# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-008126
**Filing Date:** 2026-1
**Character Count:** 172491
**Document Hash:** ce23d9d13548eb1c29b48efdc5a73cf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-008126.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001410368-26-008126

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 26569529

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multisector Bond SMA Completion Portfolio (Series ID: S000066845)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000215205 | Multisector Bond SMA Completion Portfolio | MBSAX           |

## Nport-Ex

![](imgde9215071.jpg)

Multisector Bond SMA Completion Portfolio

**First Quarter Report**

November 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 12.9%** | **Asset-Backed Securities - Non-Agency 12.9%** | **Asset-Backed Securities - Non-Agency 12.9%** | **Asset-Backed Securities - Non-Agency 12.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 02/15/2033 | &nbsp;&nbsp; 4.990% | 969000 | &nbsp;&nbsp; 976777 |
| Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-N2 Class A3 | Series 2024-N2 Class A3 | Series 2024-N2 Class A3 | Series 2024-N2 Class A3 |
| 07/10/2028 | &nbsp;&nbsp; 5.710% | 484913 | &nbsp;&nbsp; 486800 |
| Greenacre Park CLO LLC<sup>(a),(b)</sup>  | Greenacre Park CLO LLC<sup>(a),(b)</sup>  | Greenacre Park CLO LLC<sup>(a),(b)</sup>  | Greenacre Park CLO LLC<sup>(a),(b)</sup>  |
| Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>07/20/2038<br>| &nbsp;&nbsp; 5.584% | 880000 | &nbsp;&nbsp; 878783 |
| GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  |
| Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 |
| 10/27/2059 | &nbsp;&nbsp; 5.150% | 241408 | &nbsp;&nbsp; 245403 |
| Madison Park Funding XLII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLII Ltd.<sup>(a),(b)</sup>  |
| Series 2013A Class BR2 | Series 2013A Class BR2 | Series 2013A Class BR2 | Series 2013A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.300% <br>11/21/2030<br>| &nbsp;&nbsp; 5.455% | 700000 | &nbsp;&nbsp; 700325 |
| Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  |
| Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 |
| 10/15/2032 | &nbsp;&nbsp; 4.961% | 560694 | &nbsp;&nbsp; 562141 |
| Series 2025-R3 Class A | Series 2025-R3 Class A | Series 2025-R3 Class A | Series 2025-R3 Class A |
| 01/18/2033 | &nbsp;&nbsp; 4.841% | 1030000 | &nbsp;&nbsp; 1030622 |
| Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  |
| Series 2025-4 Class A2 | Series 2025-4 Class A2 | Series 2025-4 Class A2 | Series 2025-4 Class A2 |
| 01/17/2033 | &nbsp;&nbsp; 5.373% | 999965 | &nbsp;&nbsp; 1006759 |
| Pagaya Point of Sale Holdings Grantor Trust<sup>(a)</sup>  | Pagaya Point of Sale Holdings Grantor Trust<sup>(a)</sup>  | Pagaya Point of Sale Holdings Grantor Trust<sup>(a)</sup>  | Pagaya Point of Sale Holdings Grantor Trust<sup>(a)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 01/20/2034 | &nbsp;&nbsp; 5.715% | 800000 | &nbsp;&nbsp; 808737 |
| Rockland Park CLO Ltd.<sup>(a),(b)</sup>  | Rockland Park CLO Ltd.<sup>(a),(b)</sup>  | Rockland Park CLO Ltd.<sup>(a),(b)</sup>  | Rockland Park CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>07/20/2038<br>| &nbsp;&nbsp; 5.969% | 1000000 | &nbsp;&nbsp; 1002439 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.630% | 314962 | &nbsp;&nbsp; 316223 |
| SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  |
| Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 |
| 01/22/2029 | &nbsp;&nbsp; 5.240% | 500000 | &nbsp;&nbsp; 502395 |
| SoFi Consumer Loan Program Trust<sup>(a)</sup>  | SoFi Consumer Loan Program Trust<sup>(a)</sup>  | SoFi Consumer Loan Program Trust<sup>(a)</sup>  | SoFi Consumer Loan Program Trust<sup>(a)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 02/27/2034 | &nbsp;&nbsp; 4.800% | 98984 | &nbsp;&nbsp; 99294 |
| Truist Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Truist Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Truist Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Truist Bank Auto Credit-Linked Notes<sup>(a)</sup>  |
| Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B |
| 09/26/2033 | &nbsp;&nbsp; 4.728% | 880748 | &nbsp;&nbsp; 882248 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Upgrade Master Pass-Thru Trust<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust<sup>(a)</sup>  |
| Series 2025-ST4 Class A | Series 2025-ST4 Class A | Series 2025-ST4 Class A | Series 2025-ST4 Class A |
| 08/16/2032 | &nbsp;&nbsp; 5.495% | 865510 | &nbsp;&nbsp; 869476 |
| Upgrade Master Pass-Thru Trust Series<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust Series<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust Series<sup>(a)</sup>  | Upgrade Master Pass-Thru Trust Series<sup>(a)</sup>  |
| Series 2025-ST8 Class A | Series 2025-ST8 Class A | Series 2025-ST8 Class A | Series 2025-ST8 Class A |
| 12/15/2033 | &nbsp;&nbsp; 4.618% | 755000 | &nbsp;&nbsp; 755342 |
| Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2024-2A Class A2A | Series 2024-2A Class A2A | Series 2024-2A Class A2A | Series 2024-2A Class A2A |
| 08/16/2027 | &nbsp;&nbsp; 5.750% | 78645 | &nbsp;&nbsp; 78771 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $11,175,930) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $11,175,930) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $11,175,930) | &nbsp;&nbsp; **11202535** |
| **Corporate Bonds & Notes 0.5%** | **Corporate Bonds & Notes 0.5%** | **Corporate Bonds & Notes 0.5%** | **Corporate Bonds & Notes 0.5%** |
| **Banking 0.2%** | **Banking 0.2%** | **Banking 0.2%** | **Banking 0.2%** |
| Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 5.819% | 130000 | &nbsp;&nbsp; 135826 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |
| Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. |
| 05/19/2026 | &nbsp;&nbsp; 4.450% | 140000 | &nbsp;&nbsp; 140198 |
| **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 12/01/2025 | &nbsp;&nbsp; 4.600% | 130000 | &nbsp;&nbsp; 130002 |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $400,775) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $400,775) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $400,775) | &nbsp;&nbsp; **406026** |
| **Foreign Government Obligations**<sup>(d),(e)</sup> **12.9%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **12.9%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **12.9%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **12.9%** |
| **Angola 0.4%** | **Angola 0.4%** | **Angola 0.4%** | **Angola 0.4%** |
| Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  |
| 04/14/2032 | &nbsp;&nbsp; 8.750% | 200000 | &nbsp;&nbsp; 190791 |
| 05/08/2048 | &nbsp;&nbsp; 9.375% | 200000 | &nbsp;&nbsp; 174004 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **364795** |
| **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 01/07/2041 | &nbsp;&nbsp; 5.625% | 200000 | &nbsp;&nbsp; 187998 |
| 01/12/2056 | &nbsp;&nbsp; 7.250% | 200000 | &nbsp;&nbsp; 199843 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **387841** |
| **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** |
| Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/26/2036 | &nbsp;&nbsp; 6.440% | 200000 | &nbsp;&nbsp; 216515 |
| 01/30/2050 | &nbsp;&nbsp; 3.700% | 200000 | &nbsp;&nbsp; 142297 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **358812** |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Colombia 0.6%** | **Colombia 0.6%** | **Colombia 0.6%** | **Colombia 0.6%** | **Colombia 0.6%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 01/30/2030 | &nbsp;&nbsp; 3.000% |  | 200000 | &nbsp;&nbsp; 180198 |
| 09/18/2037 | &nbsp;&nbsp; 7.375% |  | 200000 | &nbsp;&nbsp; 205317 |
| 05/15/2049 | &nbsp;&nbsp; 5.200% |  | 200000 | &nbsp;&nbsp; 148282 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **533797** |
| **Dominican Republic 0.5%** | **Dominican Republic 0.5%** | **Dominican Republic 0.5%** | **Dominican Republic 0.5%** | **Dominican Republic 0.5%** |
| Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  |
| 04/30/2044 | &nbsp;&nbsp; 7.450% |  | 200000 | &nbsp;&nbsp; 219636 |
| 01/27/2045 | &nbsp;&nbsp; 6.850% |  | 200000 | &nbsp;&nbsp; 205935 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **425571** |
| **Egypt 0.8%** | **Egypt 0.8%** | **Egypt 0.8%** | **Egypt 0.8%** | **Egypt 0.8%** |
| Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  |
| 04/16/2030 | &nbsp;&nbsp; 5.625% | EUR | 200000 | &nbsp;&nbsp; 226543 |
| 01/31/2047 | &nbsp;&nbsp; 8.500% |  | 200000 | &nbsp;&nbsp; 186297 |
| 02/16/2061 | &nbsp;&nbsp; 7.500% |  | 300000 | &nbsp;&nbsp; 248621 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **661461** |
| **France 2.1%** | **France 2.1%** | **France 2.1%** | **France 2.1%** | **France 2.1%** |
| French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  |
| 05/25/2052 | &nbsp;&nbsp; 0.750% | EUR | 1124000 | &nbsp;&nbsp; 588048 |
| 05/25/2053 | &nbsp;&nbsp; 0.750% | EUR | 2440000 | &nbsp;&nbsp; 1238176 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1826224** |
| **Ghana 0.4%** | **Ghana 0.4%** | **Ghana 0.4%** | **Ghana 0.4%** | **Ghana 0.4%** |
| Ghana Government International Bond<sup>(a),(c)</sup>  | Ghana Government International Bond<sup>(a),(c)</sup>  | Ghana Government International Bond<sup>(a),(c)</sup>  | Ghana Government International Bond<sup>(a),(c)</sup>  | Ghana Government International Bond<sup>(a),(c)</sup>  |
| 07/03/2035 | &nbsp;&nbsp; 5.000% |  | 400000 | &nbsp;&nbsp; 352466 |
| **Hungary 0.3%** | **Hungary 0.3%** | **Hungary 0.3%** | **Hungary 0.3%** | **Hungary 0.3%** |
| Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  |
| 09/23/2055 | &nbsp;&nbsp; 6.750% |  | 200000 | &nbsp;&nbsp; 210746 |
| **Indonesia 0.2%** | **Indonesia 0.2%** | **Indonesia 0.2%** | **Indonesia 0.2%** | **Indonesia 0.2%** |
| PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  |
| 02/09/2031 | &nbsp;&nbsp; 2.300% |  | 200000 | &nbsp;&nbsp; 177386 |
| **Ivory Coast 0.7%** | **Ivory Coast 0.7%** | **Ivory Coast 0.7%** | **Ivory Coast 0.7%** | **Ivory Coast 0.7%** |
| Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 4.875% | EUR | 200000 | &nbsp;&nbsp; 221047 |
| 06/15/2033 | &nbsp;&nbsp; 6.125% |  | 200000 | &nbsp;&nbsp; 192745 |
| 01/30/2037 | &nbsp;&nbsp; 8.250% |  | 200000 | &nbsp;&nbsp; 209040 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **622832** |
| **Kazakhstan 0.2%** | **Kazakhstan 0.2%** | **Kazakhstan 0.2%** | **Kazakhstan 0.2%** | **Kazakhstan 0.2%** |
| KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  |
| 04/24/2030 | &nbsp;&nbsp; 5.375% |  | 200000 | &nbsp;&nbsp; 204347 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 05/07/2036 | &nbsp;&nbsp; 6.000% |  | 200000 | &nbsp;&nbsp; 204312 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 01/28/2031 | &nbsp;&nbsp; 5.950% |  | 268000 | &nbsp;&nbsp; 258948 |
| 06/15/2035 | &nbsp;&nbsp; 6.625% |  | 141000 | &nbsp;&nbsp; 132785 |
| 02/12/2048 | &nbsp;&nbsp; 6.350% |  | 200000 | &nbsp;&nbsp; 155926 |
| 01/23/2050 | &nbsp;&nbsp; 7.690% |  | 550000 | &nbsp;&nbsp; 491289 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1243260** |
| **Nigeria 0.2%** | **Nigeria 0.2%** | **Nigeria 0.2%** | **Nigeria 0.2%** | **Nigeria 0.2%** |
| Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  |
| 11/28/2047 | &nbsp;&nbsp; 7.625% |  | 200000 | &nbsp;&nbsp; 185035 |
| **Oman 0.3%** | **Oman 0.3%** | **Oman 0.3%** | **Oman 0.3%** | **Oman 0.3%** |
| Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  |
| 01/17/2048 | &nbsp;&nbsp; 6.750% |  | 200000 | &nbsp;&nbsp; 221905 |
| **Panama 0.2%** | **Panama 0.2%** | **Panama 0.2%** | **Panama 0.2%** | **Panama 0.2%** |
| Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond |
| 01/19/2033 | &nbsp;&nbsp; 3.298% |  | 200000 | &nbsp;&nbsp; 174140 |
| **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** |
| Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  |
| 08/11/2044 | &nbsp;&nbsp; 6.100% |  | 200000 | &nbsp;&nbsp; 205511 |
| **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 02/14/2031 | &nbsp;&nbsp; 3.000% |  | 200000 | &nbsp;&nbsp; 180357 |
| 01/28/2050 | &nbsp;&nbsp; 3.375% | EUR | 200000 | &nbsp;&nbsp; 148469 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **328826** |
| **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** |
| Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  |
| 11/24/2030 | &nbsp;&nbsp; 2.250% |  | 400000 | &nbsp;&nbsp; 361497 |
| **Turkey 1.2%** | **Turkey 1.2%** | **Turkey 1.2%** | **Turkey 1.2%** | **Turkey 1.2%** |
| Turkey Government International Bond | Turkey Government International Bond | Turkey Government International Bond | Turkey Government International Bond | Turkey Government International Bond |
| 05/11/2047 | &nbsp;&nbsp; 5.750% |  | 500000 | &nbsp;&nbsp; 411837 |
| Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond |
| 02/12/2032 | &nbsp;&nbsp; 7.125% |  | 600000 | &nbsp;&nbsp; 632637 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1044474** |
| **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** |
| DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  |
| 07/18/2029 | &nbsp;&nbsp; 3.875% |  | 200000 | &nbsp;&nbsp; 195423 |
| DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  |
| 09/25/2048 | &nbsp;&nbsp; 5.625% |  | 200000 | &nbsp;&nbsp; 199003 |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** | **Foreign Government Obligations**<sup>(d),(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  |
| 07/02/2037 | &nbsp;&nbsp; 6.850% |  | 200000 | &nbsp;&nbsp; 228647 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **623073** |
| **United Kingdom 0.8%** | **United Kingdom 0.8%** | **United Kingdom 0.8%** | **United Kingdom 0.8%** | **United Kingdom 0.8%** |
| United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  |
| 07/31/2051 | &nbsp;&nbsp; 1.250% | GBP | 1155000 | &nbsp;&nbsp; 679664 |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $10,860,036) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $10,860,036) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $10,860,036) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $10,860,036) | &nbsp;&nbsp; **11193663** |
| **Residential Mortgage-Backed Securities - Agency 61.1%** | **Residential Mortgage-Backed Securities - Agency 61.1%** | **Residential Mortgage-Backed Securities - Agency 61.1%** | **Residential Mortgage-Backed Securities - Agency 61.1%** | **Residential Mortgage-Backed Securities - Agency 61.1%** |
| Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  |
| CMO Series 2022-60A Class FA | CMO Series 2022-60A Class FA | CMO Series 2022-60A Class FA | CMO Series 2022-60A Class FA | CMO Series 2022-60A Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.700% <br>Floor 0.700%, Cap 6.000% <br>09/25/2052<br>| &nbsp;&nbsp; 4.772% |  | 943852 | &nbsp;&nbsp; 926047 |
| CMO Series 2024-95 Class HF | CMO Series 2024-95 Class HF | CMO Series 2024-95 Class HF | CMO Series 2024-95 Class HF | CMO Series 2024-95 Class HF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.400% <br>Floor 1.400%, Cap 6.500% <br>12/25/2054<br>| &nbsp;&nbsp; 5.472% |  | 945488 | &nbsp;&nbsp; 950363 |
| CMO Series 2025-35 Class MB | CMO Series 2025-35 Class MB | CMO Series 2025-35 Class MB | CMO Series 2025-35 Class MB | CMO Series 2025-35 Class MB |
| &nbsp;&nbsp; 30-day Average SOFR + 4.450% <br>Cap 8.550% <br>05/25/2055<br>| &nbsp;&nbsp; 8.522% |  | 431879 | &nbsp;&nbsp; 449103 |
| CMO Series 2025-6 Class GF | CMO Series 2025-6 Class GF | CMO Series 2025-6 Class GF | CMO Series 2025-6 Class GF | CMO Series 2025-6 Class GF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.400% <br>Floor 1.400%, Cap 6.500% <br>02/25/2055<br>| &nbsp;&nbsp; 5.472% |  | 917478 | &nbsp;&nbsp; 922209 |
| CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.850% <br>Floor 0.850%, Cap 6.000% <br>09/25/2055<br>| &nbsp;&nbsp; 4.922% |  | 984759 | &nbsp;&nbsp; 980096 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  |
| CMO Series 5462 Class FA | CMO Series 5462 Class FA | CMO Series 5462 Class FA | CMO Series 5462 Class FA | CMO Series 5462 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 1.100% <br>Floor 1.100%, Cap 6.500% <br>10/25/2054<br>| &nbsp;&nbsp; 5.172% |  | 883288 | &nbsp;&nbsp; 884015 |
| CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 4.600% <br>Cap 8.700% <br>06/25/2055<br>| &nbsp;&nbsp; 8.672% |  | 456671 | &nbsp;&nbsp; 458686 |
| Freddie Mac REMICS<sup>(b),(f)</sup>  | Freddie Mac REMICS<sup>(b),(f)</sup>  | Freddie Mac REMICS<sup>(b),(f)</sup>  | Freddie Mac REMICS<sup>(b),(f)</sup>  | Freddie Mac REMICS<sup>(b),(f)</sup>  |
| CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.100% <br>Cap 5.100% <br>06/25/2055<br>| &nbsp;&nbsp; 1.028% |  | 9596916 | &nbsp;&nbsp; 573452 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  |
| CMO Series 2024-151 Class DS | CMO Series 2024-151 Class DS | CMO Series 2024-151 Class DS | CMO Series 2024-151 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.330% <br>Cap 5.330% <br>09/20/2054<br>| &nbsp;&nbsp; 1.231% | 8843616 | &nbsp;&nbsp; 457824 |
| Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  |
| 12/13/2053 | &nbsp;&nbsp; 4.000% | 7590000 | &nbsp;&nbsp; 7228228 |
| 12/13/2053 | &nbsp;&nbsp; 4.500% | 8981000 | &nbsp;&nbsp; 8791049 |
| 12/13/2053 | &nbsp;&nbsp; 5.000% | 10100000 | &nbsp;&nbsp; 10078547 |
| 12/13/2053 | &nbsp;&nbsp; 5.500% | 9603857 | &nbsp;&nbsp; 9724924 |
| 12/12/2054 | &nbsp;&nbsp; 3.500% | 6075000 | &nbsp;&nbsp; 5618438 |
| 12/11/2055 | &nbsp;&nbsp; 6.000% | 4874478 | &nbsp;&nbsp; 4990730 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,759,732) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,759,732) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,759,732) | &nbsp;&nbsp; **53033711** |
| **Residential Mortgage-Backed Securities - Non-Agency 6.5%** | **Residential Mortgage-Backed Securities - Non-Agency 6.5%** | **Residential Mortgage-Backed Securities - Non-Agency 6.5%** | **Residential Mortgage-Backed Securities - Non-Agency 6.5%** |
| COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 |
| 06/25/2070 | &nbsp;&nbsp; 5.673% | 751157 | &nbsp;&nbsp; 757500 |
| EASY<sup>(a),(c)</sup>  | EASY<sup>(a),(c)</sup>  | EASY<sup>(a),(c)</sup>  | EASY<sup>(a),(c)</sup>  |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 05/25/2040 | &nbsp;&nbsp; 6.456% | 800000 | &nbsp;&nbsp; 810595 |
| OBX Trust<sup>(a),(h)</sup>  | OBX Trust<sup>(a),(h)</sup>  | OBX Trust<sup>(a),(h)</sup>  | OBX Trust<sup>(a),(h)</sup>  |
| CMO Series 2025-NQM13 Class A1 | CMO Series 2025-NQM13 Class A1 | CMO Series 2025-NQM13 Class A1 | CMO Series 2025-NQM13 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 5.441% | 711902 | &nbsp;&nbsp; 717726 |
| OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 02/25/2055 | &nbsp;&nbsp; 5.400% | 579294 | &nbsp;&nbsp; 582907 |
| CMO Series 2025-NQM6 Class A1 | CMO Series 2025-NQM6 Class A1 | CMO Series 2025-NQM6 Class A1 | CMO Series 2025-NQM6 Class A1 |
| 03/25/2065 | &nbsp;&nbsp; 5.603% | 599367 | &nbsp;&nbsp; 605268 |
| PRPM Trust<sup>(a),(h)</sup>  | PRPM Trust<sup>(a),(h)</sup>  | PRPM Trust<sup>(a),(h)</sup>  | PRPM Trust<sup>(a),(h)</sup>  |
| CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 |
| 05/25/2070 | &nbsp;&nbsp; 5.606% | 744879 | &nbsp;&nbsp; 751538 |
| Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  |
| CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 |
| 12/25/2055 | &nbsp;&nbsp; 5.750% | 800000 | &nbsp;&nbsp; 794906 |
| Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 |
| 03/25/2070 | &nbsp;&nbsp; 5.307% | 609692 | &nbsp;&nbsp; 613188 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $5,586,357) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $5,586,357) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $5,586,357) | &nbsp;&nbsp; **5633628** |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans 23.2%** | **Senior Loans 23.2%** | **Senior Loans 23.2%** | **Senior Loans 23.2%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** |
| Karman Holdings, Inc.<sup>(b),(i),(j)</sup>  | Karman Holdings, Inc.<sup>(b),(i),(j)</sup>  | Karman Holdings, Inc.<sup>(b),(i),(j)</sup>  | Karman Holdings, Inc.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>04/01/2032<br>| &nbsp;&nbsp; 7.502% | 237500 | &nbsp;&nbsp; 239134 |
| **Automotive 0.3%** | **Automotive 0.3%** | **Automotive 0.3%** | **Automotive 0.3%** |
| Clarios Global LP<sup>(b),(j)</sup>  | Clarios Global LP<sup>(b),(j)</sup>  | Clarios Global LP<sup>(b),(j)</sup>  | Clarios Global LP<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2030<br>| &nbsp;&nbsp; 6.416% | 300000 | &nbsp;&nbsp; 299850 |
| **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** |
| Chicago US Midco III LP<sup>(b),(i),(j),(k)</sup>  | Chicago US Midco III LP<sup>(b),(i),(j),(k)</sup>  | Chicago US Midco III LP<sup>(b),(i),(j),(k)</sup>  | Chicago US Midco III LP<sup>(b),(i),(j),(k)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.000% <br>10/30/2032<br>|  | 15240 | &nbsp;&nbsp; 15278 |
| Chicago US Midco III LP<sup>(b),(j)</sup>  | Chicago US Midco III LP<sup>(b),(j)</sup>  | Chicago US Midco III LP<sup>(b),(j)</sup>  | Chicago US Midco III LP<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>10/30/2032<br>| &nbsp;&nbsp; 6.416% | 102617 | &nbsp;&nbsp; 102874 |
| Jefferies Finance LLC<sup>(b),(j)</sup>  | Jefferies Finance LLC<sup>(b),(j)</sup>  | Jefferies Finance LLC<sup>(b),(j)</sup>  | Jefferies Finance LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>10/21/2031<br>| &nbsp;&nbsp; 6.709% | 236240 | &nbsp;&nbsp; 234026 |
| Osaic Holdings, Inc.<sup>(b),(j)</sup>  | Osaic Holdings, Inc.<sup>(b),(j)</sup>  | Osaic Holdings, Inc.<sup>(b),(j)</sup>  | Osaic Holdings, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>07/30/2032<br>| &nbsp;&nbsp; 6.916% | 100000 | &nbsp;&nbsp; 100165 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **452343** |
| **Building Materials 0.8%** | **Building Materials 0.8%** | **Building Materials 0.8%** | **Building Materials 0.8%** |
| DG Investment Intermediate Holdings 2, Inc.<sup>(b),(j)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(b),(j)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(b),(j)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>07/09/2032<br>| &nbsp;&nbsp; 7.666% | 39655 | &nbsp;&nbsp; 39717 |
| Park River Holdings, Inc.<sup>(b),(j)</sup>  | Park River Holdings, Inc.<sup>(b),(j)</sup>  | Park River Holdings, Inc.<sup>(b),(j)</sup>  | Park River Holdings, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>03/15/2031<br>| &nbsp;&nbsp; 8.485% | 35107 | &nbsp;&nbsp; 35190 |
| Quikrete Holdings, Inc.<sup>(b),(j)</sup>  | Quikrete Holdings, Inc.<sup>(b),(j)</sup>  | Quikrete Holdings, Inc.<sup>(b),(j)</sup>  | Quikrete Holdings, Inc.<sup>(b),(j)</sup>  |
| Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>03/19/2029<br>| &nbsp;&nbsp; 6.166% | 300000 | &nbsp;&nbsp; 300273 |
| Smyrna Ready Mix Concrete LLC<sup>(b),(j)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(j)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(j)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>04/02/2029<br>| &nbsp;&nbsp; 6.916% | 298500 | &nbsp;&nbsp; 298873 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **674053** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Chemicals 1.0%** | **Chemicals 1.0%** | **Chemicals 1.0%** | **Chemicals 1.0%** |
| Chemours Co. (The)<sup>(b),(j)</sup>  | Chemours Co. (The)<sup>(b),(j)</sup>  | Chemours Co. (The)<sup>(b),(j)</sup>  | Chemours Co. (The)<sup>(b),(j)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>10/15/2032<br>| &nbsp;&nbsp; 7.416% | 150000 | &nbsp;&nbsp; 144750 |
| Ineos US Finance LLC<sup>(b),(j)</sup>  | Ineos US Finance LLC<sup>(b),(j)</sup>  | Ineos US Finance LLC<sup>(b),(j)</sup>  | Ineos US Finance LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/07/2031<br>| &nbsp;&nbsp; 6.916% | 149622 | &nbsp;&nbsp; 123159 |
| Lummus Technology Holdings V LLC<sup>(b),(j)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(j)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(j)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>12/31/2029<br>| &nbsp;&nbsp; 6.416% | 298498 | &nbsp;&nbsp; 297698 |
| Olympus Water US Holding Corp.<sup>(b),(j)</sup>  | Olympus Water US Holding Corp.<sup>(b),(j)</sup>  | Olympus Water US Holding Corp.<sup>(b),(j)</sup>  | Olympus Water US Holding Corp.<sup>(b),(j)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>06/20/2031<br>| &nbsp;&nbsp; 7.002% | 300000 | &nbsp;&nbsp; 295500 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **861107** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| Columbus McKinnon Corp.<sup>(b),(i),(j)</sup>  | Columbus McKinnon Corp.<sup>(b),(i),(j)</sup>  | Columbus McKinnon Corp.<sup>(b),(i),(j)</sup>  | Columbus McKinnon Corp.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 0.500% <br>05/14/2028<br>| &nbsp;&nbsp; 6.502% | 200000 | &nbsp;&nbsp; 200000 |
| Engineered MCH Holding, Inc.<sup>(b),(i),(j)</sup>  | Engineered MCH Holding, Inc.<sup>(b),(i),(j)</sup>  | Engineered MCH Holding, Inc.<sup>(b),(i),(j)</sup>  | Engineered MCH Holding, Inc.<sup>(b),(i),(j)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/26/2032<br>|  | 7664 | &nbsp;&nbsp; 7692 |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/26/2032<br>|  | 52336 | &nbsp;&nbsp; 52533 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **260225** |
| **Consumer Cyclical Services 0.7%** | **Consumer Cyclical Services 0.7%** | **Consumer Cyclical Services 0.7%** | **Consumer Cyclical Services 0.7%** |
| Cushman & Wakefield US Borrower LLC<sup>(b),(j)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(j)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(j)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/31/2030<br>| &nbsp;&nbsp; 6.666% | 200000 | &nbsp;&nbsp; 200584 |
| Frontdoor, Inc.<sup>(b),(j)</sup>  | Frontdoor, Inc.<sup>(b),(j)</sup>  | Frontdoor, Inc.<sup>(b),(j)</sup>  | Frontdoor, Inc.<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>12/19/2031<br>| &nbsp;&nbsp; 6.166% | 200000 | &nbsp;&nbsp; 200584 |
| OMNIA Partners LLC<sup>(b),(i),(j)</sup>  | OMNIA Partners LLC<sup>(b),(i),(j)</sup>  | OMNIA Partners LLC<sup>(b),(i),(j)</sup>  | OMNIA Partners LLC<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>07/25/2030<br>| &nbsp;&nbsp; 6.359% | 200000 | &nbsp;&nbsp; 200718 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **601886** |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Consumer Products 0.4%** | **Consumer Products 0.4%** | **Consumer Products 0.4%** | **Consumer Products 0.4%** |
| Bombardier Recreational Products, Inc.<sup>(b),(j)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(j)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(j)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/22/2031<br>| &nbsp;&nbsp; 6.166% | 298491 | &nbsp;&nbsp; 299010 |
| Lavender Dutch Borrow BV<sup>(b),(i),(j)</sup>  | Lavender Dutch Borrow BV<sup>(b),(i),(j)</sup>  | Lavender Dutch Borrow BV<sup>(b),(i),(j)</sup>  | Lavender Dutch Borrow BV<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>09/27/2032<br>|  | 91071 | &nbsp;&nbsp; 91242 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **390252** |
| **Diversified Manufacturing 1.3%** | **Diversified Manufacturing 1.3%** | **Diversified Manufacturing 1.3%** | **Diversified Manufacturing 1.3%** |
| EMRLD Borrower LP<sup>(b),(j)</sup>  | EMRLD Borrower LP<sup>(b),(j)</sup>  | EMRLD Borrower LP<sup>(b),(j)</sup>  | EMRLD Borrower LP<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.250% <br>08/04/2031<br>| &nbsp;&nbsp; 6.122% | 298498 | &nbsp;&nbsp; 298480 |
| Madison IAQ LLC<sup>(b),(j)</sup>  | Madison IAQ LLC<sup>(b),(j)</sup>  | Madison IAQ LLC<sup>(b),(j)</sup>  | Madison IAQ LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>11/08/2032<br>| &nbsp;&nbsp; 6.637% | 295721 | &nbsp;&nbsp; 296936 |
| Tiger Acquisition LLC<sup>(b),(j)</sup>  | Tiger Acquisition LLC<sup>(b),(j)</sup>  | Tiger Acquisition LLC<sup>(b),(j)</sup>  | Tiger Acquisition LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>08/23/2032<br>| &nbsp;&nbsp; 6.451% | 250000 | &nbsp;&nbsp; 250860 |
| TK Elevator Midco GmbH<sup>(b),(j)</sup>  | TK Elevator Midco GmbH<sup>(b),(j)</sup>  | TK Elevator Midco GmbH<sup>(b),(j)</sup>  | TK Elevator Midco GmbH<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.750% <br>04/30/2030<br>| &nbsp;&nbsp; 6.947% | 298502 | &nbsp;&nbsp; 300150 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1146426** |
| **Electric 1.2%** | **Electric 1.2%** | **Electric 1.2%** | **Electric 1.2%** |
| Astoria Project Partners LLC/Energy LLC<sup>(b),(j)</sup>  | Astoria Project Partners LLC/Energy LLC<sup>(b),(j)</sup>  | Astoria Project Partners LLC/Energy LLC<sup>(b),(j)</sup>  | Astoria Project Partners LLC/Energy LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>06/23/2032<br>| &nbsp;&nbsp; 6.752% | 287243 | &nbsp;&nbsp; 288949 |
| Bayonne Energy Center LLC<sup>(b),(j)</sup>  | Bayonne Energy Center LLC<sup>(b),(j)</sup>  | Bayonne Energy Center LLC<sup>(b),(j)</sup>  | Bayonne Energy Center LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/01/2032<br>| &nbsp;&nbsp; 6.985% | 126923 | &nbsp;&nbsp; 127028 |
| Carroll County Energy LLC<sup>(b),(i),(j)</sup>  | Carroll County Energy LLC<sup>(b),(i),(j)</sup>  | Carroll County Energy LLC<sup>(b),(i),(j)</sup>  | Carroll County Energy LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>06/30/2031<br>| &nbsp;&nbsp; 7.252% | 200000 | &nbsp;&nbsp; 200608 |
| CPV Fairview LLC<sup>(b),(j)</sup>  | CPV Fairview LLC<sup>(b),(j)</sup>  | CPV Fairview LLC<sup>(b),(j)</sup>  | CPV Fairview LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>08/14/2031<br>| &nbsp;&nbsp; 6.416% | 66667 | &nbsp;&nbsp; 66783 |
| Invenergy Thermal Operating I LLC<sup>(b),(i),(j)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(i),(j)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(i),(j)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>05/17/2032<br>| &nbsp;&nbsp; 6.730% | 25384 | &nbsp;&nbsp; 25452 |

---

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| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>05/17/2032<br>| &nbsp;&nbsp; 6.730% | 1540 | &nbsp;&nbsp; 1544 |
| New Frontera Holdings LLC<sup>(b),(i),(j)</sup>  | New Frontera Holdings LLC<sup>(b),(i),(j)</sup>  | New Frontera Holdings LLC<sup>(b),(i),(j)</sup>  | New Frontera Holdings LLC<sup>(b),(i),(j)</sup>  |
| 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>Floor 1.000% <br>07/28/2028<br>|  | 150000 | &nbsp;&nbsp; 143438 |
| South Field Energy LLC<sup>(b),(i),(j)</sup>  | South Field Energy LLC<sup>(b),(i),(j)</sup>  | South Field Energy LLC<sup>(b),(i),(j)</sup>  | South Field Energy LLC<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 7.002% | 188660 | &nbsp;&nbsp; 189840 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 7.002% | 11339 | &nbsp;&nbsp; 11410 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1055052** |
| **Environmental 0.2%** | **Environmental 0.2%** | **Environmental 0.2%** | **Environmental 0.2%** |
| Tidal Waste & Recycling Holdings LLC<sup>(b),(i),(j)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(i),(j)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(i),(j)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/24/2031<br>| &nbsp;&nbsp; 7.002% | 200000 | &nbsp;&nbsp; 200250 |
| **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** |
| EP Wealth Advisors LLC<sup>(b),(j)</sup>  | EP Wealth Advisors LLC<sup>(b),(j)</sup>  | EP Wealth Advisors LLC<sup>(b),(j)</sup>  | EP Wealth Advisors LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/18/2032<br>| &nbsp;&nbsp; 6.894% | 200000 | &nbsp;&nbsp; 200376 |
| Snacking Investments Bidco Pty Ltd.<sup>(b),(j)</sup>  | Snacking Investments Bidco Pty Ltd.<sup>(b),(j)</sup>  | Snacking Investments Bidco Pty Ltd.<sup>(b),(j)</sup>  | Snacking Investments Bidco Pty Ltd.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/29/2032<br>| &nbsp;&nbsp; 6.838% | 42857 | &nbsp;&nbsp; 43112 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **243488** |
| **Food and Beverage 1.3%** | **Food and Beverage 1.3%** | **Food and Beverage 1.3%** | **Food and Beverage 1.3%** |
| CHG PPC Parent LLC<sup>(b),(j)</sup>  | CHG PPC Parent LLC<sup>(b),(j)</sup>  | CHG PPC Parent LLC<sup>(b),(j)</sup>  | CHG PPC Parent LLC<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/08/2028<br>| &nbsp;&nbsp; 7.030% | 200000 | &nbsp;&nbsp; 200750 |
| Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(j)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(j)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(j)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.250% <br>01/27/2032<br>| &nbsp;&nbsp; 7.447% | 298500 | &nbsp;&nbsp; 299885 |
| Golden State Foods LLC<sup>(b),(j)</sup>  | Golden State Foods LLC<sup>(b),(j)</sup>  | Golden State Foods LLC<sup>(b),(j)</sup>  | Golden State Foods LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>12/04/2031<br>| &nbsp;&nbsp; 7.998% | 298492 | &nbsp;&nbsp; 299594 |

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Multisector Bond SMA Completion Portfolio \| 2025

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Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sazerac Co., Inc.<sup>(b),(j)</sup>  | Sazerac Co., Inc.<sup>(b),(j)</sup>  | Sazerac Co., Inc.<sup>(b),(j)</sup>  | Sazerac Co., Inc.<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>07/09/2032<br>| &nbsp;&nbsp; 6.480% | 300000 | &nbsp;&nbsp; 301332 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1101561** |
| **Gaming 0.9%** | **Gaming 0.9%** | **Gaming 0.9%** | **Gaming 0.9%** |
| Caesars Entertainment, Inc.<sup>(b),(j)</sup>  | Caesars Entertainment, Inc.<sup>(b),(j)</sup>  | Caesars Entertainment, Inc.<sup>(b),(j)</sup>  | Caesars Entertainment, Inc.<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>02/06/2031<br>| &nbsp;&nbsp; 6.166% | 250000 | &nbsp;&nbsp; 246980 |
| Fertitta Entertainment LLC<sup>(b),(j)</sup>  | Fertitta Entertainment LLC<sup>(b),(j)</sup>  | Fertitta Entertainment LLC<sup>(b),(j)</sup>  | Fertitta Entertainment LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>01/27/2029<br>| &nbsp;&nbsp; 7.166% | 298454 | &nbsp;&nbsp; 298051 |
| Jack Ohio Finance LLC<sup>(b),(i),(j)</sup>  | Jack Ohio Finance LLC<sup>(b),(i),(j)</sup>  | Jack Ohio Finance LLC<sup>(b),(i),(j)</sup>  | Jack Ohio Finance LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>02/02/2032<br>| &nbsp;&nbsp; 7.916% | 200000 | &nbsp;&nbsp; 199400 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **744431** |
| **Health Care 0.5%** | **Health Care 0.5%** | **Health Care 0.5%** | **Health Care 0.5%** |
| Paradigm Parent LLC<sup>(b),(j)</sup>  | Paradigm Parent LLC<sup>(b),(j)</sup>  | Paradigm Parent LLC<sup>(b),(j)</sup>  | Paradigm Parent LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>04/16/2032<br>| &nbsp;&nbsp; 8.382% | 150000 | &nbsp;&nbsp; 129156 |
| Southern Veterinary Partners LLC<sup>(b),(j)</sup>  | Southern Veterinary Partners LLC<sup>(b),(j)</sup>  | Southern Veterinary Partners LLC<sup>(b),(j)</sup>  | Southern Veterinary Partners LLC<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>12/04/2031<br>| &nbsp;&nbsp; 6.365% | 299250 | &nbsp;&nbsp; 298738 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **427894** |
| **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** |
| Tecta America Corp.<sup>(b),(i),(j)</sup>  | Tecta America Corp.<sup>(b),(i),(j)</sup>  | Tecta America Corp.<sup>(b),(i),(j)</sup>  | Tecta America Corp.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/18/2032<br>| &nbsp;&nbsp; 6.916% | 200000 | &nbsp;&nbsp; 200614 |
| **Leisure 0.6%** | **Leisure 0.6%** | **Leisure 0.6%** | **Leisure 0.6%** |
| Alterra Mountain Co.<sup>(b),(j)</sup>  | Alterra Mountain Co.<sup>(b),(j)</sup>  | Alterra Mountain Co.<sup>(b),(j)</sup>  | Alterra Mountain Co.<sup>(b),(j)</sup>  |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/31/2030<br>| &nbsp;&nbsp; 6.416% | 58409 | &nbsp;&nbsp; 58482 |
| Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>08/17/2028<br>| &nbsp;&nbsp; 6.416% | 240855 | &nbsp;&nbsp; 241308 |

---

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| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Arcis Golf LLC<sup>(b),(i),(j)</sup>  | Arcis Golf LLC<sup>(b),(i),(j)</sup>  | Arcis Golf LLC<sup>(b),(i),(j)</sup>  | Arcis Golf LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 0.500% <br>11/24/2028<br>| &nbsp;&nbsp; 6.666% | 200000 | &nbsp;&nbsp; 200312 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **500102** |
| **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** |
| Creative Artists Agency LLC<sup>(b),(j)</sup>  | Creative Artists Agency LLC<sup>(b),(j)</sup>  | Creative Artists Agency LLC<sup>(b),(j)</sup>  | Creative Artists Agency LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>10/01/2031<br>| &nbsp;&nbsp; 6.416% | 299248 | &nbsp;&nbsp; 299703 |
| NEP Group, Inc.<sup>(b),(i),(j)</sup>  | NEP Group, Inc.<sup>(b),(i),(j)</sup>  | NEP Group, Inc.<sup>(b),(i),(j)</sup>  | NEP Group, Inc.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>10/17/2031<br>| &nbsp;&nbsp; 8.416% | 149615 | &nbsp;&nbsp; 137945 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **437648** |
| **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** |
| ITT Holdings LLC<sup>(b),(j)</sup>  | ITT Holdings LLC<sup>(b),(j)</sup>  | ITT Holdings LLC<sup>(b),(j)</sup>  | ITT Holdings LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.475% <br>10/11/2030<br>| &nbsp;&nbsp; 6.391% | 298494 | &nbsp;&nbsp; 299987 |
| **Other Financial Institutions 2.1%** | **Other Financial Institutions 2.1%** | **Other Financial Institutions 2.1%** | **Other Financial Institutions 2.1%** |
| Apex Group Treasury LLC<sup>(b),(j)</sup>  | Apex Group Treasury LLC<sup>(b),(j)</sup>  | Apex Group Treasury LLC<sup>(b),(j)</sup>  | Apex Group Treasury LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>02/27/2032<br>| &nbsp;&nbsp; 7.387% | 299248 | &nbsp;&nbsp; 267827 |
| Chrysaor Bidco SARL<sup>(b),(j)</sup>  | Chrysaor Bidco SARL<sup>(b),(j)</sup>  | Chrysaor Bidco SARL<sup>(b),(j)</sup>  | Chrysaor Bidco SARL<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/30/2031<br>| &nbsp;&nbsp; 7.144% | 298606 | &nbsp;&nbsp; 299427 |
| Emerald X, Inc.<sup>(b),(i),(j)</sup>  | Emerald X, Inc.<sup>(b),(i),(j)</sup>  | Emerald X, Inc.<sup>(b),(i),(j)</sup>  | Emerald X, Inc.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>01/30/2032<br>| &nbsp;&nbsp; 7.166% | 116667 | &nbsp;&nbsp; 117153 |
| FinCo I LLC<sup>(b),(j)</sup>  | FinCo I LLC<sup>(b),(j)</sup>  | FinCo I LLC<sup>(b),(j)</sup>  | FinCo I LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>06/27/2029<br>| &nbsp;&nbsp; 5.666% | 298500 | &nbsp;&nbsp; 298127 |
| GBT Group Services BV<sup>(b),(j)</sup>  | GBT Group Services BV<sup>(b),(j)</sup>  | GBT Group Services BV<sup>(b),(j)</sup>  | GBT Group Services BV<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>07/25/2031<br>| &nbsp;&nbsp; 6.358% | 298496 | &nbsp;&nbsp; 298735 |
| Hunter Douglas Holding BV<sup>(b),(j)</sup>  | Hunter Douglas Holding BV<sup>(b),(j)</sup>  | Hunter Douglas Holding BV<sup>(b),(j)</sup>  | Hunter Douglas Holding BV<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>01/17/2032<br>| &nbsp;&nbsp; 7.002% | 298496 | &nbsp;&nbsp; 299093 |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Mermaid Bidco, Inc.<sup>(b),(i),(j)</sup>  | Mermaid Bidco, Inc.<sup>(b),(i),(j)</sup>  | Mermaid Bidco, Inc.<sup>(b),(i),(j)</sup>  | Mermaid Bidco, Inc.<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>07/03/2031<br>|  | 200000 | &nbsp;&nbsp; 200250 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1780612** |
| **Other Industry 0.7%** | **Other Industry 0.7%** | **Other Industry 0.7%** | **Other Industry 0.7%** |
| Artera Services LLC<sup>(b),(j)</sup>  | Artera Services LLC<sup>(b),(j)</sup>  | Artera Services LLC<sup>(b),(j)</sup>  | Artera Services LLC<sup>(b),(j)</sup>  |
| Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>02/15/2031<br>| &nbsp;&nbsp; 8.502% | 200000 | &nbsp;&nbsp; 167750 |
| Chariot Buyer LLC<sup>(b),(i),(j)</sup>  | Chariot Buyer LLC<sup>(b),(i),(j)</sup>  | Chariot Buyer LLC<sup>(b),(i),(j)</sup>  | Chariot Buyer LLC<sup>(b),(i),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/08/2032<br>| &nbsp;&nbsp; 6.916% | 200000 | &nbsp;&nbsp; 200376 |
| Pinnacle Buyer LLC<sup>(b),(i),(j),(k)</sup>  | Pinnacle Buyer LLC<sup>(b),(i),(j),(k)</sup>  | Pinnacle Buyer LLC<sup>(b),(i),(j),(k)</sup>  | Pinnacle Buyer LLC<sup>(b),(i),(j),(k)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.000% <br>10/01/2032<br>|  | 24194 | &nbsp;&nbsp; 24300 |
| Pinnacle Buyer LLC<sup>(b),(j)</sup>  | Pinnacle Buyer LLC<sup>(b),(j)</sup>  | Pinnacle Buyer LLC<sup>(b),(j)</sup>  | Pinnacle Buyer LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>10/01/2032<br>| &nbsp;&nbsp; 6.485% | 125806 | &nbsp;&nbsp; 126357 |
| Xplor T1 LLC<sup>(b),(i),(j)</sup>  | Xplor T1 LLC<sup>(b),(i),(j)</sup>  | Xplor T1 LLC<sup>(b),(i),(j)</sup>  | Xplor T1 LLC<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>06/24/2032<br>|  | 103846 | &nbsp;&nbsp; 103457 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **622240** |
| **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** |
| Owens-Brockway Glass Container, Inc.<sup>(b),(j)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b),(j)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b),(j)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>09/30/2032<br>| &nbsp;&nbsp; 6.838% | 96429 | &nbsp;&nbsp; 96590 |
| Tosca Services LLC<sup>(b),(j)</sup>  | Tosca Services LLC<sup>(b),(j)</sup>  | Tosca Services LLC<sup>(b),(j)</sup>  | Tosca Services LLC<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>11/30/2028<br>| &nbsp;&nbsp; 5.516% | 200000 | &nbsp;&nbsp; 186084 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **282674** |
| **Property & Casualty 1.0%** | **Property & Casualty 1.0%** | **Property & Casualty 1.0%** | **Property & Casualty 1.0%** |
| Alliant Holdings Intermediate LLC<sup>(b),(j)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(j)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(j)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>09/19/2031<br>| &nbsp;&nbsp; 6.416% | 298498 | &nbsp;&nbsp; 298537 |
| AmWINS Group, Inc.<sup>(b),(j)</sup>  | AmWINS Group, Inc.<sup>(b),(j)</sup>  | AmWINS Group, Inc.<sup>(b),(j)</sup>  | AmWINS Group, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>01/30/2032<br>| &nbsp;&nbsp; 6.252% | 200000 | &nbsp;&nbsp; 200434 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Broadstreet Partners, Inc.<sup>(b),(j)</sup>  | Broadstreet Partners, Inc.<sup>(b),(j)</sup>  | Broadstreet Partners, Inc.<sup>(b),(j)</sup>  | Broadstreet Partners, Inc.<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>06/13/2031<br>| &nbsp;&nbsp; 6.666% | 37416 | &nbsp;&nbsp; 37514 |
| &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(j)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(j)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(j)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>07/31/2031<br>| &nbsp;&nbsp; 6.416% | 298498 | &nbsp;&nbsp; 298964 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **835449** |
| **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** |
| IRB Holding Corp.<sup>(b),(i),(j)</sup>  | IRB Holding Corp.<sup>(b),(i),(j)</sup>  | IRB Holding Corp.<sup>(b),(i),(j)</sup>  | IRB Holding Corp.<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>12/15/2030<br>|  | 150000 | &nbsp;&nbsp; 149989 |
| **Retailers 1.3%** | **Retailers 1.3%** | **Retailers 1.3%** | **Retailers 1.3%** |
| Beach Acquisition Bidco LLC<sup>(b),(j)</sup>  | Beach Acquisition Bidco LLC<sup>(b),(j)</sup>  | Beach Acquisition Bidco LLC<sup>(b),(j)</sup>  | Beach Acquisition Bidco LLC<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>09/12/2032<br>| &nbsp;&nbsp; 7.308% | 300000 | &nbsp;&nbsp; 301749 |
| Harbor Freight Tools USA, Inc.<sup>(b),(j)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(j)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(j)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>06/11/2031<br>| &nbsp;&nbsp; 6.166% | 298489 | &nbsp;&nbsp; 293540 |
| LS Group Opco Acquisition LLC/PropCo<sup>(b),(j)</sup>  | LS Group Opco Acquisition LLC/PropCo<sup>(b),(j)</sup>  | LS Group Opco Acquisition LLC/PropCo<sup>(b),(j)</sup>  | LS Group Opco Acquisition LLC/PropCo<sup>(b),(j)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>04/23/2031<br>| &nbsp;&nbsp; 6.332% | 200000 | &nbsp;&nbsp; 199750 |
| Mavis Tire Express Services Topco Corp.<sup>(b),(j)</sup>  | Mavis Tire Express Services Topco Corp.<sup>(b),(j)</sup>  | Mavis Tire Express Services Topco Corp.<sup>(b),(j)</sup>  | Mavis Tire Express Services Topco Corp.<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>05/04/2028<br>| &nbsp;&nbsp; 6.916% | 298500 | &nbsp;&nbsp; 299195 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1094234** |
| **Technology 5.4%** | **Technology 5.4%** | **Technology 5.4%** | **Technology 5.4%** |
| Applied Systems, Inc.<sup>(b),(i),(j)</sup>  | Applied Systems, Inc.<sup>(b),(i),(j)</sup>  | Applied Systems, Inc.<sup>(b),(i),(j)</sup>  | Applied Systems, Inc.<sup>(b),(i),(j)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/24/2031<br>| &nbsp;&nbsp; 6.502% | 200000 | &nbsp;&nbsp; 200676 |
| Ascend Learning LLC<sup>(b),(j)</sup>  | Ascend Learning LLC<sup>(b),(j)</sup>  | Ascend Learning LLC<sup>(b),(j)</sup>  | Ascend Learning LLC<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/11/2028<br>| &nbsp;&nbsp; 6.916% | 298500 | &nbsp;&nbsp; 298431 |
| Calabrio, Inc.<sup>(b),(j)</sup>  | Calabrio, Inc.<sup>(b),(j)</sup>  | Calabrio, Inc.<sup>(b),(j)</sup>  | Calabrio, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>10/25/2032<br>| &nbsp;&nbsp; 7.835% | 122727 | &nbsp;&nbsp; 115364 |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Clearwater Analytics LLC<sup>(b),(i),(j)</sup>  | Clearwater Analytics LLC<sup>(b),(i),(j)</sup>  | Clearwater Analytics LLC<sup>(b),(i),(j)</sup>  | Clearwater Analytics LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.250% <br>04/21/2032<br>|  | 200000 | &nbsp;&nbsp; 200000 |
| Cloud Software Group, Inc.<sup>(b),(j)</sup>  | Cloud Software Group, Inc.<sup>(b),(j)</sup>  | Cloud Software Group, Inc.<sup>(b),(j)</sup>  | Cloud Software Group, Inc.<sup>(b),(j)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>03/21/2031<br>| &nbsp;&nbsp; 7.252% | 299250 | &nbsp;&nbsp; 298337 |
| CoreLogic, Inc.<sup>(b),(j)</sup>  | CoreLogic, Inc.<sup>(b),(j)</sup>  | CoreLogic, Inc.<sup>(b),(j)</sup>  | CoreLogic, Inc.<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>06/02/2028<br>| &nbsp;&nbsp; 7.530% | 298446 | &nbsp;&nbsp; 298165 |
| Cotiviti, Inc.<sup>(b),(j)</sup>  | Cotiviti, Inc.<sup>(b),(j)</sup>  | Cotiviti, Inc.<sup>(b),(j)</sup>  | Cotiviti, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>05/01/2031<br>| &nbsp;&nbsp; 6.734% | 648493 | &nbsp;&nbsp; 622553 |
| Darktrace Finco US LLC<sup>(b),(j)</sup>  | Darktrace Finco US LLC<sup>(b),(j)</sup>  | Darktrace Finco US LLC<sup>(b),(j)</sup>  | Darktrace Finco US LLC<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/09/2031<br>| &nbsp;&nbsp; 7.185% | 298500 | &nbsp;&nbsp; 298966 |
| Dayforce, Inc.<sup>(b),(i),(j)</sup>  | Dayforce, Inc.<sup>(b),(i),(j)</sup>  | Dayforce, Inc.<sup>(b),(i),(j)</sup>  | Dayforce, Inc.<sup>(b),(i),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/07/2032<br>|  | 150153 | &nbsp;&nbsp; 149692 |
| Ellucian Holdings, Inc.<sup>(b),(j)</sup>  | Ellucian Holdings, Inc.<sup>(b),(j)</sup>  | Ellucian Holdings, Inc.<sup>(b),(j)</sup>  | Ellucian Holdings, Inc.<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>10/09/2029<br>| &nbsp;&nbsp; 6.666% | 149624 | &nbsp;&nbsp; 149986 |
| Fortress Intermediate 3, Inc.<sup>(b),(j)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(j)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(j)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(j)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>06/27/2031<br>| &nbsp;&nbsp; 7.006% | 300000 | &nbsp;&nbsp; 299064 |
| ION Platform Finance US, Inc.<sup>(b),(j)</sup>  | ION Platform Finance US, Inc.<sup>(b),(j)</sup>  | ION Platform Finance US, Inc.<sup>(b),(j)</sup>  | ION Platform Finance US, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>10/07/2032<br>| &nbsp;&nbsp; 7.685% | 123214 | &nbsp;&nbsp; 116977 |
| Mitchell International, Inc.<sup>(b),(j)</sup>  | Mitchell International, Inc.<sup>(b),(j)</sup>  | Mitchell International, Inc.<sup>(b),(j)</sup>  | Mitchell International, Inc.<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>06/17/2031<br>| &nbsp;&nbsp; 7.166% | 298492 | &nbsp;&nbsp; 299107 |
| Nielsen Consumer, Inc.<sup>(b),(j)</sup>  | Nielsen Consumer, Inc.<sup>(b),(j)</sup>  | Nielsen Consumer, Inc.<sup>(b),(j)</sup>  | Nielsen Consumer, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>10/31/2030<br>| &nbsp;&nbsp; 6.416% | 298502 | &nbsp;&nbsp; 298129 |
| Ping Identity Holding Corp.<sup>(b),(i),(j)</sup>  | Ping Identity Holding Corp.<sup>(b),(i),(j)</sup>  | Ping Identity Holding Corp.<sup>(b),(i),(j)</sup>  | Ping Identity Holding Corp.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>11/15/2032<br>| &nbsp;&nbsp; 6.591% | 96154 | &nbsp;&nbsp; 96515 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Shift4 Payments LLC<sup>(b),(j)</sup>  | Shift4 Payments LLC<sup>(b),(j)</sup>  | Shift4 Payments LLC<sup>(b),(j)</sup>  | Shift4 Payments LLC<sup>(b),(j)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>06/30/2032<br>| &nbsp;&nbsp; 6.502% | 300000 | &nbsp;&nbsp; 301923 |
| Ultra Clean Holdings, Inc.<sup>(b),(j)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(j)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(j)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>02/25/2028<br>| &nbsp;&nbsp; 6.666% | 296238 | &nbsp;&nbsp; 297349 |
| Viavi Solutions, Inc.<sup>(b),(i),(j)</sup>  | Viavi Solutions, Inc.<sup>(b),(i),(j)</sup>  | Viavi Solutions, Inc.<sup>(b),(i),(j)</sup>  | Viavi Solutions, Inc.<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>10/16/2032<br>| &nbsp;&nbsp; 6.394% | 250000 | &nbsp;&nbsp; 251250 |
| VS Buyer LLC<sup>(b),(i),(j)</sup>  | VS Buyer LLC<sup>(b),(i),(j)</sup>  | VS Buyer LLC<sup>(b),(i),(j)</sup>  | VS Buyer LLC<sup>(b),(i),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>04/12/2031<br>| &nbsp;&nbsp; 6.090% | 66667 | &nbsp;&nbsp; 66500 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4658984** |
| **Transportation Services 0.3%** | **Transportation Services 0.3%** | **Transportation Services 0.3%** | **Transportation Services 0.3%** |
| Brown Group Holding LLC<sup>(b),(j)</sup>  | Brown Group Holding LLC<sup>(b),(j)</sup>  | Brown Group Holding LLC<sup>(b),(j)</sup>  | Brown Group Holding LLC<sup>(b),(j)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>Floor 0.500% <br>07/01/2031<br>| &nbsp;&nbsp; 6.602% | 298492 | &nbsp;&nbsp; 299800 |
| **Wireless 0.3%** | **Wireless 0.3%** | **Wireless 0.3%** | **Wireless 0.3%** |
| Crown Subsea Communications Holding, Inc.<sup>(b),(j)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(j)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(j)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(j)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>01/30/2031<br>| &nbsp;&nbsp; 7.416% | 299244 | &nbsp;&nbsp; 301114 |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $20,269,709) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $20,269,709) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $20,269,709) | &nbsp;&nbsp; **20161399** |
| **U.S. Treasury Obligations 2.7%** | **U.S. Treasury Obligations 2.7%** | **U.S. Treasury Obligations 2.7%** | **U.S. Treasury Obligations 2.7%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 04/30/2027 | &nbsp;&nbsp; 3.750% | 1500000 | &nbsp;&nbsp; 1503809 |
| 04/30/2030 | &nbsp;&nbsp; 3.875% | 850000 | &nbsp;&nbsp; 860359 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $2,356,204) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $2,356,204) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $2,356,204) | &nbsp;&nbsp; **2364168** |

---

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 32.2%** | **Money Market Funds 32.2%** | **Money Market Funds 32.2%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.061%<sup>(l),(m)</sup> <br>| &nbsp;&nbsp; 28018776 | &nbsp;&nbsp; 28010371 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $28,008,850) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $28,008,850) | &nbsp;&nbsp; **28010371** |
| **Total Investments in Securities** <br>**(Cost: $131,417,593)** | **Total Investments in Securities** <br>**(Cost: $131,417,593)** | &nbsp;&nbsp; **132005501** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(45160267)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **86845234** |

---

At November 30, 2025, securities and/or cash totaling $4,175,059 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| &nbsp;&nbsp; 508,453 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 670,286 USD | Morgan Stanley | 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2756)<br>|
| 2,119,915 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2,456,155 USD | Standard Chartered | 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6091)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8847)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| Canadian Government 10-Year Bond | 36 | 03/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 4425840 | &nbsp;&nbsp;&nbsp;&nbsp; 18041 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | 19 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2448720 | &nbsp;&nbsp;&nbsp;&nbsp; 929 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | 14 | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 1282120 | &nbsp;&nbsp;&nbsp;&nbsp; 16978 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 452 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 51231375 | &nbsp;&nbsp;&nbsp;&nbsp; 69445 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 92 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 11126250 | &nbsp;&nbsp;&nbsp;&nbsp; 70288 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 175681 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Treasury 2-Year Note | (243) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (50752828)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27016)<br>|
| U.S. Treasury 5-Year Note | (316) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (34685938)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (94460)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (121476)<br>|

---

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

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Receive** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Implied** <br>**credit** <br>**spread** <br>**(%)\***<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount** <br>| **Value** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CDX Emerging Markets <br> Index, Series 44<br>| Morgan Stanley | 12/20/2030 | 1.000 | Quarterly | 1.359 | USD | 2050000 | 13275 |  |  | 13275 |  |
| &nbsp;&nbsp; CDX North America High <br> Yield Index, Series 45<br>| Morgan Stanley | 12/20/2030 | 5.000 | Quarterly | 3.217 | USD | 39490000 | 368909 |  |  | 368909 |  |
| Total |  |  |  |  |  |  |  | 382184 |  |  | 382184 |  |

---

\* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. <br>

Multisector Bond SMA Completion Portfolio \| 2025

------

Portfolio of Investments (continued)

Multisector Bond SMA Completion Portfolio, November 30, 2025 (Unaudited)

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At November 30, 2025, the total value of these securities amounted to $24,330,091, which represents 28.02% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of November
 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of November 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Principal amounts are denominated in United States Dollars unless otherwise noted.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Principal and interest may not be guaranteed by a governmental entity.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents interest only securities which have the right to receive the monthly interest
 payments on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Represents a security purchased on a when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of November 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Represents a security purchased on a forward commitment basis.

&nbsp;&nbsp;&nbsp;&nbsp;(j) The stated interest rate represents the weighted average interest rate at November
 30, 2025 of contracts within the senior loan facility. Interest rates on contracts
 are primarily determined either weekly, monthly or quarterly by reference to the indicated
 base lending rate and spread and the reset period. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on
 a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from
 excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities
 of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower
 prior to the disposition of a senior loan.

&nbsp;&nbsp;&nbsp;&nbsp;(k) At November 30, 2025, the Fund had unfunded senior loan commitments pursuant to the
 terms of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated
 rate in the loan agreement.

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; Chicago US Midco III LP <br>Delayed Draw Term Loan <br>10/30/2032 <br>| 15240 |
| &nbsp;&nbsp; Pinnacle Buyer LLC <br>Term Loan <br>10/01/2032 <br>| 24194 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(l) The rate shown is the seven-day current annualized yield at November 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended November 30, 2025 are as follows:

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% |
|  | 24331843 | &nbsp;&nbsp; 14315257 | &nbsp;&nbsp; (10637487)<br>| &nbsp;&nbsp; 758 | &nbsp;&nbsp; 28010371 | &nbsp;&nbsp; (146)<br>| &nbsp;&nbsp; 268442 | &nbsp;&nbsp; 28018776 |

---

**Abbreviation Legend** 

CMO Collateralized Mortgage Obligation <br> SOFR Secured Overnight Financing Rate <br> TBA To Be Announced

**Currency Legend** 

---

| | |
|:---|:---|
| CAD | Canada Dollar |
| EUR | Euro |
| GBP | British Pound |
| USD | US Dollar |

---

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

Multisector Bond SMA Completion Portfolio \| 2025

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

1QT308_08_T01_(01/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COLUMBIA FUNDS SERIES TRUST I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Multisector Bond SMA Completion Portfolio

- **b. EDGAR series identifier (if any):** S000066845

- **c. LEI of Series:** 549300U4Y33YCK3NRZ54

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $136846985.25

**Total Liabilities:** $50504210.72

**Net Assets:** $86342774.53

**Delayed Delivery Securities:** $46260396.64

**Stand-by Commitments:** $3997838.10

**Cash Not Reported:** $41989.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 19109.36000000 | **1-Year:** 16.09000000 | **5-Year:** 859.36000000 | **10-Year:** 2003.87000000 | **30-Year:** 8707.55000000

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

- **3-Month:** 5.71000000 | **1-Year:** 293.95000000 | **5-Year:** 24308.49000000 | **10-Year:** 1899.57000000 | **30-Year:** 2984.22000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215205 | 1.30%                | 0.79%                | 0.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $464489.87               | $-293485.30                                |
| Month 2  | $45669.50                | $183361.99                                 |
| Month 3  | $-80241.33               | $231016.34                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Affirm Master Trust                              | Affirm Master Trust                                      | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969000 | PA      | $976777.10    | 1.13%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6075000 | PA      | $5618437.93   | 6.51%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7590000 | PA      | $7228227.89   | 8.37%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8981000 | PA      | $8791048.98   | 10.18%            | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10100000 | PA      | $10078546.59  | 11.67%            | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9603857 | PA      | $9724923.51   | 11.26%            | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4874478 | PA      | $4990730.16   | 5.78%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                           | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130002.33    | 0.15%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                 | AmWINS Group Inc 2025 Term Loan B                        | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    200000 | PA      | $200434.00    | 0.23%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                      | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $186296.46    | 0.22%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                     | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135825.88    | 0.16%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds            | Brazil Government International Bonds                    | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $187998.57    | 0.22%             | 2041-01-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                  | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $199842.81    | 0.23%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                          | Brown Group Holding LLC 2022 Incremental Term Loan B2    | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    298492 | PA      | $299799.86    | 0.35%             | 2031-07-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                               | CHG PPC Parent LLC 2021 Term Loan                        | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    200000 | PA      | $200750.00    | 0.23%             | 2028-12-08      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N2                   | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484913 | PA      | $486800.46    | 0.56%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $205316.45    | 0.24%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148281.81    | 0.17%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                  | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $180198.28    | 0.21%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-7               | COLT MORTGAGE LOAN TRUST COLT_25-7                       | CUSIP: 19689CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    751157 | PA      | $757499.68    | 0.88%             | 2070-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                    | COLUMBIA SHORT TERM CASH FUND                            | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28018776 | NS      | $28010370.71  | 32.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Creative Artists Agency LLC                      | Creative Artists Agency LLC 2025 Repriced Term Loan B    | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    299248 | PA      | $299702.97    | 0.35%             | 2031-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.         | Crown Subsea Communications HoldingInc 2025 Term Loan B  | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    299244 | PA      | $301114.61    | 0.35%             | 2031-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                    | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $219635.52    | 0.25%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                    | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $205935.36    | 0.24%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                | EMRLD Borrower LP 2024 Term Loan B                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    298498 | PA      | $298480.20    | 0.35%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EASY MORTGAGE LOAN TRUST EASY_25-RTL1            | EASY MORTGAGE LOAN TRUST EASY_25-RTL1                    | CUSIP: 27786FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $810594.64    | 0.94%             | 2040-05-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                        | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943852 | PA      | $926047.27    | 1.07%             | 2052-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95         | CUSIP: 3136BT2N2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    945488 | PA      | $950363.18    | 1.10%             | 2054-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                        | CUSIP: 3136BUVB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917478 | PA      | $922209.11    | 1.07%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                        | CUSIP: 3136BV2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431879 | PA      | $449103.26    | 0.52%             | 2055-05-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86         | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    984759 | PA      | $980095.54    | 1.14%             | 2055-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                           | FREDDIE MAC FHLMC_5462                                   | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    883288 | PA      | $884015.04    | 1.02%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                       | CUSIP: 3137HLJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456671 | PA      | $458686.10    | 0.53%             | 2055-06-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                       | CUSIP: 3137HLW24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9596916 | PA      | $573452.21    | 0.66%             | 2055-06-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                       | Fertitta Entertainment LLC 2022 Term Loan B              | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    298454 | PA      | $298050.69    | 0.35%             | 2029-01-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                      | FinCo I LLC 2025 Repriced Term Loan B                    | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    298500 | PA      | $298126.88    | 0.35%             | 2029-06-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                | Ghana Government International Bond                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $352465.78    | 0.41%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                 | CUSIP: 38384WDN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8843615 | PA      | $457824.24    | 0.53%             | 2054-09-20      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                           | Greenacre Park CLO LLC                                   | CUSIP: 39355WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $878782.96    | 1.02%             | 2038-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Issuer Trust 2024-2            | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241408 | PA      | $245402.94    | 0.28%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                    | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $210745.68    | 0.24%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                 | ITT Holdings LLC 2025 Repriced Term Loan B               | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    298494 | PA      | $299986.78    | 0.35%             | 2030-10-11      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                             | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan         | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298502 | PA      | $298128.75    | 0.35%             | 2030-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                         | Alterra Mountain Company 2025 Term Loan B9               | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    240855 | PA      | $241308.04    | 0.28%             | 2028-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                          | Les Schwab Tire Centers 2025 Term Loan B                 | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    200000 | PA      | $199750.00    | 0.23%             | 2031-04-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | MADISON IAQ LLC 2025 TERM LOAN                           | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    295721 | PA      | $296936.07    | 0.34%             | 2032-11-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLII Ltd                            | CUSIP: 55822RAD2<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700324.80    | 0.81%             | 2030-11-21      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                     | Mitchell International Inc 2024 1st Lien Term Loan       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    298492 | PA      | $299107.35    | 0.35%             | 2031-06-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                    | NEP Group Inc 2025 Term Loan B                           | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149615 | PA      | $137945.09    | 0.16%             | 2031-10-17      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM4 Trust                                      | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    579294 | PA      | $582907.34    | 0.68%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM13 Trust                                     | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    711902 | PA      | $717725.52    | 0.83%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM6 Trust                                      | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |    599367 | PA      | $605267.48    | 0.70%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation             | Olympus Water US Holding Corporation 2024 USD Term Loan  | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    300000 | PA      | $295500.00    | 0.34%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                               | OMNIA Partners LLC 2024 Term Loan B                      | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    200000 | PA      | $200718.00    | 0.23%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                           | Pertamina Persero PT                                     | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $177386.37    | 0.21%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-NQM3 Trust                                     | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744879 | PA      | $751538.44    | 0.87%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust      | Pagaya Point of Sale Holdings Grantor Trust 2025-1       | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808736.88    | 0.94%             | 2034-01-20      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Grantor Trust 2025-2                      | CUSIP: 69545GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560694 | PA      | $562141.08    | 0.65%             | 2032-10-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Trust 2025-4                              | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    999964 | PA      | $1006759.02   | 1.17%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Grantor Trust 2025-R3                     | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1030621.71   | 1.19%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $174139.64    | 0.20%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    141000 | PA      | $132784.58    | 0.15%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                      | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155926.04    | 0.18%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $491289.16    | 0.57%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    268000 | PA      | $258948.48    | 0.30%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                    | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    140000 | PA      | $140198.23    | 0.16%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                            | Quikrete Holdings Inc 2024 Term Loan B1                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    300000 | PA      | $300273.00    | 0.35%             | 2029-03-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ROCKLAND PARK CLO LTD ROCKP_21-1A                | ROCKLAND PARK CLO LTD ROCKP_21-1A                        | CUSIP: 773663AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $1002439.00   | 1.16%             | 2038-07-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                            | SBNA Auto Lease Trust 2024-A                             | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502395.20    | 0.58%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3            | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314962 | PA      | $316222.89    | 0.37%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                 | SoFi Consumer Loan Program 2025-1 Trust                  | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98984 | PA      | $99293.54     | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                  | South Field LLC 2025 1st Lien Term Loan B                | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    188660 | PA      | $189839.60    | 0.22%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                | Southern Veterinary Partners LLC 2025 Term Loan B        | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    299250 | PA      | $298738.28    | 0.35%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Splitero Trust 2025-1                            | Splitero Trust 2025-1                                    | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $794906.40    | 0.92%             | 2055-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                            | Tiger Acquisition LLC 2025 Term Loan B                   | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    250000 | PA      | $250860.00    | 0.29%             | 2032-08-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes             | Truist Bank Auto Credit-Linked Notes Series 2025-1       | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880748 | PA      | $882247.71    | 1.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds           | Turkiye Government International Bonds                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $411837.21    | 0.48%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds           | Turkiye Government International Bonds                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $632636.44    | 0.73%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                         | Ultra Clean Holdings Inc 2025 Repriced Term Loan B       | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    296238 | PA      | $297349.03    | 0.34%             | 2028-02-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                    | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204311.85    | 0.24%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1503808.59   | 1.74%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                      | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $860359.38    | 1.00%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                   | Upgrade Master Pass-Thru Trust Series 2025-ST4           | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865510 | PA      | $869476.37    | 1.01%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                   | Upgrade Master Pass-Thru Trust Series 2025-ST8           | CUSIP: 91535UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $755342.09    | 0.87%             | 2033-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                     | VS Buyer LLC 2025 Term Loan B                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     66667 | PA      | $66500.00     | 0.08%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | VERUS SECURITIZATION TRUST                               | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    609692 | PA      | $613188.28    | 0.71%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-2             | CUSIP: 96042YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78645 | PA      | $78770.92     | 0.09%             | 2027-08-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                        | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $228646.81    | 0.26%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $192744.94    | 0.22%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $226543.36    | 0.26%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                     | KazMunayGas National Co. JSC                             | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $204347.16    | 0.24%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                      | Corp Nacional del Cobre de Chile                         | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $142297.06    | 0.16%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                            | Saudi Arabian Oil Co                                     | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $361497.35    | 0.42%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds             | Egypt Government International Bonds                     | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $248620.96    | 0.29%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                    | CoreLogic Inc Term Loan                                  | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    298446 | PA      | $298165.06    | 0.35%             | 2028-06-02      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2440000 | PA      | $1238176.31   | 1.43%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                 | FRONTERA GENERATION HOLDINGS LLC                         | CUSIP: 000000000<br>LEI: 549300GLB8UW9UT6MD14 | Long             | LON              | CORP              | US        |    150000 | PA      | $143437.50    | 0.17%             | 2028-07-28      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds            | Angola Government International Bonds                    | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $190790.56    | 0.22%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc             | Bombardier Recreational Products Inc 2024 Term Loan B4   | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |    298490 | PA      | $299009.85    | 0.35%             | 2031-01-22      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds       | Ivory Coast Government International Bonds               | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $209040.15    | 0.24%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                | Corp. Nacional del Cobre de Chile                        | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $216515.24    | 0.25%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                        | CAESARS ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    250000 | PA      | $246980.00    | 0.29%             | 2031-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                              | ARTERA SERVICES LLC                                      | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    200000 | PA      | $167750.00    | 0.19%             | 2031-02-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                              | APPLIED SYSTEMS INC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200676.00    | 0.23%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                             | Cotiviti Corporation 2024 Term Loan                      | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    648492 | PA      | $622552.76    | 0.72%             | 2031-05-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | COLUMBUS MCKINNON CORP                                   | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    200000 | PA      | $200000.00    | 0.23%             | 2028-05-14      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                         | Broadstreet Partners Inc 2024 Term Loan B4               | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     37416 | PA      | $37514.57     | 0.04%             | 2031-06-13      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                     | Harbor Freight Tools USA Inc 2024 Term Loan B            | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    298489 | PA      | $293539.72    | 0.34%             | 2031-06-11      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                | Clarios Global LP 2024 USD Term Loan B                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    300000 | PA      | $299850.00    | 0.35%             | 2030-05-06      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                        | Carroll County Energy LLC 2024 Term Loan B               | CUSIP: 14474FAY0<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |    200000 | PA      | $200608.00    | 0.23%             | 2031-06-30      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc          | Sedgwick Claims Management Services Inc 2023 Term Loan B | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    298498 | PA      | $298963.77    | 0.35%             | 2031-07-31      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                           | DARKTRACE FINCO US LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298500 | PA      | $298965.66    | 0.35%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                | Mermaid Bidco Inc 2024 USD Term Loan B                   | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    200000 | PA      | $200250.00    | 0.23%             | 2031-07-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                               | TOSCA SERVICES LLC                                       | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |    200000 | PA      | $186084.00    | 0.22%             | 2028-11-30      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC             | TIDAL WASTE & RECYCLING HOLDINGS LLC                     | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    200000 | PA      | $200250.00    | 0.23%             | 2031-10-24      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                           | GOLDEN STATE FOODS LLC                                   | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |    298492 | PA      | $299593.94    | 0.35%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                            | JEFFERIES FINANCE LLC                                    | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    236240 | PA      | $234026.10    | 0.27%             | 2031-10-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                          | Ellucian Holdings Inc 2024 1st Lien Term Loan B          | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    149624 | PA      | $149986.15    | 0.17%             | 2029-10-09      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd              | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B      | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    298500 | PA      | $299885.04    | 0.35%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                    | FRONTDOOR INC                                            | CUSIP: 000000000<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    200000 | PA      | $200584.00    | 0.23%             | 2031-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                             | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    149622 | PA      | $123158.50    | 0.14%             | 2031-02-07      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                              | Hunter Douglas Inc 2025 USD Term Loan B                  | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    298496 | PA      | $299093.23    | 0.35%             | 2032-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                    | SMYRNA READY MIX CONCRETE LLC                            | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |    298500 | PA      | $298873.13    | 0.35%             | 2029-04-02      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC 2025 Repriced Term Loan B            | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    298500 | PA      | $298431.35    | 0.35%             | 2028-12-11      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                            | JACK OHIO FINANCE LLC                                    | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |    200000 | PA      | $199400.00    | 0.23%             | 2032-02-02      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| GBT GROUP SERVICES BV                            | GBT GROUP SERVICES BV                                    | CUSIP: 000000000<br>LEI: 549300MSCT1WEUFKJH29 | Long             | LON              | CORP              | NL        |    298496 | PA      | $298735.04    | 0.35%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                | Mavis Tire Express Services Corp 2025 Repriced Term Loan | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    298500 | PA      | $299195.51    | 0.35%             | 2028-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                         | CLEARWATER ANALYTICS LLC                                 | CUSIP: 000000000<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    200000 | PA      | $200000.00    | 0.23%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                               | TECTA AMERICA CORP                                       | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    200000 | PA      | $200614.00    | 0.23%             | 2032-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                           | TK Elevator Midco GmbH 2025 USD Term Loan B              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    298502 | PA      | $300149.60    | 0.35%             | 2030-04-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                | INVENERGY THERMAL OPERATING I LLC                        | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     25384 | PA      | $25452.33     | 0.03%             | 2032-05-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                | INVENERGY THERMAL OPERATING I LLC                        | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      1540 | PA      | $1543.71      | 0.00%             | 2032-05-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                              | SHIFT4 PAYMENTS LLC                                      | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    300000 | PA      | $301923.00    | 0.35%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                              | VIAVI SOLUTIONS INC                                      | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    250000 | PA      | $251250.00    | 0.29%             | 2032-10-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                               | Astoria Energy LLC 2025 Term Loan B                      | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    287243 | PA      | $288948.96    | 0.33%             | 2032-06-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                      | Beach Acquisition Bidco LLC USD Term Loan B              | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    300000 | PA      | $301749.00    | 0.35%             | 2032-09-12      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                              | Sazerac Company Inc Term Loan B                          | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    300000 | PA      | $301332.00    | 0.35%             | 2032-07-09      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                      | FORTRESS INTERMEDIATE 3 INC                              | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    300000 | PA      | $299064.00    | 0.35%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC        | DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                | CUSIP: 000000000<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |     39655 | PA      | $39717.03     | 0.05%             | 2032-07-09      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Advisor Group Inc 2025 Term Loan                         | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    100000 | PA      | $100165.00    | 0.12%             | 2032-07-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                              | ALTERRA MOUNTAIN CO                                      | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     58409 | PA      | $58482.31     | 0.07%             | 2030-05-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                            | Chamberlain Group Inc 2025 Term Loan B                   | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    200000 | PA      | $200376.00    | 0.23%             | 2032-09-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC              | CUSHMAN & WAKEFIELD US BORROWER LLC                      | CUSIP: 000000000<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    200000 | PA      | $200584.00    | 0.23%             | 2030-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER LLC                             | Illuminate Buyer LLC 2025 Term Loan B                    | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    298498 | PA      | $297698.14    | 0.34%             | 2029-12-31      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate LLC 2025 Term Loan B       | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    298498 | PA      | $298536.91    | 0.35%             | 2031-09-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                              | Paradigm Parent LLC 1st Lien Term Loan                   | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    150000 | PA      | $129156.00    | 0.15%             | 2032-04-16      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                         | Cloud Software Group Inc 2025 Term Loan B (2031)         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    299250 | PA      | $298337.29    | 0.35%             | 2031-03-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                           | SOUTH FIELD ENERGY LLC                                   | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     11340 | PA      | $11410.40     | 0.01%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                               | PINNACLE BUYER LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24194 | PA      | $24299.52     | 0.03%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                               | PINNACLE BUYER LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125806 | PA      | $126357.48    | 0.15%             | 2032-09-10      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bayonne Center                                   | Bayonne Center                                           | CUSIP: 000000000<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |    126923 | PA      | $127028.43    | 0.15%             | 2032-10-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                     | LAVENDER DUTCH BORROWERCO BV                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     91071 | PA      | $91242.64     | 0.11%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC               | OWENS-BROCKWAY GLASS CONTAINER INC                       | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     96429 | PA      | $96589.61     | 0.11%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                          | PARK RIVER HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     35106 | PA      | $35189.94     | 0.04%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                      | ION PLATFORM FINANCE US INC                              | CUSIP: 000000000<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    123214 | PA      | $116977.18    | 0.14%             | 2032-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                     | DAYFORCE INC                                             | CUSIP: 000000000<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    150153 | PA      | $149692.22    | 0.17%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                 | CHEMOURS COMPANY                                         | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    150000 | PA      | $144750.00    | 0.17%             | 2032-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                          | CHICAGO US MIDCO III LP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15240 | PA      | $15278.25     | 0.02%             | 2032-10-08      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS LLC                           | EP WEALTH ADVISORS LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200376.00    | 0.23%             | 2032-10-18      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CPV FAIRVIEW LLC                                 | CPV FAIRVIEW LLC                                         | CUSIP: 000000000<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |     66667 | PA      | $66783.34     | 0.08%             | 2031-08-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                              | Chrysaor Bidco Sarl 2025 USD Term Loan B                 | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    298605 | PA      | $299426.44    | 0.35%             | 2031-10-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                          | CHICAGO US MIDCO III LP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102617 | PA      | $102873.53    | 0.12%             | 2032-10-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD               | SNACKING INVESTMENTS BIDCO PTY LTD                       | CUSIP: 000000000<br>LEI: 254900AD4L6DCZFKHI06 | Long             | LON              | CORP              | AU        |     42857 | PA      | $43111.71     | 0.05%             | 2032-10-10      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALABRIO INC                                     | CALABRIO INC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122727 | PA      | $115363.63    | 0.13%             | 2032-10-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                     | XPLOR T1 LLC                                             | CUSIP: 000000000<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |    103846 | PA      | $103456.73    | 0.12%             | 2032-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY CORP                               | PING IDENTITY CORP                                       | CUSIP: 000000000<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |     96154 | PA      | $96514.43     | 0.11%             | 2032-11-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                 | IRB HOLDING CORP                                         | CUSIP: 000000000<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    150000 | PA      | $149989.50    | 0.17%             | 2030-12-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ERM EMERALD US INC                               | ERM EMERALD US INC                                       | CUSIP: 000000000<br>LEI: 254900PU6WN6UDDD0X02 | Long             | LON              | CORP              | US        |    116667 | PA      | $117153.17    | 0.14%             | 2032-01-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                | ENGINEERED MACHINERY HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      7664 | PA      | $7692.39      | 0.01%             | 2032-11-22      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                | ENGINEERED MACHINERY HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     52336 | PA      | $52532.61     | 0.06%             | 2032-11-22      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $185034.49    | 0.21%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $221904.94    | 0.26%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                     | DP World Ltd/United Arab Emirates                        | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $199003.09    | 0.23%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angola Government International Bonds                    | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $174004.10    | 0.20%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                     | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1124000 | PA      | $588048.14    | 0.68%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                            | DP World Crescent Ltd                                    | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $195422.97    | 0.23%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $148469.27    | 0.17%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | U.K. Gilts                                               | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1155000 | PA      | $679664.18    | 0.79%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $221046.67    | 0.26%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds          | Paraguay Government International Bonds                  | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $205511.47    | 0.24%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                   | ARCIS GOLF LLC                                           | CUSIP: 000000000<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    200000 | PA      | $200312.00    | 0.23%             | 2028-11-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Karman Holdings LLC                              | Karman Holdings LLC 2025 Term Loan B                     | CUSIP: 48571CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237500 | PA      | $239134.00    | 0.28%             | 2032-04-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND MAR 26                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        36 | NC      | $18040.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE MAR 26                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -316 | NC      | $-94460.30    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT MAR 26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        14 | NC      | $16978.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Group Treasury LLC                          | Apex Group Treasury LLC 2025 USD Term Loan B             | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    299248 | PA      | $267827.07    | 0.31%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | US DOLLARS                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-2756.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND DEC 25                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        19 | NC      | $929.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                          | US DOLLARS                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-6090.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE MAR 26                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -243 | NC      | $-27015.77    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE MAR 26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       452 | NC      | $69445.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA T-BOND MAR 26                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        71 | NC      | $68355.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $180357.00    | 0.21%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICE: (CDX.EM.44.V1)                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |  -2050000 | OU      | $13275.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICE: (CDX.NA.HY.45.V1)                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        | -36990000 | OU      | $367521.49    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** COLUMBIA FUNDS SERIES TRUST I

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager