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6664.04      | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8815.41      | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | 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        |     42000 | PA      | $43362.94     | 0.14%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3306.75      | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     62000 | PA      | $43787.50     | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105488.40    | 0.35%             | 2032-03-15      | Fixed         | 4.28%                 | 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      | $559625.22    | 1.86%             | 2029-07-25      | Variable      | 5.57%                 | 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      | $294937.17    | 0.98%             | 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        |     83174 | PA      | $82478.54     | 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        |     53665 | PA      | $41858.94     | 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        |     16654 | PA      | $14981.02     | 0.05%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  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        |    213254 | PA      | $202458.52    | 0.67%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35              | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185542 | PA      | $185150.43    | 0.62%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                     | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100 | PA      | $99.81        | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                       | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240600 | PA      | $240327.45    | 0.80%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543700 | PA      | $541215.13    | 1.80%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                    | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238900 | PA      | $238442.72    | 0.79%             | 2027-12-31      | Fixed         | 3.38%                 | 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      | $316974.00    | 1.05%             | 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      | $321021.90    | 1.07%             | 2056-12-15      | Variable      | 7.45%                 | 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      | $452824.97    | 1.51%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33618.48     | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73929.55     | 0.25%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC SR UNSEC 4.6% 11-15-32                                       | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68566.30     | 0.23%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                       | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15545.98     | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16229.90     | 0.05%             | 2065-11-15      | Fixed         | 5.75%                 | 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      | $87930.36     | 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      | $203150.00    | 0.68%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                              | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                   | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28678.38     | 0.10%             | 2054-08-01      | Fixed         | 5.35%                 | 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      | $27557.23     | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | 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      | $114069.34    | 0.38%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  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      | $13725.81     | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 6.0% 08-03-55                                              | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26479.77     | 0.09%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 6.1% 09-26-65                                              | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13238.91     | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 5.875% 09-26-45                                            | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22590.68     | 0.08%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 5.2% 09-26-35                                              | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38337.60     | 0.13%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 5.95% 09-26-55                                             | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44332.85     | 0.15%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 4.45% 09-26-30                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14678.42     | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP SR UNSEC 4.8% 09-26-32                                              | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28970.85     | 0.10%             | 2032-09-26      | Fixed         | 4.80%                 | 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      | $32318.07     | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | 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        |     89000 | PA      | $93410.40     | 0.31%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7977.45      | 0.03%             | 2031-10-22      | Variable      | 4.25%                 | 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      | $8837.24      | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                        | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3956.32      | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | 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      | $37134.06     | 0.12%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                      | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30866.73     | 0.10%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                      | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3012.81      | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | 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      | $37063.76     | 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      | $582083.43    | 1.94%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                            | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                 | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81070.88     | 0.27%             | 2035-03-15      | Fixed         | 5.00%                 | 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      | $209950.00    | 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      | $17376.82     | 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      | $19535.71     | 0.06%             | 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      | $12958.92     | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  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      | $173807.14    | 0.58%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                             | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                               | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205152.00    | 0.68%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                          | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30456.00     | 0.10%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX BRL 13.03% 09-17-25/01-02-31                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-735.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.482% 10-02-25/10-02-32 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $777.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.648% 10-02-25/10-02-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1297.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.34% 10-24-25/10-24-32 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1643.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.504% 10-24-25/10-24-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1840.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.475% 11-03-25/11-03-32 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1100.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.66593% 11-03-25/11-03-35 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1182.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.50061% 11-03-25/11-03-32 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $852.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 4.052% 12-04-25/11-15-53 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $776.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.665% 12-04-25/08-15-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $742.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.486% 12-04-25/11-15-32 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $661.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.325% 12-04-25/05-31-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $631.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                         | EURO-BUND 10YR FUT RXH6 03-06-26                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         6 | NC      | $5458.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | FED FUND 30DAY FUT FFG6 02-27-26                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         4 | NC      | $191.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                         | ITA GB 10YR FUT IKH6 03-06-26                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2 | NC      | $-777.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                           | SOFR 90DAY FUT SFRM6 09-15-26                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1 | NC      | $-242.00      | -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        |         1 | NC      | $-165.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SSTRT 2025-B                                              | SSTRT 2025-B B 144A 4.925% 12-29-32                                             | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12205 | PA      | $12315.22     | 0.04%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                              | SSTRT 2025-B C 144A 5.121% 12-29-32                                             | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6865 | PA      | $6926.38      | 0.02%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | 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        |      6102 | PA      | $6143.07      | 0.02%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                         | SORT 2021-1A A1 144A 1.53% 03-15-61                                             | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465664 | PA      | $378471.35    | 1.26%             | 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        |     63008 | PA      | $62610.38     | 0.21%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1             | TMCL 2020-1A A 144A 2.73% 08-21-45                                              | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85214 | PA      | $82650.58     | 0.27%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                       | TMCL 2021-1A A 144A 1.68% 02-20-46                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    245333 | PA      | $231217.83    | 0.77%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1         | USRE 2021-1 B1 144A 2.41% 10-20-61                                              | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $62854.30     | 0.21%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  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      | $6013.67      | 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      | $366318.93    | 1.22%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20417.04     | 0.07%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                           | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                          | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161478 | PA      | $162325.98    | 0.54%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                  | WFLF 2024-2A A1 144A 4.87% 06-21-39                                             | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170459 | PA      | $172190.56    | 0.57%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                  | WFLF 2024-3A A1 144A 4.8% 09-19-39                                              | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96911 | PA      | $97968.74     | 0.33%             | 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      | $186824.26    | 0.62%             | 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      | $159512.98    | 0.53%             | 2029-03-01      | Fixed         | 5.15%                 | 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      | $103088.80    | 0.34%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                  | APA CORP SR UNSEC 4.25% 01-15-30                                                | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111064.20    | 0.37%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | ALPHABET INC SR UNSEC 4.7% 11-15-35                                             | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15009.54     | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | ALPHABET INC SR UNSEC 5.45% 11-15-55                                            | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29450.40     | 0.10%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | ALPHABET INC SR UNSEC 5.7% 11-15-75                                             | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34477.98     | 0.11%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58603.92     | 0.19%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | AMAZON.COM INC SR UNSEC 5.55% 11-20-65                                          | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24269.30     | 0.08%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21919.63     | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  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      | $21157.71     | 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      | $131303.12    | 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      | $208275.40    | 0.69%             | 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      | $58082.47     | 0.19%             | 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      | $212452.00    | 0.71%             | 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      | $204414.70    | 0.68%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  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      | $263641.09    | 0.88%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  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        |     96563 | PA      | $97584.54     | 0.32%             | 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        |      2126 | PA      | $2125.73      | 0.01%             | 2044-10-25      | Variable      | 4.87%                 | 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      | $20997.84     | 0.07%             | 2044-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                            | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                            | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20413.64     | 0.07%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | BAXTER INTERNATIONAL INC SR UNSEC 4.9% 12-15-30                                 | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75615.30     | 0.25%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19235.47     | 0.06%             | 2035-12-15      | Fixed         | 5.65%                 | 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      | $468594.60    | 1.56%             | 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      | $373538.92    | 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      | $36609.43     | 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      | $183364.93    | 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      | $43845.61     | 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      | $258893.75    | 0.86%             | 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      | $143084.10    | 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      | $60379.24     | 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      | $207809.00    | 0.69%             | 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      | $187640.69    | 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      | $73176.71     | 0.24%             | 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      | $52219.02     | 0.17%             | 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      | $5165.58      | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                           | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52783.00     | 0.18%             | 2031-09-15      | Fixed         | 7.50%                 | 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      | $14391.69     | 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      | $194452.08    | 0.65%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55              | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63328.45     | 0.21%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                 | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22254.96     | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                  | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                       | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15150.62     | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  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      | $25758.30     | 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        |    100000 | PA      | $93295.00     | 0.31%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292864.75    | 0.97%             | 2030-11-13      | Fixed         | 4.00%                 | 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      | $711523.03    | 2.37%             | 2028-11-07      | Fixed         | 6.80%                 | 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      | $122897.01    | 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      | $516199.87    | 1.72%             | 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      | $86585.52     | 0.29%             | 2035-01-07      | Fixed         | 5.90%                 | 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      | $30347.76     | 0.10%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                             | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44902.40     | 0.15%             | 2031-10-21      | Variable      | 4.37%                 | 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      | $65744.65     | 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      | $116636.48    | 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      | $282995.46    | 0.94%             | 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      | $5111.90      | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  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      | $114346.56    | 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      | $225658.84    | 0.75%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC SR UNSEC 3.625% 03-15-32                                                | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54851.93     | 0.18%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | INTEL CORP SR UNSEC 5.6% 02-21-54                                               | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30487.02     | 0.10%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  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      | $312155.69    | 1.04%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  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      | $197401.00    | 0.66%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | INTEL CORP SR UNSEC 3.05% 08-12-51                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3076.98      | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.4815% 10-02-25/10-02-32 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $802.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.48% 10-02-25/10-02-32 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $813.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.34% 10-03-25/10-03-27 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-94.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.47% 10-07-25/10-07-55 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3375.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.51812% 10-07-25/10-07-35 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $3325.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.4925% 10-08-25/10-08-35 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $603.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.5425% 10-08-25/10-08-55 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-456.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.6775% 10-08-25/10-08-35 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1020.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.53% 10-09-25/10-09-35 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $544.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.57% 10-09-25/10-09-55 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-415.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.953% 10-09-25/10-09-55 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1443.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX USD 3.663% 10-09-25/10-09-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $775.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.515% 10-10-25/10-10-55 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-508.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.5225% 10-10-25/10-10-35 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $565.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.52% 10-14-25/10-14-55 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-502.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.51% 10-14-25/10-14-35 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $588.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS PAYFIX JPY 1.491% 10-15-25/10-15-35 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $620.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                           | OIS RECFIX JPY 2.5% 10-15-25/10-15-55 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-534.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior