# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-008114
**Filing Date:** 2026-1
**Character Count:** 2662611
**Document Hash:** 700f977def3fdd707826eb95e1841a6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-008114.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001410368-26-008114

**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:** 26569527

**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

### Multi-Manager Total Return Bond Strategies Fund (Series ID: S000036205)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000179755 | Multi-Manager Total Return Bond Strategies Fund Institutional Class | CTRZX           |

## Nport-Ex

![](img2104889b1.jpg)

Multi-Manager Total Return Bond Strategies Fund

**First Quarter Report**

November 30, 2025 (Unaudited)

---

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

---

------

Portfolio of Investments

Multi-Manager Total Return Bond Strategies Fund, 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**<sup>(a)</sup> **13.4%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **13.4%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **13.4%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **13.4%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AB BSL CLO Ltd.<sup>(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-6A Class A | Series 2025-6A Class A | Series 2025-6A Class A | Series 2025-6A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.430% <br>Floor 1.430% <br>07/20/2037<br>| &nbsp;&nbsp; 4.325% | 11800000 | &nbsp;&nbsp; 11815328 |
| Affirm Asset Securitization Trust<sup>(b)</sup>  | Affirm Asset Securitization Trust<sup>(b)</sup>  | Affirm Asset Securitization Trust<sup>(b)</sup>  | Affirm Asset Securitization Trust<sup>(b)</sup>  |
| Series 2024-A Class 1A | Series 2024-A Class 1A | Series 2024-A Class 1A | Series 2024-A Class 1A |
| 02/15/2029 | &nbsp;&nbsp; 5.610% | 4690000 | &nbsp;&nbsp; 4701991 |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 02/15/2029 | &nbsp;&nbsp; 5.610% | 1235000 | &nbsp;&nbsp; 1238158 |
| Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B |
| 12/17/2029 | &nbsp;&nbsp; 5.330% | 6800000 | &nbsp;&nbsp; 6810948 |
| Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C |
| 12/17/2029 | &nbsp;&nbsp; 5.620% | 6300000 | &nbsp;&nbsp; 6316153 |
| Series 2025-X2 Class C | Series 2025-X2 Class C | Series 2025-X2 Class C | Series 2025-X2 Class C |
| 10/15/2030 | &nbsp;&nbsp; 4.930% | 2400000 | &nbsp;&nbsp; 2402501 |
| Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B |
| 02/15/2029 | &nbsp;&nbsp; 5.930% | 500000 | &nbsp;&nbsp; 501241 |
| Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C |
| 02/15/2029 | &nbsp;&nbsp; 6.160% | 500000 | &nbsp;&nbsp; 501275 |
| Affirm Master Trust<sup>(b)</sup>  | Affirm Master Trust<sup>(b)</sup>  | Affirm Master Trust<sup>(b)</sup>  | Affirm Master Trust<sup>(b)</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% | 5300000 | &nbsp;&nbsp; 5342537 |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 07/15/2033 | &nbsp;&nbsp; 4.670% | 2035000 | &nbsp;&nbsp; 2044040 |
| Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A |
| 10/16/2034 | &nbsp;&nbsp; 4.450% | 5100000 | &nbsp;&nbsp; 5105920 |
| Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 08/15/2046 | &nbsp;&nbsp; 1.937% | 5080000 | &nbsp;&nbsp; 4972846 |
| Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  |
| Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>04/20/2032<br>| &nbsp;&nbsp; 5.014% | 3417126 | &nbsp;&nbsp; 3417116 |
| Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 3.960% | 1620000 | &nbsp;&nbsp; 1622539 |
| American Credit Acceptance Receivables Trust<sup>(b)</sup>  | American Credit Acceptance Receivables Trust<sup>(b)</sup>  | American Credit Acceptance Receivables Trust<sup>(b)</sup>  | American Credit Acceptance Receivables Trust<sup>(b)</sup>  |
| Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C |
| 03/12/2031 | &nbsp;&nbsp; 5.110% | 2280000 | &nbsp;&nbsp; 2293133 |
| Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C |
| 10/12/2029 | &nbsp;&nbsp; 6.440% | 1252876 | &nbsp;&nbsp; 1259172 |
| Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust |
| Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B |
| 03/20/2028 | &nbsp;&nbsp; 5.570% | 3130000 | &nbsp;&nbsp; 3155532 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust |
| Series 2023-2 Class B | Series 2023-2 Class B | Series 2023-2 Class B | Series 2023-2 Class B |
| 07/18/2029 | &nbsp;&nbsp; 5.840% | 4505000 | &nbsp;&nbsp; 4594923 |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 01/18/2029 | &nbsp;&nbsp; 5.430% | 3165000 | &nbsp;&nbsp; 3191521 |
| Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C |
| 08/18/2027 | &nbsp;&nbsp; 1.410% | 1891368 | &nbsp;&nbsp; 1876237 |
| AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2023-26 Class A1R | Series 2023-26 Class A1R | Series 2023-26 Class A1R | Series 2023-26 Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.270% <br>Floor 1.270% <br>04/15/2036<br>| &nbsp;&nbsp; 5.175% | 2200000 | &nbsp;&nbsp; 2203751 |
| Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Cap 1.550% <br>07/20/2037<br>| &nbsp;&nbsp; 5.434% | 4670000 | &nbsp;&nbsp; 4683375 |
| Series 2024-30A Class A1 | Series 2024-30A Class A1 | Series 2024-30A Class A1 | Series 2024-30A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.680% <br>Floor 1.680% <br>01/15/2037<br>| &nbsp;&nbsp; 5.585% | 5250000 | &nbsp;&nbsp; 5256688 |
| Series 2025-31A Class B | Series 2025-31A Class B | Series 2025-31A Class B | Series 2025-31A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>02/20/2038<br>| &nbsp;&nbsp; 5.584% | 3270000 | &nbsp;&nbsp; 3278744 |
| Apidos CLO XVIII<sup>(b),(c)</sup>  | Apidos CLO XVIII<sup>(b),(c)</sup>  | Apidos CLO XVIII<sup>(b),(c)</sup>  | Apidos CLO XVIII<sup>(b),(c)</sup>  |
| Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.330% <br>Floor 1.330% <br>01/22/2038<br>| &nbsp;&nbsp; 5.187% | 19000000 | &nbsp;&nbsp; 19051072 |
| Apidos CLO XXIV<sup>(b),(c)</sup>  | Apidos CLO XXIV<sup>(b),(c)</sup>  | Apidos CLO XXIV<sup>(b),(c)</sup>  | Apidos CLO XXIV<sup>(b),(c)</sup>  |
| Series 2016-24A | Series 2016-24A | Series 2016-24A | Series 2016-24A |
| &nbsp;&nbsp; 3-month Term SOFR + 2.312% <br>Floor 2.050% <br>10/20/2030<br>| &nbsp;&nbsp; 6.196% | 2900000 | &nbsp;&nbsp; 2903930 |
| Apollo Aviation Securitization Equity Trust<sup>(b)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(b)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(b)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(b)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 02/16/2050 | &nbsp;&nbsp; 5.943% | 396478 | &nbsp;&nbsp; 404362 |
| Applebee's Funding LLC/IHOP Funding LLC<sup>(b)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(b)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(b)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(b)</sup>  |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 03/05/2053 | &nbsp;&nbsp; 7.824% | 2750000 | &nbsp;&nbsp; 2792066 |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 06/07/2055 | &nbsp;&nbsp; 6.720% | 6795000 | &nbsp;&nbsp; 6849919 |
| Aqua Finance Trust<sup>(b)</sup>  | Aqua Finance Trust<sup>(b)</sup>  | Aqua Finance Trust<sup>(b)</sup>  | Aqua Finance Trust<sup>(b)</sup>  |
| Series 2020-A Class C | Series 2020-A Class C | Series 2020-A Class C | Series 2020-A Class C |
| 07/17/2046 | &nbsp;&nbsp; 3.970% | 4563758 | &nbsp;&nbsp; 4427597 |
| Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A |
| 07/17/2046 | &nbsp;&nbsp; 1.900% | 172360 | &nbsp;&nbsp; 167549 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A |
| 07/17/2046 | &nbsp;&nbsp; 1.540% |  | 706800 | &nbsp;&nbsp; 650466 |
| Arbour CLO IV DAC<sup>(b),(c)</sup>  | Arbour CLO IV DAC<sup>(b),(c)</sup>  | Arbour CLO IV DAC<sup>(b),(c)</sup>  | Arbour CLO IV DAC<sup>(b),(c)</sup>  | Arbour CLO IV DAC<sup>(b),(c)</sup>  |
| Series 2025-4A Class BRRR | Series 2025-4A Class BRRR | Series 2025-4A Class BRRR | Series 2025-4A Class BRRR | Series 2025-4A Class BRRR |
| &nbsp;&nbsp; 3-month EURIBOR + 2.000% <br>Floor 2.000% <br>11/15/2039<br>| &nbsp;&nbsp; 2.084% | EUR | 4600000 | &nbsp;&nbsp; 5337461 |
| Ares LXII CLO Ltd.<sup>(b),(c)</sup>  | Ares LXII CLO Ltd.<sup>(b),(c)</sup>  | Ares LXII CLO Ltd.<sup>(b),(c)</sup>  | Ares LXII CLO Ltd.<sup>(b),(c)</sup>  | Ares LXII CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-62A Class BR | Series 2021-62A Class BR | Series 2021-62A Class BR | Series 2021-62A Class BR | Series 2021-62A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>Floor 1.500% <br>01/25/2034<br>| &nbsp;&nbsp; 3.935% |  | 9000000 | &nbsp;&nbsp; 9004725 |
| Ares LXV CLO Ltd.<sup>(b),(c)</sup>  | Ares LXV CLO Ltd.<sup>(b),(c)</sup>  | Ares LXV CLO Ltd.<sup>(b),(c)</sup>  | Ares LXV CLO Ltd.<sup>(b),(c)</sup>  | Ares LXV CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-65A Class A1R | Series 2025-65A Class A1R | Series 2025-65A Class A1R | Series 2025-65A Class A1R | Series 2025-65A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.120% <br>Floor 1.120% <br>07/25/2034<br>| &nbsp;&nbsp; 4.978% |  | 8000000 | &nbsp;&nbsp; 7999184 |
| Ares XXVII CLO Ltd.<sup>(b),(c)</sup>  | Ares XXVII CLO Ltd.<sup>(b),(c)</sup>  | Ares XXVII CLO Ltd.<sup>(b),(c)</sup>  | Ares XXVII CLO Ltd.<sup>(b),(c)</sup>  | Ares XXVII CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2024-2A Class AR3 | Series 2024-2A Class AR3 | Series 2024-2A Class AR3 | Series 2024-2A Class AR3 | Series 2024-2A Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/28/2034<br>| &nbsp;&nbsp; 5.009% |  | 12110000 | &nbsp;&nbsp; 12115074 |
| Atlas Senior Loan Fund XXIII Ltd.<sup>(b),(c)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(b),(c)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(b),(c)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(b),(c)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(b),(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 1.530% <br>Floor 1.530% <br>07/20/2037<br>| &nbsp;&nbsp; 5.414% |  | 25000000 | &nbsp;&nbsp; 25062775 |
| AutoNation Finance Trust<sup>(b)</sup>  | AutoNation Finance Trust<sup>(b)</sup>  | AutoNation Finance Trust<sup>(b)</sup>  | AutoNation Finance Trust<sup>(b)</sup>  | AutoNation Finance Trust<sup>(b)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/13/2029 | &nbsp;&nbsp; 4.620% |  | 1600000 | &nbsp;&nbsp; 1612200 |
| Auxilior Term Funding LLC<sup>(b)</sup>  | Auxilior Term Funding LLC<sup>(b)</sup>  | Auxilior Term Funding LLC<sup>(b)</sup>  | Auxilior Term Funding LLC<sup>(b)</sup>  | Auxilior Term Funding LLC<sup>(b)</sup>  |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 12/15/2028 | &nbsp;&nbsp; 6.180% |  | 287016 | &nbsp;&nbsp; 288404 |
| Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 02/22/2028 | &nbsp;&nbsp; 5.440% |  | 8020000 | &nbsp;&nbsp; 8122670 |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 06/20/2030 | &nbsp;&nbsp; 5.360% |  | 5325000 | &nbsp;&nbsp; 5497089 |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 08/20/2031 | &nbsp;&nbsp; 5.120% |  | 670000 | &nbsp;&nbsp; 690720 |
| Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C |
| 02/20/2028 | &nbsp;&nbsp; 2.350% |  | 4000000 | &nbsp;&nbsp; 3902930 |
| Bain Capital CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/16/2037<br>| &nbsp;&nbsp; 5.444% |  | 3750000 | &nbsp;&nbsp; 3759862 |
| Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2017-2A Class CR3 | Series 2017-2A Class CR3 | Series 2017-2A Class CR3 | Series 2017-2A Class CR3 | Series 2017-2A Class CR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.200% <br>Floor 2.200% <br>07/25/2037<br>| &nbsp;&nbsp; 6.058% |  | 7000000 | &nbsp;&nbsp; 7024185 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2020-5A Class ARR | Series 2020-5A Class ARR | Series 2020-5A Class ARR | Series 2020-5A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>04/20/2034<br>| &nbsp;&nbsp; 5.376% | 7160000 | &nbsp;&nbsp; 7156764 |
| Series 2022-4A Class CR | Series 2022-4A Class CR | Series 2022-4A Class CR | Series 2022-4A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.050% <br>Floor 2.050% <br>10/16/2037<br>| &nbsp;&nbsp; 6.368% | 3250000 | &nbsp;&nbsp; 3258144 |
| Series 2024-4A Class C | Series 2024-4A Class C | Series 2024-4A Class C | Series 2024-4A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>10/23/2037<br>| &nbsp;&nbsp; 5.760% | 8050000 | &nbsp;&nbsp; 8065971 |
| Balboa Bay Loan Funding Ltd.<sup>(b),(c)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(b),(c)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(b),(c)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(b),(c)</sup>  |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.510% <br>Floor 1.510% <br>07/20/2037<br>| &nbsp;&nbsp; 5.394% | 14000000 | &nbsp;&nbsp; 14036750 |
| Ballyrock CLO Ltd.<sup>(b),(c)</sup>  | Ballyrock CLO Ltd.<sup>(b),(c)</sup>  | Ballyrock CLO Ltd.<sup>(b),(c)</sup>  | Ballyrock CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-18A Class A2R | Series 2021-18A Class A2R | Series 2021-18A Class A2R | Series 2021-18A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>04/15/2038<br>| &nbsp;&nbsp; 5.555% | 5210000 | &nbsp;&nbsp; 5230288 |
| Barings CLO Ltd.<sup>(b),(c)</sup>  | Barings CLO Ltd.<sup>(b),(c)</sup>  | Barings CLO Ltd.<sup>(b),(c)</sup>  | Barings CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-3 Class A1 | Series 2025-3 Class A1 | Series 2025-3 Class A1 | Series 2025-3 Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.320% <br>Floor 1.320% <br>03/31/2038<br>| &nbsp;&nbsp; 5.600% | 17500000 | &nbsp;&nbsp; 17532235 |
| Benefit Street Partners CLO Ltd.<sup>(b),(c)</sup>  | Benefit Street Partners CLO Ltd.<sup>(b),(c)</sup>  | Benefit Street Partners CLO Ltd.<sup>(b),(c)</sup>  | Benefit Street Partners CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2015-6BR Class BR | Series 2015-6BR Class BR | Series 2015-6BR Class BR | Series 2015-6BR Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 5.434% | 5100000 | &nbsp;&nbsp; 5099760 |
| BHG Securitization Trust<sup>(b)</sup>  | BHG Securitization Trust<sup>(b)</sup>  | BHG Securitization Trust<sup>(b)</sup>  | BHG Securitization Trust<sup>(b)</sup>  |
| Series 2024-1CON Class A | Series 2024-1CON Class A | Series 2024-1CON Class A | Series 2024-1CON Class A |
| 04/17/2035 | &nbsp;&nbsp; 5.810% | 452658 | &nbsp;&nbsp; 462157 |
| Series 2025-2CON Class A | Series 2025-2CON Class A | Series 2025-2CON Class A | Series 2025-2CON Class A |
| 09/17/2036 | &nbsp;&nbsp; 4.840% | 2160282 | &nbsp;&nbsp; 2180901 |
| Birch Grove CLO Ltd.<sup>(b),(c)</sup>  | Birch Grove CLO Ltd.<sup>(b),(c)</sup>  | Birch Grove CLO Ltd.<sup>(b),(c)</sup>  | Birch Grove CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2024-10 Class A | Series 2024-10 Class A | Series 2024-10 Class A | Series 2024-10 Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.390% <br>Floor 1.390% <br>01/22/2038<br>| &nbsp;&nbsp; 5.247% | 3250000 | &nbsp;&nbsp; 3257004 |
| Series 2024-9A Class C | Series 2024-9A Class C | Series 2024-9A Class C | Series 2024-9A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>10/22/2037<br>| &nbsp;&nbsp; 5.857% | 3150000 | &nbsp;&nbsp; 3154807 |
| Series 2025-12 Class A1 | Series 2025-12 Class A1 | Series 2025-12 Class A1 | Series 2025-12 Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.170% <br>Floor 1.170% <br>04/22/2038<br>| &nbsp;&nbsp; 5.027% | 6000000 | &nbsp;&nbsp; 5984340 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BlueMountain CLO Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2018-3A Class BR | Series 2018-3A Class BR | Series 2018-3A Class BR | Series 2018-3A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.850% <br>Floor 1.850% <br>10/25/2030<br>| &nbsp;&nbsp; 5.708% | 8500000 | &nbsp;&nbsp; 8542372 |
| Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>11/15/2030<br>| &nbsp;&nbsp; 4.790% | 1688768 | &nbsp;&nbsp; 1689214 |
| BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  |
| Series 2020-30A Class AR2 | Series 2020-30A Class AR2 | Series 2020-30A Class AR2 | Series 2020-30A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>04/15/2035<br>| &nbsp;&nbsp; 4.003% | 18700000 | &nbsp;&nbsp; 18690687 |
| Series 2020-30A Class CR2 | Series 2020-30A Class CR2 | Series 2020-30A Class CR2 | Series 2020-30A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.850% <br>Floor 1.850% <br>04/15/2035<br>| &nbsp;&nbsp; 3.985% | 2110000 | &nbsp;&nbsp; 2110065 |
| BlueMountain Fuji US CLO II Ltd.<sup>(b),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(b),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(b),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(b),(c)</sup>  |
| Series 2017-2A Class A1AR | Series 2017-2A Class A1AR | Series 2017-2A Class A1AR | Series 2017-2A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.262% <br>Floor 1.000% <br>10/20/2030<br>| &nbsp;&nbsp; 5.587% | 1042567 | &nbsp;&nbsp; 1043229 |
| BMW Vehicle Lease Trust | BMW Vehicle Lease Trust | BMW Vehicle Lease Trust | BMW Vehicle Lease Trust |
| Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 |
| 10/25/2027 | &nbsp;&nbsp; 4.180% | 2665000 | &nbsp;&nbsp; 2671911 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 06/26/2028 | &nbsp;&nbsp; 4.430% | 1270000 | &nbsp;&nbsp; 1280140 |
| BOF URSA Funding<sup>(b)</sup>  | BOF URSA Funding<sup>(b)</sup>  | BOF URSA Funding<sup>(b)</sup>  | BOF URSA Funding<sup>(b)</sup>  |
| Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 |
| 03/15/2028 | &nbsp;&nbsp; 5.660% | 3934255 | &nbsp;&nbsp; 3947976 |
| Bojangles Issuer LLC<sup>(b)</sup>  | Bojangles Issuer LLC<sup>(b)</sup>  | Bojangles Issuer LLC<sup>(b)</sup>  | Bojangles Issuer LLC<sup>(b)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 11/20/2054 | &nbsp;&nbsp; 6.584% | 698250 | &nbsp;&nbsp; 706848 |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust |
| Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 |
| 06/15/2028 | &nbsp;&nbsp; 5.840% | 2847170 | &nbsp;&nbsp; 2854928 |
| Series 2024-3 Class B | Series 2024-3 Class B | Series 2024-3 Class B | Series 2024-3 Class B |
| 10/16/2028 | &nbsp;&nbsp; 5.370% | 1185000 | &nbsp;&nbsp; 1191558 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 12/15/2028 | &nbsp;&nbsp; 4.780% | 2125000 | &nbsp;&nbsp; 2131167 |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 01/15/2029 | &nbsp;&nbsp; 4.660% | 1110000 | &nbsp;&nbsp; 1114184 |
| Carlyle US CLO Ltd.<sup>(b),(c)</sup>  | Carlyle US CLO Ltd.<sup>(b),(c)</sup>  | Carlyle US CLO Ltd.<sup>(b),(c)</sup>  | Carlyle US CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2019-3A Class BRR | Series 2019-3A Class BRR | Series 2019-3A Class BRR | Series 2019-3A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.600% <br>Floor 2.600% <br>04/20/2037<br>| &nbsp;&nbsp; 6.484% | 3650000 | &nbsp;&nbsp; 3662844 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2020-1A Class BRR | Series 2020-1A Class BRR | Series 2020-1A Class BRR | Series 2020-1A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>01/20/2038<br>| &nbsp;&nbsp; 5.634% | 1250000 | &nbsp;&nbsp; 1249089 |
| Series 2021-6A Class BR | Series 2021-6A Class BR | Series 2021-6A Class BR | Series 2021-6A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/15/2038<br>| &nbsp;&nbsp; 6.018% | 13750000 | &nbsp;&nbsp; 13788074 |
| Series 2021-7A Class A1R | Series 2021-7A Class A1R | Series 2021-7A Class A1R | Series 2021-7A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>04/15/2038<br>| &nbsp;&nbsp; 5.105% | 9850000 | &nbsp;&nbsp; 9847636 |
| Series 2021-7A Class BR | Series 2021-7A Class BR | Series 2021-7A Class BR | Series 2021-7A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>04/15/2040<br>| &nbsp;&nbsp; 5.505% | 7500000 | &nbsp;&nbsp; 7499632 |
| Series 2024-8 Class B | Series 2024-8 Class B | Series 2024-8 Class B | Series 2024-8 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/25/2037<br>| &nbsp;&nbsp; 5.558% | 17250000 | &nbsp;&nbsp; 17312997 |
| Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust |
| Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 |
| 01/18/2028 | &nbsp;&nbsp; 5.050% | 1968974 | &nbsp;&nbsp; 1977485 |
| Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 |
| 12/16/2030 | &nbsp;&nbsp; 3.970% | 2060000 | &nbsp;&nbsp; 2058861 |
| Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B |
| 02/15/2029 | &nbsp;&nbsp; 5.470% | 3040000 | &nbsp;&nbsp; 3105517 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 |
| 10/15/2029 | &nbsp;&nbsp; 4.600% | 7030000 | &nbsp;&nbsp; 7087548 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 4.480% | 2115000 | &nbsp;&nbsp; 2134514 |
| Carmax Select Receivables Trust | Carmax Select Receivables Trust | Carmax Select Receivables Trust | Carmax Select Receivables Trust |
| Series 2025-B Class B | Series 2025-B Class B | Series 2025-B Class B | Series 2025-B Class B |
| 07/15/2030 | &nbsp;&nbsp; 4.350% | 5300000 | &nbsp;&nbsp; 5301732 |
| CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust |
| Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 |
| 09/17/2029 | &nbsp;&nbsp; 4.770% | 3495000 | &nbsp;&nbsp; 3524002 |
| Carvana Auto Receivables Trust<sup>(b)</sup>  | Carvana Auto Receivables Trust<sup>(b)</sup>  | Carvana Auto Receivables Trust<sup>(b)</sup>  | Carvana Auto Receivables Trust<sup>(b)</sup>  |
| Series 2023-P1 Class A3 | Series 2023-P1 Class A3 | Series 2023-P1 Class A3 | Series 2023-P1 Class A3 |
| 12/10/2027 | &nbsp;&nbsp; 5.980% | 792679 | &nbsp;&nbsp; 794268 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| Series 2024-P2 Class A3 | Series 2024-P2 Class A3 | Series 2024-P2 Class A3 | Series 2024-P2 Class A3 |
| 07/10/2029 | &nbsp;&nbsp; 5.330% | 1649182 | &nbsp;&nbsp; 1661044 |
| Series 2024-P4 Class A3 | Series 2024-P4 Class A3 | Series 2024-P4 Class A3 | Series 2024-P4 Class A3 |
| 01/10/2030 | &nbsp;&nbsp; 4.640% | 1135000 | &nbsp;&nbsp; 1140684 |
| Series 2025-P2 Class A4 | Series 2025-P2 Class A4 | Series 2025-P2 Class A4 | Series 2025-P2 Class A4 |
| 06/10/2031 | &nbsp;&nbsp; 4.750% | 4625000 | &nbsp;&nbsp; 4700967 |
| Series 2025-P3 Class A3 | Series 2025-P3 Class A3 | Series 2025-P3 Class A3 | Series 2025-P3 Class A3 |
| 11/11/2030 | &nbsp;&nbsp; 4.040% | 1630000 | &nbsp;&nbsp; 1627866 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 08/15/2050 | &nbsp;&nbsp; 5.465% | 3431831 | &nbsp;&nbsp; 3479757 |
| Series 2025-3 Class A | Series 2025-3 Class A | Series 2025-3 Class A | Series 2025-3 Class A |
| 11/15/2050 | &nbsp;&nbsp; 5.087% | 5395000 | &nbsp;&nbsp; 5424349 |
| CBAM Ltd.<sup>(b),(c)</sup>  | CBAM Ltd.<sup>(b),(c)</sup>  | CBAM Ltd.<sup>(b),(c)</sup>  | CBAM Ltd.<sup>(b),(c)</sup>  |
| Series 2024-1A Class AR2 | Series 2024-1A Class AR2 | Series 2024-1A Class AR2 | Series 2024-1A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.390% <br>Floor 1.390% <br>01/20/2038<br>| &nbsp;&nbsp; 5.274% | 9100000 | &nbsp;&nbsp; 9142934 |
| Chesapeake Funding II LLC<sup>(b)</sup>  | Chesapeake Funding II LLC<sup>(b)</sup>  | Chesapeake Funding II LLC<sup>(b)</sup>  | Chesapeake Funding II LLC<sup>(b)</sup>  |
| Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 |
| 05/15/2035 | &nbsp;&nbsp; 5.650% | 903169 | &nbsp;&nbsp; 908025 |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| 05/15/2036 | &nbsp;&nbsp; 5.520% | 959162 | &nbsp;&nbsp; 968655 |
| CIFC Funding IV Ltd.<sup>(b),(c)</sup>  | CIFC Funding IV Ltd.<sup>(b),(c)</sup>  | CIFC Funding IV Ltd.<sup>(b),(c)</sup>  | CIFC Funding IV Ltd.<sup>(b),(c)</sup>  |
| Series 2015-4A Class BR2 | Series 2015-4A Class BR2 | Series 2015-4A Class BR2 | Series 2015-4A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.162% <br>Floor 1.900% <br>04/20/2034<br>| &nbsp;&nbsp; 6.046% | 6300000 | &nbsp;&nbsp; 6312260 |
| CIFC Funding Ltd.<sup>(b),(c)</sup>  | CIFC Funding Ltd.<sup>(b),(c)</sup>  | CIFC Funding Ltd.<sup>(b),(c)</sup>  | CIFC Funding Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class BR3 | Series 2016-1A Class BR3 | Series 2016-1A Class BR3 | Series 2016-1A Class BR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.450% <br>Floor 1.450% <br>10/21/2031<br>| &nbsp;&nbsp; 5.320% | 8500000 | &nbsp;&nbsp; 8462090 |
| Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.370% <br>Floor 1.370% <br>10/20/2037<br>| &nbsp;&nbsp; 5.254% | 39520000 | &nbsp;&nbsp; 39597459 |
| Series 2019-6A Class A2R | Series 2019-6A Class A2R | Series 2019-6A Class A2R | Series 2019-6A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>07/16/2037<br>| &nbsp;&nbsp; 5.594% | 2000000 | &nbsp;&nbsp; 2001920 |
| CIT Education Loan Trust<sup>(b),(c)</sup>  | CIT Education Loan Trust<sup>(b),(c)</sup>  | CIT Education Loan Trust<sup>(b),(c)</sup>  | CIT Education Loan Trust<sup>(b),(c)</sup>  |
| Series 2007-1 Class B | Series 2007-1 Class B | Series 2007-1 Class B | Series 2007-1 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 0.562% <br>Floor 0.300% <br>06/25/2042<br>| &nbsp;&nbsp; 4.931% | 216355 | &nbsp;&nbsp; 193107 |
| Citizens Auto Receivables Trust<sup>(b)</sup>  | Citizens Auto Receivables Trust<sup>(b)</sup>  | Citizens Auto Receivables Trust<sup>(b)</sup>  | Citizens Auto Receivables Trust<sup>(b)</sup>  |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 5.110% | 992622 | &nbsp;&nbsp; 997815 |
| Clover CLO LLC<sup>(b),(c)</sup>  | Clover CLO LLC<sup>(b),(c)</sup>  | Clover CLO LLC<sup>(b),(c)</sup>  | Clover CLO LLC<sup>(b),(c)</sup>  |
| Series 2021-3A Class AR | Series 2021-3A Class AR | Series 2021-3A Class AR | Series 2021-3A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.070% <br>Floor 1.070% <br>01/25/2035<br>| &nbsp;&nbsp; 4.928% | 10150000 | &nbsp;&nbsp; 10153786 |
| Cologix Data Centers US Issuer LLC<sup>(b)</sup>  | Cologix Data Centers US Issuer LLC<sup>(b)</sup>  | Cologix Data Centers US Issuer LLC<sup>(b)</sup>  | Cologix Data Centers US Issuer LLC<sup>(b)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 12/26/2051 | &nbsp;&nbsp; 3.300% | 5000000 | &nbsp;&nbsp; 4897177 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Commonbond Student Loan Trust<sup>(b)</sup>  | Commonbond Student Loan Trust<sup>(b)</sup>  | Commonbond Student Loan Trust<sup>(b)</sup>  | Commonbond Student Loan Trust<sup>(b)</sup>  | Commonbond Student Loan Trust<sup>(b)</sup>  |
| Series 2018-CGS Class B | Series 2018-CGS Class B | Series 2018-CGS Class B | Series 2018-CGS Class B | Series 2018-CGS Class B |
| 02/25/2046 | &nbsp;&nbsp; 4.250% |  | 73679 | &nbsp;&nbsp; 70540 |
| Series 2020-AGS Class A | Series 2020-AGS Class A | Series 2020-AGS Class A | Series 2020-AGS Class A | Series 2020-AGS Class A |
| 08/25/2050 | &nbsp;&nbsp; 1.980% |  | 647685 | &nbsp;&nbsp; 582201 |
| Compass Datacenters Issuer II LLC<sup>(b)</sup>  | Compass Datacenters Issuer II LLC<sup>(b)</sup>  | Compass Datacenters Issuer II LLC<sup>(b)</sup>  | Compass Datacenters Issuer II LLC<sup>(b)</sup>  | Compass Datacenters Issuer II LLC<sup>(b)</sup>  |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 08/25/2049 | &nbsp;&nbsp; 5.022% |  | 1745000 | &nbsp;&nbsp; 1746221 |
| Compass Datacenters Issuer III LLC<sup>(b)</sup>  | Compass Datacenters Issuer III LLC<sup>(b)</sup>  | Compass Datacenters Issuer III LLC<sup>(b)</sup>  | Compass Datacenters Issuer III LLC<sup>(b)</sup>  | Compass Datacenters Issuer III LLC<sup>(b)</sup>  |
| Series 2025-1 Class A2 | Series 2025-1 Class A2 | Series 2025-1 Class A2 | Series 2025-1 Class A2 | Series 2025-1 Class A2 |
| 02/25/2050 | &nbsp;&nbsp; 5.656% |  | 1195000 | &nbsp;&nbsp; 1219346 |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 05/20/2055 | &nbsp;&nbsp; 6.000% |  | 8690000 | &nbsp;&nbsp; 8890198 |
| Contego CLO XII DAC<sup>(b),(c),(d)</sup>  | Contego CLO XII DAC<sup>(b),(c),(d)</sup>  | Contego CLO XII DAC<sup>(b),(c),(d)</sup>  | Contego CLO XII DAC<sup>(b),(c),(d)</sup>  | Contego CLO XII DAC<sup>(b),(c),(d)</sup>  |
| Series 2025-12A Class BR | Series 2025-12A Class BR | Series 2025-12A Class BR | Series 2025-12A Class BR | Series 2025-12A Class BR |
| &nbsp;&nbsp; 3-month EURIBOR + 1.900% <br>Floor 1.900% <br>01/25/2040<br>| &nbsp;&nbsp; 3.954% | EUR | 5000000 | &nbsp;&nbsp; 5801750 |
| CQS US CLO Ltd.<sup>(b),(c)</sup>  | CQS US CLO Ltd.<sup>(b),(c)</sup>  | CQS US CLO Ltd.<sup>(b),(c)</sup>  | CQS US CLO Ltd.<sup>(b),(c)</sup>  | CQS US CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.890% <br>Floor 1.890% <br>01/25/2037<br>| &nbsp;&nbsp; 5.748% |  | 20000000 | &nbsp;&nbsp; 20036580 |
| Credit Acceptance Auto Loan Trust<sup>(b)</sup>  | Credit Acceptance Auto Loan Trust<sup>(b)</sup>  | Credit Acceptance Auto Loan Trust<sup>(b)</sup>  | Credit Acceptance Auto Loan Trust<sup>(b)</sup>  | Credit Acceptance Auto Loan Trust<sup>(b)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 03/15/2033 | &nbsp;&nbsp; 6.480% |  | 706644 | &nbsp;&nbsp; 707771 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 06/15/2034 | &nbsp;&nbsp; 5.950% |  | 4260000 | &nbsp;&nbsp; 4336815 |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 03/15/2035 | &nbsp;&nbsp; 5.020% |  | 3145000 | &nbsp;&nbsp; 3187124 |
| Series 2025-2 Class B | Series 2025-2 Class B | Series 2025-2 Class B | Series 2025-2 Class B | Series 2025-2 Class B |
| 01/15/2036 | &nbsp;&nbsp; 4.870% |  | 2695000 | &nbsp;&nbsp; 2710037 |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 07/15/2033 | &nbsp;&nbsp; 6.610% |  | 1215000 | &nbsp;&nbsp; 1225626 |
| Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C |
| 12/15/2033 | &nbsp;&nbsp; 7.620% |  | 695000 | &nbsp;&nbsp; 717857 |
| Crockett Partners Equipment Co. IIA LLC<sup>(b)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(b)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(b)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(b)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(b)</sup>  |
| Series 2024-1C Class A | Series 2024-1C Class A | Series 2024-1C Class A | Series 2024-1C Class A | Series 2024-1C Class A |
| 01/20/2031 | &nbsp;&nbsp; 6.050% |  | 2397727 | &nbsp;&nbsp; 2425393 |
| CyrusOne Data Centers Issuer I LLC<sup>(b)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(b)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(b)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(b)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 02/20/2050 | &nbsp;&nbsp; 5.910% |  | 3305000 | &nbsp;&nbsp; 3385052 |
| DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 09/27/2055 | &nbsp;&nbsp; 5.180% |  | 4520000 | &nbsp;&nbsp; 4518529 |
| DataBank Issuer LLC<sup>(b)</sup>  | DataBank Issuer LLC<sup>(b)</sup>  | DataBank Issuer LLC<sup>(b)</sup>  | DataBank Issuer LLC<sup>(b)</sup>  | DataBank Issuer LLC<sup>(b)</sup>  |
| Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 |
| 02/25/2053 | &nbsp;&nbsp; 5.116% |  | 3400000 | &nbsp;&nbsp; 3385995 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DB Master Finance LLC<sup>(b)</sup>  | DB Master Finance LLC<sup>(b)</sup>  | DB Master Finance LLC<sup>(b)</sup>  | DB Master Finance LLC<sup>(b)</sup>  |
| Series 2017-1A Class A2II | Series 2017-1A Class A2II | Series 2017-1A Class A2II | Series 2017-1A Class A2II |
| 11/20/2047 | &nbsp;&nbsp; 4.030% | 1153125 | &nbsp;&nbsp; 1140480 |
| Series 2019-1A Class A23 | Series 2019-1A Class A23 | Series 2019-1A Class A23 | Series 2019-1A Class A23 |
| 05/20/2049 | &nbsp;&nbsp; 4.352% | 1125000 | &nbsp;&nbsp; 1117225 |
| Dell Equipment Finance Trust<sup>(b)</sup>  | Dell Equipment Finance Trust<sup>(b)</sup>  | Dell Equipment Finance Trust<sup>(b)</sup>  | Dell Equipment Finance Trust<sup>(b)</sup>  |
| Series 2023-3 Class A3 | Series 2023-3 Class A3 | Series 2023-3 Class A3 | Series 2023-3 Class A3 |
| 04/23/2029 | &nbsp;&nbsp; 5.930% | 2341262 | &nbsp;&nbsp; 2355409 |
| Dewolf Park CLO Ltd.<sup>(b),(c)</sup>  | Dewolf Park CLO Ltd.<sup>(b),(c)</sup>  | Dewolf Park CLO Ltd.<sup>(b),(c)</sup>  | Dewolf Park CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.182% <br>Floor 0.920% <br>10/15/2030<br>| &nbsp;&nbsp; 5.086% | 460827 | &nbsp;&nbsp; 460888 |
| DLLMT LLC<sup>(b)</sup>  | DLLMT LLC<sup>(b)</sup>  | DLLMT LLC<sup>(b)</sup>  | DLLMT LLC<sup>(b)</sup>  |
| Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 |
| 03/22/2027 | &nbsp;&nbsp; 5.340% | 1851695 | &nbsp;&nbsp; 1859085 |
| Drive Auto Receivables Trust | Drive Auto Receivables Trust | Drive Auto Receivables Trust | Drive Auto Receivables Trust |
| Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B |
| 07/16/2029 | &nbsp;&nbsp; 4.520% | 3755000 | &nbsp;&nbsp; 3764914 |
| Dryden CLO Ltd.<sup>(b),(c)</sup>  | Dryden CLO Ltd.<sup>(b),(c)</sup>  | Dryden CLO Ltd.<sup>(b),(c)</sup>  | Dryden CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2019-75A Class CR2 | Series 2019-75A Class CR2 | Series 2019-75A Class CR2 | Series 2019-75A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.062% <br>Floor 1.800% <br>04/15/2034<br>| &nbsp;&nbsp; 5.966% | 5000000 | &nbsp;&nbsp; 4990000 |
| Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  |
| Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>08/15/2031<br>| &nbsp;&nbsp; 5.002% | 2824742 | &nbsp;&nbsp; 2826354 |
| Elevation CLO Ltd.<sup>(b),(c)</sup>  | Elevation CLO Ltd.<sup>(b),(c)</sup>  | Elevation CLO Ltd.<sup>(b),(c)</sup>  | Elevation CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2013-1A Class A1R3 | Series 2013-1A Class A1R3 | Series 2013-1A Class A1R3 | Series 2013-1A Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/25/2038<br>| &nbsp;&nbsp; 5.630% | 5100000 | &nbsp;&nbsp; 5115254 |
| Series 2021-12A Class A1R | Series 2021-12A Class A1R | Series 2021-12A Class A1R | Series 2021-12A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.620% <br>Floor 1.620% <br>04/20/2037<br>| &nbsp;&nbsp; 5.946% | 30000000 | &nbsp;&nbsp; 30044400 |
| Series 2025-18A Class B | Series 2025-18A Class B | Series 2025-18A Class B | Series 2025-18A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>03/28/2038<br>| &nbsp;&nbsp; 5.584% | 10000000 | &nbsp;&nbsp; 10009030 |
| ELFI Graduate Loan Program LLC<sup>(b)</sup>  | ELFI Graduate Loan Program LLC<sup>(b)</sup>  | ELFI Graduate Loan Program LLC<sup>(b)</sup>  | ELFI Graduate Loan Program LLC<sup>(b)</sup>  |
| Series 2019-A Class A | Series 2019-A Class A | Series 2019-A Class A | Series 2019-A Class A |
| 03/25/2044 | &nbsp;&nbsp; 2.540% | 464187 | &nbsp;&nbsp; 447397 |
| Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A |
| 02/04/2048 | &nbsp;&nbsp; 6.370% | 3321007 | &nbsp;&nbsp; 3491673 |
| ELFI Graduate Loan Program LLC<sup>(b),(e)</sup>  | ELFI Graduate Loan Program LLC<sup>(b),(e)</sup>  | ELFI Graduate Loan Program LLC<sup>(b),(e)</sup>  | ELFI Graduate Loan Program LLC<sup>(b),(e)</sup>  |
| Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B |
| 03/25/2044 | &nbsp;&nbsp; 2.940% | 242284 | &nbsp;&nbsp; 224831 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Elmwood CLO 30 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 30 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 30 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 30 Ltd.<sup>(b),(c)</sup>  |
| Series 2024-6A Class A | Series 2024-6A Class A | Series 2024-6A Class A | Series 2024-6A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.430% <br>Floor 1.430% <br>07/17/2037<br>| &nbsp;&nbsp; 5.312% | 14000000 | &nbsp;&nbsp; 14049406 |
| Elmwood CLO 39 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 39 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 39 Ltd.<sup>(b),(c)</sup>  | Elmwood CLO 39 Ltd.<sup>(b),(c)</sup>  |
| Series 2025-2A Class A1 | Series 2025-2A Class A1 | Series 2025-2A Class A1 | Series 2025-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.140% <br>Floor 1.140% <br>04/17/2038<br>| &nbsp;&nbsp; 5.470% | 19000000 | &nbsp;&nbsp; 18967700 |
| Elmwood CLO IX Ltd.<sup>(b),(c)</sup>  | Elmwood CLO IX Ltd.<sup>(b),(c)</sup>  | Elmwood CLO IX Ltd.<sup>(b),(c)</sup>  | Elmwood CLO IX Ltd.<sup>(b),(c)</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 + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 5.434% | 6520000 | &nbsp;&nbsp; 6534527 |
| Elmwood CLO Ltd.<sup>(b),(c)</sup>  | Elmwood CLO Ltd.<sup>(b),(c)</sup>  | Elmwood CLO Ltd.<sup>(b),(c)</sup>  | Elmwood CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.240% <br>Floor 1.240% <br>03/22/2038<br>| &nbsp;&nbsp; 5.122% | 20000000 | &nbsp;&nbsp; 20030800 |
| Elmwood CLO XI Ltd.<sup>(b),(c)</sup>  | Elmwood CLO XI Ltd.<sup>(b),(c)</sup>  | Elmwood CLO XI Ltd.<sup>(b),(c)</sup>  | Elmwood CLO XI Ltd.<sup>(b),(c)</sup>  |
| Series 2021-4A Class BR | Series 2021-4A Class BR | Series 2021-4A Class BR | Series 2021-4A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>01/20/2038<br>| &nbsp;&nbsp; 5.434% | 3270000 | &nbsp;&nbsp; 3274725 |
| Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 09/20/2029 | &nbsp;&nbsp; 4.460% | 3960000 | &nbsp;&nbsp; 4013722 |
| Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  | Enterprise Fleet Financing LLC<sup>(b)</sup>  |
| Series 2022-3 Class A2 | Series 2022-3 Class A2 | Series 2022-3 Class A2 | Series 2022-3 Class A2 |
| 07/20/2029 | &nbsp;&nbsp; 4.380% | 71121 | &nbsp;&nbsp; 71139 |
| Series 2023-2 Class A2 | Series 2023-2 Class A2 | Series 2023-2 Class A2 | Series 2023-2 Class A2 |
| 04/22/2030 | &nbsp;&nbsp; 5.560% | 902713 | &nbsp;&nbsp; 907746 |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 09/20/2030 | &nbsp;&nbsp; 5.160% | 1265000 | &nbsp;&nbsp; 1287396 |
| Series 2024-3 Class A4 | Series 2024-3 Class A4 | Series 2024-3 Class A4 | Series 2024-3 Class A4 |
| 03/20/2031 | &nbsp;&nbsp; 5.060% | 2190000 | &nbsp;&nbsp; 2239424 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 02/20/2029 | &nbsp;&nbsp; 4.820% | 1635000 | &nbsp;&nbsp; 1661099 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.740% | 5810000 | &nbsp;&nbsp; 5825930 |
| Series 2025-4A Class A3 | Series 2025-4A Class A3 | Series 2025-4A Class A3 | Series 2025-4A Class A3 |
| 09/17/2029 | &nbsp;&nbsp; 4.390% | 805000 | &nbsp;&nbsp; 807456 |
| Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B |
| 08/15/2028 | &nbsp;&nbsp; 5.290% | 4272549 | &nbsp;&nbsp; 4282172 |
| Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C |
| 08/15/2030 | &nbsp;&nbsp; 5.480% | 2075000 | &nbsp;&nbsp; 2094614 |
| Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 04/15/2030 | &nbsp;&nbsp; 4.690% | 945000 | &nbsp;&nbsp; 951806 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| First Investors Auto Owner Trust<sup>(b)</sup>  | First Investors Auto Owner Trust<sup>(b)</sup>  | First Investors Auto Owner Trust<sup>(b)</sup>  | First Investors Auto Owner Trust<sup>(b)</sup>  |
| Series 2025-1 Class C | Series 2025-1 Class C | Series 2025-1 Class C | Series 2025-1 Class C |
| 12/15/2031 | &nbsp;&nbsp; 4.750% | 3275000 | &nbsp;&nbsp; 3278624 |
| Flagship Credit Auto Trust<sup>(b)</sup>  | Flagship Credit Auto Trust<sup>(b)</sup>  | Flagship Credit Auto Trust<sup>(b)</sup>  | Flagship Credit Auto Trust<sup>(b)</sup>  |
| Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C |
| 05/15/2029 | &nbsp;&nbsp; 5.810% | 3240000 | &nbsp;&nbsp; 3232330 |
| Flatiron CLO Ltd.<sup>(b),(c)</sup>  | Flatiron CLO Ltd.<sup>(b),(c)</sup>  | Flatiron CLO Ltd.<sup>(b),(c)</sup>  | Flatiron CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>10/19/2037<br>| &nbsp;&nbsp; 5.884% | 2000000 | &nbsp;&nbsp; 2003010 |
| Flexential Issuer<sup>(b)</sup>  | Flexential Issuer<sup>(b)</sup>  | Flexential Issuer<sup>(b)</sup>  | Flexential Issuer<sup>(b)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 11/27/2051 | &nbsp;&nbsp; 3.250% | 2021029 | &nbsp;&nbsp; 1989105 |
| Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust |
| Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 |
| 06/15/2028 | &nbsp;&nbsp; 4.720% | 2055000 | &nbsp;&nbsp; 2070422 |
| Ford Credit Auto Owner Trust<sup>(b)</sup>  | Ford Credit Auto Owner Trust<sup>(b)</sup>  | Ford Credit Auto Owner Trust<sup>(b)</sup>  | Ford Credit Auto Owner Trust<sup>(b)</sup>  |
| Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A |
| 10/17/2033 | &nbsp;&nbsp; 1.370% | 3415000 | &nbsp;&nbsp; 3379571 |
| Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C |
| 05/15/2034 | &nbsp;&nbsp; 2.110% | 3900000 | &nbsp;&nbsp; 3816918 |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 05/15/2034 | &nbsp;&nbsp; 2.600% | 2300000 | &nbsp;&nbsp; 2254159 |
| Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C |
| 08/15/2035 | &nbsp;&nbsp; 5.580% | 3900000 | &nbsp;&nbsp; 3993733 |
| Frontier Issuer LLC<sup>(b)</sup>  | Frontier Issuer LLC<sup>(b)</sup>  | Frontier Issuer LLC<sup>(b)</sup>  | Frontier Issuer LLC<sup>(b)</sup>  |
| Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 |
| 08/20/2053 | &nbsp;&nbsp; 6.600% | 4475000 | &nbsp;&nbsp; 4520145 |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 06/20/2054 | &nbsp;&nbsp; 6.190% | 2060000 | &nbsp;&nbsp; 2110019 |
| Galaxy XXII CLO Ltd.<sup>(b),(c)</sup>  | Galaxy XXII CLO Ltd.<sup>(b),(c)</sup>  | Galaxy XXII CLO Ltd.<sup>(b),(c)</sup>  | Galaxy XXII CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2016-22A Class ARRR | Series 2016-22A Class ARRR | Series 2016-22A Class ARRR | Series 2016-22A Class ARRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.240% <br>Floor 1.240% <br>04/16/2034<br>| &nbsp;&nbsp; 5.887% | 3740000 | &nbsp;&nbsp; 3743272 |
| GECU Auto Receivables Trust<sup>(b)</sup>  | GECU Auto Receivables Trust<sup>(b)</sup>  | GECU Auto Receivables Trust<sup>(b)</sup>  | GECU Auto Receivables Trust<sup>(b)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 5.630% | 1629797 | &nbsp;&nbsp; 1638055 |
| GLS Auto Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Receivables Issuer Trust<sup>(b)</sup>  |
| Series 2024-4A Class A3 | Series 2024-4A Class A3 | Series 2024-4A Class A3 | Series 2024-4A Class A3 |
| 07/17/2028 | &nbsp;&nbsp; 4.750% | 1230000 | &nbsp;&nbsp; 1232405 |
| Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C |
| 01/15/2031 | &nbsp;&nbsp; 5.110% | 1355000 | &nbsp;&nbsp; 1377856 |
| Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B |
| 11/15/2028 | &nbsp;&nbsp; 5.770% | 3445000 | &nbsp;&nbsp; 3471685 |
| Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B |
| 01/16/2029 | &nbsp;&nbsp; 5.080% | 1850000 | &nbsp;&nbsp; 1862287 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GLS Auto Select Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Select Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Select Receivables Issuer Trust<sup>(b)</sup>  | GLS Auto Select Receivables Issuer Trust<sup>(b)</sup>  |
| Series 2025-4 Class A2 | Series 2025-4 Class A2 | Series 2025-4 Class A2 | Series 2025-4 Class A2 |
| 02/18/2031 | &nbsp;&nbsp; 4.170% | 1380000 | &nbsp;&nbsp; 1380866 |
| GLS Auto Select Receivables Trust<sup>(b)</sup>  | GLS Auto Select Receivables Trust<sup>(b)</sup>  | GLS Auto Select Receivables Trust<sup>(b)</sup>  | GLS Auto Select Receivables Trust<sup>(b)</sup>  |
| Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 06/17/2030 | &nbsp;&nbsp; 5.580% | 470177 | &nbsp;&nbsp; 474280 |
| Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 |
| 10/15/2029 | &nbsp;&nbsp; 5.590% | 1707218 | &nbsp;&nbsp; 1725092 |
| Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 |
| 12/17/2029 | &nbsp;&nbsp; 4.430% | 1261138 | &nbsp;&nbsp; 1264383 |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 04/15/2030 | &nbsp;&nbsp; 4.710% | 1746522 | &nbsp;&nbsp; 1758452 |
| Series 2025-3A Class A2 | Series 2025-3A Class A2 | Series 2025-3A Class A2 | Series 2025-3A Class A2 |
| 10/15/2030 | &nbsp;&nbsp; 4.460% | 1680000 | &nbsp;&nbsp; 1684748 |
| GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 02/21/2028 | &nbsp;&nbsp; 4.660% | 2780000 | &nbsp;&nbsp; 2798425 |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 08/21/2028 | &nbsp;&nbsp; 4.170% | 3550000 | &nbsp;&nbsp; 3563790 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B |
| 04/16/2029 | &nbsp;&nbsp; 6.160% | 2800000 | &nbsp;&nbsp; 2876976 |
| Goal Capital Funding Trust<sup>(c)</sup>  | Goal Capital Funding Trust<sup>(c)</sup>  | Goal Capital Funding Trust<sup>(c)</sup>  | Goal Capital Funding Trust<sup>(c)</sup>  |
| Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 0.712% <br>Floor 0.450% <br>08/25/2042<br>| &nbsp;&nbsp; 4.590% | 281321 | &nbsp;&nbsp; 273327 |
| Goldentree Loan Management US CLO Ltd.<sup>(b),(c)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(b),(c)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(b),(c)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2020-8A Class ARR | Series 2020-8A Class ARR | Series 2020-8A Class ARR | Series 2020-8A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/20/2034<br>| &nbsp;&nbsp; 5.034% | 10550000 | &nbsp;&nbsp; 10561172 |
| GoodLeap Sustainable Home Solutions Trust<sup>(b)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(b)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(b)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(b)</sup>  |
| Series 2021-3CS Class A | Series 2021-3CS Class A | Series 2021-3CS Class A | Series 2021-3CS Class A |
| 05/20/2048 | &nbsp;&nbsp; 2.100% | 2303535 | &nbsp;&nbsp; 1886294 |
| Greenacre Park CLO LLC<sup>(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(b),(c)</sup>  |
| Series 2021-2 Class AR | Series 2021-2 Class AR | Series 2021-2 Class AR | Series 2021-2 Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.370% <br>Floor 1.370% <br>07/20/2037<br>| &nbsp;&nbsp; 5.254% | 6950000 | &nbsp;&nbsp; 6976389 |
| GreenSky Home Improvement Issuer Trust<sup>(b)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(b)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(b)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(b)</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% | 325783 | &nbsp;&nbsp; 331175 |
| GreenSky Home Improvement Trust<sup>(b)</sup>  | GreenSky Home Improvement Trust<sup>(b)</sup>  | GreenSky Home Improvement Trust<sup>(b)</sup>  | GreenSky Home Improvement Trust<sup>(b)</sup>  |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 06/25/2059 | &nbsp;&nbsp; 5.550% | 1745000 | &nbsp;&nbsp; 1801920 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Greywolf CLO VII Ltd.<sup>(b),(c)</sup>  | Greywolf CLO VII Ltd.<sup>(b),(c)</sup>  | Greywolf CLO VII Ltd.<sup>(b),(c)</sup>  | Greywolf CLO VII Ltd.<sup>(b),(c)</sup>  |
| Series 2018-2A Class A1 | Series 2018-2A Class A1 | Series 2018-2A Class A1 | Series 2018-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.440% <br>Floor 1.180% <br>10/20/2031<br>| &nbsp;&nbsp; 5.324% | 1038525 | &nbsp;&nbsp; 1038310 |
| Hayfin US XIV Ltd.<sup>(b),(c)</sup>  | Hayfin US XIV Ltd.<sup>(b),(c)</sup>  | Hayfin US XIV Ltd.<sup>(b),(c)</sup>  | Hayfin US XIV Ltd.<sup>(b),(c)</sup>  |
| Series 2021-14A Class A1R | Series 2021-14A Class A1R | Series 2021-14A Class A1R | Series 2021-14A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.300% <br>10/20/2038<br>| &nbsp;&nbsp; 5.184% | 20000000 | &nbsp;&nbsp; 20040360 |
| Hayfin US XV Ltd.<sup>(b),(c)</sup>  | Hayfin US XV Ltd.<sup>(b),(c)</sup>  | Hayfin US XV Ltd.<sup>(b),(c)</sup>  | Hayfin US XV Ltd.<sup>(b),(c)</sup>  |
| Series 2024-15A Class A1 | Series 2024-15A Class A1 | Series 2024-15A Class A1 | Series 2024-15A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.640% <br>Floor 1.640% <br>04/28/2037<br>| &nbsp;&nbsp; 5.499% | 24750000 | &nbsp;&nbsp; 24799401 |
| Helios Issuer LLC<sup>(b)</sup>  | Helios Issuer LLC<sup>(b)</sup>  | Helios Issuer LLC<sup>(b)</sup>  | Helios Issuer LLC<sup>(b)</sup>  |
| Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A |
| 06/20/2047 | &nbsp;&nbsp; 2.980% | 852181 | &nbsp;&nbsp; 781816 |
| Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  |
| Series 2013-3A Class A | Series 2013-3A Class A | Series 2013-3A Class A | Series 2013-3A Class A |
| 01/17/2073 | &nbsp;&nbsp; 4.080% | 1134797 | &nbsp;&nbsp; 1090674 |
| Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A |
| 01/17/2073 | &nbsp;&nbsp; 3.610% | 1406055 | &nbsp;&nbsp; 1288518 |
| Hertz Vehicle Financing III LLC<sup>(b)</sup>  | Hertz Vehicle Financing III LLC<sup>(b)</sup>  | Hertz Vehicle Financing III LLC<sup>(b)</sup>  | Hertz Vehicle Financing III LLC<sup>(b)</sup>  |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 02/25/2028 | &nbsp;&nbsp; 5.940% | 4660000 | &nbsp;&nbsp; 4731051 |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 01/25/2029 | &nbsp;&nbsp; 5.440% | 3815000 | &nbsp;&nbsp; 3897456 |
| Hertz Vehicle Financing LLC<sup>(b)</sup>  | Hertz Vehicle Financing LLC<sup>(b)</sup>  | Hertz Vehicle Financing LLC<sup>(b)</sup>  | Hertz Vehicle Financing LLC<sup>(b)</sup>  |
| Series 2022-2A Class A | Series 2022-2A Class A | Series 2022-2A Class A | Series 2022-2A Class A |
| 06/26/2028 | &nbsp;&nbsp; 2.330% | 3830000 | &nbsp;&nbsp; 3732153 |
| Hilton Grand Vacations Trust<sup>(b)</sup>  | Hilton Grand Vacations Trust<sup>(b)</sup>  | Hilton Grand Vacations Trust<sup>(b)</sup>  | Hilton Grand Vacations Trust<sup>(b)</sup>  |
| Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C |
| 01/25/2037 | &nbsp;&nbsp; 5.570% | 95766 | &nbsp;&nbsp; 96705 |
| HPS Loan Management Ltd.<sup>(b),(c)</sup>  | HPS Loan Management Ltd.<sup>(b),(c)</sup>  | HPS Loan Management Ltd.<sup>(b),(c)</sup>  | HPS Loan Management Ltd.<sup>(b),(c)</sup>  |
| Series 2024-21A Class B | Series 2024-21A Class B | Series 2024-21A Class B | Series 2024-21A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>10/15/2037<br>| &nbsp;&nbsp; 5.655% | 13000000 | &nbsp;&nbsp; 13023829 |
| Huntington Auto Trust<sup>(b)</sup>  | Huntington Auto Trust<sup>(b)</sup>  | Huntington Auto Trust<sup>(b)</sup>  | Huntington Auto Trust<sup>(b)</sup>  |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.230% | 2070727 | &nbsp;&nbsp; 2091373 |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 12/17/2029 | &nbsp;&nbsp; 4.360% | 1615000 | &nbsp;&nbsp; 1629051 |
| ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/29/2034<br>| &nbsp;&nbsp; 4.070% | 3250000 | &nbsp;&nbsp; 3251225 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</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 + 1.600% <br>Floor 1.600% <br>07/15/2034<br>| &nbsp;&nbsp; 5.505% | 4000000 | &nbsp;&nbsp; 3995260 |
| Jersey Mike's Funding LLC<sup>(b)</sup>  | Jersey Mike's Funding LLC<sup>(b)</sup>  | Jersey Mike's Funding LLC<sup>(b)</sup>  | Jersey Mike's Funding LLC<sup>(b)</sup>  |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 02/15/2055 | &nbsp;&nbsp; 5.636% | 2977500 | &nbsp;&nbsp; 3037551 |
| Kayne Ltd.<sup>(b),(c)</sup>  | Kayne Ltd.<sup>(b),(c)</sup>  | Kayne Ltd.<sup>(b),(c)</sup>  | Kayne Ltd.<sup>(b),(c)</sup>  |
| Series 2021-10A Class C | Series 2021-10A Class C | Series 2021-10A Class C | Series 2021-10A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.012% <br>Floor 1.750% <br>04/23/2034<br>| &nbsp;&nbsp; 5.871% | 1600000 | &nbsp;&nbsp; 1601843 |
| KKR CLO 33 Ltd.<sup>(b),(c)</sup>  | KKR CLO 33 Ltd.<sup>(b),(c)</sup>  | KKR CLO 33 Ltd.<sup>(b),(c)</sup>  | KKR CLO 33 Ltd.<sup>(b),(c)</sup>  |
| Series 2025-33A Class AR | Series 2025-33A Class AR | Series 2025-33A Class AR | Series 2025-33A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.080% <br>Floor 1.080% <br>07/20/2034<br>| &nbsp;&nbsp; 4.993% | 16800000 | &nbsp;&nbsp; 16807291 |
| Series 2025-33A Class BR | Series 2025-33A Class BR | Series 2025-33A Class BR | Series 2025-33A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>07/20/2034<br>| &nbsp;&nbsp; 5.513% | 5350000 | &nbsp;&nbsp; 5352306 |
| LAD Auto Receivables Trust<sup>(b)</sup>  | LAD Auto Receivables Trust<sup>(b)</sup>  | LAD Auto Receivables Trust<sup>(b)</sup>  | LAD Auto Receivables Trust<sup>(b)</sup>  |
| Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 |
| 09/15/2028 | &nbsp;&nbsp; 5.170% | 1015000 | &nbsp;&nbsp; 1020872 |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 5.610% | 1519145 | &nbsp;&nbsp; 1527262 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 03/15/2029 | &nbsp;&nbsp; 4.520% | 1610000 | &nbsp;&nbsp; 1614927 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 07/16/2029 | &nbsp;&nbsp; 4.690% | 4465000 | &nbsp;&nbsp; 4484623 |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 01/15/2030 | &nbsp;&nbsp; 4.250% | 1440000 | &nbsp;&nbsp; 1444082 |
| Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B |
| 10/16/2028 | &nbsp;&nbsp; 6.390% | 1515000 | &nbsp;&nbsp; 1531892 |
| Lakeside Park CLO Ltd.<sup>(b),(c)</sup>  | Lakeside Park CLO Ltd.<sup>(b),(c)</sup>  | Lakeside Park CLO Ltd.<sup>(b),(c)</sup>  | Lakeside Park CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-1A Class B1 | Series 2025-1A Class B1 | Series 2025-1A Class B1 | Series 2025-1A Class B1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2038<br>| &nbsp;&nbsp; 5.840% | 3660000 | &nbsp;&nbsp; 3673117 |
| LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  |
| Series 2030A Class AR | Series 2030A Class AR | Series 2030A Class AR | Series 2030A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.342% <br>Floor 1.080% <br>04/20/2031<br>| &nbsp;&nbsp; 5.226% | 990182 | &nbsp;&nbsp; 992092 |
| Lending Funding Trust<sup>(b)</sup>  | Lending Funding Trust<sup>(b)</sup>  | Lending Funding Trust<sup>(b)</sup>  | Lending Funding Trust<sup>(b)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 04/21/2031 | &nbsp;&nbsp; 2.320% | 623593 | &nbsp;&nbsp; 612726 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Lendmark Funding Trust<sup>(b)</sup>  | Lendmark Funding Trust<sup>(b)</sup>  | Lendmark Funding Trust<sup>(b)</sup>  | Lendmark Funding Trust<sup>(b)</sup>  |
| Series 2021-1A Class A | Series 2021-1A Class A | Series 2021-1A Class A | Series 2021-1A Class A |
| 11/20/2031 | &nbsp;&nbsp; 1.900% | 5000000 | &nbsp;&nbsp; 4858158 |
| Loanpal Solar Loan Ltd.<sup>(b)</sup>  | Loanpal Solar Loan Ltd.<sup>(b)</sup>  | Loanpal Solar Loan Ltd.<sup>(b)</sup>  | Loanpal Solar Loan Ltd.<sup>(b)</sup>  |
| Series 2020-2GF Class A | Series 2020-2GF Class A | Series 2020-2GF Class A | Series 2020-2GF Class A |
| 07/20/2047 | &nbsp;&nbsp; 2.750% | 1108528 | &nbsp;&nbsp; 948167 |
| M&T Bank Auto Receivables Trust<sup>(b)</sup>  | M&T Bank Auto Receivables Trust<sup>(b)</sup>  | M&T Bank Auto Receivables Trust<sup>(b)</sup>  | M&T Bank Auto Receivables Trust<sup>(b)</sup>  |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 06/17/2030 | &nbsp;&nbsp; 4.730% | 1425000 | &nbsp;&nbsp; 1441253 |
| M&T Equipment Notes<sup>(b)</sup>  | M&T Equipment Notes<sup>(b)</sup>  | M&T Equipment Notes<sup>(b)</sup>  | M&T Equipment Notes<sup>(b)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 07/15/2030 | &nbsp;&nbsp; 5.740% | 1217128 | &nbsp;&nbsp; 1223308 |
| Madison Park Funding XLVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(b),(c)</sup>  |
| Series 2021-48A Class A | Series 2021-48A Class A | Series 2021-48A Class A | Series 2021-48A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.412% <br>Floor 1.150% <br>04/19/2033<br>| &nbsp;&nbsp; 5.296% | 5100804 | &nbsp;&nbsp; 5100804 |
| Series 2021-48A Class C | Series 2021-48A Class C | Series 2021-48A Class C | Series 2021-48A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.262% <br>Floor 2.000% <br>04/19/2033<br>| &nbsp;&nbsp; 6.146% | 1520000 | &nbsp;&nbsp; 1520000 |
| Madison Park Funding XXVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(b),(c)</sup>  |
| Series 2018-28A Class BR | Series 2018-28A Class BR | Series 2018-28A Class BR | Series 2018-28A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/15/2038<br>| &nbsp;&nbsp; 5.605% | 17000000 | &nbsp;&nbsp; 17058514 |
| Madison Park Funding XXX Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXX Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXX Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXX Ltd.<sup>(b),(c)</sup>  |
| Series 2024-30A Class A1R | Series 2024-30A Class A1R | Series 2024-30A Class A1R | Series 2024-30A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.360% <br>Floor 1.360% <br>07/16/2037<br>| &nbsp;&nbsp; 5.254% | 6000000 | &nbsp;&nbsp; 6016482 |
| Magnetite XLV Ltd.<sup>(b),(c)</sup>  | Magnetite XLV Ltd.<sup>(b),(c)</sup>  | Magnetite XLV Ltd.<sup>(b),(c)</sup>  | Magnetite XLV Ltd.<sup>(b),(c)</sup>  |
| Series 2025-45 Class B | Series 2025-45 Class B | Series 2025-45 Class B | Series 2025-45 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2038<br>| &nbsp;&nbsp; 5.455% | 3910000 | &nbsp;&nbsp; 3923392 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| Series 2018-A Class A | Series 2018-A Class A | Series 2018-A Class A | Series 2018-A Class A |
| 05/25/2033 | &nbsp;&nbsp; 3.850% | 727002 | &nbsp;&nbsp; 702101 |
| Merchants Fleet Funding LLC<sup>(b)</sup>  | Merchants Fleet Funding LLC<sup>(b)</sup>  | Merchants Fleet Funding LLC<sup>(b)</sup>  | Merchants Fleet Funding LLC<sup>(b)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 05/20/2036 | &nbsp;&nbsp; 7.210% | 1715443 | &nbsp;&nbsp; 1723761 |
| Mercury Financial Credit Card Master Trust<sup>(b)</sup>  | Mercury Financial Credit Card Master Trust<sup>(b)</sup>  | Mercury Financial Credit Card Master Trust<sup>(b)</sup>  | Mercury Financial Credit Card Master Trust<sup>(b)</sup>  |
| Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A |
| 07/20/2029 | &nbsp;&nbsp; 6.560% | 3155000 | &nbsp;&nbsp; 3177010 |
| MetroNet Infrastructure Issuer LLC<sup>(b)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(b)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(b)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(b)</sup>  |
| Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 |
| 08/20/2055 | &nbsp;&nbsp; 5.400% | 2015000 | &nbsp;&nbsp; 2046177 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  |
| Series 2024-FL14 Class A | Series 2024-FL14 Class A | Series 2024-FL14 Class A | Series 2024-FL14 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.737% <br>Floor 1.737%, Cap 1.737% <br>03/19/2039<br>| &nbsp;&nbsp; 5.696% | 3000000 | &nbsp;&nbsp; 3007500 |
| MF1 Ltd.<sup>(b),(c)</sup>  | MF1 Ltd.<sup>(b),(c)</sup>  | MF1 Ltd.<sup>(b),(c)</sup>  | MF1 Ltd.<sup>(b),(c)</sup>  |
| Series 2021-FL6 Class D | Series 2021-FL6 Class D | Series 2021-FL6 Class D | Series 2021-FL6 Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.664% <br>Floor 2.550% <br>07/16/2036<br>| &nbsp;&nbsp; 6.627% | 7000000 | &nbsp;&nbsp; 6992044 |
| Mid-State Capital Corp. Trust<sup>(b)</sup>  | Mid-State Capital Corp. Trust<sup>(b)</sup>  | Mid-State Capital Corp. Trust<sup>(b)</sup>  | Mid-State Capital Corp. Trust<sup>(b)</sup>  |
| Series 2006-1 Class A | Series 2006-1 Class A | Series 2006-1 Class A | Series 2006-1 Class A |
| 10/15/2040 | &nbsp;&nbsp; 5.787% | 322838 | &nbsp;&nbsp; 324600 |
| Mill City Solar Loan Ltd.<sup>(b)</sup>  | Mill City Solar Loan Ltd.<sup>(b)</sup>  | Mill City Solar Loan Ltd.<sup>(b)</sup>  | Mill City Solar Loan Ltd.<sup>(b)</sup>  |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 03/20/2043 | &nbsp;&nbsp; 4.340% | 732786 | &nbsp;&nbsp; 691781 |
| Series 2019-2GS Class A | Series 2019-2GS Class A | Series 2019-2GS Class A | Series 2019-2GS Class A |
| 07/20/2043 | &nbsp;&nbsp; 3.690% | 793389 | &nbsp;&nbsp; 725525 |
| Mission Lane Credit Card Master Trust<sup>(b)</sup>  | Mission Lane Credit Card Master Trust<sup>(b)</sup>  | Mission Lane Credit Card Master Trust<sup>(b)</sup>  | Mission Lane Credit Card Master Trust<sup>(b)</sup>  |
| Series 2024-B Class A | Series 2024-B Class A | Series 2024-B Class A | Series 2024-B Class A |
| 01/15/2030 | &nbsp;&nbsp; 5.880% | 2955000 | &nbsp;&nbsp; 2976881 |
| Mosaic Solar Loan Trust<sup>(b)</sup>  | Mosaic Solar Loan Trust<sup>(b)</sup>  | Mosaic Solar Loan Trust<sup>(b)</sup>  | Mosaic Solar Loan Trust<sup>(b)</sup>  |
| Series 2018-1A Class A | Series 2018-1A Class A | Series 2018-1A Class A | Series 2018-1A Class A |
| 06/22/2043 | &nbsp;&nbsp; 4.010% | 337260 | &nbsp;&nbsp; 318460 |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 12/21/2043 | &nbsp;&nbsp; 4.370% | 687666 | &nbsp;&nbsp; 651423 |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 08/20/2046 | &nbsp;&nbsp; 1.440% | 1258231 | &nbsp;&nbsp; 1062838 |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 11/20/2053 | &nbsp;&nbsp; 5.910% | 1958531 | &nbsp;&nbsp; 1927898 |
| Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A |
| 05/20/2053 | &nbsp;&nbsp; 6.400% | 3001072 | &nbsp;&nbsp; 3021660 |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| 09/20/2049 | &nbsp;&nbsp; 5.500% | 1913155 | &nbsp;&nbsp; 1862390 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 04/22/2052 | &nbsp;&nbsp; 5.600% | 2727915 | &nbsp;&nbsp; 2635860 |
| Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B |
| 02/22/2044 | &nbsp;&nbsp; 4.740% | 428689 | &nbsp;&nbsp; 390814 |
| Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B |
| 08/20/2046 | &nbsp;&nbsp; 2.210% | 809370 | &nbsp;&nbsp; 671986 |
| Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B |
| 04/22/2047 | &nbsp;&nbsp; 2.090% | 712849 | &nbsp;&nbsp; 555657 |
| Mosaic Solar Loans LLC<sup>(b)</sup>  | Mosaic Solar Loans LLC<sup>(b)</sup>  | Mosaic Solar Loans LLC<sup>(b)</sup>  | Mosaic Solar Loans LLC<sup>(b)</sup>  |
| Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A |
| 06/22/2043 | &nbsp;&nbsp; 3.820% | 345842 | &nbsp;&nbsp; 327204 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MP CLO VIII Ltd.<sup>(b),(c)</sup>  | MP CLO VIII Ltd.<sup>(b),(c)</sup>  | MP CLO VIII Ltd.<sup>(b),(c)</sup>  | MP CLO VIII Ltd.<sup>(b),(c)</sup>  |
| Series 2015-2A Class ARR | Series 2015-2A Class ARR | Series 2015-2A Class ARR | Series 2015-2A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.462% <br>Floor 1.200% <br>04/28/2034<br>| &nbsp;&nbsp; 5.321% | 16100000 | &nbsp;&nbsp; 16114104 |
| MVW LLC<sup>(b)</sup>  | MVW LLC<sup>(b)</sup>  | MVW LLC<sup>(b)</sup>  | MVW LLC<sup>(b)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 02/20/2043 | &nbsp;&nbsp; 5.320% | 753551 | &nbsp;&nbsp; 765051 |
| Navient Private Education Refi Loan Trust<sup>(b)</sup>  | Navient Private Education Refi Loan Trust<sup>(b)</sup>  | Navient Private Education Refi Loan Trust<sup>(b)</sup>  | Navient Private Education Refi Loan Trust<sup>(b)</sup>  |
| Series 2020-BA Class A2 | Series 2020-BA Class A2 | Series 2020-BA Class A2 | Series 2020-BA Class A2 |
| 01/15/2069 | &nbsp;&nbsp; 2.120% | 577158 | &nbsp;&nbsp; 552475 |
| Series 2020-DA Class A | Series 2020-DA Class A | Series 2020-DA Class A | Series 2020-DA Class A |
| 05/15/2069 | &nbsp;&nbsp; 1.690% | 2761872 | &nbsp;&nbsp; 2625648 |
| Series 2020-FA Class A | Series 2020-FA Class A | Series 2020-FA Class A | Series 2020-FA Class A |
| 07/15/2069 | &nbsp;&nbsp; 1.220% | 365475 | &nbsp;&nbsp; 346476 |
| Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A |
| 09/16/2069 | &nbsp;&nbsp; 1.170% | 690077 | &nbsp;&nbsp; 646043 |
| Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A |
| 05/15/2069 | &nbsp;&nbsp; 0.840% | 397927 | &nbsp;&nbsp; 366181 |
| Series 2021-BA Class A | Series 2021-BA Class A | Series 2021-BA Class A | Series 2021-BA Class A |
| 07/15/2069 | &nbsp;&nbsp; 0.940% | 834090 | &nbsp;&nbsp; 762664 |
| Neuberger Berman CLO XVII Ltd.<sup>(b),(c)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(b),(c)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(b),(c)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(b),(c)</sup>  |
| Series 2014-17A Class AR3 | Series 2014-17A Class AR3 | Series 2014-17A Class AR3 | Series 2014-17A Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/22/2038<br>| &nbsp;&nbsp; 5.257% | 3500000 | &nbsp;&nbsp; 3508792 |
| Series 2014-17A Class CR3 | Series 2014-17A Class CR3 | Series 2014-17A Class CR3 | Series 2014-17A Class CR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.150% <br>Floor 2.150% <br>07/22/2038<br>| &nbsp;&nbsp; 6.007% | 1650000 | &nbsp;&nbsp; 1656125 |
| Neuberger Berman Loan Advisers CLO Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-33A Class CR2 | Series 2025-33A Class CR2 | Series 2025-33A Class CR2 | Series 2025-33A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>04/16/2039<br>| &nbsp;&nbsp; 5.894% | 2000000 | &nbsp;&nbsp; 2007536 |
| Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.<sup>(b),(c)</sup>  |
| Series 2023-1A Class BR | Series 2023-1A Class BR | Series 2023-1A Class BR | Series 2023-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>10/25/2036<br>| &nbsp;&nbsp; 3.935% | 9000000 | &nbsp;&nbsp; 9013851 |
| New Economy Assets Phase 1 Sponsor LLC<sup>(b)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(b)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(b)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(b)</sup>  |
| Series 2021-1 Class A1 | Series 2021-1 Class A1 | Series 2021-1 Class A1 | Series 2021-1 Class A1 |
| 10/20/2061 | &nbsp;&nbsp; 1.910% | 5030000 | &nbsp;&nbsp; 4261862 |
| NextGear Floorplan Master Owner Trust<sup>(b)</sup>  | NextGear Floorplan Master Owner Trust<sup>(b)</sup>  | NextGear Floorplan Master Owner Trust<sup>(b)</sup>  | NextGear Floorplan Master Owner Trust<sup>(b)</sup>  |
| Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 | Series 2025-2 Class A2 |
| 10/15/2030 | &nbsp;&nbsp; 4.230% | 2260000 | &nbsp;&nbsp; 2262098 |
| NMEF Funding LLC<sup>(b)</sup>  | NMEF Funding LLC<sup>(b)</sup>  | NMEF Funding LLC<sup>(b)</sup>  | NMEF Funding LLC<sup>(b)</sup>  |
| Series 2025-B Class D | Series 2025-B Class D | Series 2025-B Class D | Series 2025-B Class D |
| 01/18/2033 | &nbsp;&nbsp; 5.470% | 6200000 | &nbsp;&nbsp; 6217084 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Oaktree CLO Ltd.<sup>(b),(c)</sup>  | Oaktree CLO Ltd.<sup>(b),(c)</sup>  | Oaktree CLO Ltd.<sup>(b),(c)</sup>  | Oaktree CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2022-3A Class CR | Series 2022-3A Class CR | Series 2022-3A Class CR | Series 2022-3A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.100% <br>Floor 2.100% <br>10/15/2037<br>| &nbsp;&nbsp; 6.418% | 4050000 | &nbsp;&nbsp; 4060842 |
| Series 2024-25 Class C | Series 2024-25 Class C | Series 2024-25 Class C | Series 2024-25 Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 2.500% <br>04/20/2037<br>| &nbsp;&nbsp; 6.384% | 1950000 | &nbsp;&nbsp; 1956564 |
| OCP CLO Ltd.<sup>(b),(c)</sup>  | OCP CLO Ltd.<sup>(b),(c)</sup>  | OCP CLO Ltd.<sup>(b),(c)</sup>  | OCP CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2019-17A Class AR2 | Series 2019-17A Class AR2 | Series 2019-17A Class AR2 | Series 2019-17A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/20/2037<br>| &nbsp;&nbsp; 5.284% | 2270000 | &nbsp;&nbsp; 2277716 |
| Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>04/20/2038<br>| &nbsp;&nbsp; 5.926% | 10000000 | &nbsp;&nbsp; 10034520 |
| Octagon 55 Ltd.<sup>(b),(c)</sup>  | Octagon 55 Ltd.<sup>(b),(c)</sup>  | Octagon 55 Ltd.<sup>(b),(c)</sup>  | Octagon 55 Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class A1R | Series 2021-1A Class A1R | Series 2021-1A Class A1R | Series 2021-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.260% <br>Floor 1.260% <br>03/20/2038<br>| &nbsp;&nbsp; 5.273% | 27000000 | &nbsp;&nbsp; 27012555 |
| Octagon 58 Ltd.<sup>(b),(c)</sup>  | Octagon 58 Ltd.<sup>(b),(c)</sup>  | Octagon 58 Ltd.<sup>(b),(c)</sup>  | Octagon 58 Ltd.<sup>(b),(c)</sup>  |
| Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>04/15/2038<br>| &nbsp;&nbsp; 5.655% | 2160000 | &nbsp;&nbsp; 2163970 |
| Octagon 68 Ltd.<sup>(b),(c)</sup>  | Octagon 68 Ltd.<sup>(b),(c)</sup>  | Octagon 68 Ltd.<sup>(b),(c)</sup>  | Octagon 68 Ltd.<sup>(b),(c)</sup>  |
| Series 2023-1A Class A1R | Series 2023-1A Class A1R | Series 2023-1A Class A1R | Series 2023-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.230%% <br>10/20/2038<br>| &nbsp;&nbsp; 5.124% | 18750000 | &nbsp;&nbsp; 18776494 |
| Octagon Investment Partners 27 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class A2R | Series 2016-1A Class A2R | Series 2016-1A Class A2R | Series 2016-1A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.612% <br>Floor 1.350% <br>07/15/2030<br>| &nbsp;&nbsp; 5.516% | 6925000 | &nbsp;&nbsp; 6926530 |
| Octagon Investment Partners 46 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(b),(c)</sup>  |
| Series 2020-2A Class AR | Series 2020-2A Class AR | Series 2020-2A Class AR | Series 2020-2A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.422% <br>Floor 1.160% <br>07/15/2036<br>| &nbsp;&nbsp; 5.326% | 7900000 | &nbsp;&nbsp; 7916456 |
| Octagon Investment Partners 50 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 50 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 50 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 50 Ltd.<sup>(b),(c)</sup>  |
| Series 2020-4A Class BR2 | Series 2020-4A Class BR2 | Series 2020-4A Class BR2 | Series 2020-4A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>01/15/2035<br>| &nbsp;&nbsp; 5.455% | 4150000 | &nbsp;&nbsp; 4151789 |
| Octagon Investment Partners Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.420% <br>Floor 1.420% <br>07/18/2037<br>| &nbsp;&nbsp; 5.304% | 5345000 | &nbsp;&nbsp; 5356139 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Octane Receivables Trust<sup>(b)</sup>  | Octane Receivables Trust<sup>(b)</sup>  | Octane Receivables Trust<sup>(b)</sup>  | Octane Receivables Trust<sup>(b)</sup>  |
| Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 |
| 07/20/2032 | &nbsp;&nbsp; 5.800% | 1988322 | &nbsp;&nbsp; 2007820 |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 02/20/2031 | &nbsp;&nbsp; 4.250% | 4210000 | &nbsp;&nbsp; 4207333 |
| OHA Credit Partners VII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners VII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners VII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners VII Ltd.<sup>(b),(c)</sup>  |
| Series 2025-7A Class CR4 | Series 2025-7A Class CR4 | Series 2025-7A Class CR4 | Series 2025-7A Class CR4 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>02/20/2038<br>| &nbsp;&nbsp; 5.589% | 5000000 | &nbsp;&nbsp; 4999920 |
| OHA Credit Partners XVII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners XVII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners XVII Ltd.<sup>(b),(c)</sup>  | OHA Credit Partners XVII Ltd.<sup>(b),(c)</sup>  |
| Series 2024-17A Class A | Series 2024-17A Class A | Series 2024-17A Class A | Series 2024-17A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.320% <br>Floor 1.320% <br>01/18/2038<br>| &nbsp;&nbsp; 5.204% | 34750000 | &nbsp;&nbsp; 34808936 |
| OnDeck Asset Securitization IV LLC<sup>(b)</sup>  | OnDeck Asset Securitization IV LLC<sup>(b)</sup>  | OnDeck Asset Securitization IV LLC<sup>(b)</sup>  | OnDeck Asset Securitization IV LLC<sup>(b)</sup>  |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 11/17/2032 | &nbsp;&nbsp; 4.840% | 2150000 | &nbsp;&nbsp; 2162324 |
| OneMain Direct Auto Receivables Trust<sup>(b)</sup>  | OneMain Direct Auto Receivables Trust<sup>(b)</sup>  | OneMain Direct Auto Receivables Trust<sup>(b)</sup>  | OneMain Direct Auto Receivables Trust<sup>(b)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 04/16/2035 | &nbsp;&nbsp; 5.360% | 6400000 | &nbsp;&nbsp; 6663855 |
| Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B |
| 11/14/2028 | &nbsp;&nbsp; 3.950% | 1500000 | &nbsp;&nbsp; 1497731 |
| Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D |
| 04/14/2031 | &nbsp;&nbsp; 4.680% | 2900000 | &nbsp;&nbsp; 2893280 |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 07/14/2028 | &nbsp;&nbsp; 1.420% | 7367000 | &nbsp;&nbsp; 7334588 |
| Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D |
| 11/14/2030 | &nbsp;&nbsp; 1.620% | 900000 | &nbsp;&nbsp; 896169 |
| Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C |
| 02/14/2031 | &nbsp;&nbsp; 6.140% | 3100000 | &nbsp;&nbsp; 3189167 |
| Onemain Financial Issuance Trust<sup>(b)</sup>  | Onemain Financial Issuance Trust<sup>(b)</sup>  | Onemain Financial Issuance Trust<sup>(b)</sup>  | Onemain Financial Issuance Trust<sup>(b)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 05/14/2041 | &nbsp;&nbsp; 5.790% | 5400000 | &nbsp;&nbsp; 5702896 |
| OneMain Financial Issuance Trust<sup>(b)</sup>  | OneMain Financial Issuance Trust<sup>(b)</sup>  | OneMain Financial Issuance Trust<sup>(b)</sup>  | OneMain Financial Issuance Trust<sup>(b)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 09/14/2035 | &nbsp;&nbsp; 1.750% | 2230921 | &nbsp;&nbsp; 2193754 |
| Series 2022-S1 Class A | Series 2022-S1 Class A | Series 2022-S1 Class A | Series 2022-S1 Class A |
| 05/14/2035 | &nbsp;&nbsp; 4.130% | 3059169 | &nbsp;&nbsp; 3054698 |
| Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D |
| 10/14/2034 | &nbsp;&nbsp; 6.550% | 6280000 | &nbsp;&nbsp; 6314157 |
| Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D |
| 06/14/2038 | &nbsp;&nbsp; 7.490% | 100000 | &nbsp;&nbsp; 104996 |
| Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C |
| 09/15/2036 | &nbsp;&nbsp; 6.740% | 1500000 | &nbsp;&nbsp; 1543790 |
| Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D |
| 09/15/2036 | &nbsp;&nbsp; 7.520% | 1600000 | &nbsp;&nbsp; 1650275 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Oscar US Funding XII LLC<sup>(b)</sup>  | Oscar US Funding XII LLC<sup>(b)</sup>  | Oscar US Funding XII LLC<sup>(b)</sup>  | Oscar US Funding XII LLC<sup>(b)</sup>  |
| Series 2021-1A Class A4 | Series 2021-1A Class A4 | Series 2021-1A Class A4 | Series 2021-1A Class A4 |
| 04/10/2028 | &nbsp;&nbsp; 1.000% | 135649 | &nbsp;&nbsp; 135031 |
| OWN Equipment Fund I LLC<sup>(b)</sup>  | OWN Equipment Fund I LLC<sup>(b)</sup>  | OWN Equipment Fund I LLC<sup>(b)</sup>  | OWN Equipment Fund I LLC<sup>(b)</sup>  |
| Series 2024-2M Class A | Series 2024-2M Class A | Series 2024-2M Class A | Series 2024-2M Class A |
| 12/20/2032 | &nbsp;&nbsp; 5.700% | 3803171 | &nbsp;&nbsp; 3814927 |
| Pagaya AI Debt Grantor Trust<sup>(b)</sup>  | Pagaya AI Debt Grantor Trust<sup>(b)</sup>  | Pagaya AI Debt Grantor Trust<sup>(b)</sup>  | Pagaya AI Debt Grantor Trust<sup>(b)</sup>  |
| Series 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B |
| 07/15/2032 | &nbsp;&nbsp; 5.637% | 1990129 | &nbsp;&nbsp; 2004683 |
| Palmer Square CLO Ltd.<sup>(b),(c)</sup>  | Palmer Square CLO Ltd.<sup>(b),(c)</sup>  | Palmer Square CLO Ltd.<sup>(b),(c)</sup>  | Palmer Square CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-3A Class A2R | Series 2021-3A Class A2R | Series 2021-3A Class A2R | Series 2021-3A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>Floor 1.500% <br>10/15/2038<br>| &nbsp;&nbsp; 5.796% | 5900000 | &nbsp;&nbsp; 5918697 |
| Palmetto Issuer LLC<sup>(b)</sup>  | Palmetto Issuer LLC<sup>(b)</sup>  | Palmetto Issuer LLC<sup>(b)</sup>  | Palmetto Issuer LLC<sup>(b)</sup>  |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 04/30/2061 | &nbsp;&nbsp; 5.980% | 4950000 | &nbsp;&nbsp; 4875233 |
| Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2017-1A Class A2R2 | Series 2017-1A Class A2R2 | Series 2017-1A Class A2R2 | Series 2017-1A Class A2R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>02/14/2034<br>| &nbsp;&nbsp; 4.000% | 12050000 | &nbsp;&nbsp; 12049735 |
| Series 2019-2A Class A1 | Series 2019-2A Class A1 | Series 2019-2A Class A1 | Series 2019-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.442% <br>Floor 1.180% <br>10/15/2034<br>| &nbsp;&nbsp; 5.346% | 15000000 | &nbsp;&nbsp; 15005070 |
| Series 2021-1R Class A1AR | Series 2021-1R Class A1AR | Series 2021-1R Class A1AR | Series 2021-1R Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.110% <br>Floor 1.110% <br>01/20/2034<br>| &nbsp;&nbsp; 4.994% | 7900000 | &nbsp;&nbsp; 7895394 |
| PenFed Auto Receivables Owner Trust<sup>(b)</sup>  | PenFed Auto Receivables Owner Trust<sup>(b)</sup>  | PenFed Auto Receivables Owner Trust<sup>(b)</sup>  | PenFed Auto Receivables Owner Trust<sup>(b)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 06/15/2029 | &nbsp;&nbsp; 4.700% | 1715000 | &nbsp;&nbsp; 1721927 |
| PK Alift Loan Funding 7 LP<sup>(b)</sup>  | PK Alift Loan Funding 7 LP<sup>(b)</sup>  | PK Alift Loan Funding 7 LP<sup>(b)</sup>  | PK Alift Loan Funding 7 LP<sup>(b)</sup>  |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 03/15/2043 | &nbsp;&nbsp; 4.750% | 965000 | &nbsp;&nbsp; 956722 |
| Post Road Equipment Finance LLC<sup>(b)</sup>  | Post Road Equipment Finance LLC<sup>(b)</sup>  | Post Road Equipment Finance LLC<sup>(b)</sup>  | Post Road Equipment Finance LLC<sup>(b)</sup>  |
| Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 |
| 11/15/2029 | &nbsp;&nbsp; 5.590% | 290753 | &nbsp;&nbsp; 291950 |
| Prestige Auto Receivables Trust<sup>(b)</sup>  | Prestige Auto Receivables Trust<sup>(b)</sup>  | Prestige Auto Receivables Trust<sup>(b)</sup>  | Prestige Auto Receivables Trust<sup>(b)</sup>  |
| Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C |
| 02/15/2028 | &nbsp;&nbsp; 5.650% | 1631278 | &nbsp;&nbsp; 1633856 |
| Recette CLO Ltd.<sup>(b),(c)</sup>  | Recette CLO Ltd.<sup>(b),(c)</sup>  | Recette CLO Ltd.<sup>(b),(c)</sup>  | Recette CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2015-1A Class BR3 | Series 2015-1A Class BR3 | Series 2015-1A Class BR3 | Series 2015-1A Class BR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2034<br>| &nbsp;&nbsp; 3.884% | 4200000 | &nbsp;&nbsp; 4199614 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Regatta XXIX Funding Ltd.<sup>(b),(c)</sup>  | Regatta XXIX Funding Ltd.<sup>(b),(c)</sup>  | Regatta XXIX Funding Ltd.<sup>(b),(c)</sup>  | Regatta XXIX Funding Ltd.<sup>(b),(c)</sup>  |
| Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.380% <br>Floor 1.380% <br>09/06/2037<br>| &nbsp;&nbsp; 5.285% | 34000000 | &nbsp;&nbsp; 34101456 |
| Regional Management Issuance Trust<sup>(b)</sup>  | Regional Management Issuance Trust<sup>(b)</sup>  | Regional Management Issuance Trust<sup>(b)</sup>  | Regional Management Issuance Trust<sup>(b)</sup>  |
| Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A |
| 03/15/2032 | &nbsp;&nbsp; 3.070% | 475551 | &nbsp;&nbsp; 474502 |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| 07/15/2036 | &nbsp;&nbsp; 5.830% | 1325000 | &nbsp;&nbsp; 1352346 |
| Republic Finance Issuance Trust<sup>(b)</sup>  | Republic Finance Issuance Trust<sup>(b)</sup>  | Republic Finance Issuance Trust<sup>(b)</sup>  | Republic Finance Issuance Trust<sup>(b)</sup>  |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 08/20/2032 | &nbsp;&nbsp; 5.910% | 2115000 | &nbsp;&nbsp; 2136366 |
| Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.912% <br>Floor 1.650% <br>07/20/2034<br>| &nbsp;&nbsp; 5.796% | 7900000 | &nbsp;&nbsp; 7907363 |
| 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>07/20/2034<br>| &nbsp;&nbsp; 5.584% | 8940000 | &nbsp;&nbsp; 8940349 |
| Santander Bank Auto Credit-Linked Notes<sup>(b)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(b)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(b)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(b)</sup>  |
| Series 2024-A Class C | Series 2024-A Class C | Series 2024-A Class C | Series 2024-A Class C |
| 06/15/2032 | &nbsp;&nbsp; 5.818% | 1699139 | &nbsp;&nbsp; 1716065 |
| 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% | 2037805 | &nbsp;&nbsp; 2045962 |
| Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.850% | 2400249 | &nbsp;&nbsp; 2405563 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.740% | 2205000 | &nbsp;&nbsp; 2210260 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 08/15/2029 | &nbsp;&nbsp; 4.670% | 3080000 | &nbsp;&nbsp; 3095184 |
| Series 2025-2 Class D | Series 2025-2 Class D | Series 2025-2 Class D | Series 2025-2 Class D |
| 05/15/2031 | &nbsp;&nbsp; 5.470% | 10000000 | &nbsp;&nbsp; 10151463 |
| Series 2025-3 Class A2 | Series 2025-3 Class A2 | Series 2025-3 Class A2 | Series 2025-3 Class A2 |
| 10/16/2028 | &nbsp;&nbsp; 4.630% | 2530897 | &nbsp;&nbsp; 2536947 |
| Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 |
| 04/15/2030 | &nbsp;&nbsp; 4.170% | 2690000 | &nbsp;&nbsp; 2692657 |
| Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C |
| 05/15/2030 | &nbsp;&nbsp; 5.090% | 752064 | &nbsp;&nbsp; 756880 |
| Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C |
| 11/15/2030 | &nbsp;&nbsp; 5.770% | 1160000 | &nbsp;&nbsp; 1181917 |
| Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B |
| 12/15/2028 | &nbsp;&nbsp; 5.770% | 2410000 | &nbsp;&nbsp; 2434499 |
| Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B |
| 12/17/2029 | &nbsp;&nbsp; 6.160% | 3885000 | &nbsp;&nbsp; 3948764 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C |
| 03/17/2031 | &nbsp;&nbsp; 6.400% | 600000 | &nbsp;&nbsp; 620925 |
| Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D |
| 08/15/2031 | &nbsp;&nbsp; 6.280% | 1500000 | &nbsp;&nbsp; 1553358 |
| SBNA Auto Lease Trust<sup>(b)</sup>  | SBNA Auto Lease Trust<sup>(b)</sup>  | SBNA Auto Lease Trust<sup>(b)</sup>  | SBNA Auto Lease Trust<sup>(b)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 11/20/2026 | &nbsp;&nbsp; 5.390% | 458299 | &nbsp;&nbsp; 459248 |
| Series 2024-B Class A3 | Series 2024-B Class A3 | Series 2024-B Class A3 | Series 2024-B Class A3 |
| 11/22/2027 | &nbsp;&nbsp; 5.560% | 2038184 | &nbsp;&nbsp; 2050285 |
| Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 |
| 02/22/2028 | &nbsp;&nbsp; 4.560% | 890060 | &nbsp;&nbsp; 891893 |
| SCF Equipment Leasing LLC<sup>(b)</sup>  | SCF Equipment Leasing LLC<sup>(b)</sup>  | SCF Equipment Leasing LLC<sup>(b)</sup>  | SCF Equipment Leasing LLC<sup>(b)</sup>  |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 01/20/2032 | &nbsp;&nbsp; 5.520% | 1695000 | &nbsp;&nbsp; 1723402 |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 06/20/2036 | &nbsp;&nbsp; 4.330% | 4150000 | &nbsp;&nbsp; 4159078 |
| SCF Equipment Trust<sup>(b)</sup>  | SCF Equipment Trust<sup>(b)</sup>  | SCF Equipment Trust<sup>(b)</sup>  | SCF Equipment Trust<sup>(b)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/21/2033 | &nbsp;&nbsp; 5.110% | 3006000 | &nbsp;&nbsp; 3055775 |
| SEB Funding LLC<sup>(b)</sup>  | SEB Funding LLC<sup>(b)</sup>  | SEB Funding LLC<sup>(b)</sup>  | SEB Funding LLC<sup>(b)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 04/30/2054 | &nbsp;&nbsp; 7.386% | 2070000 | &nbsp;&nbsp; 2119977 |
| Servpro Master Issuer LLC<sup>(b)</sup>  | Servpro Master Issuer LLC<sup>(b)</sup>  | Servpro Master Issuer LLC<sup>(b)</sup>  | Servpro Master Issuer LLC<sup>(b)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 01/25/2054 | &nbsp;&nbsp; 6.174% | 2210625 | &nbsp;&nbsp; 2276352 |
| SFS Auto Receivables Securitization Trust<sup>(b)</sup>  | SFS Auto Receivables Securitization Trust<sup>(b)</sup>  | SFS Auto Receivables Securitization Trust<sup>(b)</sup>  | SFS Auto Receivables Securitization Trust<sup>(b)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 10/20/2028 | &nbsp;&nbsp; 5.470% | 1715195 | &nbsp;&nbsp; 1726144 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 06/20/2030 | &nbsp;&nbsp; 4.550% | 1300000 | &nbsp;&nbsp; 1305627 |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 07/22/2030 | &nbsp;&nbsp; 4.750% | 1390000 | &nbsp;&nbsp; 1406220 |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 12/20/2030 | &nbsp;&nbsp; 4.440% | 4580000 | &nbsp;&nbsp; 4625213 |
| Shackleton VR CLO Ltd.<sup>(b),(c)</sup>  | Shackleton VR CLO Ltd.<sup>(b),(c)</sup>  | Shackleton VR CLO Ltd.<sup>(b),(c)</sup>  | Shackleton VR CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2014-5RA Class A | Series 2014-5RA Class A | Series 2014-5RA Class A | Series 2014-5RA Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.362% <br>Floor 1.100% <br>05/07/2031<br>| &nbsp;&nbsp; 5.231% | 284459 | &nbsp;&nbsp; 284554 |
| Sierra Timeshare Receivables Funding LLC<sup>(b)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(b)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(b)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(b)</sup>  |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 06/20/2041 | &nbsp;&nbsp; 5.140% | 1667290 | &nbsp;&nbsp; 1686794 |
| Silver Rock CLO III<sup>(b),(c)</sup>  | Silver Rock CLO III<sup>(b),(c)</sup>  | Silver Rock CLO III<sup>(b),(c)</sup>  | Silver Rock CLO III<sup>(b),(c)</sup>  |
| Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.880% <br>Floor 1.880% <br>01/20/2036<br>| &nbsp;&nbsp; 5.764% | 19000000 | &nbsp;&nbsp; 19031027 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  |
| Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.462% <br>Floor 1.200% <br>01/25/2083<br>| &nbsp;&nbsp; 5.775% | 1165000 | &nbsp;&nbsp; 1221496 |
| Series 2008-3 Class B | Series 2008-3 Class B | Series 2008-3 Class B | Series 2008-3 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.462% <br>Floor 1.200% <br>04/26/2083<br>| &nbsp;&nbsp; 5.775% | 1165000 | &nbsp;&nbsp; 1196746 |
| Series 2008-4 Class B | Series 2008-4 Class B | Series 2008-4 Class B | Series 2008-4 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>04/25/2073<br>| &nbsp;&nbsp; 6.425% | 1165000 | &nbsp;&nbsp; 1215070 |
| Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/25/2073<br>| &nbsp;&nbsp; 6.425% | 4060000 | &nbsp;&nbsp; 4261273 |
| Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.362% <br>Floor 1.100% <br>07/25/2026<br>| &nbsp;&nbsp; 5.675% | 1155948 | &nbsp;&nbsp; 1149532 |
| Series 2008-6 Class B | Series 2008-6 Class B | Series 2008-6 Class B | Series 2008-6 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/26/2083<br>| &nbsp;&nbsp; 6.425% | 1165000 | &nbsp;&nbsp; 1197250 |
| Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/26/2083<br>| &nbsp;&nbsp; 6.425% | 1165000 | &nbsp;&nbsp; 1153869 |
| Series 2012-2 Class A | Series 2012-2 Class A | Series 2012-2 Class A | Series 2012-2 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 0.814% <br>Floor 0.700% <br>01/25/2029<br>| &nbsp;&nbsp; 4.886% | 2855787 | &nbsp;&nbsp; 2773559 |
| Series 2012-7 Class A3 | Series 2012-7 Class A3 | Series 2012-7 Class A3 | Series 2012-7 Class A3 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.764% <br>Floor 0.650% <br>05/26/2026<br>| &nbsp;&nbsp; 4.836% | 1375780 | &nbsp;&nbsp; 1334229 |
| SMB Private Education Loan Trust<sup>(b)</sup>  | SMB Private Education Loan Trust<sup>(b)</sup>  | SMB Private Education Loan Trust<sup>(b)</sup>  | SMB Private Education Loan Trust<sup>(b)</sup>  |
| Series 2019-B Class A2A | Series 2019-B Class A2A | Series 2019-B Class A2A | Series 2019-B Class A2A |
| 06/15/2037 | &nbsp;&nbsp; 2.840% | 4047355 | &nbsp;&nbsp; 3971842 |
| Series 2020-PTA Class A2A | Series 2020-PTA Class A2A | Series 2020-PTA Class A2A | Series 2020-PTA Class A2A |
| 09/15/2054 | &nbsp;&nbsp; 1.600% | 4869171 | &nbsp;&nbsp; 4612990 |
| SoFi Consumer Loan Program Trust<sup>(b)</sup>  | SoFi Consumer Loan Program Trust<sup>(b)</sup>  | SoFi Consumer Loan Program Trust<sup>(b)</sup>  | SoFi Consumer Loan Program Trust<sup>(b)</sup>  |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 06/25/2034 | &nbsp;&nbsp; 4.820% | 1156494 | &nbsp;&nbsp; 1160568 |
| SoFi Professional Loan Program LLC<sup>(b)</sup>  | SoFi Professional Loan Program LLC<sup>(b)</sup>  | SoFi Professional Loan Program LLC<sup>(b)</sup>  | SoFi Professional Loan Program LLC<sup>(b)</sup>  |
| Series 2019-A Class BFX | Series 2019-A Class BFX | Series 2019-A Class BFX | Series 2019-A Class BFX |
| 06/15/2048 | &nbsp;&nbsp; 4.110% | 2500000 | &nbsp;&nbsp; 2354223 |
| Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX |
| 08/25/2047 | &nbsp;&nbsp; 3.830% | 2697674 | &nbsp;&nbsp; 2630030 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX |
| 08/17/2048 | &nbsp;&nbsp; 3.730% | 2500000 | &nbsp;&nbsp; 2298636 |
| SoFi Professional Loan Program Trust<sup>(b)</sup>  | SoFi Professional Loan Program Trust<sup>(b)</sup>  | SoFi Professional Loan Program Trust<sup>(b)</sup>  | SoFi Professional Loan Program Trust<sup>(b)</sup>  |
| Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX |
| 05/15/2046 | &nbsp;&nbsp; 2.730% | 2200000 | &nbsp;&nbsp; 1827384 |
| Sonic Capital LLC<sup>(b)</sup>  | Sonic Capital LLC<sup>(b)</sup>  | Sonic Capital LLC<sup>(b)</sup>  | Sonic Capital LLC<sup>(b)</sup>  |
| Series 2020-1A Class A2I | Series 2020-1A Class A2I | Series 2020-1A Class A2I | Series 2020-1A Class A2I |
| 01/20/2050 | &nbsp;&nbsp; 3.845% | 1800250 | &nbsp;&nbsp; 1776549 |
| Sound Point CLO II Ltd.<sup>(b),(c)</sup>  | Sound Point CLO II Ltd.<sup>(b),(c)</sup>  | Sound Point CLO II Ltd.<sup>(b),(c)</sup>  | Sound Point CLO II Ltd.<sup>(b),(c)</sup>  |
| Series 2013-1A Class A1R | Series 2013-1A Class A1R | Series 2013-1A Class A1R | Series 2013-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.332% <br>Floor 1.070% <br>01/26/2031<br>| &nbsp;&nbsp; 5.190% | 427413 | &nbsp;&nbsp; 427716 |
| Sound Point CLO XXIX Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXIX Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXIX Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXIX Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.050% <br>Floor 1.050% <br>04/25/2034<br>| &nbsp;&nbsp; 4.927% | 10810000 | &nbsp;&nbsp; 10813783 |
| Sound Point CLO XXVIII Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(b),(c)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(b),(c)</sup>  |
| Series 2020-3A Class A1R | Series 2020-3A Class A1R | Series 2020-3A Class A1R | Series 2020-3A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.280% <br>Floor 1.280% <br>01/25/2032<br>| &nbsp;&nbsp; 5.138% | 7483046 | &nbsp;&nbsp; 7490978 |
| Stellantis Financial Underwritten Enhanced Lease Trust<sup>(b)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(b)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(b)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(b)</sup>  |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 01/22/2029 | &nbsp;&nbsp; 4.270% | 4165000 | &nbsp;&nbsp; 4186541 |
| Stream Innovations Issuer Trust<sup>(b)</sup>  | Stream Innovations Issuer Trust<sup>(b)</sup>  | Stream Innovations Issuer Trust<sup>(b)</sup>  | Stream Innovations Issuer Trust<sup>(b)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 07/15/2044 | &nbsp;&nbsp; 6.270% | 407893 | &nbsp;&nbsp; 430688 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 02/15/2045 | &nbsp;&nbsp; 5.210% | 3865081 | &nbsp;&nbsp; 3883006 |
| Sunnova Helios XI Issuer LLC<sup>(b)</sup>  | Sunnova Helios XI Issuer LLC<sup>(b)</sup>  | Sunnova Helios XI Issuer LLC<sup>(b)</sup>  | Sunnova Helios XI Issuer LLC<sup>(b)</sup>  |
| Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A |
| 05/20/2050 | &nbsp;&nbsp; 5.300% | 4112707 | &nbsp;&nbsp; 3598763 |
| Sunnova Sol II Issuer LLC<sup>(b)</sup>  | Sunnova Sol II Issuer LLC<sup>(b)</sup>  | Sunnova Sol II Issuer LLC<sup>(b)</sup>  | Sunnova Sol II Issuer LLC<sup>(b)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 11/01/2055 | &nbsp;&nbsp; 2.730% | 2560776 | &nbsp;&nbsp; 2206043 |
| Sunnova Sol III Issuer LLC<sup>(b)</sup>  | Sunnova Sol III Issuer LLC<sup>(b)</sup>  | Sunnova Sol III Issuer LLC<sup>(b)</sup>  | Sunnova Sol III Issuer LLC<sup>(b)</sup>  |
| Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A |
| 04/28/2056 | &nbsp;&nbsp; 2.580% | 2020255 | &nbsp;&nbsp; 1726332 |
| Sunrun Artemis Issuer LLC<sup>(b)</sup>  | Sunrun Artemis Issuer LLC<sup>(b)</sup>  | Sunrun Artemis Issuer LLC<sup>(b)</sup>  | Sunrun Artemis Issuer LLC<sup>(b)</sup>  |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 07/30/2059 | &nbsp;&nbsp; 6.250% | 6830799 | &nbsp;&nbsp; 6844602 |
| Sunrun Athena Issuer LLC<sup>(b)</sup>  | Sunrun Athena Issuer LLC<sup>(b)</sup>  | Sunrun Athena Issuer LLC<sup>(b)</sup>  | Sunrun Athena Issuer LLC<sup>(b)</sup>  |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 04/30/2049 | &nbsp;&nbsp; 5.310% | 1516176 | &nbsp;&nbsp; 1481006 |
| Sunrun Bacchus Issuer LLC<sup>(b)</sup>  | Sunrun Bacchus Issuer LLC<sup>(b)</sup>  | Sunrun Bacchus Issuer LLC<sup>(b)</sup>  | Sunrun Bacchus Issuer LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2A | Series 2025-1A Class A2A | Series 2025-1A Class A2A | Series 2025-1A Class A2A |
| 04/30/2060 | &nbsp;&nbsp; 6.410% | 5559286 | &nbsp;&nbsp; 5635635 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sunrun Callisto Issuer LLC<sup>(b)</sup>  | Sunrun Callisto Issuer LLC<sup>(b)</sup>  | Sunrun Callisto Issuer LLC<sup>(b)</sup>  | Sunrun Callisto Issuer LLC<sup>(b)</sup>  |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 06/30/2054 | &nbsp;&nbsp; 3.980% | 1032468 | &nbsp;&nbsp; 985167 |
| Sunrun Iris Issuer LLC<sup>(b)</sup>  | Sunrun Iris Issuer LLC<sup>(b)</sup>  | Sunrun Iris Issuer LLC<sup>(b)</sup>  | Sunrun Iris Issuer LLC<sup>(b)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 01/30/2059 | &nbsp;&nbsp; 5.750% | 1639585 | &nbsp;&nbsp; 1633083 |
| Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 5.036% | 8800000 | &nbsp;&nbsp; 8694548 |
| Symphony CLO Ltd.<sup>(b),(c)</sup>  | Symphony CLO Ltd.<sup>(b),(c)</sup>  | Symphony CLO Ltd.<sup>(b),(c)</sup>  | Symphony CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-47A Class B | Series 2025-47A Class B | Series 2025-47A Class B | Series 2025-47A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 5.434% | 4370000 | &nbsp;&nbsp; 4375830 |
| Symphony CLO XVI Ltd.<sup>(b)</sup>  | Symphony CLO XVI Ltd.<sup>(b)</sup>  | Symphony CLO XVI Ltd.<sup>(b)</sup>  | Symphony CLO XVI Ltd.<sup>(b)</sup>  |
| Series 2015-16A Class ARR | Series 2015-16A Class ARR | Series 2015-16A Class ARR | Series 2015-16A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>10/15/2031<br>| &nbsp;&nbsp; 5.105% | 2322411 | &nbsp;&nbsp; 2323491 |
| Symphony CLO XX Ltd.<sup>(b),(c)</sup>  | Symphony CLO XX Ltd.<sup>(b),(c)</sup>  | Symphony CLO XX Ltd.<sup>(b),(c)</sup>  | Symphony CLO XX Ltd.<sup>(b),(c)</sup>  |
| Series 2018-20A Class AR2 | Series 2018-20A Class AR2 | Series 2018-20A Class AR2 | Series 2018-20A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.100% <br>Floor 1.100% <br>01/16/2032<br>| &nbsp;&nbsp; 4.994% | 4261621 | &nbsp;&nbsp; 4261741 |
| Taco Bell Funding LLC<sup>(b)</sup>  | Taco Bell Funding LLC<sup>(b)</sup>  | Taco Bell Funding LLC<sup>(b)</sup>  | Taco Bell Funding LLC<sup>(b)</sup>  |
| Series 2021-1A Class A2I | Series 2021-1A Class A2I | Series 2021-1A Class A2I | Series 2021-1A Class A2I |
| 08/25/2051 | &nbsp;&nbsp; 1.946% | 2456250 | &nbsp;&nbsp; 2380559 |
| Series 2025-1A Class A2I | Series 2025-1A Class A2I | Series 2025-1A Class A2I | Series 2025-1A Class A2I |
| 08/25/2055 | &nbsp;&nbsp; 4.821% | 3400000 | &nbsp;&nbsp; 3400894 |
| TIAA CLO I Ltd.<sup>(b),(c)</sup>  | TIAA CLO I Ltd.<sup>(b),(c)</sup>  | TIAA CLO I Ltd.<sup>(b),(c)</sup>  | TIAA CLO I Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class ARR | Series 2016-1A Class ARR | Series 2016-1A Class ARR | Series 2016-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.250% <br>Floor 1.250% <br>07/20/2031<br>| &nbsp;&nbsp; 5.134% | 2124477 | &nbsp;&nbsp; 2126115 |
| Tikehau US CLO III Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO III Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO III Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO III Ltd.<sup>(b),(c)</sup>  |
| Series 2022-2A Class A1R | Series 2022-2A Class A1R | Series 2022-2A Class A1R | Series 2022-2A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.870% <br>Floor 1.870% <br>01/20/2036<br>| &nbsp;&nbsp; 5.754% | 15000000 | &nbsp;&nbsp; 15027435 |
| Tikehau US CLO IV Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO IV Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO IV Ltd.<sup>(b),(c)</sup>  | Tikehau US CLO IV Ltd.<sup>(b),(c)</sup>  |
| Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.200% <br>Floor 2.200% <br>07/15/2034<br>| &nbsp;&nbsp; 6.105% | 28000000 | &nbsp;&nbsp; 28000000 |
| Toyota Lease Owner Trust<sup>(b)</sup>  | Toyota Lease Owner Trust<sup>(b)</sup>  | Toyota Lease Owner Trust<sup>(b)</sup>  | Toyota Lease Owner Trust<sup>(b)</sup>  |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 11/20/2028 | &nbsp;&nbsp; 3.960% | 3090000 | &nbsp;&nbsp; 3092055 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Trimaran Cavu Ltd.<sup>(b),(c)</sup>  | Trimaran Cavu Ltd.<sup>(b),(c)</sup>  | Trimaran Cavu Ltd.<sup>(b),(c)</sup>  | Trimaran Cavu Ltd.<sup>(b),(c)</sup>  |
| Series 2024-1A Class A1R | Series 2024-1A Class A1R | Series 2024-1A Class A1R | Series 2024-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.190% <br>Floor 1.190% <br>01/20/2037<br>| &nbsp;&nbsp; 5.074% | 20000000 | &nbsp;&nbsp; 19948040 |
| USB Auto Owner Trust<sup>(b)</sup>  | USB Auto Owner Trust<sup>(b)</sup>  | USB Auto Owner Trust<sup>(b)</sup>  | USB Auto Owner Trust<sup>(b)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 06/17/2030 | &nbsp;&nbsp; 4.490% | 670000 | &nbsp;&nbsp; 676275 |
| Venture CLO Ltd.<sup>(b),(c)</sup>  | Venture CLO Ltd.<sup>(b),(c)</sup>  | Venture CLO Ltd.<sup>(b),(c)</sup>  | Venture CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2019-37A Class A1RR | Series 2019-37A Class A1RR | Series 2019-37A Class A1RR | Series 2019-37A Class A1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.250% <br>Floor 1.250% <br>07/15/2032<br>| &nbsp;&nbsp; 5.155% | 11062540 | &nbsp;&nbsp; 11062430 |
| Venture XXVII CLO Ltd.<sup>(b),(c)</sup>  | Venture XXVII CLO Ltd.<sup>(b),(c)</sup>  | Venture XXVII CLO Ltd.<sup>(b),(c)</sup>  | Venture XXVII CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2017-27A Class CR | Series 2017-27A Class CR | Series 2017-27A Class CR | Series 2017-27A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.562% <br>Floor 2.300% <br>07/20/2030<br>| &nbsp;&nbsp; 6.446% | 4100000 | &nbsp;&nbsp; 4104407 |
| Volofin Finance Designated Activity Co.<sup>(b)</sup>  | Volofin Finance Designated Activity Co.<sup>(b)</sup>  | Volofin Finance Designated Activity Co.<sup>(b)</sup>  | Volofin Finance Designated Activity Co.<sup>(b)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 06/15/2037 | &nbsp;&nbsp; 5.935% | 2144184 | &nbsp;&nbsp; 2189861 |
| Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class A1R | Series 2016-1A Class A1R | Series 2016-1A Class A1R | Series 2016-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.332% <br>Floor 1.070% <br>01/20/2031<br>| &nbsp;&nbsp; 5.216% | 787614 | &nbsp;&nbsp; 787760 |
| VStrong Auto Receivables Trust<sup>(b)</sup>  | VStrong Auto Receivables Trust<sup>(b)</sup>  | VStrong Auto Receivables Trust<sup>(b)</sup>  | VStrong Auto Receivables Trust<sup>(b)</sup>  |
| Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B |
| 07/15/2030 | &nbsp;&nbsp; 5.770% | 409000 | &nbsp;&nbsp; 414864 |
| Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  |
| Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.432% <br>Floor 0.170% <br>04/25/2040<br>| &nbsp;&nbsp; 4.745% | 2206654 | &nbsp;&nbsp; 2181798 |
| Wendy's Funding LLC<sup>(b)</sup>  | Wendy's Funding LLC<sup>(b)</sup>  | Wendy's Funding LLC<sup>(b)</sup>  | Wendy's Funding LLC<sup>(b)</sup>  |
| Series 2018-1A Class A2II | Series 2018-1A Class A2II | Series 2018-1A Class A2II | Series 2018-1A Class A2II |
| 03/15/2048 | &nbsp;&nbsp; 3.884% | 922256 | &nbsp;&nbsp; 905313 |
| Series 2019-1A Class A2I | Series 2019-1A Class A2I | Series 2019-1A Class A2I | Series 2019-1A Class A2I |
| 06/15/2049 | &nbsp;&nbsp; 3.783% | 3044177 | &nbsp;&nbsp; 3024622 |
| Westlake Automobile Receivables Trust<sup>(b)</sup>  | Westlake Automobile Receivables Trust<sup>(b)</sup>  | Westlake Automobile Receivables Trust<sup>(b)</sup>  | Westlake Automobile Receivables Trust<sup>(b)</sup>  |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 02/15/2028 | &nbsp;&nbsp; 5.560% | 1815000 | &nbsp;&nbsp; 1823641 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 4.710% | 2355000 | &nbsp;&nbsp; 2362358 |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 4.750% | 4795000 | &nbsp;&nbsp; 4821854 |
| Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C |
| 01/15/2031 | &nbsp;&nbsp; 4.850% | 4200000 | &nbsp;&nbsp; 4218964 |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 05/15/2029 | &nbsp;&nbsp; 4.510% | 1310000 | &nbsp;&nbsp; 1318039 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 06/15/2029 | &nbsp;&nbsp; 4.220% | 1935000 | &nbsp;&nbsp; 1937891 |
| Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C |
| 09/15/2028 | &nbsp;&nbsp; 6.020% | 4530000 | &nbsp;&nbsp; 4582240 |
| Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B |
| 11/15/2027 | &nbsp;&nbsp; 5.550% | 4600000 | &nbsp;&nbsp; 4622750 |
| Wheels Fleet Lease Funding 1 LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(b)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 04/18/2038 | &nbsp;&nbsp; 5.800% | 1890580 | &nbsp;&nbsp; 1901257 |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| 02/18/2039 | &nbsp;&nbsp; 5.490% | 1552724 | &nbsp;&nbsp; 1567925 |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 06/21/2039 | &nbsp;&nbsp; 4.870% | 1841668 | &nbsp;&nbsp; 1856614 |
| Wheels Fleet Lease Funding I LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(b)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(b)</sup>  |
| Series 2024-3 Class A1 | Series 2024-3 Class A1 | Series 2024-3 Class A1 | Series 2024-3 Class A1 |
| 09/19/2039 | &nbsp;&nbsp; 4.800% | 1851364 | &nbsp;&nbsp; 1866153 |
| Wind River CLO Ltd.<sup>(b),(c)</sup>  | Wind River CLO Ltd.<sup>(b),(c)</sup>  | Wind River CLO Ltd.<sup>(b),(c)</sup>  | Wind River CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-2A Class A2R | Series 2021-2A Class A2R | Series 2021-2A Class A2R | Series 2021-2A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/20/2034<br>| &nbsp;&nbsp; 5.421% | 3850000 | &nbsp;&nbsp; 3851867 |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/20/2037<br>| &nbsp;&nbsp; 5.926% | 3100000 | &nbsp;&nbsp; 3107555 |
| World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust |
| Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 |
| 12/17/2029 | &nbsp;&nbsp; 4.430% | 2520000 | &nbsp;&nbsp; 2532966 |
| Series 2025-C Class A3 | Series 2025-C Class A3 | Series 2025-C Class A3 | Series 2025-C Class A3 |
| 11/15/2030 | &nbsp;&nbsp; 4.080% | 4645000 | &nbsp;&nbsp; 4660010 |
| Zaxby's Funding LLC<sup>(b)</sup>  | Zaxby's Funding LLC<sup>(b)</sup>  | Zaxby's Funding LLC<sup>(b)</sup>  | Zaxby's Funding LLC<sup>(b)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 07/30/2051 | &nbsp;&nbsp; 3.238% | 5409875 | &nbsp;&nbsp; 5122062 |
| Zayo Issuer LLC<sup>(b)</sup>  | Zayo Issuer LLC<sup>(b)</sup>  | Zayo Issuer LLC<sup>(b)</sup>  | Zayo Issuer LLC<sup>(b)</sup>  |
| Series 2025-2A Class A2 | Series 2025-2A Class A2 | Series 2025-2A Class A2 | Series 2025-2A Class A2 |
| 06/20/2055 | &nbsp;&nbsp; 5.953% | 5700000 | &nbsp;&nbsp; 5855735 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,726,412,689) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,726,412,689) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,726,412,689) | &nbsp;&nbsp; **1729852355** |
| **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  |
| CMO Series K055 Class X1 | CMO Series K055 Class X1 | CMO Series K055 Class X1 | CMO Series K055 Class X1 |
| 03/25/2026 | &nbsp;&nbsp; 1.469% | 1775983 | &nbsp;&nbsp; 6003 |
| CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 |
| 07/25/2026 | &nbsp;&nbsp; 1.301% | 2035025 | &nbsp;&nbsp; 10933 |
| CMO Series K059 Class X1 | CMO Series K059 Class X1 | CMO Series K059 Class X1 | CMO Series K059 Class X1 |
| 09/25/2026 | &nbsp;&nbsp; 0.367% | 6128879 | &nbsp;&nbsp; 7092 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series K060 Class X1 | CMO Series K060 Class X1 | CMO Series K060 Class X1 | CMO Series K060 Class X1 |
| 10/25/2026 | &nbsp;&nbsp; 0.169% | 23890288 | &nbsp;&nbsp; 11329 |
| CMO Series K152 Class X1 | CMO Series K152 Class X1 | CMO Series K152 Class X1 | CMO Series K152 Class X1 |
| 01/25/2031 | &nbsp;&nbsp; 1.095% | 3801449 | &nbsp;&nbsp; 139975 |
| Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) |
| 05/25/2031 | &nbsp;&nbsp; 1.136% | 12484247 | &nbsp;&nbsp; 532130 |
| Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) |
| 02/25/2032 | &nbsp;&nbsp; 0.407% | 7237581 | &nbsp;&nbsp; 123800 |
| Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) |
| 12/25/2031 | &nbsp;&nbsp; 0.403% | 17533182 | &nbsp;&nbsp; 295264 |
| Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) |
| 04/25/2055 | &nbsp;&nbsp; 0.451% | 7907246 | &nbsp;&nbsp; 157768 |
| Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) |
| 04/25/2032 | &nbsp;&nbsp; 0.437% | 10352361 | &nbsp;&nbsp; 201539 |
| Series K069 Class X1 | Series K069 Class X1 | Series K069 Class X1 | Series K069 Class X1 |
| 09/25/2027 | &nbsp;&nbsp; 0.467% | 34594635 | &nbsp;&nbsp; 185638 |
| Series K091 Class X1 | Series K091 Class X1 | Series K091 Class X1 | Series K091 Class X1 |
| 03/25/2029 | &nbsp;&nbsp; 0.704% | 38222526 | &nbsp;&nbsp; 636634 |
| Series K095 Class X1 | Series K095 Class X1 | Series K095 Class X1 | Series K095 Class X1 |
| 06/25/2029 | &nbsp;&nbsp; 1.072% | 72085134 | &nbsp;&nbsp; 2038445 |
| Series K106 Class X1 | Series K106 Class X1 | Series K106 Class X1 | Series K106 Class X1 |
| 01/25/2030 | &nbsp;&nbsp; 1.437% | 92903282 | &nbsp;&nbsp; 4394353 |
| Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) |
| 07/25/2031 | &nbsp;&nbsp; 0.827% | 12737566 | &nbsp;&nbsp; 444716 |
| Series K137 Class X1 | Series K137 Class X1 | Series K137 Class X1 | Series K137 Class X1 |
| 11/25/2031 | &nbsp;&nbsp; 0.294% | 273339698 | &nbsp;&nbsp; 2597410 |
| Series K145 Class X1 | Series K145 Class X1 | Series K145 Class X1 | Series K145 Class X1 |
| 06/25/2055 | &nbsp;&nbsp; 0.430% | 4642742 | &nbsp;&nbsp; 88335 |
| Series K146 Class X1 | Series K146 Class X1 | Series K146 Class X1 | Series K146 Class X1 |
| 06/25/2032 | &nbsp;&nbsp; 0.353% | 15700195 | &nbsp;&nbsp; 235628 |
| Series K147 Class X1 | Series K147 Class X1 | Series K147 Class X1 | Series K147 Class X1 |
| 06/25/2032 | &nbsp;&nbsp; 0.499% | 11977164 | &nbsp;&nbsp; 274623 |
| Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) |
| 08/25/2032 | &nbsp;&nbsp; 0.404% | 20872516 | &nbsp;&nbsp; 373117 |
| Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) |
| 09/25/2032 | &nbsp;&nbsp; 0.446% | 26904542 | &nbsp;&nbsp; 558716 |
| Series K-1515 Class X1 | Series K-1515 Class X1 | Series K-1515 Class X1 | Series K-1515 Class X1 |
| 02/25/2035 | &nbsp;&nbsp; 1.632% | 7020990 | &nbsp;&nbsp; 690849 |
| Series K-1516 Class X1 | Series K-1516 Class X1 | Series K-1516 Class X1 | Series K-1516 Class X1 |
| 05/25/2035 | &nbsp;&nbsp; 1.623% | 14443383 | &nbsp;&nbsp; 1557736 |
| Series K-1517 Class X1 | Series K-1517 Class X1 | Series K-1517 Class X1 | Series K-1517 Class X1 |
| 07/25/2035 | &nbsp;&nbsp; 1.435% | 19874196 | &nbsp;&nbsp; 1825544 |
| Series K1521 Class X1 | Series K1521 Class X1 | Series K1521 Class X1 | Series K1521 Class X1 |
| 08/25/2036 | &nbsp;&nbsp; 1.093% | 23166815 | &nbsp;&nbsp; 1686600 |
| Series K735 Class X1 | Series K735 Class X1 | Series K735 Class X1 | Series K735 Class X1 |
| 05/25/2026 | &nbsp;&nbsp; 1.096% | 9796416 | &nbsp;&nbsp; 50350 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates |
| Series K056 Class A2 | Series K056 Class A2 | Series K056 Class A2 | Series K056 Class A2 |
| 05/25/2026 | &nbsp;&nbsp; 2.525% | 5421254 | &nbsp;&nbsp; 5380554 |
| Series K074 Class A2 | Series K074 Class A2 | Series K074 Class A2 | Series K074 Class A2 |
| 01/25/2028 | &nbsp;&nbsp; 3.600% | 8660000 | &nbsp;&nbsp; 8617709 |
| Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  |
| Series 2020-M43 Class X1 | Series 2020-M43 Class X1 | Series 2020-M43 Class X1 | Series 2020-M43 Class X1 |
| 08/25/2034 | &nbsp;&nbsp; 1.980% | 31575812 | &nbsp;&nbsp; 1723038 |
| Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(e),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(e),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(e),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(e),(f)</sup>  |
| Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) |
| 12/25/2028 | &nbsp;&nbsp; 1.160% | 67333189 | &nbsp;&nbsp; 1794860 |
| Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  |
| CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO |
| 04/16/2053 | &nbsp;&nbsp; 0.530% | 681323 | &nbsp;&nbsp; 4713 |
| CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO |
| 09/16/2046 | &nbsp;&nbsp; 0.105% | 11103551 | &nbsp;&nbsp; 18292 |
| CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA |
| 01/16/2055 | &nbsp;&nbsp; 0.124% | 9261025 | &nbsp;&nbsp; 25738 |
| CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO |
| 03/16/2052 | &nbsp;&nbsp; 0.253% | 2568800 | &nbsp;&nbsp; 17969 |
| CMO Series 2015-114 | CMO Series 2015-114 | CMO Series 2015-114 | CMO Series 2015-114 |
| 03/15/2057 | &nbsp;&nbsp; 0.276% | 1095067 | &nbsp;&nbsp; 10078 |
| CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO |
| 03/16/2057 | &nbsp;&nbsp; 0.581% | 6093393 | &nbsp;&nbsp; 115525 |
| CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB |
| 01/16/2055 | &nbsp;&nbsp; 0.850% | 4961015 | &nbsp;&nbsp; 77551 |
| CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO |
| 07/16/2055 | &nbsp;&nbsp; 0.507% | 14277616 | &nbsp;&nbsp; 150652 |
| CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC |
| 07/16/2055 | &nbsp;&nbsp; 0.116% | 4737771 | &nbsp;&nbsp; 17077 |
| CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.825% | 4143819 | &nbsp;&nbsp; 132630 |
| CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.406% | 5062911 | &nbsp;&nbsp; 78470 |
| CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.667% | 2544296 | &nbsp;&nbsp; 69866 |
| CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI |
| 09/16/2049 | &nbsp;&nbsp; 0.710% | 3649131 | &nbsp;&nbsp; 55629 |
| CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO |
| 09/16/2056 | &nbsp;&nbsp; 0.159% | 708691 | &nbsp;&nbsp; 2114 |
| CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO |
| 02/16/2051 | &nbsp;&nbsp; 0.454% | 1825044 | &nbsp;&nbsp; 25269 |
| CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO |
| 12/16/2049 | &nbsp;&nbsp; 0.556% | 5042969 | &nbsp;&nbsp; 96064 |
| CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO |
| 01/16/2056 | &nbsp;&nbsp; 0.638% | 2994837 | &nbsp;&nbsp; 78697 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO |
| 06/16/2064 | &nbsp;&nbsp; 0.802% | 6010931 | &nbsp;&nbsp; 373612 |
| CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO |
| 09/16/2061 | &nbsp;&nbsp; 0.738% | 12364303 | &nbsp;&nbsp; 640607 |
| Series 2014-101 Class IO | Series 2014-101 Class IO | Series 2014-101 Class IO | Series 2014-101 Class IO |
| 04/16/2056 | &nbsp;&nbsp; 0.524% | 8897513 | &nbsp;&nbsp; 121547 |
| Series 2016-152 Class IO | Series 2016-152 Class IO | Series 2016-152 Class IO | Series 2016-152 Class IO |
| 08/15/2058 | &nbsp;&nbsp; 0.768% | 8737434 | &nbsp;&nbsp; 334955 |
| Series 2017-168 Class IO | Series 2017-168 Class IO | Series 2017-168 Class IO | Series 2017-168 Class IO |
| 12/16/2059 | &nbsp;&nbsp; 0.553% | 14170317 | &nbsp;&nbsp; 504570 |
| Series 2018-110 Class IA | Series 2018-110 Class IA | Series 2018-110 Class IA | Series 2018-110 Class IA |
| 11/16/2059 | &nbsp;&nbsp; 0.631% | 19322910 | &nbsp;&nbsp; 575374 |
| Series 2018-2 Class IO | Series 2018-2 Class IO | Series 2018-2 Class IO | Series 2018-2 Class IO |
| 12/16/2059 | &nbsp;&nbsp; 0.703% | 6872121 | &nbsp;&nbsp; 295753 |
| Series 2020-108 Class IO | Series 2020-108 Class IO | Series 2020-108 Class IO | Series 2020-108 Class IO |
| 06/16/2062 | &nbsp;&nbsp; 0.847% | 8444138 | &nbsp;&nbsp; 489350 |
| Series 2021-106 Class IO | Series 2021-106 Class IO | Series 2021-106 Class IO | Series 2021-106 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.856% | 9064937 | &nbsp;&nbsp; 603589 |
| Series 2021-132 Class BI | Series 2021-132 Class BI | Series 2021-132 Class BI | Series 2021-132 Class BI |
| 04/16/2063 | &nbsp;&nbsp; 0.917% | 11512135 | &nbsp;&nbsp; 791045 |
| Series 2021-133 Class IO | Series 2021-133 Class IO | Series 2021-133 Class IO | Series 2021-133 Class IO |
| 07/16/2063 | &nbsp;&nbsp; 0.883% | 11456173 | &nbsp;&nbsp; 801365 |
| Series 2021-145 Class IO | Series 2021-145 Class IO | Series 2021-145 Class IO | Series 2021-145 Class IO |
| 07/16/2061 | &nbsp;&nbsp; 0.770% | 2404901 | &nbsp;&nbsp; 117561 |
| Series 2021-151 Class IO | Series 2021-151 Class IO | Series 2021-151 Class IO | Series 2021-151 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.907% | 9995929 | &nbsp;&nbsp; 653220 |
| Series 2021-163 Class IO | Series 2021-163 Class IO | Series 2021-163 Class IO | Series 2021-163 Class IO |
| 03/16/2064 | &nbsp;&nbsp; 0.802% | 10522584 | &nbsp;&nbsp; 602729 |
| Series 2021-52 Class IO | Series 2021-52 Class IO | Series 2021-52 Class IO | Series 2021-52 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.722% | 9983305 | &nbsp;&nbsp; 548555 |
| Series 2022-132 Class IO | Series 2022-132 Class IO | Series 2022-132 Class IO | Series 2022-132 Class IO |
| 10/16/2064 | &nbsp;&nbsp; 0.536% | 10656331 | &nbsp;&nbsp; 457614 |
| Series 2022-92 Class EI | Series 2022-92 Class EI | Series 2022-92 Class EI | Series 2022-92 Class EI |
| 02/16/2064 | &nbsp;&nbsp; 0.808% | 10698138 | &nbsp;&nbsp; 602335 |
| Series 2023-110 Class IO | Series 2023-110 Class IO | Series 2023-110 Class IO | Series 2023-110 Class IO |
| 07/16/2058 | &nbsp;&nbsp; 1.022% | 9737766 | &nbsp;&nbsp; 685909 |
| Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  |
| CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.550% <br>03/20/2063<br>| &nbsp;&nbsp; 4.570% | 22553 | &nbsp;&nbsp; 22496 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $67,978,478) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $67,978,478) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $67,978,478) | &nbsp;&nbsp; **46839208** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **7.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **7.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **7.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **7.7%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  |
| Series 2025-AOA Class A | Series 2025-AOA Class A | Series 2025-AOA Class A | Series 2025-AOA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>Floor 1.600% <br>06/15/2030<br>| &nbsp;&nbsp; 5.632% | 6060000 | &nbsp;&nbsp; 6071359 |
| ALA Trust<sup>(b),(c)</sup>  | ALA Trust<sup>(b),(c)</sup>  | ALA Trust<sup>(b),(c)</sup>  | ALA Trust<sup>(b),(c)</sup>  |
| Series 2025-OANA Class A | Series 2025-OANA Class A | Series 2025-OANA Class A | Series 2025-OANA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.743% <br>Floor 1.743% <br>06/15/2040<br>| &nbsp;&nbsp; 5.776% | 1360000 | &nbsp;&nbsp; 1365102 |
| Arbor Multifamily Mortgage Securities Trust<sup>(b)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(b)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(b)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(b)</sup>  |
| Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 |
| 06/15/2054 | &nbsp;&nbsp; 2.252% | 18000000 | &nbsp;&nbsp; 16172746 |
| Arbor Realty Commercial Real Estate Notes Ltd.<sup>(b),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(b),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(b),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(b),(c)</sup>  |
| Series 2021-FL4 Class D | Series 2021-FL4 Class D | Series 2021-FL4 Class D | Series 2021-FL4 Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 3.014% <br>Floor 2.900% <br>11/15/2036<br>| &nbsp;&nbsp; 6.973% | 3250000 | &nbsp;&nbsp; 3251639 |
| ARDN Mortgage Trust<sup>(b),(c)</sup>  | ARDN Mortgage Trust<sup>(b),(c)</sup>  | ARDN Mortgage Trust<sup>(b),(c)</sup>  | ARDN Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-ARCP Class A | Series 2025-ARCP Class A | Series 2025-ARCP Class A | Series 2025-ARCP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 1.750% <br>06/15/2035<br>| &nbsp;&nbsp; 5.783% | 5000000 | &nbsp;&nbsp; 5009375 |
| AREIT LLC<sup>(b),(c)</sup>  | AREIT LLC<sup>(b),(c)</sup>  | AREIT LLC<sup>(b),(c)</sup>  | AREIT LLC<sup>(b),(c)</sup>  |
| Series 2023-CRE8 Class A | Series 2023-CRE8 Class A | Series 2023-CRE8 Class A | Series 2023-CRE8 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.112% <br>Floor 2.112% <br>08/17/2041<br>| &nbsp;&nbsp; 6.074% | 2141471 | &nbsp;&nbsp; 2144763 |
| AREIT Ltd.<sup>(b),(c)</sup>  | AREIT Ltd.<sup>(b),(c)</sup>  | AREIT Ltd.<sup>(b),(c)</sup>  | AREIT Ltd.<sup>(b),(c)</sup>  |
| Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.686% <br>Floor 1.687% <br>05/17/2041<br>| &nbsp;&nbsp; 5.645% | 1405839 | &nbsp;&nbsp; 1406576 |
| Series 2025-CRE10 Class A | Series 2025-CRE10 Class A | Series 2025-CRE10 Class A | Series 2025-CRE10 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.388% <br>Floor 1.388% <br>12/17/2029<br>| &nbsp;&nbsp; 5.343% | 5000000 | &nbsp;&nbsp; 4999981 |
| AREIT Trust<sup>(b),(c)</sup>  | AREIT Trust<sup>(b),(c)</sup>  | AREIT Trust<sup>(b),(c)</sup>  | AREIT Trust<sup>(b),(c)</sup>  |
| Series 2022-CRE6 Class A | Series 2022-CRE6 Class A | Series 2022-CRE6 Class A | Series 2022-CRE6 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.250% <br>Floor 1.250% <br>01/16/2037<br>| &nbsp;&nbsp; 5.386% | 737901 | &nbsp;&nbsp; 737932 |
| ARES Trust<sup>(b),(c)</sup>  | ARES Trust<sup>(b),(c)</sup>  | ARES Trust<sup>(b),(c)</sup>  | ARES Trust<sup>(b),(c)</sup>  |
| Series 2025-IND3 Class A | Series 2025-IND3 Class A | Series 2025-IND3 Class A | Series 2025-IND3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>Floor 1.500% <br>04/15/2027<br>| &nbsp;&nbsp; 5.532% | 3530000 | &nbsp;&nbsp; 3531101 |
| Series 2025-IND3 Class B | Series 2025-IND3 Class B | Series 2025-IND3 Class B | Series 2025-IND3 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.850% <br>Floor 1.850%, Cap 1.850% <br>04/15/2027<br>| &nbsp;&nbsp; 5.882% | 3000000 | &nbsp;&nbsp; 3000935 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ARZ Trust<sup>(b)</sup>  | ARZ Trust<sup>(b)</sup>  | ARZ Trust<sup>(b)</sup>  | ARZ Trust<sup>(b)</sup>  |
| Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C |
| 06/11/2029 | &nbsp;&nbsp; 6.361% | 1500000 | &nbsp;&nbsp; 1533089 |
| BAHA Trust<sup>(b),(e)</sup>  | BAHA Trust<sup>(b),(e)</sup>  | BAHA Trust<sup>(b),(e)</sup>  | BAHA Trust<sup>(b),(e)</sup>  |
| Series 2024-MAR Class A | Series 2024-MAR Class A | Series 2024-MAR Class A | Series 2024-MAR Class A |
| 12/10/2041 | &nbsp;&nbsp; 5.972% | 1000000 | &nbsp;&nbsp; 1039045 |
| Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B |
| 12/10/2029 | &nbsp;&nbsp; 6.841% | 2935000 | &nbsp;&nbsp; 3069276 |
| Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(e),(f)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(e),(f)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(e),(f)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(e),(f)</sup>  |
| Series 2019-BN18 Class XA | Series 2019-BN18 Class XA | Series 2019-BN18 Class XA | Series 2019-BN18 Class XA |
| 05/15/2062 | &nbsp;&nbsp; 0.880% | 58287021 | &nbsp;&nbsp; 1442312 |
| BANK | BANK | BANK | BANK |
| Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 |
| 05/15/2050 | &nbsp;&nbsp; 3.625% | 2420000 | &nbsp;&nbsp; 2392972 |
| BANK<sup>(e),(f)</sup>  | BANK<sup>(e),(f)</sup>  | BANK<sup>(e),(f)</sup>  | BANK<sup>(e),(f)</sup>  |
| Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA |
| 11/15/2050 | &nbsp;&nbsp; 0.704% | 25979997 | &nbsp;&nbsp; 253240 |
| BANK<sup>(e)</sup>  | BANK<sup>(e)</sup>  | BANK<sup>(e)</sup>  | BANK<sup>(e)</sup>  |
| Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 |
| 11/15/2064 | &nbsp;&nbsp; 2.618% | 5605000 | &nbsp;&nbsp; 5033329 |
| Bank5<sup>(e)</sup>  | Bank5<sup>(e)</sup>  | Bank5<sup>(e)</sup>  | Bank5<sup>(e)</sup>  |
| Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C |
| 10/15/2057 | &nbsp;&nbsp; 5.743% | 1500000 | &nbsp;&nbsp; 1500265 |
| BANK5<sup>(e)</sup>  | BANK5<sup>(e)</sup>  | BANK5<sup>(e)</sup>  | BANK5<sup>(e)</sup>  |
| Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 |
| 09/15/2056 | &nbsp;&nbsp; 6.724% | 2985000 | &nbsp;&nbsp; 3163212 |
| Subordinated Series 2025-5YR17 Class C | Subordinated Series 2025-5YR17 Class C | Subordinated Series 2025-5YR17 Class C | Subordinated Series 2025-5YR17 Class C |
| 11/15/2058 | &nbsp;&nbsp; 5.894% | 4000000 | &nbsp;&nbsp; 4006302 |
| BANK5 | BANK5 | BANK5 | BANK5 |
| Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 |
| 12/15/2056 | &nbsp;&nbsp; 6.500% | 1207531 | &nbsp;&nbsp; 1273887 |
| Series 2025-5Y15 Class C | Series 2025-5Y15 Class C | Series 2025-5Y15 Class C | Series 2025-5Y15 Class C |
| 06/15/2058 | &nbsp;&nbsp; 5.806% | 1750000 | &nbsp;&nbsp; 1756815 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust | BANK5 Trust |
| Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 |
| 05/15/2057 | &nbsp;&nbsp; 6.225% | 6410000 | &nbsp;&nbsp; 6775016 |
| BBCMS Mortgage Trust<sup>(b)</sup>  | BBCMS Mortgage Trust<sup>(b)</sup>  | BBCMS Mortgage Trust<sup>(b)</sup>  | BBCMS Mortgage Trust<sup>(b)</sup>  |
| Series 2016-ETC Class A | Series 2016-ETC Class A | Series 2016-ETC Class A | Series 2016-ETC Class A |
| 08/14/2036 | &nbsp;&nbsp; 2.937% | 13500000 | &nbsp;&nbsp; 13160302 |
| Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B |
| 08/14/2036 | &nbsp;&nbsp; 3.189% | 900000 | &nbsp;&nbsp; 866670 |
| Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C |
| 08/14/2036 | &nbsp;&nbsp; 3.391% | 770000 | &nbsp;&nbsp; 735605 |
| BBCMS Mortgage Trust<sup>(e),(f)</sup>  | BBCMS Mortgage Trust<sup>(e),(f)</sup>  | BBCMS Mortgage Trust<sup>(e),(f)</sup>  | BBCMS Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2018-C2 Class XA | Series 2018-C2 Class XA | Series 2018-C2 Class XA | Series 2018-C2 Class XA |
| 12/15/2051 | &nbsp;&nbsp; 0.747% | 58809363 | &nbsp;&nbsp; 1074688 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 |
| 11/15/2054 | &nbsp;&nbsp; 2.689% | 15495000 | &nbsp;&nbsp; 13960048 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 |
| 03/15/2057 | &nbsp;&nbsp; 5.946% | 3445000 | &nbsp;&nbsp; 3611556 |
| Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 |
| 07/15/2057 | &nbsp;&nbsp; 6.014% | 7600000 | &nbsp;&nbsp; 8002659 |
| Series 2024-5C29 Class B | Series 2024-5C29 Class B | Series 2024-5C29 Class B | Series 2024-5C29 Class B |
| 09/15/2057 | &nbsp;&nbsp; 5.858% | 2000000 | &nbsp;&nbsp; 2045369 |
| Series 2024-5C31 Class C | Series 2024-5C31 Class C | Series 2024-5C31 Class C | Series 2024-5C31 Class C |
| 12/15/2057 | &nbsp;&nbsp; 5.756% | 1000000 | &nbsp;&nbsp; 1002162 |
| BBCMS Mortgage Trust<sup>(b),(e)</sup>  | BBCMS Mortgage Trust<sup>(b),(e)</sup>  | BBCMS Mortgage Trust<sup>(b),(e)</sup>  | BBCMS Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D |
| 08/14/2036 | &nbsp;&nbsp; 3.609% | 2790000 | &nbsp;&nbsp; 2639014 |
| BBCMS Mortgage Trust<sup>(e)</sup>  | BBCMS Mortgage Trust<sup>(e)</sup>  | BBCMS Mortgage Trust<sup>(e)</sup>  | BBCMS Mortgage Trust<sup>(e)</sup>  |
| Subordinated Series 2025-5C36 Class B | Subordinated Series 2025-5C36 Class B | Subordinated Series 2025-5C36 Class B | Subordinated Series 2025-5C36 Class B |
| 08/15/2058 | &nbsp;&nbsp; 6.187% | 1000000 | &nbsp;&nbsp; 1049525 |
| BDS LLC<sup>(b),(c)</sup>  | BDS LLC<sup>(b),(c)</sup>  | BDS LLC<sup>(b),(c)</sup>  | BDS LLC<sup>(b),(c)</sup>  |
| Series 2024-FL13 Class A | Series 2024-FL13 Class A | Series 2024-FL13 Class A | Series 2024-FL13 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.576% <br>Floor 1.576% <br>09/19/2039<br>| &nbsp;&nbsp; 5.560% | 2000000 | &nbsp;&nbsp; 2005002 |
| Series 2025-FL15 Class A | Series 2025-FL15 Class A | Series 2025-FL15 Class A | Series 2025-FL15 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.400% <br>03/19/2043<br>| &nbsp;&nbsp; 5.359% | 5000000 | &nbsp;&nbsp; 4999993 |
| BDS LLC<sup>(b),(c),(d)</sup>  | BDS LLC<sup>(b),(c),(d)</sup>  | BDS LLC<sup>(b),(c),(d)</sup>  | BDS LLC<sup>(b),(c),(d)</sup>  |
| Series 2025-FL16 Class A | Series 2025-FL16 Class A | Series 2025-FL16 Class A | Series 2025-FL16 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/19/2043<br>| &nbsp;&nbsp; 5.351% | 5000000 | &nbsp;&nbsp; 5000000 |
| Benchmark Mortgage Trust<sup>(e),(f)</sup>  | Benchmark Mortgage Trust<sup>(e),(f)</sup>  | Benchmark Mortgage Trust<sup>(e),(f)</sup>  | Benchmark Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2019-B10 Class XA | Series 2019-B10 Class XA | Series 2019-B10 Class XA | Series 2019-B10 Class XA |
| 03/15/2062 | &nbsp;&nbsp; 1.217% | 24436029 | &nbsp;&nbsp; 822006 |
| Series 2020-B20 Class XA | Series 2020-B20 Class XA | Series 2020-B20 Class XA | Series 2020-B20 Class XA |
| 10/15/2053 | &nbsp;&nbsp; 1.523% | 12957304 | &nbsp;&nbsp; 649298 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| Series 2021-B26 Class A4 | Series 2021-B26 Class A4 | Series 2021-B26 Class A4 | Series 2021-B26 Class A4 |
| 06/15/2054 | &nbsp;&nbsp; 2.295% | 10600000 | &nbsp;&nbsp; 9603338 |
| Series 2022-B34 Class A5 | Series 2022-B34 Class A5 | Series 2022-B34 Class A5 | Series 2022-B34 Class A5 |
| 04/15/2055 | &nbsp;&nbsp; 3.786% | 2300000 | &nbsp;&nbsp; 2159866 |
| Series 2024-V12 Class A3 | Series 2024-V12 Class A3 | Series 2024-V12 Class A3 | Series 2024-V12 Class A3 |
| 12/15/2057 | &nbsp;&nbsp; 5.739% | 7860000 | &nbsp;&nbsp; 8258213 |
| Benchmark Mortgage Trust<sup>(e)</sup>  | Benchmark Mortgage Trust<sup>(e)</sup>  | Benchmark Mortgage Trust<sup>(e)</sup>  | Benchmark Mortgage Trust<sup>(e)</sup>  |
| Series 2023-V2 Class A3 | Series 2023-V2 Class A3 | Series 2023-V2 Class A3 | Series 2023-V2 Class A3 |
| 05/15/2055 | &nbsp;&nbsp; 5.812% | 17305000 | &nbsp;&nbsp; 17887533 |
| Series 2025-V16 Class B | Series 2025-V16 Class B | Series 2025-V16 Class B | Series 2025-V16 Class B |
| 08/15/2057 | &nbsp;&nbsp; 6.339% | 3000000 | &nbsp;&nbsp; 3126399 |
| Series 2025-V17 Class C | Series 2025-V17 Class C | Series 2025-V17 Class C | Series 2025-V17 Class C |
| 09/15/2058 | &nbsp;&nbsp; 5.873% | 1000000 | &nbsp;&nbsp; 1005335 |
| Series 2025-V18 Class C | Series 2025-V18 Class C | Series 2025-V18 Class C | Series 2025-V18 Class C |
| 10/15/2058 | &nbsp;&nbsp; 6.139% | 3000000 | &nbsp;&nbsp; 3014058 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C |
| 08/15/2057 | &nbsp;&nbsp; 3.839% | 2400000 | &nbsp;&nbsp; 2016777 |
| BFLD Commercial Mortgage Trust<sup>(b),(c)</sup>  | BFLD Commercial Mortgage Trust<sup>(b),(c)</sup>  | BFLD Commercial Mortgage Trust<sup>(b),(c)</sup>  | BFLD Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-660F Class A | Series 2025-660F Class A | Series 2025-660F Class A | Series 2025-660F Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>Floor 1.500% <br>11/15/2042<br>| &nbsp;&nbsp; 5.524% | 3275000 | &nbsp;&nbsp; 3279094 |
| BFLD Mortgage Trust<sup>(b),(c)</sup>  | BFLD Mortgage Trust<sup>(b),(c)</sup>  | BFLD Mortgage Trust<sup>(b),(c)</sup>  | BFLD Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-WRHS Class A | Series 2024-WRHS Class A | Series 2024-WRHS Class A | Series 2024-WRHS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.492% <br>Floor 1.492% <br>08/15/2026<br>| &nbsp;&nbsp; 5.509% | 6952478 | &nbsp;&nbsp; 6952466 |
| BFLD Trust<sup>(b),(c)</sup>  | BFLD Trust<sup>(b),(c)</sup>  | BFLD Trust<sup>(b),(c)</sup>  | BFLD Trust<sup>(b),(c)</sup>  |
| Series 2025-EWEST Class A | Series 2025-EWEST Class A | Series 2025-EWEST Class A | Series 2025-EWEST Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.550% <br>Floor 1.550% <br>06/15/2042<br>| &nbsp;&nbsp; 5.582% | 5500000 | &nbsp;&nbsp; 5498271 |
| BHMS Commercial Mortgage Trust<sup>(b),(c)</sup>  | BHMS Commercial Mortgage Trust<sup>(b),(c)</sup>  | BHMS Commercial Mortgage Trust<sup>(b),(c)</sup>  | BHMS Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-ATLS Class B | Series 2025-ATLS Class B | Series 2025-ATLS Class B | Series 2025-ATLS Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.650% <br>Floor 2.650% <br>08/15/2042<br>| &nbsp;&nbsp; 6.515% | 5000000 | &nbsp;&nbsp; 5003142 |
| BMD2 Re-Remic Trust<sup>(b),(g)</sup>  | BMD2 Re-Remic Trust<sup>(b),(g)</sup>  | BMD2 Re-Remic Trust<sup>(b),(g)</sup>  | BMD2 Re-Remic Trust<sup>(b),(g)</sup>  |
| Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 2821000 | &nbsp;&nbsp; 2455106 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 |
| 02/15/2057 | &nbsp;&nbsp; 5.857% | 2600000 | &nbsp;&nbsp; 2723939 |
| Series 2025-5C12 Class B | Series 2025-5C12 Class B | Series 2025-5C12 Class B | Series 2025-5C12 Class B |
| 10/15/2058 | &nbsp;&nbsp; 6.158% | 3000000 | &nbsp;&nbsp; 3087314 |
| Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 |
| 04/15/2058 | &nbsp;&nbsp; 5.779% | 7710000 | &nbsp;&nbsp; 8089280 |
| BMO Mortgage Trust<sup>(e)</sup>  | BMO Mortgage Trust<sup>(e)</sup>  | BMO Mortgage Trust<sup>(e)</sup>  | BMO Mortgage Trust<sup>(e)</sup>  |
| Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 |
| 12/15/2057 | &nbsp;&nbsp; 5.625% | 13230000 | &nbsp;&nbsp; 13807042 |
| Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C |
| 09/15/2057 | &nbsp;&nbsp; 5.885% | 750000 | &nbsp;&nbsp; 753489 |
| Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B |
| 05/15/2058 | &nbsp;&nbsp; 6.445% | 1000000 | &nbsp;&nbsp; 1047579 |
| BOCA Commercial Mortgage Trust<sup>(b),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(b),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(b),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.921% <br>Floor 1.921% <br>08/15/2041<br>| &nbsp;&nbsp; 5.880% | 4000000 | &nbsp;&nbsp; 4000001 |
| BPR Commercial Mortgage Trust<sup>(b),(e)</sup>  | BPR Commercial Mortgage Trust<sup>(b),(e)</sup>  | BPR Commercial Mortgage Trust<sup>(b),(e)</sup>  | BPR Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B |
| 11/05/2039 | &nbsp;&nbsp; 5.991% | 5000000 | &nbsp;&nbsp; 5147059 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BPR Trust<sup>(b),(c)</sup>  | BPR Trust<sup>(b),(c)</sup>  | BPR Trust<sup>(b),(c)</sup>  | BPR Trust<sup>(b),(c)</sup>  |
| Series 2021-NRD Class A | Series 2021-NRD Class A | Series 2021-NRD Class A | Series 2021-NRD Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.525% <br>Floor 1.525% <br>12/15/2038<br>| &nbsp;&nbsp; 5.484% | 3045000 | &nbsp;&nbsp; 3026160 |
| BPR Trust<sup>(b),(e)</sup>  | BPR Trust<sup>(b),(e)</sup>  | BPR Trust<sup>(b),(e)</sup>  | BPR Trust<sup>(b),(e)</sup>  |
| Series 2023-BRK2 Class A | Series 2023-BRK2 Class A | Series 2023-BRK2 Class A | Series 2023-BRK2 Class A |
| 11/05/2028 | &nbsp;&nbsp; 6.899% | 5400000 | &nbsp;&nbsp; 5650434 |
| BSPRT Issuer LLC<sup>(b),(c)</sup>  | BSPRT Issuer LLC<sup>(b),(c)</sup>  | BSPRT Issuer LLC<sup>(b),(c)</sup>  | BSPRT Issuer LLC<sup>(b),(c)</sup>  |
| Series 2025-FL12 Class A | Series 2025-FL12 Class A | Series 2025-FL12 Class A | Series 2025-FL12 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.386% <br>Floor 1.386% <br>01/17/2043<br>| &nbsp;&nbsp; 5.486% | 1000000 | &nbsp;&nbsp; 999995 |
| BSTN Commercial Mortgage Trust<sup>(b),(e)</sup>  | BSTN Commercial Mortgage Trust<sup>(b),(e)</sup>  | BSTN Commercial Mortgage Trust<sup>(b),(e)</sup>  | BSTN Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-HUB Class A | Series 2025-HUB Class A | Series 2025-HUB Class A | Series 2025-HUB Class A |
| 04/13/2041 | &nbsp;&nbsp; 4.899% | 4000000 | &nbsp;&nbsp; 4033303 |
| BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2021-VOLT Class G | Series 2021-VOLT Class G | Series 2021-VOLT Class G | Series 2021-VOLT Class G |
| &nbsp;&nbsp; 1-month Term SOFR + 2.964% <br>Floor 2.850% <br>09/15/2036<br>| &nbsp;&nbsp; 6.923% | 2906484 | &nbsp;&nbsp; 2905650 |
| Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.115% <br>Floor 2.115% <br>06/15/2027<br>| &nbsp;&nbsp; 6.074% | 5918000 | &nbsp;&nbsp; 5929097 |
| Series 2023-XL3 Class A | Series 2023-XL3 Class A | Series 2023-XL3 Class A | Series 2023-XL3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.761% <br>Floor 1.761% <br>12/09/2040<br>| &nbsp;&nbsp; 5.720% | 3580044 | &nbsp;&nbsp; 3580043 |
| Series 2024-AIR2 Class A | Series 2024-AIR2 Class A | Series 2024-AIR2 Class A | Series 2024-AIR2 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.492% <br>Floor 1.492% <br>10/15/2041<br>| &nbsp;&nbsp; 5.451% | 3357131 | &nbsp;&nbsp; 3361331 |
| Series 2024-AIRC Class A | Series 2024-AIRC Class A | Series 2024-AIRC Class A | Series 2024-AIRC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.691% <br>Floor 1.691% <br>08/15/2039<br>| &nbsp;&nbsp; 5.650% | 4680976 | &nbsp;&nbsp; 4683906 |
| Series 2024-GPA3 Class A | Series 2024-GPA3 Class A | Series 2024-GPA3 Class A | Series 2024-GPA3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.293% <br>Floor 1.293% <br>12/15/2039<br>| &nbsp;&nbsp; 5.252% | 4013294 | &nbsp;&nbsp; 4015795 |
| Series 2025-COPT Class B | Series 2025-COPT Class B | Series 2025-COPT Class B | Series 2025-COPT Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.200% <br>Floor 2.200% <br>08/15/2042<br>| &nbsp;&nbsp; 6.159% | 6200000 | &nbsp;&nbsp; 6203867 |
| Series 2025-JDI Class A | Series 2025-JDI Class A | Series 2025-JDI Class A | Series 2025-JDI Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>11/15/2042<br>| &nbsp;&nbsp; 5.400% | 5000000 | &nbsp;&nbsp; 5006254 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.285% <br>Floor 2.171% <br>10/15/2036<br>| &nbsp;&nbsp; 6.244% | 1925000 | &nbsp;&nbsp; 1922607 |
| Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.464% <br>Floor 2.350% <br>02/15/2038<br>| &nbsp;&nbsp; 6.423% | 2822134 | &nbsp;&nbsp; 2745071 |
| Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 3.141% <br>Floor 3.141% <br>06/15/2027<br>| &nbsp;&nbsp; 7.100% | 3490000 | &nbsp;&nbsp; 3507448 |
| Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.690% <br>Floor 2.690% <br>02/15/2039<br>| &nbsp;&nbsp; 6.649% | 2656364 | &nbsp;&nbsp; 2659676 |
| Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.941% <br>Floor 1.941% <br>03/15/2041<br>| &nbsp;&nbsp; 5.900% | 3508983 | &nbsp;&nbsp; 3511170 |
| BX Commercial Mortgage Trust<sup>(b),(e)</sup>  | BX Commercial Mortgage Trust<sup>(b),(e)</sup>  | BX Commercial Mortgage Trust<sup>(b),(e)</sup>  | BX Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B |
| 03/09/2044 | &nbsp;&nbsp; 3.544% | 5780000 | &nbsp;&nbsp; 5471031 |
| BX Mortgage Trust<sup>(b),(c)</sup>  | BX Mortgage Trust<sup>(b),(c)</sup>  | BX Mortgage Trust<sup>(b),(c)</sup>  | BX Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-PALM Class B | Series 2024-PALM Class B | Series 2024-PALM Class B | Series 2024-PALM Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.791% <br>Floor 1.791% <br>06/15/2037<br>| &nbsp;&nbsp; 5.823% | 1730769 | &nbsp;&nbsp; 1721181 |
| BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.090% <br>Floor 2.090% <br>03/15/2041<br>| &nbsp;&nbsp; 6.049% | 11000000 | &nbsp;&nbsp; 10999998 |
| Series 2021-ARIA Class E | Series 2021-ARIA Class E | Series 2021-ARIA Class E | Series 2021-ARIA Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.359% <br>Floor 2.245% <br>10/15/2036<br>| &nbsp;&nbsp; 6.318% | 3000000 | &nbsp;&nbsp; 2998140 |
| Series 2021-LGCY Class D | Series 2021-LGCY Class D | Series 2021-LGCY Class D | Series 2021-LGCY Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.114% <br>Floor 1.302% <br>10/15/2036<br>| &nbsp;&nbsp; 5.375% | 590000 | &nbsp;&nbsp; 587076 |
| Series 2023-DELC Class A | Series 2023-DELC Class A | Series 2023-DELC Class A | Series 2023-DELC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.690% <br>Floor 2.690% <br>05/15/2038<br>| &nbsp;&nbsp; 6.649% | 2000000 | &nbsp;&nbsp; 1999993 |
| Series 2024-CNYN Class C | Series 2024-CNYN Class C | Series 2024-CNYN Class C | Series 2024-CNYN Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.941% <br>Floor 1.941% <br>04/15/2029<br>| &nbsp;&nbsp; 5.900% | 1442422 | &nbsp;&nbsp; 1443321 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2024-VLT4 Class A | Series 2024-VLT4 Class A | Series 2024-VLT4 Class A | Series 2024-VLT4 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.491% <br>Floor 1.491% <br>07/15/2029<br>| &nbsp;&nbsp; 5.450% | 5790000 | &nbsp;&nbsp; 5764669 |
| Series 2025-LUNR Class A | Series 2025-LUNR Class A | Series 2025-LUNR Class A | Series 2025-LUNR Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>06/15/2040<br>| &nbsp;&nbsp; 5.459% | 8113398 | &nbsp;&nbsp; 8113396 |
| Series 2025-LUNR Class B | Series 2025-LUNR Class B | Series 2025-LUNR Class B | Series 2025-LUNR Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.850% <br>Floor 1.850% <br>06/15/2040<br>| &nbsp;&nbsp; 5.809% | 3994561 | &nbsp;&nbsp; 3999548 |
| Series 2025-ROIC Class C | Series 2025-ROIC Class C | Series 2025-ROIC Class C | Series 2025-ROIC Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.543% <br>Floor 1.693% <br>03/15/2030<br>| &nbsp;&nbsp; 5.502% | 2490288 | &nbsp;&nbsp; 2484066 |
| Series 2025-TAIL Class A | Series 2025-TAIL Class A | Series 2025-TAIL Class A | Series 2025-TAIL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.400% <br>06/15/2035<br>| &nbsp;&nbsp; 5.432% | 6310000 | &nbsp;&nbsp; 6309995 |
| Series 2025-VLT6 Class C | Series 2025-VLT6 Class C | Series 2025-VLT6 Class C | Series 2025-VLT6 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.192% <br>03/15/2042<br>| &nbsp;&nbsp; 6.151% | 5000000 | &nbsp;&nbsp; 4968751 |
| Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.700% <br>07/15/2027<br>| &nbsp;&nbsp; 5.659% | 6960000 | &nbsp;&nbsp; 6959935 |
| Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 2.000% <br>07/15/2027<br>| &nbsp;&nbsp; 5.959% | 5100000 | &nbsp;&nbsp; 5101554 |
| Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.700% <br>Floor 2.700% <br>01/15/2039<br>| &nbsp;&nbsp; 6.659% | 7000000 | &nbsp;&nbsp; 6977049 |
| BX Trust<sup>(b)</sup>  | BX Trust<sup>(b)</sup>  | BX Trust<sup>(b)</sup>  | BX Trust<sup>(b)</sup>  |
| Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A |
| 12/09/2041 | &nbsp;&nbsp; 3.202% | 1115000 | &nbsp;&nbsp; 1060208 |
| BX Trust<sup>(b),(c),(d)</sup>  | BX Trust<sup>(b),(c),(d)</sup>  | BX Trust<sup>(b),(c),(d)</sup>  | BX Trust<sup>(b),(c),(d)</sup>  |
| Series 2025-DELC Class A | Series 2025-DELC Class A | Series 2025-DELC Class A | Series 2025-DELC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.550% <br>Floor 1.550% <br>12/15/2030<br>| &nbsp;&nbsp; 5.507% | 1635000 | &nbsp;&nbsp; 1637044 |
| Series 2025-VOLT Class B | Series 2025-VOLT Class B | Series 2025-VOLT Class B | Series 2025-VOLT Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.100% <br>Floor 2.100% <br>12/15/2044<br>| &nbsp;&nbsp; 6.100% | 5315000 | &nbsp;&nbsp; 5321651 |
| Series 2025-VOLT Class C | Series 2025-VOLT Class C | Series 2025-VOLT Class C | Series 2025-VOLT Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.350% <br>Floor 2.350% <br>12/15/2044<br>| &nbsp;&nbsp; 6.350% | 5000000 | &nbsp;&nbsp; 5006241 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BXHPP Trust<sup>(b),(c)</sup>  | BXHPP Trust<sup>(b),(c)</sup>  | BXHPP Trust<sup>(b),(c)</sup>  | BXHPP Trust<sup>(b),(c)</sup>  | BXHPP Trust<sup>(b),(c)</sup>  |
| Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>08/15/2036<br>| &nbsp;&nbsp; 4.723% |  | 7000000 | &nbsp;&nbsp; 6739428 |
| Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  |
| Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| &nbsp;&nbsp; SONIA + 2.840% <br>08/17/2035<br>| &nbsp;&nbsp; 6.809% | GBP | 2500000 | &nbsp;&nbsp; 3301503 |
| CAMB Commercial Mortgage Trust<sup>(b)</sup>  | CAMB Commercial Mortgage Trust<sup>(b)</sup>  | CAMB Commercial Mortgage Trust<sup>(b)</sup>  | CAMB Commercial Mortgage Trust<sup>(b)</sup>  | CAMB Commercial Mortgage Trust<sup>(b)</sup>  |
| Series 2021-CX2 Class A | Series 2021-CX2 Class A | Series 2021-CX2 Class A | Series 2021-CX2 Class A | Series 2021-CX2 Class A |
| 11/10/2046 | &nbsp;&nbsp; 2.700% |  | 7200000 | &nbsp;&nbsp; 6259422 |
| Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending |
| Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 |
| 05/15/2052 | &nbsp;&nbsp; 3.623% |  | 3391218 | &nbsp;&nbsp; 3333593 |
| Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 |
| 01/15/2053 | &nbsp;&nbsp; 2.752% |  | 16100000 | &nbsp;&nbsp; 15145658 |
| Cantor Commercial Real Estate Lending<sup>(e),(f)</sup>  | Cantor Commercial Real Estate Lending<sup>(e),(f)</sup>  | Cantor Commercial Real Estate Lending<sup>(e),(f)</sup>  | Cantor Commercial Real Estate Lending<sup>(e),(f)</sup>  | Cantor Commercial Real Estate Lending<sup>(e),(f)</sup>  |
| Series 2019-CF2 Class XA | Series 2019-CF2 Class XA | Series 2019-CF2 Class XA | Series 2019-CF2 Class XA | Series 2019-CF2 Class XA |
| 11/15/2052 | &nbsp;&nbsp; 1.129% |  | 36083352 | &nbsp;&nbsp; 1212689 |
| CCUBS Commercial Mortgage Trust<sup>(e)</sup>  | CCUBS Commercial Mortgage Trust<sup>(e)</sup>  | CCUBS Commercial Mortgage Trust<sup>(e)</sup>  | CCUBS Commercial Mortgage Trust<sup>(e)</sup>  | CCUBS Commercial Mortgage Trust<sup>(e)</sup>  |
| Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B |
| 11/15/2050 | &nbsp;&nbsp; 4.159% |  | 1505000 | &nbsp;&nbsp; 1434002 |
| CD Mortgage Trust | CD Mortgage Trust | CD Mortgage Trust | CD Mortgage Trust | CD Mortgage Trust |
| Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 |
| 08/10/2049 | &nbsp;&nbsp; 2.459% |  | 13995435 | &nbsp;&nbsp; 13883117 |
| Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 |
| 11/13/2050 | &nbsp;&nbsp; 3.190% |  | 20000000 | &nbsp;&nbsp; 19621132 |
| CD Mortgage Trust<sup>(e),(f)</sup>  | CD Mortgage Trust<sup>(e),(f)</sup>  | CD Mortgage Trust<sup>(e),(f)</sup>  | CD Mortgage Trust<sup>(e),(f)</sup>  | CD Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2019-CD8 Class XA | Series 2019-CD8 Class XA | Series 2019-CD8 Class XA | Series 2019-CD8 Class XA | Series 2019-CD8 Class XA |
| 08/15/2057 | &nbsp;&nbsp; 1.382% |  | 44791442 | &nbsp;&nbsp; 1799201 |
| CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust |
| Series 2016-C4 Class A4 | Series 2016-C4 Class A4 | Series 2016-C4 Class A4 | Series 2016-C4 Class A4 | Series 2016-C4 Class A4 |
| 05/10/2058 | &nbsp;&nbsp; 3.283% |  | 4255135 | &nbsp;&nbsp; 4240289 |
| CFCRE Commercial Mortgage Trust<sup>(e),(f)</sup>  | CFCRE Commercial Mortgage Trust<sup>(e),(f)</sup>  | CFCRE Commercial Mortgage Trust<sup>(e),(f)</sup>  | CFCRE Commercial Mortgage Trust<sup>(e),(f)</sup>  | CFCRE Commercial Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2016-C4 Class XA | Series 2016-C4 Class XA | Series 2016-C4 Class XA | Series 2016-C4 Class XA | Series 2016-C4 Class XA |
| 05/10/2058 | &nbsp;&nbsp; 1.441% |  | 25148734 | &nbsp;&nbsp; 31494 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 |
| 06/10/2048 | &nbsp;&nbsp; 3.762% |  | 329838 | &nbsp;&nbsp; 324277 |
| Series 2019-C7 Class A4 | Series 2019-C7 Class A4 | Series 2019-C7 Class A4 | Series 2019-C7 Class A4 | Series 2019-C7 Class A4 |
| 12/15/2072 | &nbsp;&nbsp; 3.102% |  | 3985000 | &nbsp;&nbsp; 3798164 |
| Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 |
| 11/10/2052 | &nbsp;&nbsp; 2.782% |  | 9998671 | &nbsp;&nbsp; 9455135 |
| Citigroup Commercial Mortgage Trust<sup>(b),(e)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(e)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(e)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(e)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C |
| 06/10/2028 | &nbsp;&nbsp; 6.048% |  | 1000000 | &nbsp;&nbsp; 1015255 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| COMM Mortgage Trust<sup>(b)</sup>  | COMM Mortgage Trust<sup>(b)</sup>  | COMM Mortgage Trust<sup>(b)</sup>  | COMM Mortgage Trust<sup>(b)</sup>  |
| Series 2024-277P Class A | Series 2024-277P Class A | Series 2024-277P Class A | Series 2024-277P Class A |
| 08/10/2044 | &nbsp;&nbsp; 6.338% | 12870000 | &nbsp;&nbsp; 13566335 |
| COMM Mortgage Trust<sup>(b),(e),(f)</sup>  | COMM Mortgage Trust<sup>(b),(e),(f)</sup>  | COMM Mortgage Trust<sup>(b),(e),(f)</sup>  | COMM Mortgage Trust<sup>(b),(e),(f)</sup>  |
| Series 2024-277P Class X | Series 2024-277P Class X | Series 2024-277P Class X | Series 2024-277P Class X |
| 08/10/2044 | &nbsp;&nbsp; 0.894% | 7580000 | &nbsp;&nbsp; 182468 |
| COMM Mortgage Trust<sup>(b),(e)</sup>  | COMM Mortgage Trust<sup>(b),(e)</sup>  | COMM Mortgage Trust<sup>(b),(e)</sup>  | COMM Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2024-CBM Class A2 | Series 2024-CBM Class A2 | Series 2024-CBM Class A2 | Series 2024-CBM Class A2 |
| 12/10/2041 | &nbsp;&nbsp; 5.867% | 2115000 | &nbsp;&nbsp; 2148278 |
| Series 2024-CBM Class B | Series 2024-CBM Class B | Series 2024-CBM Class B | Series 2024-CBM Class B |
| 12/10/2041 | &nbsp;&nbsp; 6.511% | 1250000 | &nbsp;&nbsp; 1282043 |
| COMM Mortgage Trust | COMM Mortgage Trust | COMM Mortgage Trust | COMM Mortgage Trust |
| Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B |
| 10/10/2049 | &nbsp;&nbsp; 3.897% | 3000000 | &nbsp;&nbsp; 2777816 |
| COMM Mortgage Trust<sup>(e)</sup>  | COMM Mortgage Trust<sup>(e)</sup>  | COMM Mortgage Trust<sup>(e)</sup>  | COMM Mortgage Trust<sup>(e)</sup>  |
| Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B |
| 09/10/2050 | &nbsp;&nbsp; 4.206% | 2500000 | &nbsp;&nbsp; 2419701 |
| Commercial Mortgage Pass-Through Certificates<sup>(b)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(b)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(b)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(b)</sup>  |
| Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 |
| 10/05/2030 | &nbsp;&nbsp; 3.400% | 2172035 | &nbsp;&nbsp; 2157461 |
| Commercial Mortgage Trust | Commercial Mortgage Trust | Commercial Mortgage Trust | Commercial Mortgage Trust |
| Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 |
| 10/10/2049 | &nbsp;&nbsp; 2.826% | 8238692 | &nbsp;&nbsp; 8170309 |
| CONE Trust<sup>(b),(c)</sup>  | CONE Trust<sup>(b),(c)</sup>  | CONE Trust<sup>(b),(c)</sup>  | CONE Trust<sup>(b),(c)</sup>  |
| Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.642% <br>Floor 1.642% <br>08/15/2041<br>| &nbsp;&nbsp; 5.674% | 1500000 | &nbsp;&nbsp; 1498127 |
| Credit Suisse Mortgage Capital Certificates OA LLC<sup>(b)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(b)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(b)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(b)</sup>  |
| Series 2014-USA Class A2 | Series 2014-USA Class A2 | Series 2014-USA Class A2 | Series 2014-USA Class A2 |
| 09/15/2037 | &nbsp;&nbsp; 3.953% | 14800000 | &nbsp;&nbsp; 13687520 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| Series 2019-C16 Class A3 | Series 2019-C16 Class A3 | Series 2019-C16 Class A3 | Series 2019-C16 Class A3 |
| 06/15/2052 | &nbsp;&nbsp; 3.329% | 3000000 | &nbsp;&nbsp; 2907531 |
| Series 2019-C18 Class A4 | Series 2019-C18 Class A4 | Series 2019-C18 Class A4 | Series 2019-C18 Class A4 |
| 12/15/2052 | &nbsp;&nbsp; 2.968% | 3345000 | &nbsp;&nbsp; 3174058 |
| CSAIL Commercial Mortgage Trust<sup>(e)</sup>  | CSAIL Commercial Mortgage Trust<sup>(e)</sup>  | CSAIL Commercial Mortgage Trust<sup>(e)</sup>  | CSAIL Commercial Mortgage Trust<sup>(e)</sup>  |
| Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B |
| 11/15/2051 | &nbsp;&nbsp; 4.877% | 1000000 | &nbsp;&nbsp; 960184 |
| Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B |
| 03/15/2053 | &nbsp;&nbsp; 3.476% | 2740000 | &nbsp;&nbsp; 2336371 |
| Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C |
| 03/15/2053 | &nbsp;&nbsp; 3.612% | 2345000 | &nbsp;&nbsp; 1881360 |
| DBC Mortgage Trust<sup>(b),(c)</sup>  | DBC Mortgage Trust<sup>(b),(c)</sup>  | DBC Mortgage Trust<sup>(b),(c)</sup>  | DBC Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-DBC Class A | Series 2025-DBC Class A | Series 2025-DBC Class A | Series 2025-DBC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>06/15/2038<br>| &nbsp;&nbsp; 5.400% | 1500000 | &nbsp;&nbsp; 1499999 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DBJPM Mortgage Trust<sup>(e),(f)</sup>  | DBJPM Mortgage Trust<sup>(e),(f)</sup>  | DBJPM Mortgage Trust<sup>(e),(f)</sup>  | DBJPM Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2020-C9 Class XA | Series 2020-C9 Class XA | Series 2020-C9 Class XA | Series 2020-C9 Class XA |
| 09/15/2053 | &nbsp;&nbsp; 1.586% | 36544742 | &nbsp;&nbsp; 1609547 |
| DBWF Mortgage Trust<sup>(b),(e)</sup>  | DBWF Mortgage Trust<sup>(b),(e)</sup>  | DBWF Mortgage Trust<sup>(b),(e)</sup>  | DBWF Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2016-85T Class D | Series 2016-85T Class D | Series 2016-85T Class D | Series 2016-85T Class D |
| 12/10/2036 | &nbsp;&nbsp; 3.808% | 1250000 | &nbsp;&nbsp; 1192477 |
| DC Commercial Mortgage Trust<sup>(b)</sup>  | DC Commercial Mortgage Trust<sup>(b)</sup>  | DC Commercial Mortgage Trust<sup>(b)</sup>  | DC Commercial Mortgage Trust<sup>(b)</sup>  |
| Series 2023-DC Class A | Series 2023-DC Class A | Series 2023-DC Class A | Series 2023-DC Class A |
| 09/12/2040 | &nbsp;&nbsp; 6.314% | 7175000 | &nbsp;&nbsp; 7387480 |
| DK Trust<sup>(b),(c)</sup>  | DK Trust<sup>(b),(c)</sup>  | DK Trust<sup>(b),(c)</sup>  | DK Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 1.500% <br>03/15/2034<br>| &nbsp;&nbsp; 6.783% | 1500000 | &nbsp;&nbsp; 1500467 |
| DTP Commercial Mortgage Trust<sup>(b),(e)</sup>  | DTP Commercial Mortgage Trust<sup>(b),(e)</sup>  | DTP Commercial Mortgage Trust<sup>(b),(e)</sup>  | DTP Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2023-STE2 Class A | Series 2023-STE2 Class A | Series 2023-STE2 Class A | Series 2023-STE2 Class A |
| 01/15/2041 | &nbsp;&nbsp; 5.843% | 2000000 | &nbsp;&nbsp; 2058167 |
| ELM Trust<sup>(b),(e)</sup>  | ELM Trust<sup>(b),(e)</sup>  | ELM Trust<sup>(b),(e)</sup>  | ELM Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 |
| 06/10/2039 | &nbsp;&nbsp; 6.189% | 5000000 | &nbsp;&nbsp; 5022772 |
| Extended Stay America Trust<sup>(b),(c)</sup>  | Extended Stay America Trust<sup>(b),(c)</sup>  | Extended Stay America Trust<sup>(b),(c)</sup>  | Extended Stay America Trust<sup>(b),(c)</sup>  |
| Series 2025-ESH Class A | Series 2025-ESH Class A | Series 2025-ESH Class A | Series 2025-ESH Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.300% <br>Floor 1.300% <br>10/15/2042<br>| &nbsp;&nbsp; 5.450% | 1005000 | &nbsp;&nbsp; 1006569 |
| Series 2025-ESH Class D | Series 2025-ESH Class D | Series 2025-ESH Class D | Series 2025-ESH Class D |
| &nbsp;&nbsp; 3-month Term SOFR + 2.600% <br>10/15/2042<br>| &nbsp;&nbsp; 6.750% | 1500000 | &nbsp;&nbsp; 1509375 |
| Series 2025-ESH Class E | Series 2025-ESH Class E | Series 2025-ESH Class E | Series 2025-ESH Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 3.350% <br>Floor 3.350% <br>10/15/2042<br>| &nbsp;&nbsp; 7.500% | 3250000 | &nbsp;&nbsp; 3278427 |
| Fashion Show Mall LLC<sup>(b),(e)</sup>  | Fashion Show Mall LLC<sup>(b),(e)</sup>  | Fashion Show Mall LLC<sup>(b),(e)</sup>  | Fashion Show Mall LLC<sup>(b),(e)</sup>  |
| Series 2024-SHOW Class A | Series 2024-SHOW Class A | Series 2024-SHOW Class A | Series 2024-SHOW Class A |
| 10/10/2029 | &nbsp;&nbsp; 5.104% | 5000000 | &nbsp;&nbsp; 5092035 |
| FirstKey Homes Trust<sup>(b)</sup>  | FirstKey Homes Trust<sup>(b)</sup>  | FirstKey Homes Trust<sup>(b)</sup>  | FirstKey Homes Trust<sup>(b)</sup>  |
| Subordinated Series 2021-SFR1 Class F2 | Subordinated Series 2021-SFR1 Class F2 | Subordinated Series 2021-SFR1 Class F2 | Subordinated Series 2021-SFR1 Class F2 |
| 08/17/2038 | &nbsp;&nbsp; 3.452% | 8580000 | &nbsp;&nbsp; 8453333 |
| Fontainebleau Miami Beach Mortgage Trust<sup>(b),(c)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(b),(c)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(b),(c)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-FBLU Class C | Series 2024-FBLU Class C | Series 2024-FBLU Class C | Series 2024-FBLU Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.150% <br>Floor 2.150% <br>12/15/2039<br>| &nbsp;&nbsp; 6.109% | 1000000 | &nbsp;&nbsp; 1001249 |
| Series 2024-FBLU Class D | Series 2024-FBLU Class D | Series 2024-FBLU Class D | Series 2024-FBLU Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.600% <br>Floor 2.600% <br>12/15/2039<br>| &nbsp;&nbsp; 6.559% | 2500000 | &nbsp;&nbsp; 2504685 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FS Rialto<sup>(b),(c)</sup>  | FS Rialto<sup>(b),(c)</sup>  | FS Rialto<sup>(b),(c)</sup>  | FS Rialto<sup>(b),(c)</sup>  |
| Series 2021-FL3 Class A | Series 2021-FL3 Class A | Series 2021-FL3 Class A | Series 2021-FL3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.250% <br>11/16/2036<br>| &nbsp;&nbsp; 5.323% | 1243159 | &nbsp;&nbsp; 1243411 |
| FS Rialto Issuer LLC<sup>(b),(c)</sup>  | FS Rialto Issuer LLC<sup>(b),(c)</sup>  | FS Rialto Issuer LLC<sup>(b),(c)</sup>  | FS Rialto Issuer LLC<sup>(b),(c)</sup>  |
| Series 2025-FL10 Class A | Series 2025-FL10 Class A | Series 2025-FL10 Class A | Series 2025-FL10 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.385% <br>02/01/2030<br>| &nbsp;&nbsp; 5.344% | 5000000 | &nbsp;&nbsp; 4998464 |
| GAM Resecuritization Trust<sup>(b),(e)</sup>  | GAM Resecuritization Trust<sup>(b),(e)</sup>  | GAM Resecuritization Trust<sup>(b),(e)</sup>  | GAM Resecuritization Trust<sup>(b),(e)</sup>  |
| Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 |
| 01/29/2052 | &nbsp;&nbsp; 1.960% | 3736000 | &nbsp;&nbsp; 3469880 |
| GAM Resecuritization Trust<sup>(b),(g)</sup>  | GAM Resecuritization Trust<sup>(b),(g)</sup>  | GAM Resecuritization Trust<sup>(b),(g)</sup>  | GAM Resecuritization Trust<sup>(b),(g)</sup>  |
| Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 |
| 05/27/2048 | &nbsp;&nbsp; 0.000% | 32690 | &nbsp;&nbsp; 32224 |
| Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 |
| 05/27/2048 | &nbsp;&nbsp; 0.000% | 1473000 | &nbsp;&nbsp; 1431802 |
| Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.141% <br>05/15/2041<br>| &nbsp;&nbsp; 6.100% | 4957000 | &nbsp;&nbsp; 4961642 |
| Greystone CRE Notes LLC<sup>(b),(c)</sup>  | Greystone CRE Notes LLC<sup>(b),(c)</sup>  | Greystone CRE Notes LLC<sup>(b),(c)</sup>  | Greystone CRE Notes LLC<sup>(b),(c)</sup>  |
| Series 2025-FL4 Class A | Series 2025-FL4 Class A | Series 2025-FL4 Class A | Series 2025-FL4 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.481% <br>Floor 1.481% <br>01/15/2043<br>| &nbsp;&nbsp; 5.509% | 2500000 | &nbsp;&nbsp; 2507748 |
| GS Mortgage Securities Corp II<sup>(b),(e)</sup>  | GS Mortgage Securities Corp II<sup>(b),(e)</sup>  | GS Mortgage Securities Corp II<sup>(b),(e)</sup>  | GS Mortgage Securities Corp II<sup>(b),(e)</sup>  |
| Series 2017-375H Class A | Series 2017-375H Class A | Series 2017-375H Class A | Series 2017-375H Class A |
| 09/10/2037 | &nbsp;&nbsp; 3.475% | 5000000 | &nbsp;&nbsp; 4859008 |
| GS Mortgage Securities Corp. II<sup>(b)</sup>  | GS Mortgage Securities Corp. II<sup>(b)</sup>  | GS Mortgage Securities Corp. II<sup>(b)</sup>  | GS Mortgage Securities Corp. II<sup>(b)</sup>  |
| Series 2012-BWTR Class A | Series 2012-BWTR Class A | Series 2012-BWTR Class A | Series 2012-BWTR Class A |
| 11/05/2034 | &nbsp;&nbsp; 2.954% | 3661488 | &nbsp;&nbsp; 3170721 |
| GS Mortgage Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Corp. Trust<sup>(b),(e)</sup>  |
| Series 2024-RVR Class A | Series 2024-RVR Class A | Series 2024-RVR Class A | Series 2024-RVR Class A |
| 08/10/2029 | &nbsp;&nbsp; 5.198% | 10100000 | &nbsp;&nbsp; 10283712 |
| Series 2024-RVR Class B | Series 2024-RVR Class B | Series 2024-RVR Class B | Series 2024-RVR Class B |
| 08/10/2029 | &nbsp;&nbsp; 5.538% | 2569000 | &nbsp;&nbsp; 2616505 |
| GS Mortgage Securities Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Trust<sup>(b),(e)</sup>  | GS Mortgage Securities Trust<sup>(b),(e)</sup>  |
| Series 2013-PEMB Class A | Series 2013-PEMB Class A | Series 2013-PEMB Class A | Series 2013-PEMB Class A |
| 03/05/2033 | &nbsp;&nbsp; 3.550% | 2010000 | &nbsp;&nbsp; 1522575 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 |
| 05/10/2049 | &nbsp;&nbsp; 2.791% | 1263679 | &nbsp;&nbsp; 1259847 |
| Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 |
| 08/10/2050 | &nbsp;&nbsp; 3.167% | 10000000 | &nbsp;&nbsp; 9838100 |
| Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 |
| 11/10/2050 | &nbsp;&nbsp; 3.205% | 20000000 | &nbsp;&nbsp; 19691538 |
| Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 |
| 11/10/2052 | &nbsp;&nbsp; 3.048% | 3000000 | &nbsp;&nbsp; 2861337 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 |
| 02/13/2053 | &nbsp;&nbsp; 2.911% | 1810000 | &nbsp;&nbsp; 1708062 |
| Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B |
| 05/10/2052 | &nbsp;&nbsp; 3.970% | 1000000 | &nbsp;&nbsp; 908261 |
| HGI CRE CLO Ltd.<sup>(b),(c)</sup>  | HGI CRE CLO Ltd.<sup>(b),(c)</sup>  | HGI CRE CLO Ltd.<sup>(b),(c)</sup>  | HGI CRE CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2022-FL3 Class A | Series 2022-FL3 Class A | Series 2022-FL3 Class A | Series 2022-FL3 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.700% <br>Floor 1.700% <br>04/20/2037<br>| &nbsp;&nbsp; 5.992% | 546538 | &nbsp;&nbsp; 546554 |
| HTL Commercial Mortgage Trust<sup>(b),(e)</sup>  | HTL Commercial Mortgage Trust<sup>(b),(e)</sup>  | HTL Commercial Mortgage Trust<sup>(b),(e)</sup>  | HTL Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2024-T53 Class A | Series 2024-T53 Class A | Series 2024-T53 Class A | Series 2024-T53 Class A |
| 05/10/2039 | &nbsp;&nbsp; 5.876% | 5500000 | &nbsp;&nbsp; 5565293 |
| Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  |
| Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A |
| 07/10/2039 | &nbsp;&nbsp; 3.228% | 2160000 | &nbsp;&nbsp; 2065801 |
| Hudson Yards Mortgage Trust<sup>(b),(e)</sup>  | Hudson Yards Mortgage Trust<sup>(b),(e)</sup>  | Hudson Yards Mortgage Trust<sup>(b),(e)</sup>  | Hudson Yards Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-SPRL Class B | Series 2025-SPRL Class B | Series 2025-SPRL Class B | Series 2025-SPRL Class B |
| 01/13/2040 | &nbsp;&nbsp; 5.758% | 3617000 | &nbsp;&nbsp; 3755398 |
| Hudsons Bay Simon JV Trust<sup>(b)</sup>  | Hudsons Bay Simon JV Trust<sup>(b)</sup>  | Hudsons Bay Simon JV Trust<sup>(b)</sup>  | Hudsons Bay Simon JV Trust<sup>(b)</sup>  |
| Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 |
| 08/05/2034 | &nbsp;&nbsp; 4.155% | 1820000 | &nbsp;&nbsp; 1818188 |
| ILPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | ILPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | ILPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | ILPT Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2025-LPF2 Class C | Subordinated Series 2025-LPF2 Class C | Subordinated Series 2025-LPF2 Class C | Subordinated Series 2025-LPF2 Class C |
| 07/15/2042 | &nbsp;&nbsp; 5.829% | 2500000 | &nbsp;&nbsp; 2548284 |
| INTOWN Mortgage Trust<sup>(b),(c)</sup>  | INTOWN Mortgage Trust<sup>(b),(c)</sup>  | INTOWN Mortgage Trust<sup>(b),(c)</sup>  | INTOWN Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 2.250% <br>03/15/2042<br>| &nbsp;&nbsp; 6.209% | 1380000 | &nbsp;&nbsp; 1380002 |
| Series 2025-STAY Class D | Series 2025-STAY Class D | Series 2025-STAY Class D | Series 2025-STAY Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.850% <br>Floor 2.850%, Cap 2.850% <br>03/15/2042<br>| &nbsp;&nbsp; 6.809% | 6600000 | &nbsp;&nbsp; 6608227 |
| IP Mortgage Trust<sup>(b),(e)</sup>  | IP Mortgage Trust<sup>(b),(e)</sup>  | IP Mortgage Trust<sup>(b),(e)</sup>  | IP Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-IP Class A | Series 2025-IP Class A | Series 2025-IP Class A | Series 2025-IP Class A |
| 06/10/2042 | &nbsp;&nbsp; 5.425% | 4000000 | &nbsp;&nbsp; 4072317 |
| JPMCC_17-JP6 | JPMCC_17-JP6 | JPMCC_17-JP6 | JPMCC_17-JP6 |
| Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 |
| 07/15/2050 | &nbsp;&nbsp; 3.490% | 4872000 | &nbsp;&nbsp; 4767386 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| Series 2016-C4 Class A2 | Series 2016-C4 Class A2 | Series 2016-C4 Class A2 | Series 2016-C4 Class A2 |
| 12/15/2049 | &nbsp;&nbsp; 2.882% | 5094949 | &nbsp;&nbsp; 5007401 |
| Series 2017-C7 Class A5 | Series 2017-C7 Class A5 | Series 2017-C7 Class A5 | Series 2017-C7 Class A5 |
| 10/15/2050 | &nbsp;&nbsp; 3.409% | 1500000 | &nbsp;&nbsp; 1471378 |
| Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 |
| 11/13/2052 | &nbsp;&nbsp; 2.795% | 7500000 | &nbsp;&nbsp; 6984257 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  |
| Series 2018-WPT Class AFX | Series 2018-WPT Class AFX | Series 2018-WPT Class AFX | Series 2018-WPT Class AFX |
| 07/05/2033 | &nbsp;&nbsp; 4.248% | 13000000 | &nbsp;&nbsp; 12350260 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A |
| 06/05/2039 | &nbsp;&nbsp; 3.397% | 2110000 | &nbsp;&nbsp; 1991776 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b),(c)</sup>  |
| Series 2021-MHC Class B | Series 2021-MHC Class B | Series 2021-MHC Class B | Series 2021-MHC Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.414% <br>Floor 1.050% <br>04/15/2038<br>| &nbsp;&nbsp; 5.374% | 1700000 | &nbsp;&nbsp; 1698941 |
| Series 2025-BMS Class A | Series 2025-BMS Class A | Series 2025-BMS Class A | Series 2025-BMS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>01/15/2042<br>| &nbsp;&nbsp; 5.632% | 3915000 | &nbsp;&nbsp; 3907663 |
| Series 2025-BMS Class B | Series 2025-BMS Class B | Series 2025-BMS Class B | Series 2025-BMS Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 2.000% <br>01/15/2042<br>| &nbsp;&nbsp; 6.032% | 7000000 | &nbsp;&nbsp; 6973745 |
| KIND Commercial Mortgage Trust<sup>(b),(c)</sup>  | KIND Commercial Mortgage Trust<sup>(b),(c)</sup>  | KIND Commercial Mortgage Trust<sup>(b),(c)</sup>  | KIND Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.890% <br>Floor 1.890% <br>08/15/2041<br>| &nbsp;&nbsp; 5.922% | 2500000 | &nbsp;&nbsp; 2498434 |
| KSL Commercial Mortgage Trust<sup>(b),(c)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-HT2 Class B | Series 2024-HT2 Class B | Series 2024-HT2 Class B | Series 2024-HT2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.042% <br>Floor 2.042% <br>12/15/2039<br>| &nbsp;&nbsp; 6.001% | 4854537 | &nbsp;&nbsp; 4846948 |
| KSL Commercial Mortgage Trust<sup>(b),(c),(d)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c),(d)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c),(d)</sup>  | KSL Commercial Mortgage Trust<sup>(b),(c),(d)</sup>  |
| Series 2025-MH Class A | Series 2025-MH Class A | Series 2025-MH Class A | Series 2025-MH Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.594% <br>Floor 1.594% <br>12/15/2042<br>| &nbsp;&nbsp; 5.544% | 1000000 | &nbsp;&nbsp; 997257 |
| Ladder Capital Commercial Mortgage<sup>(b)</sup>  | Ladder Capital Commercial Mortgage<sup>(b)</sup>  | Ladder Capital Commercial Mortgage<sup>(b)</sup>  | Ladder Capital Commercial Mortgage<sup>(b)</sup>  |
| Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 |
| 07/12/2050 | &nbsp;&nbsp; 3.551% | 4500000 | &nbsp;&nbsp; 4431348 |
| Life Mortgage Trust<sup>(b),(c)</sup>  | Life Mortgage Trust<sup>(b),(c)</sup>  | Life Mortgage Trust<sup>(b),(c)</sup>  | Life Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.295% <br>Floor 1.295% <br>05/15/2039<br>| &nbsp;&nbsp; 5.254% | 1500000 | &nbsp;&nbsp; 1445625 |
| LoanCore Issuer LLC<sup>(b),(c)</sup>  | LoanCore Issuer LLC<sup>(b),(c)</sup>  | LoanCore Issuer LLC<sup>(b),(c)</sup>  | LoanCore Issuer LLC<sup>(b),(c)</sup>  |
| Series 2025-CRE8 Class A | Series 2025-CRE8 Class A | Series 2025-CRE8 Class A | Series 2025-CRE8 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.385% <br>Floor 1.385% <br>08/17/2042<br>| &nbsp;&nbsp; 5.344% | 2000000 | &nbsp;&nbsp; 1998755 |
| LSTAR Commercial Mortgage Trust<sup>(b)</sup>  | LSTAR Commercial Mortgage Trust<sup>(b)</sup>  | LSTAR Commercial Mortgage Trust<sup>(b)</sup>  | LSTAR Commercial Mortgage Trust<sup>(b)</sup>  |
| Series 2017-5 Class A4 | Series 2017-5 Class A4 | Series 2017-5 Class A4 | Series 2017-5 Class A4 |
| 03/10/2050 | &nbsp;&nbsp; 3.390% | 800000 | &nbsp;&nbsp; 787611 |
| MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C |
| 10/15/2042 | &nbsp;&nbsp; 5.631% | 3620000 | &nbsp;&nbsp; 3652185 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MED Commercial Mortgage Trust<sup>(b),(c)</sup>  | MED Commercial Mortgage Trust<sup>(b),(c)</sup>  | MED Commercial Mortgage Trust<sup>(b),(c)</sup>  | MED Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-MOB Class A | Series 2024-MOB Class A | Series 2024-MOB Class A | Series 2024-MOB Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.592% <br>Floor 1.592% <br>05/15/2041<br>| &nbsp;&nbsp; 5.551% | 5200000 | &nbsp;&nbsp; 5181820 |
| MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  | MF1 LLC<sup>(b),(c)</sup>  |
| Series 2022-FL9 Class A | Series 2022-FL9 Class A | Series 2022-FL9 Class A | Series 2022-FL9 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.150% <br>Floor 2.150% <br>06/19/2037<br>| &nbsp;&nbsp; 6.110% | 2127332 | &nbsp;&nbsp; 2127996 |
| Series 2025-FL17 Class A | Series 2025-FL17 Class A | Series 2025-FL17 Class A | Series 2025-FL17 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.320% <br>Floor 1.320% <br>02/18/2040<br>| &nbsp;&nbsp; 5.283% | 2850000 | &nbsp;&nbsp; 2849992 |
| Series 2025-FL19 Class A | Series 2025-FL19 Class A | Series 2025-FL19 Class A | Series 2025-FL19 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.488% <br>Floor 1.488% <br>05/18/2042<br>| &nbsp;&nbsp; 5.520% | 3000000 | &nbsp;&nbsp; 3007451 |
| Series 2025-FL20 Class A | Series 2025-FL20 Class A | Series 2025-FL20 Class A | Series 2025-FL20 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.450% <br>Floor 1.450% <br>08/18/2037<br>| &nbsp;&nbsp; 5.482% | 4250000 | &nbsp;&nbsp; 4257918 |
| MHP Commercial Mortgage Trust<sup>(b),(c)</sup>  | MHP Commercial Mortgage Trust<sup>(b),(c)</sup>  | MHP Commercial Mortgage Trust<sup>(b),(c)</sup>  | MHP Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-MHIL2 Class C | Series 2025-MHIL2 Class C | Series 2025-MHIL2 Class C | Series 2025-MHIL2 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.050% <br>Floor 2.050% <br>09/15/2030<br>| &nbsp;&nbsp; 6.059% | 1000000 | &nbsp;&nbsp; 998981 |
| Series 2025-MHIL2 Class D | Series 2025-MHIL2 Class D | Series 2025-MHIL2 Class D | Series 2025-MHIL2 Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.650% <br>Floor 2.650% <br>09/15/2030<br>| &nbsp;&nbsp; 6.709% | 1500000 | &nbsp;&nbsp; 1499152 |
| MHP MHIL<sup>(b),(c)</sup>  | MHP MHIL<sup>(b),(c)</sup>  | MHP MHIL<sup>(b),(c)</sup>  | MHP MHIL<sup>(b),(c)</sup>  |
| Subordinated Series 2022 Class E | Subordinated Series 2022 Class E | Subordinated Series 2022 Class E | Subordinated Series 2022 Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.611% <br>Floor 2.611% <br>01/15/2027<br>| &nbsp;&nbsp; 6.570% | 2400000 | &nbsp;&nbsp; 2397000 |
| MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  |
| Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A |
| 02/12/2040 | &nbsp;&nbsp; 2.694% | 1575000 | &nbsp;&nbsp; 1421300 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| Series 2016-C30 Class A5 | Series 2016-C30 Class A5 | Series 2016-C30 Class A5 | Series 2016-C30 Class A5 |
| 09/15/2049 | &nbsp;&nbsp; 2.860% | 3010000 | &nbsp;&nbsp; 2966510 |
| Series 2017-C34 Class A4 | Series 2017-C34 Class A4 | Series 2017-C34 Class A4 | Series 2017-C34 Class A4 |
| 11/15/2052 | &nbsp;&nbsp; 3.536% | 2285000 | &nbsp;&nbsp; 2255856 |
| Morgan Stanley Bank of America Merrill Lynch Trust<sup>(e)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(e)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(e)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(e)</sup>  |
| Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B |
| 12/15/2047 | &nbsp;&nbsp; 4.363% | 1000000 | &nbsp;&nbsp; 985000 |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust |
| Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 |
| 08/15/2049 | &nbsp;&nbsp; 2.531% | 8300158 | &nbsp;&nbsp; 8205153 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 |
| 07/15/2053 | &nbsp;&nbsp; 2.041% | 781000 | &nbsp;&nbsp; 708629 |
| Morgan Stanley Capital I Trust<sup>(e),(f)</sup>  | Morgan Stanley Capital I Trust<sup>(e),(f)</sup>  | Morgan Stanley Capital I Trust<sup>(e),(f)</sup>  | Morgan Stanley Capital I Trust<sup>(e),(f)</sup>  |
| Series 2021-L5 Class XA | Series 2021-L5 Class XA | Series 2021-L5 Class XA | Series 2021-L5 Class XA |
| 05/15/2054 | &nbsp;&nbsp; 1.261% | 31252730 | &nbsp;&nbsp; 1367182 |
| MTN Commercial Mortgage Trust<sup>(b),(c)</sup>  | MTN Commercial Mortgage Trust<sup>(b),(c)</sup>  | MTN Commercial Mortgage Trust<sup>(b),(c)</sup>  | MTN Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2022-LPFL Class A | Series 2022-LPFL Class A | Series 2022-LPFL Class A | Series 2022-LPFL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.397% <br>Floor 1.397% <br>03/15/2039<br>| &nbsp;&nbsp; 5.356% | 2000000 | &nbsp;&nbsp; 2001250 |
| NJ Trust<sup>(b),(e)</sup>  | NJ Trust<sup>(b),(e)</sup>  | NJ Trust<sup>(b),(e)</sup>  | NJ Trust<sup>(b),(e)</sup>  |
| Series 2023-GSP Class A | Series 2023-GSP Class A | Series 2023-GSP Class A | Series 2023-GSP Class A |
| 01/06/2029 | &nbsp;&nbsp; 6.481% | 6800000 | &nbsp;&nbsp; 7148363 |
| NRTH Commercial Mortgage Trust<sup>(b),(c)</sup>  | NRTH Commercial Mortgage Trust<sup>(b),(c)</sup>  | NRTH Commercial Mortgage Trust<sup>(b),(c)</sup>  | NRTH Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2025-PARK Class B | Subordinated Series 2025-PARK Class B | Subordinated Series 2025-PARK Class B | Subordinated Series 2025-PARK Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.643% <br>Floor 1.643% <br>10/15/2040<br>| &nbsp;&nbsp; 5.793% | 6250000 | &nbsp;&nbsp; 6246429 |
| NXPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | NXPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | NXPT Commercial Mortgage Trust<sup>(b),(e)</sup>  | NXPT Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2024-STOR Class B | Series 2024-STOR Class B | Series 2024-STOR Class B | Series 2024-STOR Class B |
| 11/01/2041 | &nbsp;&nbsp; 4.648% | 5000000 | &nbsp;&nbsp; 4982591 |
| NYC Commercial Mortgage Trust<sup>(b),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(b),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(b),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-11X Class B | Series 2025-11X Class B | Series 2025-11X Class B | Series 2025-11X Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.093% <br>Floor 2.093% <br>10/15/2040<br>| &nbsp;&nbsp; 6.193% | 2500000 | &nbsp;&nbsp; 2503129 |
| Series 2025-3BP Class A | Series 2025-3BP Class A | Series 2025-3BP Class A | Series 2025-3BP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.213% <br>02/15/2042<br>| &nbsp;&nbsp; 5.245% | 3500000 | &nbsp;&nbsp; 3476089 |
| Series 2025-3BP Class C | Series 2025-3BP Class C | Series 2025-3BP Class C | Series 2025-3BP Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.892% <br>Floor 1.892% <br>02/15/2042<br>| &nbsp;&nbsp; 5.924% | 1500000 | &nbsp;&nbsp; 1496266 |
| ONNI Commercial Mortgage Trust<sup>(b),(e)</sup>  | ONNI Commercial Mortgage Trust<sup>(b),(e)</sup>  | ONNI Commercial Mortgage Trust<sup>(b),(e)</sup>  | ONNI Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A |
| 07/15/2039 | &nbsp;&nbsp; 5.567% | 2500000 | &nbsp;&nbsp; 2546005 |
| ORL Trust<sup>(b),(c)</sup>  | ORL Trust<sup>(b),(c)</sup>  | ORL Trust<sup>(b),(c)</sup>  | ORL Trust<sup>(b),(c)</sup>  |
| Series 2024-GLKS Class C | Series 2024-GLKS Class C | Series 2024-GLKS Class C | Series 2024-GLKS Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.291% <br>Floor 2.291% <br>12/15/2039<br>| &nbsp;&nbsp; 6.250% | 5000000 | &nbsp;&nbsp; 5004688 |
| PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  |
| Series 2024-11 Class A | Series 2024-11 Class A | Series 2024-11 Class A | Series 2024-11 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.832% <br>Floor 1.832% <br>09/17/2039<br>| &nbsp;&nbsp; 5.804% | 1994726 | &nbsp;&nbsp; 2000492 |
| PRM Trust<sup>(b),(e)</sup>  | PRM Trust<sup>(b),(e)</sup>  | PRM Trust<sup>(b),(e)</sup>  | PRM Trust<sup>(b),(e)</sup>  |
| Series 2025-PRM6 Class A | Series 2025-PRM6 Class A | Series 2025-PRM6 Class A | Series 2025-PRM6 Class A |
| 07/05/2033 | &nbsp;&nbsp; 4.480% | 1000000 | &nbsp;&nbsp; 997736 |
| Series 2025-PRM6 Class C | Series 2025-PRM6 Class C | Series 2025-PRM6 Class C | Series 2025-PRM6 Class C |
| 07/05/2033 | &nbsp;&nbsp; 5.008% | 1000000 | &nbsp;&nbsp; 996500 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-PRM6 Class D | Series 2025-PRM6 Class D | Series 2025-PRM6 Class D | Series 2025-PRM6 Class D |
| 07/05/2033 | &nbsp;&nbsp; 5.677% | 2000000 | &nbsp;&nbsp; 2006762 |
| PRM7 Trust<sup>(b),(e)</sup>  | PRM7 Trust<sup>(b),(e)</sup>  | PRM7 Trust<sup>(b),(e)</sup>  | PRM7 Trust<sup>(b),(e)</sup>  |
| Subordinated Series 2025-PRM7 Class D | Subordinated Series 2025-PRM7 Class D | Subordinated Series 2025-PRM7 Class D | Subordinated Series 2025-PRM7 Class D |
| 11/10/2042 | &nbsp;&nbsp; 5.850% | 3000000 | &nbsp;&nbsp; 2996902 |
| RFM Re-REMIC Trust<sup>(b),(h)</sup>  | RFM Re-REMIC Trust<sup>(b),(h)</sup>  | RFM Re-REMIC Trust<sup>(b),(h)</sup>  | RFM Re-REMIC Trust<sup>(b),(h)</sup>  |
| Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 |
| 11/08/2049 | &nbsp;&nbsp; 0.000% | 450000 | &nbsp;&nbsp; 410841 |
| RFR Trust<sup>(b),(e)</sup>  | RFR Trust<sup>(b),(e)</sup>  | RFR Trust<sup>(b),(e)</sup>  | RFR Trust<sup>(b),(e)</sup>  |
| Series 2025-SGRM Class A | Series 2025-SGRM Class A | Series 2025-SGRM Class A | Series 2025-SGRM Class A |
| 03/11/2029 | &nbsp;&nbsp; 5.379% | 8180000 | &nbsp;&nbsp; 8368869 |
| SCG Trust<sup>(b),(c)</sup>  | SCG Trust<sup>(b),(c)</sup>  | SCG Trust<sup>(b),(c)</sup>  | SCG Trust<sup>(b),(c)</sup>  |
| Series 2025-SNIP Class A | Series 2025-SNIP Class A | Series 2025-SNIP Class A | Series 2025-SNIP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>Floor 1.500% <br>09/15/2030<br>| &nbsp;&nbsp; 5.532% | 5000000 | &nbsp;&nbsp; 4999996 |
| SCOTT Trust<sup>(b)</sup>  | SCOTT Trust<sup>(b)</sup>  | SCOTT Trust<sup>(b)</sup>  | SCOTT Trust<sup>(b)</sup>  |
| Series 2023-SFS Class A | Series 2023-SFS Class A | Series 2023-SFS Class A | Series 2023-SFS Class A |
| 03/15/2040 | &nbsp;&nbsp; 5.910% | 3340000 | &nbsp;&nbsp; 3429388 |
| SDAL Trust<sup>(b),(c)</sup>  | SDAL Trust<sup>(b),(c)</sup>  | SDAL Trust<sup>(b),(c)</sup>  | SDAL Trust<sup>(b),(c)</sup>  |
| Series 2025-DAL Class A | Series 2025-DAL Class A | Series 2025-DAL Class A | Series 2025-DAL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.441% <br>Floor 2.441% <br>04/15/2030<br>| &nbsp;&nbsp; 6.474% | 1000000 | &nbsp;&nbsp; 1006717 |
| SDR Commercial Mortgage Trust<sup>(b),(c)</sup>  | SDR Commercial Mortgage Trust<sup>(b),(c)</sup>  | SDR Commercial Mortgage Trust<sup>(b),(c)</sup>  | SDR Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.741% <br>Floor 1.741% <br>05/15/2039<br>| &nbsp;&nbsp; 5.773% | 2500000 | &nbsp;&nbsp; 2493758 |
| SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust |
| Series 2016-C5 Class A4 | Series 2016-C5 Class A4 | Series 2016-C5 Class A4 | Series 2016-C5 Class A4 |
| 10/10/2048 | &nbsp;&nbsp; 3.055% | 5120000 | &nbsp;&nbsp; 5056969 |
| SMRT Commercial Mortgage Trust<sup>(b),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(b),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(b),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 1.950% <br>Floor 1.950% <br>01/15/2039<br>| &nbsp;&nbsp; 5.909% | 3850000 | &nbsp;&nbsp; 3830838 |
| SPGN TFLM Mortgage Trust<sup>(b),(c)</sup>  | SPGN TFLM Mortgage Trust<sup>(b),(c)</sup>  | SPGN TFLM Mortgage Trust<sup>(b),(c)</sup>  | SPGN TFLM Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2022 Class A | Series 2022 Class A | Series 2022 Class A | Series 2022 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.550% <br>Floor 1.550% <br>02/15/2039<br>| &nbsp;&nbsp; 5.509% | 5670000 | &nbsp;&nbsp; 5657330 |
| SREIT Trust<sup>(b),(c)</sup>  | SREIT Trust<sup>(b),(c)</sup>  | SREIT Trust<sup>(b),(c)</sup>  | SREIT Trust<sup>(b),(c)</sup>  |
| Series 2021-MFP2 Class A | Series 2021-MFP2 Class A | Series 2021-MFP2 Class A | Series 2021-MFP2 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.936% <br>Floor 0.822% <br>11/15/2036<br>| &nbsp;&nbsp; 4.895% | 11890000 | &nbsp;&nbsp; 11878939 |
| Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.286% <br>Floor 1.171% <br>11/15/2036<br>| &nbsp;&nbsp; 5.245% | 4538000 | &nbsp;&nbsp; 4533778 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.024% <br>Floor 1.910% <br>10/15/2034<br>| &nbsp;&nbsp; 5.983% | 6275000 | &nbsp;&nbsp; 6257416 |
| Starwood Retail Property Trust<sup>(b),(c)</sup>  | Starwood Retail Property Trust<sup>(b),(c)</sup>  | Starwood Retail Property Trust<sup>(b),(c)</sup>  | Starwood Retail Property Trust<sup>(b),(c)</sup>  |
| Series 2014-STAR Class A | Series 2014-STAR Class A | Series 2014-STAR Class A | Series 2014-STAR Class A |
| &nbsp;&nbsp; Prime Rate + -0.882% <br>Floor 1.470% <br>11/15/2027<br>| &nbsp;&nbsp; 6.118% | 2124670 | &nbsp;&nbsp; 1284385 |
| STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  |
| Series 2025-FL4 Class AS | Series 2025-FL4 Class AS | Series 2025-FL4 Class AS | Series 2025-FL4 Class AS |
| &nbsp;&nbsp; 1-month Term SOFR + 1.700% <br>Floor 1.700% <br>11/19/2042<br>| &nbsp;&nbsp; 5.700% | 1800000 | &nbsp;&nbsp; 1799995 |
| Series 2025-FL4 Class B | Series 2025-FL4 Class B | Series 2025-FL4 Class B | Series 2025-FL4 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.950% <br>Floor 1.950% <br>11/19/2042<br>| &nbsp;&nbsp; 5.950% | 1000000 | &nbsp;&nbsp; 999997 |
| SWCH Commercial Mortgage Trust<sup>(b),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(b),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(b),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-DATA Class B | Series 2025-DATA Class B | Series 2025-DATA Class B | Series 2025-DATA Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.842% <br>Floor 1.842% <br>03/15/2042<br>| &nbsp;&nbsp; 5.875% | 2500000 | &nbsp;&nbsp; 2469317 |
| Series 2025-DATA Class C | Series 2025-DATA Class C | Series 2025-DATA Class C | Series 2025-DATA Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.092% <br>Floor 2.042% <br>03/15/2042<br>| &nbsp;&nbsp; 6.124% | 2500000 | &nbsp;&nbsp; 2474421 |
| TCO Commercial Mortgage Trust<sup>(b),(c)</sup>  | TCO Commercial Mortgage Trust<sup>(b),(c)</sup>  | TCO Commercial Mortgage Trust<sup>(b),(c)</sup>  | TCO Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2024-DPM Class A | Series 2024-DPM Class A | Series 2024-DPM Class A | Series 2024-DPM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.243% <br>Floor 1.243% <br>12/15/2039<br>| &nbsp;&nbsp; 5.259% | 2535000 | &nbsp;&nbsp; 2534999 |
| THPT Mortgage Trust<sup>(b),(e)</sup>  | THPT Mortgage Trust<sup>(b),(e)</sup>  | THPT Mortgage Trust<sup>(b),(e)</sup>  | THPT Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2023-THL Class A | Series 2023-THL Class A | Series 2023-THL Class A | Series 2023-THL Class A |
| 12/10/2034 | &nbsp;&nbsp; 6.994% | 4418311 | &nbsp;&nbsp; 4475916 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| Series 2018-C10 Class A3 | Series 2018-C10 Class A3 | Series 2018-C10 Class A3 | Series 2018-C10 Class A3 |
| 05/15/2051 | &nbsp;&nbsp; 4.048% | 4698987 | &nbsp;&nbsp; 4660871 |
| VTR Commercial Mortgage Trust<sup>(b),(e)</sup>  | VTR Commercial Mortgage Trust<sup>(b),(e)</sup>  | VTR Commercial Mortgage Trust<sup>(b),(e)</sup>  | VTR Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-STEM Class A | Series 2025-STEM Class A | Series 2025-STEM Class A | Series 2025-STEM Class A |
| 10/13/2041 | &nbsp;&nbsp; 5.034% | 5000000 | &nbsp;&nbsp; 5035853 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| Series 2017-C39 Class A4 | Series 2017-C39 Class A4 | Series 2017-C39 Class A4 | Series 2017-C39 Class A4 |
| 09/15/2050 | &nbsp;&nbsp; 3.157% | 10065000 | &nbsp;&nbsp; 9870831 |
| Series 2020-C55 Class A5 | Series 2020-C55 Class A5 | Series 2020-C55 Class A5 | Series 2020-C55 Class A5 |
| 02/15/2053 | &nbsp;&nbsp; 2.725% | 3407709 | &nbsp;&nbsp; 3197299 |
| Series 2021-C61 Class A4 | Series 2021-C61 Class A4 | Series 2021-C61 Class A4 | Series 2021-C61 Class A4 |
| 11/15/2054 | &nbsp;&nbsp; 2.658% | 7990000 | &nbsp;&nbsp; 7205327 |
| Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C |
| 04/15/2054 | &nbsp;&nbsp; 3.284% | 2590000 | &nbsp;&nbsp; 2156805 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Wells Fargo Commercial Mortgage Trust<sup>(e),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e),(f)</sup>  |
| Series 2021-C59 Class XA | Series 2021-C59 Class XA | Series 2021-C59 Class XA | Series 2021-C59 Class XA |
| 04/15/2054 | &nbsp;&nbsp; 1.483% | 20022775 | &nbsp;&nbsp; 1145443 |
| Series 2021-C60 Class XA | Series 2021-C60 Class XA | Series 2021-C60 Class XA | Series 2021-C60 Class XA |
| 08/15/2054 | &nbsp;&nbsp; 1.492% | 3989585 | &nbsp;&nbsp; 267422 |
| Wells Fargo Commercial Mortgage Trust<sup>(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(e)</sup>  |
| Series 2022-C62 Class A4 | Series 2022-C62 Class A4 | Series 2022-C62 Class A4 | Series 2022-C62 Class A4 |
| 04/15/2055 | &nbsp;&nbsp; 4.000% | 5330000 | &nbsp;&nbsp; 5128317 |
| Series 2025-5C5 Class C | Series 2025-5C5 Class C | Series 2025-5C5 Class C | Series 2025-5C5 Class C |
| 07/15/2058 | &nbsp;&nbsp; 6.014% | 1250000 | &nbsp;&nbsp; 1265245 |
| Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B |
| 03/15/2059 | &nbsp;&nbsp; 4.506% | 3005000 | &nbsp;&nbsp; 2971556 |
| Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B |
| 11/15/2050 | &nbsp;&nbsp; 4.188% | 1690000 | &nbsp;&nbsp; 1616617 |
| Wells Fargo Commercial Mortgage Trust<sup>(b),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2024-1CHI Class A | Series 2024-1CHI Class A | Series 2024-1CHI Class A | Series 2024-1CHI Class A |
| 07/15/2035 | &nbsp;&nbsp; 5.308% | 6000000 | &nbsp;&nbsp; 6061750 |
| Series 2025-VTT Class C | Series 2025-VTT Class C | Series 2025-VTT Class C | Series 2025-VTT Class C |
| 03/15/2038 | &nbsp;&nbsp; 5.834% | 2500000 | &nbsp;&nbsp; 2517241 |
| Wells Fargo Commercial Mortgage Trust<sup>(b),(c)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(c)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(c)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-B33RP Class A | Series 2025-B33RP Class A | Series 2025-B33RP Class A | Series 2025-B33RP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>08/15/2042<br>| &nbsp;&nbsp; 5.382% | 5000000 | &nbsp;&nbsp; 4998436 |
| Series 2025-DWHP Class B | Series 2025-DWHP Class B | Series 2025-DWHP Class B | Series 2025-DWHP Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.841% <br>Floor 2.841% <br>04/15/2038<br>| &nbsp;&nbsp; 6.800% | 2000000 | &nbsp;&nbsp; 2003148 |
| WHARF Commercial Mortgage Trust<sup>(b),(e)</sup>  | WHARF Commercial Mortgage Trust<sup>(b),(e)</sup>  | WHARF Commercial Mortgage Trust<sup>(b),(e)</sup>  | WHARF Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-DC Class A | Series 2025-DC Class A | Series 2025-DC Class A | Series 2025-DC Class A |
| 07/15/2040 | &nbsp;&nbsp; 5.350% | 5000000 | &nbsp;&nbsp; 5171250 |
| WSTN Trust<sup>(b),(e)</sup>  | WSTN Trust<sup>(b),(e)</sup>  | WSTN Trust<sup>(b),(e)</sup>  | WSTN Trust<sup>(b),(e)</sup>  |
| Series 2023-MAUI Class A | Series 2023-MAUI Class A | Series 2023-MAUI Class A | Series 2023-MAUI Class A |
| 07/05/2037 | &nbsp;&nbsp; 6.297% | 2500000 | &nbsp;&nbsp; 2545378 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,000,931,645) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,000,931,645) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,000,931,645) | &nbsp;&nbsp; **995948295** |

---

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** | **Common Stocks 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** |
| Digicel Ltd.<sup>(i)</sup> <br>| &nbsp;&nbsp; 59381 | &nbsp;&nbsp; 1076281 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **1076281** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Energy 0.0%** | **Energy 0.0%** | **Energy 0.0%** |
| **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** |
| Prairie Provident Resources, Inc.<sup>(i),(j)</sup> <br>| &nbsp;&nbsp; 1728 | &nbsp;&nbsp; 28 |
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **28** |
| **Financials 0.0%** | **Financials 0.0%** | **Financials 0.0%** |
| **Financial Services 0.0%** | **Financial Services 0.0%** | **Financial Services 0.0%** |
| DSG TopCo, Inc.<sup>(i)</sup> <br>| &nbsp;&nbsp; 54244 | &nbsp;&nbsp; 280252 |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **280252** |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** |
| **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** |
| Yeoman Capital SA<sup>(b),(i),(j),(k)</sup> <br>| &nbsp;&nbsp; 132091 | &nbsp;&nbsp; 660455 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **660455** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $778,772) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $778,772) | &nbsp;&nbsp; **2017016** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Convertible Bonds**<sup>(a)</sup> **0.0%** | **Convertible Bonds**<sup>(a)</sup> **0.0%** | **Convertible Bonds**<sup>(a)</sup> **0.0%** | **Convertible Bonds**<sup>(a)</sup> **0.0%** | **Convertible Bonds**<sup>(a)</sup> **0.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Banking 0.0%** | **Banking 0.0%** | **Banking 0.0%** | **Banking 0.0%** | **Banking 0.0%** |
| Lloyds Banking Group PLC<sup>(l),(m)</sup>  | Lloyds Banking Group PLC<sup>(l),(m)</sup>  | Lloyds Banking Group PLC<sup>(l),(m)</sup>  | Lloyds Banking Group PLC<sup>(l),(m)</sup>  | Lloyds Banking Group PLC<sup>(l),(m)</sup>  |
|  | &nbsp;&nbsp; 8.000% |  | 1395000 | &nbsp;&nbsp; 1501518 |
| UBS Group AG<sup>(b),(l),(m)</sup>  | UBS Group AG<sup>(b),(l),(m)</sup>  | UBS Group AG<sup>(b),(l),(m)</sup>  | UBS Group AG<sup>(b),(l),(m)</sup>  | UBS Group AG<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 9.250% |  | 594000 | &nbsp;&nbsp; 649856 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2151374** |
| **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** |
| Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  |
| 01/17/2029 | &nbsp;&nbsp; 2.375% | EUR | 1400000 | &nbsp;&nbsp; 1579437 |
| **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** |
| Worldline SA<sup>(b),(h)</sup>  | Worldline SA<sup>(b),(h)</sup>  | Worldline SA<sup>(b),(h)</sup>  | Worldline SA<sup>(b),(h)</sup>  | Worldline SA<sup>(b),(h)</sup>  |
| 07/30/2026 | &nbsp;&nbsp; 0.000% | EUR | 1814462 | &nbsp;&nbsp; 2044355 |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $5,286,862) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $5,286,862) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $5,286,862) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $5,286,862) | &nbsp;&nbsp; **5775166** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Preferred Stocks 0.0%** | **Convertible Preferred Stocks 0.0%** | **Convertible Preferred Stocks 0.0%** | **Convertible Preferred Stocks 0.0%** |
| **Issuer** |  | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** |
| Digicel Ltd.<sup>(j),(k),(n)</sup> <br>| &nbsp;&nbsp; 6.750% | &nbsp;&nbsp; 3868 | &nbsp;&nbsp; 38680 |
| **Total Communication Services** | **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **38680** |
| &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $38,680) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $38,680) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $38,680) | &nbsp;&nbsp; **38680** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **27.8%** | **Corporate Bonds & Notes**<sup>(a)</sup> **27.8%** | **Corporate Bonds & Notes**<sup>(a)</sup> **27.8%** | **Corporate Bonds & Notes**<sup>(a)</sup> **27.8%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** |
| BAE Systems PLC<sup>(b)</sup>  | BAE Systems PLC<sup>(b)</sup>  | BAE Systems PLC<sup>(b)</sup>  | BAE Systems PLC<sup>(b)</sup>  |
| 03/26/2029 | &nbsp;&nbsp; 5.125% | 1428000 | &nbsp;&nbsp; 1474517 |
| 04/15/2030 | &nbsp;&nbsp; 3.400% | 690000 | &nbsp;&nbsp; 667905 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 02/04/2026 | &nbsp;&nbsp; 2.196% | 16175000 | &nbsp;&nbsp; 16113126 |
| 02/01/2031 | &nbsp;&nbsp; 3.625% | 2375000 | &nbsp;&nbsp; 2281410 |
| 02/01/2035 | &nbsp;&nbsp; 3.250% | 4659000 | &nbsp;&nbsp; 4076239 |
| 03/01/2047 | &nbsp;&nbsp; 3.650% | 1060000 | &nbsp;&nbsp; 782238 |
| 03/01/2048 | &nbsp;&nbsp; 3.625% | 3800000 | &nbsp;&nbsp; 2745113 |
| 05/01/2049 | &nbsp;&nbsp; 3.900% | 2010000 | &nbsp;&nbsp; 1518554 |
| 05/01/2054 | &nbsp;&nbsp; 6.858% | 139000 | &nbsp;&nbsp; 158367 |
| 08/01/2059 | &nbsp;&nbsp; 3.950% | 3500000 | &nbsp;&nbsp; 2521442 |
| 05/01/2060 | &nbsp;&nbsp; 5.930% | 601000 | &nbsp;&nbsp; 595295 |
| 05/01/2064 | &nbsp;&nbsp; 7.008% | 808000 | &nbsp;&nbsp; 925569 |
| Bombardier, Inc.<sup>(b)</sup>  | Bombardier, Inc.<sup>(b)</sup>  | Bombardier, Inc.<sup>(b)</sup>  | Bombardier, Inc.<sup>(b)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 7.875% | 303000 | &nbsp;&nbsp; 303000 |
| 02/01/2029 | &nbsp;&nbsp; 7.500% | 375000 | &nbsp;&nbsp; 391276 |
| 07/01/2031 | &nbsp;&nbsp; 7.250% | 1020000 | &nbsp;&nbsp; 1086372 |
| 06/15/2033 | &nbsp;&nbsp; 6.750% | 940000 | &nbsp;&nbsp; 993666 |
| General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 0.742% <br>08/15/2036<br>| &nbsp;&nbsp; 4.593% | 5380000 | &nbsp;&nbsp; 5059091 |
| HEICO Corp. | HEICO Corp. | HEICO Corp. | HEICO Corp. |
| 08/01/2028 | &nbsp;&nbsp; 5.250% | 1362000 | &nbsp;&nbsp; 1404096 |
| Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. |
| 08/16/2028 | &nbsp;&nbsp; 2.043% | 6666000 | &nbsp;&nbsp; 6301502 |
| 05/01/2030 | &nbsp;&nbsp; 4.200% | 2098000 | &nbsp;&nbsp; 2077701 |
| TransDigm, Inc.<sup>(b)</sup>  | TransDigm, Inc.<sup>(b)</sup>  | TransDigm, Inc.<sup>(b)</sup>  | TransDigm, Inc.<sup>(b)</sup>  |
| 01/31/2034 | &nbsp;&nbsp; 6.750% | 775000 | &nbsp;&nbsp; 810580 |
| United Technologies Corp. | United Technologies Corp. | United Technologies Corp. | United Technologies Corp. |
| 11/16/2038 | &nbsp;&nbsp; 4.450% | 576000 | &nbsp;&nbsp; 547445 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **52834504** |
| **Airlines 0.2%** | **Airlines 0.2%** | **Airlines 0.2%** | **Airlines 0.2%** |
| American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust |
| Series 2015-2 Class AA | Series 2015-2 Class AA | Series 2015-2 Class AA | Series 2015-2 Class AA |
| 09/22/2027 | &nbsp;&nbsp; 3.600% | 50592 | &nbsp;&nbsp; 49778 |
| Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA |
| 07/15/2029 | &nbsp;&nbsp; 3.575% | 309417 | &nbsp;&nbsp; 304400 |
| Series 2016-2 Class AA | Series 2016-2 Class AA | Series 2016-2 Class AA | Series 2016-2 Class AA |
| 06/15/2028 | &nbsp;&nbsp; 3.200% | 358130 | &nbsp;&nbsp; 348264 |
| Series 2017-2 Class AA | Series 2017-2 Class AA | Series 2017-2 Class AA | Series 2017-2 Class AA |
| 10/15/2029 | &nbsp;&nbsp; 3.350% | 952909 | &nbsp;&nbsp; 918586 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(b)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(b)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(b)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(b)</sup>  |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 1050000 | &nbsp;&nbsp; 1060277 |
| Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust |
| 06/10/2028 | &nbsp;&nbsp; 2.000% | 4731955 | &nbsp;&nbsp; 4546792 |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. |
| 07/10/2030 | &nbsp;&nbsp; 5.250% | 1288000 | &nbsp;&nbsp; 1322580 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(b)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(b)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(b)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(b)</sup>  |
| 10/20/2028 | &nbsp;&nbsp; 4.750% | 7222978 | &nbsp;&nbsp; 7270786 |
| Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. |
| 06/15/2027 | &nbsp;&nbsp; 5.125% | 1665000 | &nbsp;&nbsp; 1683409 |
| 11/15/2028 | &nbsp;&nbsp; 4.375% | 3270000 | &nbsp;&nbsp; 3269824 |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A |
| 01/15/2036 | &nbsp;&nbsp; 5.800% | 4472663 | &nbsp;&nbsp; 4695239 |
| United Airlines, Inc.<sup>(b)</sup>  | United Airlines, Inc.<sup>(b)</sup>  | United Airlines, Inc.<sup>(b)</sup>  | United Airlines, Inc.<sup>(b)</sup>  |
| 04/15/2026 | &nbsp;&nbsp; 4.375% | 2775000 | &nbsp;&nbsp; 2770549 |
| 04/15/2029 | &nbsp;&nbsp; 4.625% | 690000 | &nbsp;&nbsp; 687035 |
| United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust |
| 10/15/2027 | &nbsp;&nbsp; 5.875% | 242462 | &nbsp;&nbsp; 247982 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **29175501** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 02/15/2028 | &nbsp;&nbsp; 4.250% | 199000 | &nbsp;&nbsp; 199478 |
| 04/15/2032 | &nbsp;&nbsp; 3.625% | 208000 | &nbsp;&nbsp; 196242 |
| 02/01/2034 | &nbsp;&nbsp; 5.500% | 1353000 | &nbsp;&nbsp; 1402016 |
| 07/15/2051 | &nbsp;&nbsp; 3.375% | 755000 | &nbsp;&nbsp; 516079 |
| Camden Property Trust | Camden Property Trust | Camden Property Trust | Camden Property Trust |
| 11/03/2026 | &nbsp;&nbsp; 5.850% | 1033000 | &nbsp;&nbsp; 1048629 |
| Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP |
| 11/15/2028 | &nbsp;&nbsp; 2.300% | 624000 | &nbsp;&nbsp; 593152 |
| 08/15/2031 | &nbsp;&nbsp; 2.000% | 2412000 | &nbsp;&nbsp; 2102898 |
| 08/15/2033 | &nbsp;&nbsp; 5.500% | 517000 | &nbsp;&nbsp; 538135 |
| Mid-America Apartments LP | Mid-America Apartments LP | Mid-America Apartments LP | Mid-America Apartments LP |
| 02/15/2032 | &nbsp;&nbsp; 5.300% | 727000 | &nbsp;&nbsp; 760282 |
| 01/15/2033 | &nbsp;&nbsp; 4.650% | 7000000 | &nbsp;&nbsp; 7021031 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14377942** |
| **Automotive 1.2%** | **Automotive 1.2%** | **Automotive 1.2%** | **Automotive 1.2%** |
| American Axle & Manufacturing, Inc.<sup>(b)</sup>  | American Axle & Manufacturing, Inc.<sup>(b)</sup>  | American Axle & Manufacturing, Inc.<sup>(b)</sup>  | American Axle & Manufacturing, Inc.<sup>(b)</sup>  |
| 10/15/2033 | &nbsp;&nbsp; 7.750% | 1015000 | &nbsp;&nbsp; 1024774 |
| American Honda Finance Corp. | American Honda Finance Corp. | American Honda Finance Corp. | American Honda Finance Corp. |
| 01/12/2028 | &nbsp;&nbsp; 4.700% | 1100000 | &nbsp;&nbsp; 1114510 |
| 11/15/2028 | &nbsp;&nbsp; 5.650% | 551000 | &nbsp;&nbsp; 575303 |
| 10/23/2031 | &nbsp;&nbsp; 4.850% | 1410000 | &nbsp;&nbsp; 1439619 |
| BMW US Capital LLC<sup>(b)</sup>  | BMW US Capital LLC<sup>(b)</sup>  | BMW US Capital LLC<sup>(b)</sup>  | BMW US Capital LLC<sup>(b)</sup>  |
| 03/21/2030 | &nbsp;&nbsp; 5.050% | 638000 | &nbsp;&nbsp; 657319 |
| BorgWarner, Inc. | BorgWarner, Inc. | BorgWarner, Inc. | BorgWarner, Inc. |
| 08/15/2034 | &nbsp;&nbsp; 5.400% | 411000 | &nbsp;&nbsp; 425344 |
| Cummins, Inc. | Cummins, Inc. | Cummins, Inc. | Cummins, Inc. |
| 05/09/2035 | &nbsp;&nbsp; 5.300% | 3250000 | &nbsp;&nbsp; 3391007 |
| Daimler Truck Finance North America LLC<sup>(b)</sup>  | Daimler Truck Finance North America LLC<sup>(b)</sup>  | Daimler Truck Finance North America LLC<sup>(b)</sup>  | Daimler Truck Finance North America LLC<sup>(b)</sup>  |
| 10/12/2030 | &nbsp;&nbsp; 4.650% | 4060000 | &nbsp;&nbsp; 4093588 |
| 01/13/2035 | &nbsp;&nbsp; 5.625% | 2825000 | &nbsp;&nbsp; 2934809 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Dana, Inc. | Dana, Inc. | Dana, Inc. | Dana, Inc. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% | 800000 | &nbsp;&nbsp; 800579 |
| Denso Corp.<sup>(b)</sup>  | Denso Corp.<sup>(b)</sup>  | Denso Corp.<sup>(b)</sup>  | Denso Corp.<sup>(b)</sup>  |
| 09/16/2026 | &nbsp;&nbsp; 1.239% | 4070000 | &nbsp;&nbsp; 3978342 |
| 09/11/2029 | &nbsp;&nbsp; 4.420% | 980000 | &nbsp;&nbsp; 989183 |
| Ford Motor Co. | Ford Motor Co. | Ford Motor Co. | Ford Motor Co. |
| 02/12/2032 | &nbsp;&nbsp; 3.250% | 880000 | &nbsp;&nbsp; 773231 |
| 01/15/2043 | &nbsp;&nbsp; 4.750% | 836000 | &nbsp;&nbsp; 672841 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 08/10/2026 | &nbsp;&nbsp; 2.700% | 3625000 | &nbsp;&nbsp; 3576854 |
| 05/17/2027 | &nbsp;&nbsp; 5.850% | 1515000 | &nbsp;&nbsp; 1536306 |
| 08/17/2027 | &nbsp;&nbsp; 4.125% | 1786000 | &nbsp;&nbsp; 1767753 |
| 05/12/2028 | &nbsp;&nbsp; 6.800% | 450000 | &nbsp;&nbsp; 468861 |
| 03/08/2029 | &nbsp;&nbsp; 5.800% | 6615000 | &nbsp;&nbsp; 6745697 |
| 05/03/2029 | &nbsp;&nbsp; 5.113% | 1005000 | &nbsp;&nbsp; 1003390 |
| 06/17/2031 | &nbsp;&nbsp; 3.625% | 951000 | &nbsp;&nbsp; 868575 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| 04/15/2030 | &nbsp;&nbsp; 5.625% | 3230000 | &nbsp;&nbsp; 3371684 |
| 04/01/2035 | &nbsp;&nbsp; 5.000% | 2861000 | &nbsp;&nbsp; 2830970 |
| 10/02/2043 | &nbsp;&nbsp; 6.250% | 292000 | &nbsp;&nbsp; 299816 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| 03/01/2026 | &nbsp;&nbsp; 5.250% | 1759000 | &nbsp;&nbsp; 1760160 |
| 04/04/2028 | &nbsp;&nbsp; 5.050% | 2615000 | &nbsp;&nbsp; 2661857 |
| 06/23/2028 | &nbsp;&nbsp; 5.800% | 1850000 | &nbsp;&nbsp; 1917552 |
| 10/15/2028 | &nbsp;&nbsp; 2.400% | 2820000 | &nbsp;&nbsp; 2686906 |
| 07/15/2029 | &nbsp;&nbsp; 5.550% | 3372000 | &nbsp;&nbsp; 3497262 |
| 10/06/2029 | &nbsp;&nbsp; 4.900% | 1327000 | &nbsp;&nbsp; 1349006 |
| 06/21/2030 | &nbsp;&nbsp; 3.600% | 1710000 | &nbsp;&nbsp; 1646053 |
| 01/08/2031 | &nbsp;&nbsp; 2.350% | 1229000 | &nbsp;&nbsp; 1103836 |
| 01/07/2034 | &nbsp;&nbsp; 6.100% | 367000 | &nbsp;&nbsp; 390365 |
| 01/07/2035 | &nbsp;&nbsp; 5.900% | 2156000 | &nbsp;&nbsp; 2254938 |
| 07/15/2035 | &nbsp;&nbsp; 6.150% | 2547000 | &nbsp;&nbsp; 2702712 |
| Honda Motor Co., Ltd. | Honda Motor Co., Ltd. | Honda Motor Co., Ltd. | Honda Motor Co., Ltd. |
| 07/08/2030 | &nbsp;&nbsp; 4.688% | 6993000 | &nbsp;&nbsp; 7084145 |
| 07/08/2035 | &nbsp;&nbsp; 5.337% | 1126000 | &nbsp;&nbsp; 1156847 |
| Hyundai Capital America<sup>(b)</sup>  | Hyundai Capital America<sup>(b)</sup>  | Hyundai Capital America<sup>(b)</sup>  | Hyundai Capital America<sup>(b)</sup>  |
| 06/26/2028 | &nbsp;&nbsp; 5.680% | 860000 | &nbsp;&nbsp; 888386 |
| 09/18/2028 | &nbsp;&nbsp; 4.250% | 1790000 | &nbsp;&nbsp; 1788851 |
| 09/21/2028 | &nbsp;&nbsp; 6.100% | 3968000 | &nbsp;&nbsp; 4156169 |
| 01/16/2029 | &nbsp;&nbsp; 6.500% | 880000 | &nbsp;&nbsp; 933240 |
| 06/24/2029 | &nbsp;&nbsp; 5.300% | 993000 | &nbsp;&nbsp; 1022879 |
| 03/27/2030 | &nbsp;&nbsp; 5.150% | 5385000 | &nbsp;&nbsp; 5522125 |
| 03/29/2032 | &nbsp;&nbsp; 5.400% | 1555000 | &nbsp;&nbsp; 1614155 |
| 06/23/2032 | &nbsp;&nbsp; 5.400% | 4465000 | &nbsp;&nbsp; 4631275 |
| LKQ Corp. | LKQ Corp. | LKQ Corp. | LKQ Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.750% | 3405000 | &nbsp;&nbsp; 3519889 |
| Mercedes-Benz Finance North America LLC<sup>(b)</sup>  | Mercedes-Benz Finance North America LLC<sup>(b)</sup>  | Mercedes-Benz Finance North America LLC<sup>(b)</sup>  | Mercedes-Benz Finance North America LLC<sup>(b)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 4.800% | 1100000 | &nbsp;&nbsp; 1123405 |
| Nissan Motor Acceptance Co. LLC<sup>(b)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(b)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(b)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(b)</sup>  |
| 09/13/2029 | &nbsp;&nbsp; 5.550% | 3255000 | &nbsp;&nbsp; 3216190 |
| Stellantis Finance US, Inc.<sup>(b)</sup>  | Stellantis Finance US, Inc.<sup>(b)</sup>  | Stellantis Finance US, Inc.<sup>(b)</sup>  | Stellantis Finance US, Inc.<sup>(b)</sup>  |
| 03/18/2035 | &nbsp;&nbsp; 6.450% | 3070000 | &nbsp;&nbsp; 3192332 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Stellantis Financial Services US Corp.<sup>(b)</sup>  | Stellantis Financial Services US Corp.<sup>(b)</sup>  | Stellantis Financial Services US Corp.<sup>(b)</sup>  | Stellantis Financial Services US Corp.<sup>(b)</sup>  | Stellantis Financial Services US Corp.<sup>(b)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 4.950% |  | 5730000 | &nbsp;&nbsp; 5770999 |
| Tenneco, Inc.<sup>(b)</sup>  | Tenneco, Inc.<sup>(b)</sup>  | Tenneco, Inc.<sup>(b)</sup>  | Tenneco, Inc.<sup>(b)</sup>  | Tenneco, Inc.<sup>(b)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 8.000% |  | 4525000 | &nbsp;&nbsp; 4524365 |
| Toyota Motor Corp. | Toyota Motor Corp. | Toyota Motor Corp. | Toyota Motor Corp. | Toyota Motor Corp. |
| 06/30/2030 | &nbsp;&nbsp; 4.450% |  | 1842000 | &nbsp;&nbsp; 1869729 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |
| 10/08/2027 | &nbsp;&nbsp; 4.350% |  | 1153000 | &nbsp;&nbsp; 1163578 |
| 08/09/2029 | &nbsp;&nbsp; 4.550% |  | 795000 | &nbsp;&nbsp; 809802 |
| 05/15/2030 | &nbsp;&nbsp; 4.800% |  | 1603000 | &nbsp;&nbsp; 1646217 |
| 11/20/2030 | &nbsp;&nbsp; 5.550% |  | 577000 | &nbsp;&nbsp; 613626 |
| 09/03/2032 | &nbsp;&nbsp; 4.650% |  | 4130000 | &nbsp;&nbsp; 4191421 |
| 01/09/2035 | &nbsp;&nbsp; 5.350% |  | 671000 | &nbsp;&nbsp; 708110 |
| Volkswagen Financial Services AG<sup>(b)</sup>  | Volkswagen Financial Services AG<sup>(b)</sup>  | Volkswagen Financial Services AG<sup>(b)</sup>  | Volkswagen Financial Services AG<sup>(b)</sup>  | Volkswagen Financial Services AG<sup>(b)</sup>  |
| 11/19/2031 | &nbsp;&nbsp; 3.875% | EUR | 4500000 | &nbsp;&nbsp; 5327028 |
| Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  |
| 03/22/2027 | &nbsp;&nbsp; 5.300% |  | 2297000 | &nbsp;&nbsp; 2326020 |
| 09/11/2028 | &nbsp;&nbsp; 4.550% |  | 1000000 | &nbsp;&nbsp; 1005569 |
| 03/22/2029 | &nbsp;&nbsp; 5.250% |  | 6355000 | &nbsp;&nbsp; 6505562 |
| 09/11/2030 | &nbsp;&nbsp; 4.850% |  | 975000 | &nbsp;&nbsp; 985168 |
| 11/16/2030 | &nbsp;&nbsp; 6.450% |  | 1588000 | &nbsp;&nbsp; 1710149 |
| 03/25/2032 | &nbsp;&nbsp; 5.650% |  | 360000 | &nbsp;&nbsp; 374009 |
| 03/27/2035 | &nbsp;&nbsp; 5.800% |  | 440000 | &nbsp;&nbsp; 456939 |
| Volkswagen International Finance NV<sup>(b),(l),(m)</sup>  | Volkswagen International Finance NV<sup>(b),(l),(m)</sup>  | Volkswagen International Finance NV<sup>(b),(l),(m)</sup>  | Volkswagen International Finance NV<sup>(b),(l),(m)</sup>  | Volkswagen International Finance NV<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 7.875% | EUR | 1400000 | &nbsp;&nbsp; 1880289 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **149029470** |
| **Banking 6.5%** | **Banking 6.5%** | **Banking 6.5%** | **Banking 6.5%** | **Banking 6.5%** |
| ABN AMRO Bank NV<sup>(b),(m)</sup>  | ABN AMRO Bank NV<sup>(b),(m)</sup>  | ABN AMRO Bank NV<sup>(b),(m)</sup>  | ABN AMRO Bank NV<sup>(b),(m)</sup>  | ABN AMRO Bank NV<sup>(b),(m)</sup>  |
| 09/18/2027 | &nbsp;&nbsp; 6.339% |  | 6900000 | &nbsp;&nbsp; 7015602 |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 03/13/2037 | &nbsp;&nbsp; 3.324% |  | 641000 | &nbsp;&nbsp; 588888 |
| Ally Financial, Inc.<sup>(m)</sup>  | Ally Financial, Inc.<sup>(m)</sup>  | Ally Financial, Inc.<sup>(m)</sup>  | Ally Financial, Inc.<sup>(m)</sup>  | Ally Financial, Inc.<sup>(m)</sup>  |
| 01/17/2031 | &nbsp;&nbsp; 5.543% |  | 1645000 | &nbsp;&nbsp; 1679656 |
| 07/31/2033 | &nbsp;&nbsp; 5.548% |  | 8280000 | &nbsp;&nbsp; 8334463 |
| American Express Co.<sup>(m)</sup>  | American Express Co.<sup>(m)</sup>  | American Express Co.<sup>(m)</sup>  | American Express Co.<sup>(m)</sup>  | American Express Co.<sup>(m)</sup>  |
| 02/16/2028 | &nbsp;&nbsp; 5.098% |  | 989000 | &nbsp;&nbsp; 1001903 |
| 07/27/2029 | &nbsp;&nbsp; 5.282% |  | 1764000 | &nbsp;&nbsp; 1820677 |
| 04/25/2030 | &nbsp;&nbsp; 5.532% |  | 435000 | &nbsp;&nbsp; 455001 |
| 01/30/2031 | &nbsp;&nbsp; 5.085% |  | 527000 | &nbsp;&nbsp; 544625 |
| 07/20/2033 | &nbsp;&nbsp; 4.918% |  | 2765000 | &nbsp;&nbsp; 2832164 |
| 10/24/2036 | &nbsp;&nbsp; 5.109% |  | 6194000 | &nbsp;&nbsp; 6170589 |
| ANZ New Zealand International Ltd.<sup>(b)</sup>  | ANZ New Zealand International Ltd.<sup>(b)</sup>  | ANZ New Zealand International Ltd.<sup>(b)</sup>  | ANZ New Zealand International Ltd.<sup>(b)</sup>  | ANZ New Zealand International Ltd.<sup>(b)</sup>  |
| 08/14/2028 | &nbsp;&nbsp; 5.355% |  | 4595000 | &nbsp;&nbsp; 4762929 |
| Banco de Credito del Peru SA<sup>(b),(m)</sup>  | Banco de Credito del Peru SA<sup>(b),(m)</sup>  | Banco de Credito del Peru SA<sup>(b),(m)</sup>  | Banco de Credito del Peru SA<sup>(b),(m)</sup>  | Banco de Credito del Peru SA<sup>(b),(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 07/30/2035 | &nbsp;&nbsp; 6.450% |  | 1130000 | &nbsp;&nbsp; 1170564 |
| Banco Santander SA<sup>(m)</sup>  | Banco Santander SA<sup>(m)</sup>  | Banco Santander SA<sup>(m)</sup>  | Banco Santander SA<sup>(m)</sup>  | Banco Santander SA<sup>(m)</sup>  |
| 03/14/2030 | &nbsp;&nbsp; 5.538% |  | 4000000 | &nbsp;&nbsp; 4148241 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/22/2032 | &nbsp;&nbsp; 3.225% | 3400000 | &nbsp;&nbsp; 3119591 |
| Bank of America Corp.<sup>(m)</sup>  | Bank of America Corp.<sup>(m)</sup>  | Bank of America Corp.<sup>(m)</sup>  | Bank of America Corp.<sup>(m)</sup>  |
| 07/22/2027 | &nbsp;&nbsp; 1.734% | 13400000 | &nbsp;&nbsp; 13191711 |
| 04/27/2028 | &nbsp;&nbsp; 4.376% | 293000 | &nbsp;&nbsp; 294094 |
| 12/20/2028 | &nbsp;&nbsp; 3.419% | 647000 | &nbsp;&nbsp; 639266 |
| 03/05/2029 | &nbsp;&nbsp; 3.970% | 1681000 | &nbsp;&nbsp; 1677440 |
| 06/14/2029 | &nbsp;&nbsp; 2.087% | 238000 | &nbsp;&nbsp; 226681 |
| 09/15/2029 | &nbsp;&nbsp; 5.819% | 1128000 | &nbsp;&nbsp; 1178551 |
| 07/23/2030 | &nbsp;&nbsp; 3.194% | 34106000 | &nbsp;&nbsp; 33035473 |
| 10/22/2030 | &nbsp;&nbsp; 2.884% | 508000 | &nbsp;&nbsp; 484693 |
| 01/24/2031 | &nbsp;&nbsp; 5.162% | 196000 | &nbsp;&nbsp; 203336 |
| 02/13/2031 | &nbsp;&nbsp; 2.496% | 8712000 | &nbsp;&nbsp; 8144726 |
| 04/29/2031 | &nbsp;&nbsp; 2.592% | 1311000 | &nbsp;&nbsp; 1225643 |
| 07/23/2031 | &nbsp;&nbsp; 1.898% | 278000 | &nbsp;&nbsp; 250535 |
| 10/24/2031 | &nbsp;&nbsp; 1.922% | 3775000 | &nbsp;&nbsp; 3381668 |
| 04/22/2032 | &nbsp;&nbsp; 2.687% | 585000 | &nbsp;&nbsp; 538623 |
| 07/21/2032 | &nbsp;&nbsp; 2.299% | 785000 | &nbsp;&nbsp; 704228 |
| 10/20/2032 | &nbsp;&nbsp; 2.572% | 7114000 | &nbsp;&nbsp; 6455696 |
| 09/15/2034 | &nbsp;&nbsp; 5.872% | 1569000 | &nbsp;&nbsp; 1688973 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/25/2035 | &nbsp;&nbsp; 5.518% | 1663000 | &nbsp;&nbsp; 1717665 |
| 02/12/2036 | &nbsp;&nbsp; 5.744% | 1515000 | &nbsp;&nbsp; 1590103 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2026 | &nbsp;&nbsp; 4.450% | 2000000 | &nbsp;&nbsp; 2000255 |
| Bank of America NA | Bank of America NA | Bank of America NA | Bank of America NA |
| 08/18/2026 | &nbsp;&nbsp; 5.526% | 5575000 | &nbsp;&nbsp; 5623234 |
| Bank of Montreal<sup>(m)</sup>  | Bank of Montreal<sup>(m)</sup>  | Bank of Montreal<sup>(m)</sup>  | Bank of Montreal<sup>(m)</sup>  |
| 01/27/2029 | &nbsp;&nbsp; 5.004% | 2715000 | &nbsp;&nbsp; 2768602 |
| 09/10/2030 | &nbsp;&nbsp; 4.640% | 1994000 | &nbsp;&nbsp; 2022478 |
| Bank of New York Mellon Corp. (The)<sup>(m)</sup>  | Bank of New York Mellon Corp. (The)<sup>(m)</sup>  | Bank of New York Mellon Corp. (The)<sup>(m)</sup>  | Bank of New York Mellon Corp. (The)<sup>(m)</sup>  |
| 04/26/2027 | &nbsp;&nbsp; 4.947% | 2770000 | &nbsp;&nbsp; 2779967 |
| 02/11/2031 | &nbsp;&nbsp; 4.942% | 3515000 | &nbsp;&nbsp; 3618691 |
| 06/06/2036 | &nbsp;&nbsp; 5.316% | 546000 | &nbsp;&nbsp; 569362 |
| Bank of New Zealand<sup>(b)</sup>  | Bank of New Zealand<sup>(b)</sup>  | Bank of New Zealand<sup>(b)</sup>  | Bank of New Zealand<sup>(b)</sup>  |
| 01/27/2027 | &nbsp;&nbsp; 2.285% | 2140000 | &nbsp;&nbsp; 2100979 |
| Bank of Nova Scotia (The)<sup>(m)</sup>  | Bank of Nova Scotia (The)<sup>(m)</sup>  | Bank of Nova Scotia (The)<sup>(m)</sup>  | Bank of Nova Scotia (The)<sup>(m)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 4.338% | 5625000 | &nbsp;&nbsp; 5623847 |
| 11/10/2032 | &nbsp;&nbsp; 4.740% | 1951000 | &nbsp;&nbsp; 1979964 |
| Banque Federative du Credit Mutuel SA<sup>(b)</sup>  | Banque Federative du Credit Mutuel SA<sup>(b)</sup>  | Banque Federative du Credit Mutuel SA<sup>(b)</sup>  | Banque Federative du Credit Mutuel SA<sup>(b)</sup>  |
| 01/26/2026 | &nbsp;&nbsp; 4.935% | 1732000 | &nbsp;&nbsp; 1733741 |
| 02/16/2028 | &nbsp;&nbsp; 5.194% | 2760000 | &nbsp;&nbsp; 2821860 |
| 10/16/2028 | &nbsp;&nbsp; 4.591% | 1431000 | &nbsp;&nbsp; 1446130 |
| Barclays PLC<sup>(m)</sup>  | Barclays PLC<sup>(m)</sup>  | Barclays PLC<sup>(m)</sup>  | Barclays PLC<sup>(m)</sup>  |
| 02/25/2031 | &nbsp;&nbsp; 5.367% | 1816000 | &nbsp;&nbsp; 1879978 |
| 03/10/2032 | &nbsp;&nbsp; 2.667% | 12020000 | &nbsp;&nbsp; 10969343 |
| Barclays PLC | Barclays PLC | Barclays PLC | Barclays PLC |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/09/2028 | &nbsp;&nbsp; 4.836% | 995000 | &nbsp;&nbsp; 1001060 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BNP Paribas SA<sup>(b),(m)</sup>  | BNP Paribas SA<sup>(b),(m)</sup>  | BNP Paribas SA<sup>(b),(m)</sup>  | BNP Paribas SA<sup>(b),(m)</sup>  |
| 09/30/2028 | &nbsp;&nbsp; 1.904% | 3535000 | &nbsp;&nbsp; 3388215 |
| 06/12/2029 | &nbsp;&nbsp; 5.335% | 1815000 | &nbsp;&nbsp; 1864372 |
| 11/19/2030 | &nbsp;&nbsp; 5.283% | 1555000 | &nbsp;&nbsp; 1601566 |
| 04/19/2032 | &nbsp;&nbsp; 2.871% | 5455000 | &nbsp;&nbsp; 4990434 |
| 01/20/2033 | &nbsp;&nbsp; 3.132% | 6240000 | &nbsp;&nbsp; 5706633 |
| BPCE SA<sup>(b)</sup>  | BPCE SA<sup>(b)</sup>  | BPCE SA<sup>(b)</sup>  | BPCE SA<sup>(b)</sup>  |
| 01/11/2028 | &nbsp;&nbsp; 3.250% | 460000 | &nbsp;&nbsp; 452110 |
| 05/30/2029 | &nbsp;&nbsp; 5.281% | 1920000 | &nbsp;&nbsp; 1984758 |
| BPCE SA<sup>(b),(m)</sup>  | BPCE SA<sup>(b),(m)</sup>  | BPCE SA<sup>(b),(m)</sup>  | BPCE SA<sup>(b),(m)</sup>  |
| 01/18/2030 | &nbsp;&nbsp; 5.716% | 820000 | &nbsp;&nbsp; 850739 |
| 01/14/2031 | &nbsp;&nbsp; 5.876% | 4025000 | &nbsp;&nbsp; 4216835 |
| CaixaBank SA<sup>(b),(m)</sup>  | CaixaBank SA<sup>(b),(m)</sup>  | CaixaBank SA<sup>(b),(m)</sup>  | CaixaBank SA<sup>(b),(m)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 5.673% | 620000 | &nbsp;&nbsp; 645754 |
| 07/03/2031 | &nbsp;&nbsp; 4.885% | 3875000 | &nbsp;&nbsp; 3942592 |
| Canadian Imperial Bank of Commerce<sup>(m)</sup>  | Canadian Imperial Bank of Commerce<sup>(m)</sup>  | Canadian Imperial Bank of Commerce<sup>(m)</sup>  | Canadian Imperial Bank of Commerce<sup>(m)</sup>  |
| 03/30/2029 | &nbsp;&nbsp; 4.857% | 5150000 | &nbsp;&nbsp; 5231928 |
| Capital One Financial Corp.<sup>(m)</sup>  | Capital One Financial Corp.<sup>(m)</sup>  | Capital One Financial Corp.<sup>(m)</sup>  | Capital One Financial Corp.<sup>(m)</sup>  |
| 10/29/2027 | &nbsp;&nbsp; 7.149% | 3985000 | &nbsp;&nbsp; 4086220 |
| 11/02/2027 | &nbsp;&nbsp; 1.878% | 688000 | &nbsp;&nbsp; 673279 |
| 06/08/2029 | &nbsp;&nbsp; 6.312% | 485000 | &nbsp;&nbsp; 509121 |
| 09/11/2031 | &nbsp;&nbsp; 4.493% | 2735000 | &nbsp;&nbsp; 2732897 |
| Citibank NA<sup>(m)</sup>  | Citibank NA<sup>(m)</sup>  | Citibank NA<sup>(m)</sup>  | Citibank NA<sup>(m)</sup>  |
| 11/19/2027 | &nbsp;&nbsp; 4.876% | 3335000 | &nbsp;&nbsp; 3362281 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 05/29/2030 | &nbsp;&nbsp; 4.914% | 1710000 | &nbsp;&nbsp; 1763350 |
| Citigroup, Inc.<sup>(l),(m)</sup>  | Citigroup, Inc.<sup>(l),(m)</sup>  | Citigroup, Inc.<sup>(l),(m)</sup>  | Citigroup, Inc.<sup>(l),(m)</sup>  |
|  | &nbsp;&nbsp; 6.875% | 850000 | &nbsp;&nbsp; 868274 |
|  | &nbsp;&nbsp; 7.125% | 8040000 | &nbsp;&nbsp; 8228433 |
| Citigroup, Inc.<sup>(m)</sup>  | Citigroup, Inc.<sup>(m)</sup>  | Citigroup, Inc.<sup>(m)</sup>  | Citigroup, Inc.<sup>(m)</sup>  |
| 06/09/2027 | &nbsp;&nbsp; 1.462% | 20000 | &nbsp;&nbsp; 19716 |
| 05/07/2028 | &nbsp;&nbsp; 4.643% | 9085000 | &nbsp;&nbsp; 9150424 |
| 11/05/2030 | &nbsp;&nbsp; 2.976% | 13020000 | &nbsp;&nbsp; 12419873 |
| 01/29/2031 | &nbsp;&nbsp; 2.666% | 5550000 | &nbsp;&nbsp; 5202385 |
| 06/03/2031 | &nbsp;&nbsp; 2.572% | 244000 | &nbsp;&nbsp; 226413 |
| 05/01/2032 | &nbsp;&nbsp; 2.561% | 4470000 | &nbsp;&nbsp; 4067129 |
| 01/25/2033 | &nbsp;&nbsp; 3.057% | 2800000 | &nbsp;&nbsp; 2575517 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| 07/23/2048 | &nbsp;&nbsp; 4.650% | 375000 | &nbsp;&nbsp; 336987 |
| CoBank ACB<sup>(m)</sup>  | CoBank ACB<sup>(m)</sup>  | CoBank ACB<sup>(m)</sup>  | CoBank ACB<sup>(m)</sup>  |
| 12/31/2079 | &nbsp;&nbsp; 7.125% | 403000 | &nbsp;&nbsp; 417783 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| 03/14/2028 | &nbsp;&nbsp; 4.423% | 2715000 | &nbsp;&nbsp; 2751106 |
| Cooperatieve Rabobank UA<sup>(b),(m)</sup>  | Cooperatieve Rabobank UA<sup>(b),(m)</sup>  | Cooperatieve Rabobank UA<sup>(b),(m)</sup>  | Cooperatieve Rabobank UA<sup>(b),(m)</sup>  |
| 02/24/2027 | &nbsp;&nbsp; 1.106% | 2165000 | &nbsp;&nbsp; 2149399 |
| 01/21/2033 | &nbsp;&nbsp; 5.710% | 2578000 | &nbsp;&nbsp; 2732482 |
| Credit Agricole SA<sup>(b),(m)</sup>  | Credit Agricole SA<sup>(b),(m)</sup>  | Credit Agricole SA<sup>(b),(m)</sup>  | Credit Agricole SA<sup>(b),(m)</sup>  |
| 01/09/2029 | &nbsp;&nbsp; 5.230% | 2904000 | &nbsp;&nbsp; 2961826 |
| 09/25/2033 | &nbsp;&nbsp; 4.818% | 2405000 | &nbsp;&nbsp; 2412211 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Credit Suisse AG | Credit Suisse AG | Credit Suisse AG | Credit Suisse AG |
| 08/07/2026 | &nbsp;&nbsp; 1.250% | 289000 | &nbsp;&nbsp; 283711 |
| Credit Suisse Group AG<sup>(b),(m)</sup>  | Credit Suisse Group AG<sup>(b),(m)</sup>  | Credit Suisse Group AG<sup>(b),(m)</sup>  | Credit Suisse Group AG<sup>(b),(m)</sup>  |
| 05/14/2032 | &nbsp;&nbsp; 3.091% | 2210000 | &nbsp;&nbsp; 2057577 |
| Danske Bank A/S<sup>(b),(m)</sup>  | Danske Bank A/S<sup>(b),(m)</sup>  | Danske Bank A/S<sup>(b),(m)</sup>  | Danske Bank A/S<sup>(b),(m)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 5.705% | 844000 | &nbsp;&nbsp; 879497 |
| 10/02/2030 | &nbsp;&nbsp; 4.613% | 683000 | &nbsp;&nbsp; 689159 |
| 03/04/2031 | &nbsp;&nbsp; 5.019% | 4660000 | &nbsp;&nbsp; 4769528 |
| Deutsche Bank AG<sup>(m)</sup>  | Deutsche Bank AG<sup>(m)</sup>  | Deutsche Bank AG<sup>(m)</sup>  | Deutsche Bank AG<sup>(m)</sup>  |
| 01/10/2029 | &nbsp;&nbsp; 5.373% | 1200000 | &nbsp;&nbsp; 1225276 |
| 05/09/2031 | &nbsp;&nbsp; 5.297% | 5525000 | &nbsp;&nbsp; 5676304 |
| 08/04/2031 | &nbsp;&nbsp; 4.950% | 2935000 | &nbsp;&nbsp; 2976071 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/14/2032 | &nbsp;&nbsp; 3.729% | 2000000 | &nbsp;&nbsp; 1896754 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| 05/10/2029 | &nbsp;&nbsp; 5.414% | 1916000 | &nbsp;&nbsp; 1995048 |
| DNB Bank ASA<sup>(b),(m)</sup>  | DNB Bank ASA<sup>(b),(m)</sup>  | DNB Bank ASA<sup>(b),(m)</sup>  | DNB Bank ASA<sup>(b),(m)</sup>  |
| 11/05/2030 | &nbsp;&nbsp; 4.853% | 2748000 | &nbsp;&nbsp; 2812135 |
| Federation des Caisses Desjardins du Quebec<sup>(b)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(b)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(b)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(b)</sup>  |
| 03/14/2028 | &nbsp;&nbsp; 5.700% | 2210000 | &nbsp;&nbsp; 2292822 |
| 04/26/2029 | &nbsp;&nbsp; 5.250% | 1791000 | &nbsp;&nbsp; 1856646 |
| 08/26/2030 | &nbsp;&nbsp; 4.565% | 3485000 | &nbsp;&nbsp; 3519234 |
| Fifth Third Bancorp<sup>(m)</sup>  | Fifth Third Bancorp<sup>(m)</sup>  | Fifth Third Bancorp<sup>(m)</sup>  | Fifth Third Bancorp<sup>(m)</sup>  |
| 04/25/2033 | &nbsp;&nbsp; 4.337% | 2362000 | &nbsp;&nbsp; 2313189 |
| Fifth Third Bank NA<sup>(m)</sup>  | Fifth Third Bank NA<sup>(m)</sup>  | Fifth Third Bank NA<sup>(m)</sup>  | Fifth Third Bank NA<sup>(m)</sup>  |
| 01/28/2028 | &nbsp;&nbsp; 4.967% | 2105000 | &nbsp;&nbsp; 2124785 |
| First Citizens BancShares, Inc.<sup>(m)</sup>  | First Citizens BancShares, Inc.<sup>(m)</sup>  | First Citizens BancShares, Inc.<sup>(m)</sup>  | First Citizens BancShares, Inc.<sup>(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/12/2040 | &nbsp;&nbsp; 6.254% | 272000 | &nbsp;&nbsp; 277380 |
| Goldman Sachs Bank<sup>(m)</sup>  | Goldman Sachs Bank<sup>(m)</sup>  | Goldman Sachs Bank<sup>(m)</sup>  | Goldman Sachs Bank<sup>(m)</sup>  |
| 03/18/2027 | &nbsp;&nbsp; 5.283% | 960000 | &nbsp;&nbsp; 962928 |
| Goldman Sachs Bank USA<sup>(m)</sup>  | Goldman Sachs Bank USA<sup>(m)</sup>  | Goldman Sachs Bank USA<sup>(m)</sup>  | Goldman Sachs Bank USA<sup>(m)</sup>  |
| 05/21/2027 | &nbsp;&nbsp; 5.414% | 4165000 | &nbsp;&nbsp; 4190366 |
| Goldman Sachs Group, Inc. (The)<sup>(l),(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l),(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l),(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l),(m)</sup>  |
|  | &nbsp;&nbsp; 3.650% | 2135000 | &nbsp;&nbsp; 2104335 |
| Goldman Sachs Group, Inc. (The)<sup>(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m)</sup>  |
| 03/09/2027 | &nbsp;&nbsp; 1.431% | 10839000 | &nbsp;&nbsp; 10756117 |
| 02/24/2028 | &nbsp;&nbsp; 2.640% | 3320000 | &nbsp;&nbsp; 3260557 |
| 10/24/2029 | &nbsp;&nbsp; 6.484% | 518000 | &nbsp;&nbsp; 550680 |
| 04/25/2030 | &nbsp;&nbsp; 5.727% | 518000 | &nbsp;&nbsp; 542546 |
| 07/23/2030 | &nbsp;&nbsp; 5.049% | 4210000 | &nbsp;&nbsp; 4322115 |
| 10/21/2031 | &nbsp;&nbsp; 4.369% | 11710000 | &nbsp;&nbsp; 11722269 |
| 04/22/2032 | &nbsp;&nbsp; 2.615% | 12585000 | &nbsp;&nbsp; 11510379 |
| 07/21/2032 | &nbsp;&nbsp; 2.383% | 10475000 | &nbsp;&nbsp; 9408351 |
| 07/23/2035 | &nbsp;&nbsp; 5.330% | 535000 | &nbsp;&nbsp; 554724 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% | 1880000 | &nbsp;&nbsp; 1906367 |
| 01/28/2036 | &nbsp;&nbsp; 5.536% | 1258000 | &nbsp;&nbsp; 1317249 |
| 01/28/2056 | &nbsp;&nbsp; 5.734% | 949000 | &nbsp;&nbsp; 986096 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) |
| 10/21/2036 | &nbsp;&nbsp; 4.939% | 7361000 | &nbsp;&nbsp; 7388815 |
| 07/08/2044 | &nbsp;&nbsp; 4.800% | 415000 | &nbsp;&nbsp; 389887 |
| HSBC Holdings PLC<sup>(m)</sup>  | HSBC Holdings PLC<sup>(m)</sup>  | HSBC Holdings PLC<sup>(m)</sup>  | HSBC Holdings PLC<sup>(m)</sup>  |
| 05/17/2028 | &nbsp;&nbsp; 5.597% | 775000 | &nbsp;&nbsp; 790153 |
| 09/22/2028 | &nbsp;&nbsp; 2.013% | 2929000 | &nbsp;&nbsp; 2819542 |
| 11/19/2028 | &nbsp;&nbsp; 5.130% | 3700000 | &nbsp;&nbsp; 3767377 |
| 08/17/2029 | &nbsp;&nbsp; 2.206% | 1403000 | &nbsp;&nbsp; 1332420 |
| 05/13/2031 | &nbsp;&nbsp; 5.240% | 2275000 | &nbsp;&nbsp; 2350494 |
| 11/06/2031 | &nbsp;&nbsp; 4.619% | 3175000 | &nbsp;&nbsp; 3196164 |
| 05/24/2032 | &nbsp;&nbsp; 2.804% | 1829000 | &nbsp;&nbsp; 1673877 |
| 11/06/2036 | &nbsp;&nbsp; 5.133% | 2537000 | &nbsp;&nbsp; 2560720 |
| HSBC USA, Inc. | HSBC USA, Inc. | HSBC USA, Inc. | HSBC USA, Inc. |
| 06/03/2028 | &nbsp;&nbsp; 4.650% | 2380000 | &nbsp;&nbsp; 2418771 |
| Huntington Bancshares, Inc.<sup>(m)</sup>  | Huntington Bancshares, Inc.<sup>(m)</sup>  | Huntington Bancshares, Inc.<sup>(m)</sup>  | Huntington Bancshares, Inc.<sup>(m)</sup>  |
| 08/21/2029 | &nbsp;&nbsp; 6.208% | 4040000 | &nbsp;&nbsp; 4243311 |
| 01/15/2031 | &nbsp;&nbsp; 5.272% | 1370000 | &nbsp;&nbsp; 1414674 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/18/2039 | &nbsp;&nbsp; 6.141% | 1228000 | &nbsp;&nbsp; 1278540 |
| Huntington National Bank (The)<sup>(m)</sup>  | Huntington National Bank (The)<sup>(m)</sup>  | Huntington National Bank (The)<sup>(m)</sup>  | Huntington National Bank (The)<sup>(m)</sup>  |
| 04/12/2028 | &nbsp;&nbsp; 4.871% | 1249000 | &nbsp;&nbsp; 1257418 |
| ING Groep NV<sup>(m)</sup>  | ING Groep NV<sup>(m)</sup>  | ING Groep NV<sup>(m)</sup>  | ING Groep NV<sup>(m)</sup>  |
| 03/25/2029 | &nbsp;&nbsp; 4.858% | 1355000 | &nbsp;&nbsp; 1375493 |
| 03/25/2031 | &nbsp;&nbsp; 5.066% | 1200000 | &nbsp;&nbsp; 1233391 |
| Intesa Sanpaolo SpA<sup>(b),(m)</sup>  | Intesa Sanpaolo SpA<sup>(b),(m)</sup>  | Intesa Sanpaolo SpA<sup>(b),(m)</sup>  | Intesa Sanpaolo SpA<sup>(b),(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2032 | &nbsp;&nbsp; 4.198% | 1100000 | &nbsp;&nbsp; 1049378 |
| JPMorgan Chase & Co.<sup>(c),(l)</sup>  | JPMorgan Chase & Co.<sup>(c),(l)</sup>  | JPMorgan Chase & Co.<sup>(c),(l)</sup>  | JPMorgan Chase & Co.<sup>(c),(l)</sup>  |
| 3-month Term SOFR + 2.745% <br>| &nbsp;&nbsp; 6.730% | 2993000 | &nbsp;&nbsp; 2997547 |
| JPMorgan Chase & Co.<sup>(m)</sup>  | JPMorgan Chase & Co.<sup>(m)</sup>  | JPMorgan Chase & Co.<sup>(m)</sup>  | JPMorgan Chase & Co.<sup>(m)</sup>  |
| 02/04/2027 | &nbsp;&nbsp; 1.040% | 3461000 | &nbsp;&nbsp; 3441935 |
| 04/22/2027 | &nbsp;&nbsp; 1.578% | 12650000 | &nbsp;&nbsp; 12522293 |
| 09/22/2027 | &nbsp;&nbsp; 1.470% | 1594000 | &nbsp;&nbsp; 1560725 |
| 02/24/2028 | &nbsp;&nbsp; 2.947% | 4004000 | &nbsp;&nbsp; 3950277 |
| 04/22/2028 | &nbsp;&nbsp; 5.571% | 1128000 | &nbsp;&nbsp; 1150653 |
| 01/23/2029 | &nbsp;&nbsp; 3.509% | 10345000 | &nbsp;&nbsp; 10234528 |
| 06/01/2029 | &nbsp;&nbsp; 2.069% | 1272000 | &nbsp;&nbsp; 1213276 |
| 12/05/2029 | &nbsp;&nbsp; 4.452% | 2014000 | &nbsp;&nbsp; 2035562 |
| 01/23/2030 | &nbsp;&nbsp; 5.012% | 885000 | &nbsp;&nbsp; 908333 |
| 04/22/2030 | &nbsp;&nbsp; 5.581% | 996000 | &nbsp;&nbsp; 1041763 |
| 07/22/2030 | &nbsp;&nbsp; 4.995% | 771000 | &nbsp;&nbsp; 793220 |
| 10/15/2030 | &nbsp;&nbsp; 2.739% | 2333000 | &nbsp;&nbsp; 2217075 |
| 10/22/2030 | &nbsp;&nbsp; 4.603% | 1209000 | &nbsp;&nbsp; 1228712 |
| 01/24/2031 | &nbsp;&nbsp; 5.140% | 289000 | &nbsp;&nbsp; 299571 |
| 11/19/2031 | &nbsp;&nbsp; 1.764% | 2885000 | &nbsp;&nbsp; 2568449 |
| 04/22/2032 | &nbsp;&nbsp; 2.580% | 6435000 | &nbsp;&nbsp; 5906188 |
| 11/08/2032 | &nbsp;&nbsp; 2.545% | 4325000 | &nbsp;&nbsp; 3912247 |
| 01/25/2033 | &nbsp;&nbsp; 2.963% | 2380000 | &nbsp;&nbsp; 2194293 |
| 04/22/2035 | &nbsp;&nbsp; 5.766% | 578000 | &nbsp;&nbsp; 621848 |
| 01/24/2036 | &nbsp;&nbsp; 5.502% | 510000 | &nbsp;&nbsp; 538463 |
| 04/22/2036 | &nbsp;&nbsp; 5.572% | 1360000 | &nbsp;&nbsp; 1443874 |
| 10/22/2036 | &nbsp;&nbsp; 4.810% | 10465000 | &nbsp;&nbsp; 10523315 |
| 11/15/2048 | &nbsp;&nbsp; 3.964% | 2475000 | &nbsp;&nbsp; 2036136 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/23/2036 | &nbsp;&nbsp; 5.576% | 3180000 | &nbsp;&nbsp; 3327465 |
| KBC Group NV<sup>(b),(m)</sup>  | KBC Group NV<sup>(b),(m)</sup>  | KBC Group NV<sup>(b),(m)</sup>  | KBC Group NV<sup>(b),(m)</sup>  |
| 09/23/2031 | &nbsp;&nbsp; 4.454% | 7635000 | &nbsp;&nbsp; 7631362 |
| KeyCorp<sup>(m)</sup>  | KeyCorp<sup>(m)</sup>  | KeyCorp<sup>(m)</sup>  | KeyCorp<sup>(m)</sup>  |
| 03/06/2035 | &nbsp;&nbsp; 6.401% | 4925000 | &nbsp;&nbsp; 5365495 |
| KeyCorp Capital I<sup>(c)</sup>  | KeyCorp Capital I<sup>(c)</sup>  | KeyCorp Capital I<sup>(c)</sup>  | KeyCorp Capital I<sup>(c)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| &nbsp;&nbsp; 3-month Term SOFR + 1.002% <br>07/01/2028<br>| &nbsp;&nbsp; 4.987% | 1105000 | &nbsp;&nbsp; 1080511 |
| M&T Bank Corp.<sup>(m)</sup>  | M&T Bank Corp.<sup>(m)</sup>  | M&T Bank Corp.<sup>(m)</sup>  | M&T Bank Corp.<sup>(m)</sup>  |
| 07/08/2031 | &nbsp;&nbsp; 5.179% | 2720000 | &nbsp;&nbsp; 2789217 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/30/2035 | &nbsp;&nbsp; 5.400% | 7009000 | &nbsp;&nbsp; 7065818 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(m)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(m)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(m)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(m)</sup>  |
| 01/16/2031 | &nbsp;&nbsp; 5.197% | 600000 | &nbsp;&nbsp; 620715 |
| 04/24/2036 | &nbsp;&nbsp; 5.615% | 4038000 | &nbsp;&nbsp; 4264301 |
| Mizuho Financial Group, Inc.<sup>(m)</sup>  | Mizuho Financial Group, Inc.<sup>(m)</sup>  | Mizuho Financial Group, Inc.<sup>(m)</sup>  | Mizuho Financial Group, Inc.<sup>(m)</sup>  |
| 07/06/2029 | &nbsp;&nbsp; 5.778% | 4740000 | &nbsp;&nbsp; 4935485 |
| 07/08/2031 | &nbsp;&nbsp; 5.047% | 6620000 | &nbsp;&nbsp; 6719284 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| 07/27/2026 | &nbsp;&nbsp; 3.125% | 301000 | &nbsp;&nbsp; 299266 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/08/2026 | &nbsp;&nbsp; 4.350% | 9045000 | &nbsp;&nbsp; 9059584 |
| Morgan Stanley<sup>(m)</sup>  | Morgan Stanley<sup>(m)</sup>  | Morgan Stanley<sup>(m)</sup>  | Morgan Stanley<sup>(m)</sup>  |
| 12/10/2026 | &nbsp;&nbsp; 0.985% | 484000 | &nbsp;&nbsp; 483437 |
| 05/04/2027 | &nbsp;&nbsp; 1.593% | 2738000 | &nbsp;&nbsp; 2708326 |
| 07/20/2027 | &nbsp;&nbsp; 1.512% | 479000 | &nbsp;&nbsp; 471052 |
| 01/21/2028 | &nbsp;&nbsp; 2.475% | 777000 | &nbsp;&nbsp; 762792 |
| 07/22/2028 | &nbsp;&nbsp; 3.591% | 4460000 | &nbsp;&nbsp; 4419329 |
| 10/18/2028 | &nbsp;&nbsp; 6.296% | 406000 | &nbsp;&nbsp; 421938 |
| 01/24/2029 | &nbsp;&nbsp; 3.772% | 4315000 | &nbsp;&nbsp; 4286189 |
| 04/20/2029 | &nbsp;&nbsp; 5.164% | 791000 | &nbsp;&nbsp; 809773 |
| 07/20/2029 | &nbsp;&nbsp; 5.449% | 2410000 | &nbsp;&nbsp; 2490367 |
| 10/18/2029 | &nbsp;&nbsp; 4.133% | 517000 | &nbsp;&nbsp; 517014 |
| 01/16/2030 | &nbsp;&nbsp; 5.173% | 223000 | &nbsp;&nbsp; 229486 |
| 01/23/2030 | &nbsp;&nbsp; 4.431% | 2885000 | &nbsp;&nbsp; 2906044 |
| 07/19/2030 | &nbsp;&nbsp; 5.042% | 544000 | &nbsp;&nbsp; 559345 |
| 10/18/2030 | &nbsp;&nbsp; 4.654% | 6945000 | &nbsp;&nbsp; 7048932 |
| 01/15/2031 | &nbsp;&nbsp; 5.230% | 4170000 | &nbsp;&nbsp; 4312821 |
| 02/13/2032 | &nbsp;&nbsp; 1.794% | 78000 | &nbsp;&nbsp; 68623 |
| 04/28/2032 | &nbsp;&nbsp; 1.928% | 1899000 | &nbsp;&nbsp; 1671916 |
| 07/21/2032 | &nbsp;&nbsp; 2.239% | 6390000 | &nbsp;&nbsp; 5696989 |
| 10/20/2032 | &nbsp;&nbsp; 2.511% | 2605000 | &nbsp;&nbsp; 2346183 |
| 01/21/2033 | &nbsp;&nbsp; 2.943% | 3610000 | &nbsp;&nbsp; 3310061 |
| 04/21/2034 | &nbsp;&nbsp; 5.250% | 3865000 | &nbsp;&nbsp; 4011733 |
| 04/19/2035 | &nbsp;&nbsp; 5.831% | 2315000 | &nbsp;&nbsp; 2482872 |
| 01/18/2036 | &nbsp;&nbsp; 5.587% | 705000 | &nbsp;&nbsp; 743870 |
| 04/17/2036 | &nbsp;&nbsp; 5.664% | 1647000 | &nbsp;&nbsp; 1747976 |
| 10/22/2036 | &nbsp;&nbsp; 4.892% | 7246000 | &nbsp;&nbsp; 7267320 |
| 04/22/2039 | &nbsp;&nbsp; 4.457% | 156000 | &nbsp;&nbsp; 147511 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2036 | &nbsp;&nbsp; 2.484% | 576000 | &nbsp;&nbsp; 507357 |
| Morgan Stanley Bank NA<sup>(m)</sup>  | Morgan Stanley Bank NA<sup>(m)</sup>  | Morgan Stanley Bank NA<sup>(m)</sup>  | Morgan Stanley Bank NA<sup>(m)</sup>  |
| 05/26/2028 | &nbsp;&nbsp; 5.504% | 275000 | &nbsp;&nbsp; 280613 |
| Morgan Stanley Private Bank<sup>(m)</sup>  | Morgan Stanley Private Bank<sup>(m)</sup>  | Morgan Stanley Private Bank<sup>(m)</sup>  | Morgan Stanley Private Bank<sup>(m)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 4.204% | 1000000 | &nbsp;&nbsp; 1001890 |
| 11/19/2031 | &nbsp;&nbsp; 4.465% | 8530000 | &nbsp;&nbsp; 8576731 |
| Morgan Stanley Private Bank NA<sup>(m)</sup>  | Morgan Stanley Private Bank NA<sup>(m)</sup>  | Morgan Stanley Private Bank NA<sup>(m)</sup>  | Morgan Stanley Private Bank NA<sup>(m)</sup>  |
| 07/18/2031 | &nbsp;&nbsp; 4.734% | 8815000 | &nbsp;&nbsp; 8965144 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada | National Bank of Canada |
| 12/18/2028 | &nbsp;&nbsp; 5.600% | 1263000 | &nbsp;&nbsp; 1320524 |
| 10/10/2029 | &nbsp;&nbsp; 4.500% | 4260000 | &nbsp;&nbsp; 4311370 |
| Nationwide Building Society<sup>(b)</sup>  | Nationwide Building Society<sup>(b)</sup>  | Nationwide Building Society<sup>(b)</sup>  | Nationwide Building Society<sup>(b)</sup>  |
| 07/29/2029 | &nbsp;&nbsp; 5.127% | 3292000 | &nbsp;&nbsp; 3397230 |
| 09/30/2030 | &nbsp;&nbsp; 4.351% | 6155000 | &nbsp;&nbsp; 6160247 |
| NatWest Group PLC<sup>(m)</sup>  | NatWest Group PLC<sup>(m)</sup>  | NatWest Group PLC<sup>(m)</sup>  | NatWest Group PLC<sup>(m)</sup>  |
| 03/01/2035 | &nbsp;&nbsp; 5.778% | 968000 | &nbsp;&nbsp; 1029714 |
| NatWest Markets PLC<sup>(b)</sup>  | NatWest Markets PLC<sup>(b)</sup>  | NatWest Markets PLC<sup>(b)</sup>  | NatWest Markets PLC<sup>(b)</sup>  |
| 03/21/2028 | &nbsp;&nbsp; 4.789% | 4870000 | &nbsp;&nbsp; 4955041 |
| 05/17/2029 | &nbsp;&nbsp; 5.410% | 1651000 | &nbsp;&nbsp; 1719472 |
| Norinchukin Bank (The)<sup>(b)</sup>  | Norinchukin Bank (The)<sup>(b)</sup>  | Norinchukin Bank (The)<sup>(b)</sup>  | Norinchukin Bank (The)<sup>(b)</sup>  |
| 09/09/2030 | &nbsp;&nbsp; 4.674% | 2705000 | &nbsp;&nbsp; 2731515 |
| PNC Financial Services Group, Inc. (The)<sup>(m)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(m)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(m)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(m)</sup>  |
| 06/12/2029 | &nbsp;&nbsp; 5.582% | 3120000 | &nbsp;&nbsp; 3234264 |
| 10/28/2033 | &nbsp;&nbsp; 6.037% | 1206000 | &nbsp;&nbsp; 1305311 |
| 10/20/2034 | &nbsp;&nbsp; 6.875% | 880000 | &nbsp;&nbsp; 1000160 |
| 07/21/2036 | &nbsp;&nbsp; 5.373% | 76000 | &nbsp;&nbsp; 78766 |
| Royal Bank of Canada<sup>(m)</sup>  | Royal Bank of Canada<sup>(m)</sup>  | Royal Bank of Canada<sup>(m)</sup>  | Royal Bank of Canada<sup>(m)</sup>  |
| 08/06/2029 | &nbsp;&nbsp; 4.498% | 9250000 | &nbsp;&nbsp; 9350819 |
| 08/02/2030 | &nbsp;&nbsp; 4.969% | 772000 | &nbsp;&nbsp; 791736 |
| 10/18/2030 | &nbsp;&nbsp; 4.650% | 1268000 | &nbsp;&nbsp; 1287616 |
| 02/04/2031 | &nbsp;&nbsp; 5.153% | 3682000 | &nbsp;&nbsp; 3801874 |
| 08/06/2031 | &nbsp;&nbsp; 4.696% | 929000 | &nbsp;&nbsp; 943691 |
| Royal Bank of Scotland Group PLC<sup>(m)</sup>  | Royal Bank of Scotland Group PLC<sup>(m)</sup>  | Royal Bank of Scotland Group PLC<sup>(m)</sup>  | Royal Bank of Scotland Group PLC<sup>(m)</sup>  |
| 01/27/2030 | &nbsp;&nbsp; 5.076% | 799000 | &nbsp;&nbsp; 817912 |
| Santander UK Group Holdings PLC<sup>(m)</sup>  | Santander UK Group Holdings PLC<sup>(m)</sup>  | Santander UK Group Holdings PLC<sup>(m)</sup>  | Santander UK Group Holdings PLC<sup>(m)</sup>  |
| 06/14/2027 | &nbsp;&nbsp; 1.673% | 1762000 | &nbsp;&nbsp; 1737240 |
| 09/22/2036 | &nbsp;&nbsp; 5.136% | 2585000 | &nbsp;&nbsp; 2579725 |
| Societe Generale SA<sup>(b)</sup>  | Societe Generale SA<sup>(b)</sup>  | Societe Generale SA<sup>(b)</sup>  | Societe Generale SA<sup>(b)</sup>  |
| 02/19/2027 | &nbsp;&nbsp; 5.250% | 1110000 | &nbsp;&nbsp; 1121946 |
| Societe Generale SA<sup>(b),(m)</sup>  | Societe Generale SA<sup>(b),(m)</sup>  | Societe Generale SA<sup>(b),(m)</sup>  | Societe Generale SA<sup>(b),(m)</sup>  |
| 05/22/2031 | &nbsp;&nbsp; 5.512% | 5385000 | &nbsp;&nbsp; 5572213 |
| 06/09/2032 | &nbsp;&nbsp; 2.889% | 480000 | &nbsp;&nbsp; 434187 |
| 01/21/2033 | &nbsp;&nbsp; 3.337% | 10380000 | &nbsp;&nbsp; 9483809 |
| 01/10/2034 | &nbsp;&nbsp; 6.691% | 2130000 | &nbsp;&nbsp; 2330013 |
| State Street Corp. | State Street Corp. | State Street Corp. | State Street Corp. |
| 02/28/2030 | &nbsp;&nbsp; 4.729% | 706000 | &nbsp;&nbsp; 724042 |
| State Street Corp.<sup>(m)</sup>  | State Street Corp.<sup>(m)</sup>  | State Street Corp.<sup>(m)</sup>  | State Street Corp.<sup>(m)</sup>  |
| 10/22/2032 | &nbsp;&nbsp; 4.675% | 1264000 | &nbsp;&nbsp; 1289759 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2034 | &nbsp;&nbsp; 3.031% | 2429000 | &nbsp;&nbsp; 2295045 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| 07/16/2029 | &nbsp;&nbsp; 3.040% | 625000 | &nbsp;&nbsp; 601419 |
| 04/15/2030 | &nbsp;&nbsp; 5.240% | 1252000 | &nbsp;&nbsp; 1302243 |
| 07/09/2031 | &nbsp;&nbsp; 5.424% | 1349000 | &nbsp;&nbsp; 1417906 |
| 01/15/2032 | &nbsp;&nbsp; 5.454% | 782000 | &nbsp;&nbsp; 822520 |
| Sumitomo Mitsui Financial Group, Inc.<sup>(m)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m)</sup>  |
| 07/08/2031 | &nbsp;&nbsp; 4.660% | 3160000 | &nbsp;&nbsp; 3207597 |
| Sumitomo Mitsui Trust Bank Ltd.<sup>(b)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(b)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(b)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(b)</sup>  |
| 03/07/2027 | &nbsp;&nbsp; 5.200% | 3575000 | &nbsp;&nbsp; 3628131 |
| Svenska Handelsbanken AB<sup>(b)</sup>  | Svenska Handelsbanken AB<sup>(b)</sup>  | Svenska Handelsbanken AB<sup>(b)</sup>  | Svenska Handelsbanken AB<sup>(b)</sup>  |
| 05/23/2028 | &nbsp;&nbsp; 4.375% | 4840000 | &nbsp;&nbsp; 4900987 |
| Swedbank AB<sup>(b)</sup>  | Swedbank AB<sup>(b)</sup>  | Swedbank AB<sup>(b)</sup>  | Swedbank AB<sup>(b)</sup>  |
| 09/12/2026 | &nbsp;&nbsp; 6.136% | 3305000 | &nbsp;&nbsp; 3357270 |
| 03/14/2029 | &nbsp;&nbsp; 5.407% | 3135000 | &nbsp;&nbsp; 3256067 |
| Synchrony Financial<sup>(m)</sup>  | Synchrony Financial<sup>(m)</sup>  | Synchrony Financial<sup>(m)</sup>  | Synchrony Financial<sup>(m)</sup>  |
| 08/02/2030 | &nbsp;&nbsp; 5.935% | 2560000 | &nbsp;&nbsp; 2660008 |
| 03/06/2031 | &nbsp;&nbsp; 5.450% | 1685000 | &nbsp;&nbsp; 1722348 |
| Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) |
| 01/30/2032 | &nbsp;&nbsp; 5.298% | 1098000 | &nbsp;&nbsp; 1152238 |
| 10/15/2035 | &nbsp;&nbsp; 4.928% | 3330000 | &nbsp;&nbsp; 3362443 |
| Toronto-Dominion Bank (The)<sup>(m)</sup>  | Toronto-Dominion Bank (The)<sup>(m)</sup>  | Toronto-Dominion Bank (The)<sup>(m)</sup>  | Toronto-Dominion Bank (The)<sup>(m)</sup>  |
| 10/31/2085 | &nbsp;&nbsp; 6.350% | 4085000 | &nbsp;&nbsp; 4118992 |
| Truist Bank<sup>(m)</sup>  | Truist Bank<sup>(m)</sup>  | Truist Bank<sup>(m)</sup>  | Truist Bank<sup>(m)</sup>  |
| 07/24/2028 | &nbsp;&nbsp; 4.420% | 5535000 | &nbsp;&nbsp; 5561105 |
| 10/23/2029 | &nbsp;&nbsp; 4.371% | 4141000 | &nbsp;&nbsp; 4136208 |
| Truist Financial Corp.<sup>(m)</sup>  | Truist Financial Corp.<sup>(m)</sup>  | Truist Financial Corp.<sup>(m)</sup>  | Truist Financial Corp.<sup>(m)</sup>  |
| 03/02/2027 | &nbsp;&nbsp; 1.267% | 265000 | &nbsp;&nbsp; 262984 |
| 10/30/2029 | &nbsp;&nbsp; 7.161% | 2365000 | &nbsp;&nbsp; 2558998 |
| 01/24/2030 | &nbsp;&nbsp; 5.435% | 2310000 | &nbsp;&nbsp; 2397605 |
| 10/28/2033 | &nbsp;&nbsp; 6.123% | 440000 | &nbsp;&nbsp; 475728 |
| 06/08/2034 | &nbsp;&nbsp; 5.867% | 736000 | &nbsp;&nbsp; 784382 |
| U.S. Bancorp<sup>(l),(m)</sup>  | U.S. Bancorp<sup>(l),(m)</sup>  | U.S. Bancorp<sup>(l),(m)</sup>  | U.S. Bancorp<sup>(l),(m)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
|  | &nbsp;&nbsp; 5.300% | 2980000 | &nbsp;&nbsp; 2980148 |
| UBS Group AG<sup>(b),(m)</sup>  | UBS Group AG<sup>(b),(m)</sup>  | UBS Group AG<sup>(b),(m)</sup>  | UBS Group AG<sup>(b),(m)</sup>  |
| 01/30/2027 | &nbsp;&nbsp; 1.364% | 712000 | &nbsp;&nbsp; 708494 |
| 08/10/2027 | &nbsp;&nbsp; 1.494% | 460000 | &nbsp;&nbsp; 451446 |
| 11/06/2033 | &nbsp;&nbsp; 4.844% | 8530000 | &nbsp;&nbsp; 8592754 |
| US Bank NA<sup>(m)</sup>  | US Bank NA<sup>(m)</sup>  | US Bank NA<sup>(m)</sup>  | US Bank NA<sup>(m)</sup>  |
| 10/22/2027 | &nbsp;&nbsp; 4.507% | 5625000 | &nbsp;&nbsp; 5646504 |
| Wells Fargo & Co.<sup>(m)</sup>  | Wells Fargo & Co.<sup>(m)</sup>  | Wells Fargo & Co.<sup>(m)</sup>  | Wells Fargo & Co.<sup>(m)</sup>  |
| 05/22/2028 | &nbsp;&nbsp; 3.584% | 258000 | &nbsp;&nbsp; 256082 |
| 06/02/2028 | &nbsp;&nbsp; 2.393% | 8378000 | &nbsp;&nbsp; 8173042 |
| 07/25/2028 | &nbsp;&nbsp; 4.808% | 14890000 | &nbsp;&nbsp; 15051844 |
| 07/25/2029 | &nbsp;&nbsp; 5.574% | 1360000 | &nbsp;&nbsp; 1409428 |
| 10/23/2029 | &nbsp;&nbsp; 6.303% | 5615000 | &nbsp;&nbsp; 5947121 |
| 02/11/2031 | &nbsp;&nbsp; 2.572% | 6775000 | &nbsp;&nbsp; 6345663 |
| 03/02/2033 | &nbsp;&nbsp; 3.350% | 845000 | &nbsp;&nbsp; 792955 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 07/25/2033 | &nbsp;&nbsp; 4.897% |  | 2740000 | &nbsp;&nbsp; 2799563 |
| 10/23/2034 | &nbsp;&nbsp; 6.491% |  | 221000 | &nbsp;&nbsp; 247036 |
| 01/23/2035 | &nbsp;&nbsp; 5.499% |  | 744000 | &nbsp;&nbsp; 782174 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% |  | 7920000 | &nbsp;&nbsp; 8174659 |
| 04/23/2036 | &nbsp;&nbsp; 5.605% |  | 6884000 | &nbsp;&nbsp; 7294310 |
| 04/30/2041 | &nbsp;&nbsp; 3.068% |  | 4650000 | &nbsp;&nbsp; 3670267 |
| Westpac New Zealand Ltd.<sup>(b)</sup>  | Westpac New Zealand Ltd.<sup>(b)</sup>  | Westpac New Zealand Ltd.<sup>(b)</sup>  | Westpac New Zealand Ltd.<sup>(b)</sup>  | Westpac New Zealand Ltd.<sup>(b)</sup>  |
| 02/26/2027 | &nbsp;&nbsp; 5.132% |  | 1331000 | &nbsp;&nbsp; 1348810 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **833934291** |
| **Brokerage/Asset Managers/Exchanges 0.6%** | **Brokerage/Asset Managers/Exchanges 0.6%** | **Brokerage/Asset Managers/Exchanges 0.6%** | **Brokerage/Asset Managers/Exchanges 0.6%** | **Brokerage/Asset Managers/Exchanges 0.6%** |
| Apollo Global Management, Inc. | Apollo Global Management, Inc. | Apollo Global Management, Inc. | Apollo Global Management, Inc. | Apollo Global Management, Inc. |
| 08/12/2035 | &nbsp;&nbsp; 5.150% |  | 1845000 | &nbsp;&nbsp; 1847827 |
| BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. |
| 04/02/2030 | &nbsp;&nbsp; 6.150% |  | 1415000 | &nbsp;&nbsp; 1459111 |
| Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. |
| 07/18/2035 | &nbsp;&nbsp; 3.750% | EUR | 2430000 | &nbsp;&nbsp; 2878216 |
| Blackstone Holdings Finance Co. LLC<sup>(b)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(b)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(b)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(b)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(b)</sup>  |
| 08/05/2028 | &nbsp;&nbsp; 1.625% |  | 354000 | &nbsp;&nbsp; 331998 |
| 01/10/2030 | &nbsp;&nbsp; 2.500% |  | 123000 | &nbsp;&nbsp; 115164 |
| 01/30/2032 | &nbsp;&nbsp; 2.000% |  | 1750000 | &nbsp;&nbsp; 1505791 |
| Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. |
| 11/15/2030 | &nbsp;&nbsp; 4.653% |  | 9096000 | &nbsp;&nbsp; 9158079 |
| 01/15/2036 | &nbsp;&nbsp; 5.298% |  | 2219000 | &nbsp;&nbsp; 2231046 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. |
| 06/02/2026 | &nbsp;&nbsp; 4.250% |  | 750000 | &nbsp;&nbsp; 749850 |
| Cantor Fitzgerald LP<sup>(b)</sup>  | Cantor Fitzgerald LP<sup>(b)</sup>  | Cantor Fitzgerald LP<sup>(b)</sup>  | Cantor Fitzgerald LP<sup>(b)</sup>  | Cantor Fitzgerald LP<sup>(b)</sup>  |
| 12/12/2028 | &nbsp;&nbsp; 7.200% |  | 2300000 | &nbsp;&nbsp; 2445996 |
| Charles Schwab Corp. (The)<sup>(m)</sup>  | Charles Schwab Corp. (The)<sup>(m)</sup>  | Charles Schwab Corp. (The)<sup>(m)</sup>  | Charles Schwab Corp. (The)<sup>(m)</sup>  | Charles Schwab Corp. (The)<sup>(m)</sup>  |
| 11/17/2029 | &nbsp;&nbsp; 6.196% |  | 418000 | &nbsp;&nbsp; 443528 |
| CME Group, Inc. | CME Group, Inc. | CME Group, Inc. | CME Group, Inc. | CME Group, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 4.400% |  | 1906000 | &nbsp;&nbsp; 1933844 |
| Depository Trust & Clearing Corp. (The)<sup>(b),(l),(m)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(b),(l),(m)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(b),(l),(m)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(b),(l),(m)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 3.375% |  | 673000 | &nbsp;&nbsp; 661856 |
| EQT AB<sup>(b)</sup>  | EQT AB<sup>(b)</sup>  | EQT AB<sup>(b)</sup>  | EQT AB<sup>(b)</sup>  | EQT AB<sup>(b)</sup>  |
| 05/08/2035 | &nbsp;&nbsp; 5.850% |  | 1142000 | &nbsp;&nbsp; 1181797 |
| Focus Financial Partners LLC<sup>(b)</sup>  | Focus Financial Partners LLC<sup>(b)</sup>  | Focus Financial Partners LLC<sup>(b)</sup>  | Focus Financial Partners LLC<sup>(b)</sup>  | Focus Financial Partners LLC<sup>(b)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 6.750% |  | 1015000 | &nbsp;&nbsp; 1049088 |
| Hunt Companies, Inc.<sup>(b)</sup>  | Hunt Companies, Inc.<sup>(b)</sup>  | Hunt Companies, Inc.<sup>(b)</sup>  | Hunt Companies, Inc.<sup>(b)</sup>  | Hunt Companies, Inc.<sup>(b)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.250% |  | 2075000 | &nbsp;&nbsp; 2027868 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. |
| 06/15/2030 | &nbsp;&nbsp; 2.100% |  | 1745000 | &nbsp;&nbsp; 1601111 |
| Jane Street Group/Finance, Inc.<sup>(b)</sup>  | Jane Street Group/Finance, Inc.<sup>(b)</sup>  | Jane Street Group/Finance, Inc.<sup>(b)</sup>  | Jane Street Group/Finance, Inc.<sup>(b)</sup>  | Jane Street Group/Finance, Inc.<sup>(b)</sup>  |
| 05/01/2033 | &nbsp;&nbsp; 6.750% |  | 1280000 | &nbsp;&nbsp; 1336847 |
| Jane Street Group/JSG Finance, Inc.<sup>(b)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(b)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(b)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(b)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(b)</sup>  |
| 04/30/2031 | &nbsp;&nbsp; 7.125% |  | 800000 | &nbsp;&nbsp; 842745 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| 07/21/2028 | &nbsp;&nbsp; 5.875% |  | 3660000 | &nbsp;&nbsp; 3795702 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| KKR & Co., Inc. | KKR & Co., Inc. | KKR & Co., Inc. | KKR & Co., Inc. |
| 08/07/2035 | &nbsp;&nbsp; 5.100% | 2778000 | &nbsp;&nbsp; 2777571 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| 05/20/2027 | &nbsp;&nbsp; 5.700% | 791000 | &nbsp;&nbsp; 806037 |
| 03/15/2030 | &nbsp;&nbsp; 5.200% | 1194000 | &nbsp;&nbsp; 1223746 |
| 06/15/2030 | &nbsp;&nbsp; 5.150% | 4087000 | &nbsp;&nbsp; 4178487 |
| Marex Group PLC | Marex Group PLC | Marex Group PLC | Marex Group PLC |
| 05/08/2028 | &nbsp;&nbsp; 5.829% | 2900000 | &nbsp;&nbsp; 2946064 |
| 11/04/2029 | &nbsp;&nbsp; 6.404% | 3040000 | &nbsp;&nbsp; 3141199 |
| MSD Investment Corp.<sup>(b)</sup>  | MSD Investment Corp.<sup>(b)</sup>  | MSD Investment Corp.<sup>(b)</sup>  | MSD Investment Corp.<sup>(b)</sup>  |
| 05/31/2030 | &nbsp;&nbsp; 6.250% | 1245000 | &nbsp;&nbsp; 1251607 |
| National Securities Clearing Corp.<sup>(b)</sup>  | National Securities Clearing Corp.<sup>(b)</sup>  | National Securities Clearing Corp.<sup>(b)</sup>  | National Securities Clearing Corp.<sup>(b)</sup>  |
| 05/20/2030 | &nbsp;&nbsp; 4.700% | 842000 | &nbsp;&nbsp; 863149 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| 07/12/2028 | &nbsp;&nbsp; 6.070% | 7560000 | &nbsp;&nbsp; 7903957 |
| 07/14/2031 | &nbsp;&nbsp; 2.608% | 1100000 | &nbsp;&nbsp; 996514 |
| Nuveen LLC<sup>(b)</sup>  | Nuveen LLC<sup>(b)</sup>  | Nuveen LLC<sup>(b)</sup>  | Nuveen LLC<sup>(b)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 5.550% | 826000 | &nbsp;&nbsp; 863229 |
| Raymond James Financial, Inc. | Raymond James Financial, Inc. | Raymond James Financial, Inc. | Raymond James Financial, Inc. |
| 09/11/2055 | &nbsp;&nbsp; 5.650% | 2062000 | &nbsp;&nbsp; 2036837 |
| Stifel Financial Corp. | Stifel Financial Corp. | Stifel Financial Corp. | Stifel Financial Corp. |
| 05/15/2030 | &nbsp;&nbsp; 4.000% | 3755000 | &nbsp;&nbsp; 3682103 |
| TPG Operating Group II LP | TPG Operating Group II LP | TPG Operating Group II LP | TPG Operating Group II LP |
| 01/15/2036 | &nbsp;&nbsp; 5.375% | 4755000 | &nbsp;&nbsp; 4770582 |
| VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(b)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(b)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(b)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(b)</sup>  |
| 06/15/2031 | &nbsp;&nbsp; 7.500% | 645000 | &nbsp;&nbsp; 677818 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **75716364** |
| **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** |
| AmeriTex HoldCo Intermediate LLC<sup>(b)</sup>  | AmeriTex HoldCo Intermediate LLC<sup>(b)</sup>  | AmeriTex HoldCo Intermediate LLC<sup>(b)</sup>  | AmeriTex HoldCo Intermediate LLC<sup>(b)</sup>  |
| 08/15/2033 | &nbsp;&nbsp; 7.625% | 745000 | &nbsp;&nbsp; 780877 |
| Camelot Return Merger Sub, Inc.<sup>(b)</sup>  | Camelot Return Merger Sub, Inc.<sup>(b)</sup>  | Camelot Return Merger Sub, Inc.<sup>(b)</sup>  | Camelot Return Merger Sub, Inc.<sup>(b)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 8.750% | 1544000 | &nbsp;&nbsp; 1291451 |
| Cemex SAB de CV<sup>(b),(l),(m)</sup>  | Cemex SAB de CV<sup>(b),(l),(m)</sup>  | Cemex SAB de CV<sup>(b),(l),(m)</sup>  | Cemex SAB de CV<sup>(b),(l),(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
|  | &nbsp;&nbsp; 7.200% | 950000 | &nbsp;&nbsp; 984395 |
| CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC |
| 05/21/2029 | &nbsp;&nbsp; 5.200% | 980000 | &nbsp;&nbsp; 1012268 |
| Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. |
| 03/15/2036 | &nbsp;&nbsp; 5.000% | 4246000 | &nbsp;&nbsp; 4202109 |
| Fortune Brands Home & Security, Inc. | Fortune Brands Home & Security, Inc. | Fortune Brands Home & Security, Inc. | Fortune Brands Home & Security, Inc. |
| 03/25/2032 | &nbsp;&nbsp; 4.000% | 472000 | &nbsp;&nbsp; 452796 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| 09/15/2029 | &nbsp;&nbsp; 3.250% | 2098000 | &nbsp;&nbsp; 2021289 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| 07/15/2031 | &nbsp;&nbsp; 2.400% | 2800000 | &nbsp;&nbsp; 2530814 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. |
| 09/18/2028 | &nbsp;&nbsp; 5.850% | 233000 | &nbsp;&nbsp; 243116 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Quikrete Holdings, Inc.<sup>(b)</sup>  | Quikrete Holdings, Inc.<sup>(b)</sup>  | Quikrete Holdings, Inc.<sup>(b)</sup>  | Quikrete Holdings, Inc.<sup>(b)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 2190000 | &nbsp;&nbsp; 2277421 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% | 190000 | &nbsp;&nbsp; 198185 |
| Smyrna Ready Mix Concrete LLC<sup>(b)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 8.875% | 650000 | &nbsp;&nbsp; 689766 |
| Standard Building Solutions, Inc.<sup>(b)</sup>  | Standard Building Solutions, Inc.<sup>(b)</sup>  | Standard Building Solutions, Inc.<sup>(b)</sup>  | Standard Building Solutions, Inc.<sup>(b)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.500% | 310000 | &nbsp;&nbsp; 320030 |
| Standard Industries, Inc.<sup>(b)</sup>  | Standard Industries, Inc.<sup>(b)</sup>  | Standard Industries, Inc.<sup>(b)</sup>  | Standard Industries, Inc.<sup>(b)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 3180000 | &nbsp;&nbsp; 3085627 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20090144** |
| **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** |
| CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.375% | 100000 | &nbsp;&nbsp; 99109 |
| CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. |
| 05/01/2032 | &nbsp;&nbsp; 4.500% | 2000000 | &nbsp;&nbsp; 1804998 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% | 1467000 | &nbsp;&nbsp; 1547153 |
| 12/01/2061 | &nbsp;&nbsp; 4.400% | 284000 | &nbsp;&nbsp; 189577 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 01/15/2029 | &nbsp;&nbsp; 2.250% | 6050000 | &nbsp;&nbsp; 5628087 |
| 06/01/2029 | &nbsp;&nbsp; 6.100% | 4731000 | &nbsp;&nbsp; 4934922 |
| 04/01/2031 | &nbsp;&nbsp; 2.800% | 535000 | &nbsp;&nbsp; 480375 |
| 12/01/2035 | &nbsp;&nbsp; 5.850% | 1000000 | &nbsp;&nbsp; 1000946 |
| 03/01/2042 | &nbsp;&nbsp; 3.500% | 2460000 | &nbsp;&nbsp; 1725534 |
| 10/23/2045 | &nbsp;&nbsp; 6.484% | 2580000 | &nbsp;&nbsp; 2475352 |
| 05/01/2047 | &nbsp;&nbsp; 5.375% | 1711000 | &nbsp;&nbsp; 1434003 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% | 2492000 | &nbsp;&nbsp; 1910816 |
| 04/01/2051 | &nbsp;&nbsp; 3.700% | 1670000 | &nbsp;&nbsp; 1075709 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% | 1383000 | &nbsp;&nbsp; 907759 |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 810000 | &nbsp;&nbsp; 655716 |
| 04/01/2061 | &nbsp;&nbsp; 3.850% | 274000 | &nbsp;&nbsp; 167804 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| 02/01/2030 | &nbsp;&nbsp; 2.650% | 474000 | &nbsp;&nbsp; 446840 |
| 01/15/2031 | &nbsp;&nbsp; 1.950% | 426000 | &nbsp;&nbsp; 379653 |
| 02/15/2031 | &nbsp;&nbsp; 1.500% | 459000 | &nbsp;&nbsp; 399121 |
| 06/01/2034 | &nbsp;&nbsp; 5.300% | 403000 | &nbsp;&nbsp; 416438 |
| 07/15/2036 | &nbsp;&nbsp; 3.200% | 220000 | &nbsp;&nbsp; 188295 |
| 03/01/2038 | &nbsp;&nbsp; 3.900% | 234000 | &nbsp;&nbsp; 205392 |
| 02/01/2050 | &nbsp;&nbsp; 3.450% | 1900000 | &nbsp;&nbsp; 1306315 |
| Cox Communications, Inc.<sup>(b)</sup>  | Cox Communications, Inc.<sup>(b)</sup>  | Cox Communications, Inc.<sup>(b)</sup>  | Cox Communications, Inc.<sup>(b)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 1.800% | 282000 | &nbsp;&nbsp; 247002 |
| 09/01/2034 | &nbsp;&nbsp; 5.450% | 10310000 | &nbsp;&nbsp; 10154164 |
| 09/01/2054 | &nbsp;&nbsp; 5.950% | 5165000 | &nbsp;&nbsp; 4575107 |
| CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.500% | 3550000 | &nbsp;&nbsp; 3062303 |
| 02/01/2028 | &nbsp;&nbsp; 5.375% | 850000 | &nbsp;&nbsp; 614758 |
| 01/31/2029 | &nbsp;&nbsp; 11.750% | 4604000 | &nbsp;&nbsp; 3209677 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% | 3166000 | &nbsp;&nbsp; 1981773 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% | 1455000 | &nbsp;&nbsp; 538171 |
| 12/01/2030 | &nbsp;&nbsp; 4.125% | 500000 | &nbsp;&nbsp; 284550 |
| 12/01/2030 | &nbsp;&nbsp; 4.625% | 2225000 | &nbsp;&nbsp; 793745 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2031 | &nbsp;&nbsp; 3.375% |  | 400000 | &nbsp;&nbsp; 222037 |
| DirecTV Financing LLC<sup>(b)</sup>  | DirecTV Financing LLC<sup>(b)</sup>  | DirecTV Financing LLC<sup>(b)</sup>  | DirecTV Financing LLC<sup>(b)</sup>  | DirecTV Financing LLC<sup>(b)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 8.875% |  | 1375000 | &nbsp;&nbsp; 1366477 |
| DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. |
| 07/01/2026 | &nbsp;&nbsp; 7.750% |  | 5414000 | &nbsp;&nbsp; 5303764 |
| 07/01/2028 | &nbsp;&nbsp; 7.375% |  | 300000 | &nbsp;&nbsp; 280002 |
| 06/01/2029 | &nbsp;&nbsp; 5.125% |  | 675000 | &nbsp;&nbsp; 567461 |
| DISH Network Corp.<sup>(b)</sup>  | DISH Network Corp.<sup>(b)</sup>  | DISH Network Corp.<sup>(b)</sup>  | DISH Network Corp.<sup>(b)</sup>  | DISH Network Corp.<sup>(b)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% |  | 3516000 | &nbsp;&nbsp; 3674373 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% |  | 5295800 | &nbsp;&nbsp; 5838616 |
| Sirius XM Radio, Inc.<sup>(b)</sup>  | Sirius XM Radio, Inc.<sup>(b)</sup>  | Sirius XM Radio, Inc.<sup>(b)</sup>  | Sirius XM Radio, Inc.<sup>(b)</sup>  | Sirius XM Radio, Inc.<sup>(b)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.500% |  | 1085000 | &nbsp;&nbsp; 1090965 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 11/15/2040 | &nbsp;&nbsp; 5.875% |  | 1980000 | &nbsp;&nbsp; 1838814 |
| 09/01/2041 | &nbsp;&nbsp; 5.500% |  | 2920000 | &nbsp;&nbsp; 2586863 |
| 09/15/2042 | &nbsp;&nbsp; 4.500% |  | 1770000 | &nbsp;&nbsp; 1377705 |
| Viasat, Inc.<sup>(b)</sup>  | Viasat, Inc.<sup>(b)</sup>  | Viasat, Inc.<sup>(b)</sup>  | Viasat, Inc.<sup>(b)</sup>  | Viasat, Inc.<sup>(b)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.625% |  | 1065000 | &nbsp;&nbsp; 1063768 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **80052009** |
| **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** |
| Braskem Netherlands Finance BV<sup>(b)</sup>  | Braskem Netherlands Finance BV<sup>(b)</sup>  | Braskem Netherlands Finance BV<sup>(b)</sup>  | Braskem Netherlands Finance BV<sup>(b)</sup>  | Braskem Netherlands Finance BV<sup>(b)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 4.500% |  | 356000 | &nbsp;&nbsp; 140495 |
| 01/31/2030 | &nbsp;&nbsp; 4.500% |  | 907000 | &nbsp;&nbsp; 324128 |
| 01/12/2031 | &nbsp;&nbsp; 8.500% |  | 5224000 | &nbsp;&nbsp; 1934941 |
| Cabot Corp. | Cabot Corp. | Cabot Corp. | Cabot Corp. | Cabot Corp. |
| 07/01/2029 | &nbsp;&nbsp; 4.000% |  | 1810000 | &nbsp;&nbsp; 1795107 |
| CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. |
| 03/15/2034 | &nbsp;&nbsp; 5.150% |  | 3125000 | &nbsp;&nbsp; 3150526 |
| 06/01/2043 | &nbsp;&nbsp; 4.950% |  | 1340000 | &nbsp;&nbsp; 1215964 |
| Dow Chemical Co. (The) | Dow Chemical Co. (The) | Dow Chemical Co. (The) | Dow Chemical Co. (The) | Dow Chemical Co. (The) |
| 01/15/2031 | &nbsp;&nbsp; 4.800% |  | 5995000 | &nbsp;&nbsp; 5973910 |
| DuPont de Nemours, Inc.<sup>(b)</sup>  | DuPont de Nemours, Inc.<sup>(b)</sup>  | DuPont de Nemours, Inc.<sup>(b)</sup>  | DuPont de Nemours, Inc.<sup>(b)</sup>  | DuPont de Nemours, Inc.<sup>(b)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 4.725% |  | 2350000 | &nbsp;&nbsp; 2381054 |
| Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. |
| 11/08/2032 | &nbsp;&nbsp; 5.400% | AUD | 1400000 | &nbsp;&nbsp; 907528 |
| Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. |
| 08/01/2029 | &nbsp;&nbsp; 5.000% |  | 2330000 | &nbsp;&nbsp; 2376790 |
| FMC Corp. | FMC Corp. | FMC Corp. | FMC Corp. | FMC Corp. |
| 10/01/2029 | &nbsp;&nbsp; 3.450% |  | 1005000 | &nbsp;&nbsp; 911265 |
| 10/01/2049 | &nbsp;&nbsp; 4.500% |  | 340000 | &nbsp;&nbsp; 225847 |
| International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 1.832% |  | 455000 | &nbsp;&nbsp; 434968 |
| 11/01/2030 | &nbsp;&nbsp; 2.300% |  | 5075000 | &nbsp;&nbsp; 4576651 |
| 11/15/2040 | &nbsp;&nbsp; 3.268% |  | 365000 | &nbsp;&nbsp; 283656 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| 01/15/2031 | &nbsp;&nbsp; 5.125% |  | 1432000 | &nbsp;&nbsp; 1436683 |
| 03/01/2034 | &nbsp;&nbsp; 5.500% |  | 4025000 | &nbsp;&nbsp; 4012267 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Mosaic Co. (The) | Mosaic Co. (The) | Mosaic Co. (The) | Mosaic Co. (The) |
| 01/15/2029 | &nbsp;&nbsp; 4.350% | 1707000 | &nbsp;&nbsp; 1712385 |
| Nufarm Australia Ltd./Americas, Inc.<sup>(b)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(b)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(b)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(b)</sup>  |
| 01/27/2030 | &nbsp;&nbsp; 5.000% | 740000 | &nbsp;&nbsp; 663590 |
| Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. |
| 12/01/2036 | &nbsp;&nbsp; 5.875% | 82000 | &nbsp;&nbsp; 86992 |
| Olin Corp.<sup>(b)</sup>  | Olin Corp.<sup>(b)</sup>  | Olin Corp.<sup>(b)</sup>  | Olin Corp.<sup>(b)</sup>  |
| 04/01/2033 | &nbsp;&nbsp; 6.625% | 1000000 | &nbsp;&nbsp; 990539 |
| PPG Industries, Inc. | PPG Industries, Inc. | PPG Industries, Inc. | PPG Industries, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 4.375% | 4740000 | &nbsp;&nbsp; 4751022 |
| Qnity Electronics, Inc.<sup>(b)</sup>  | Qnity Electronics, Inc.<sup>(b)</sup>  | Qnity Electronics, Inc.<sup>(b)</sup>  | Qnity Electronics, Inc.<sup>(b)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 5.750% | 380000 | &nbsp;&nbsp; 390107 |
| 08/15/2033 | &nbsp;&nbsp; 6.250% | 230000 | &nbsp;&nbsp; 238593 |
| Sasol Financing USA LLC | Sasol Financing USA LLC | Sasol Financing USA LLC | Sasol Financing USA LLC |
| 09/27/2028 | &nbsp;&nbsp; 6.500% | 2550000 | &nbsp;&nbsp; 2513514 |
| Sociedad Quimica y Minera de Chile SA<sup>(b)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(b)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(b)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(b)</sup>  |
| 09/10/2034 | &nbsp;&nbsp; 5.500% | 1300000 | &nbsp;&nbsp; 1303068 |
| Solstice Advanced Materials, Inc.<sup>(b)</sup>  | Solstice Advanced Materials, Inc.<sup>(b)</sup>  | Solstice Advanced Materials, Inc.<sup>(b)</sup>  | Solstice Advanced Materials, Inc.<sup>(b)</sup>  |
| 09/30/2033 | &nbsp;&nbsp; 5.625% | 680000 | &nbsp;&nbsp; 683566 |
| Westlake Corp. | Westlake Corp. | Westlake Corp. | Westlake Corp. |
| 11/15/2055 | &nbsp;&nbsp; 6.375% | 3830000 | &nbsp;&nbsp; 3830685 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **49245841** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| AGCO Corp. | AGCO Corp. | AGCO Corp. | AGCO Corp. |
| 03/21/2027 | &nbsp;&nbsp; 5.450% | 848000 | &nbsp;&nbsp; 859288 |
| Alta Equipment Group, Inc.<sup>(b)</sup>  | Alta Equipment Group, Inc.<sup>(b)</sup>  | Alta Equipment Group, Inc.<sup>(b)</sup>  | Alta Equipment Group, Inc.<sup>(b)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 9.000% | 1010000 | &nbsp;&nbsp; 896813 |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| 11/14/2028 | &nbsp;&nbsp; 3.950% | 7000000 | &nbsp;&nbsp; 7017650 |
| 11/15/2029 | &nbsp;&nbsp; 4.700% | 626000 | &nbsp;&nbsp; 643539 |
| Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 5.200% | 1346000 | &nbsp;&nbsp; 1407676 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |
| 03/21/2028 | &nbsp;&nbsp; 4.750% | 2345000 | &nbsp;&nbsp; 2376408 |
| 01/12/2029 | &nbsp;&nbsp; 5.500% | 1149000 | &nbsp;&nbsp; 1190632 |
| 04/20/2029 | &nbsp;&nbsp; 5.100% | 1263000 | &nbsp;&nbsp; 1295050 |
| 10/16/2030 | &nbsp;&nbsp; 4.500% | 6435000 | &nbsp;&nbsp; 6448330 |
| Herc Holdings, Inc.<sup>(b)</sup>  | Herc Holdings, Inc.<sup>(b)</sup>  | Herc Holdings, Inc.<sup>(b)</sup>  | Herc Holdings, Inc.<sup>(b)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 1150000 | &nbsp;&nbsp; 1208554 |
| 06/15/2033 | &nbsp;&nbsp; 7.250% | 525000 | &nbsp;&nbsp; 555487 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |
| 06/11/2029 | &nbsp;&nbsp; 4.850% | 816000 | &nbsp;&nbsp; 840541 |
| 06/10/2030 | &nbsp;&nbsp; 4.700% | 1810000 | &nbsp;&nbsp; 1860754 |
| 03/07/2031 | &nbsp;&nbsp; 4.900% | 1490000 | &nbsp;&nbsp; 1542922 |
| 09/08/2031 | &nbsp;&nbsp; 4.400% | 1023000 | &nbsp;&nbsp; 1035448 |
| Maxim Crane Works Holdings Capital LLC<sup>(b)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(b)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(b)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(b)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 11.500% | 975000 | &nbsp;&nbsp; 1036414 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 7.875% | 570445 | &nbsp;&nbsp; 181652 |
| Terex Corp.<sup>(b)</sup>  | Terex Corp.<sup>(b)</sup>  | Terex Corp.<sup>(b)</sup>  | Terex Corp.<sup>(b)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.250% | 1050000 | &nbsp;&nbsp; 1071811 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 5.250% | 1750000 | &nbsp;&nbsp; 1773107 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **33242076** |
| **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** |
| Allied Universal Holdco LLC<sup>(b)</sup>  | Allied Universal Holdco LLC<sup>(b)</sup>  | Allied Universal Holdco LLC<sup>(b)</sup>  | Allied Universal Holdco LLC<sup>(b)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.875% | 835000 | &nbsp;&nbsp; 880317 |
| Allied Universal Holdco LLC/Finance Corp.<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(b)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 6.000% | 900000 | &nbsp;&nbsp; 883372 |
| Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(b)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 1910000 | &nbsp;&nbsp; 1876379 |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 990000 | &nbsp;&nbsp; 972740 |
| Arches Buyer, Inc.<sup>(b)</sup>  | Arches Buyer, Inc.<sup>(b)</sup>  | Arches Buyer, Inc.<sup>(b)</sup>  | Arches Buyer, Inc.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.250% | 745000 | &nbsp;&nbsp; 733926 |
| Block Financial LLC | Block Financial LLC | Block Financial LLC | Block Financial LLC |
| 09/15/2032 | &nbsp;&nbsp; 5.375% | 3765000 | &nbsp;&nbsp; 3817480 |
| Brink's Co. (The)<sup>(b)</sup>  | Brink's Co. (The)<sup>(b)</sup>  | Brink's Co. (The)<sup>(b)</sup>  | Brink's Co. (The)<sup>(b)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.500% | 540000 | &nbsp;&nbsp; 557196 |
| 06/15/2032 | &nbsp;&nbsp; 6.750% | 540000 | &nbsp;&nbsp; 563060 |
| eBay, Inc. | eBay, Inc. | eBay, Inc. | eBay, Inc. |
| 03/06/2029 | &nbsp;&nbsp; 4.250% | 3255000 | &nbsp;&nbsp; 3268134 |
| Match Group Holdings II LLC<sup>(b)</sup>  | Match Group Holdings II LLC<sup>(b)</sup>  | Match Group Holdings II LLC<sup>(b)</sup>  | Match Group Holdings II LLC<sup>(b)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 3.625% | 1155000 | &nbsp;&nbsp; 1057518 |
| Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 6.875% | 1020000 | &nbsp;&nbsp; 1052291 |
| Service Corp. International | Service Corp. International | Service Corp. International | Service Corp. International |
| 10/15/2032 | &nbsp;&nbsp; 5.750% | 645000 | &nbsp;&nbsp; 659502 |
| Uber Technologies, Inc.<sup>(b)</sup>  | Uber Technologies, Inc.<sup>(b)</sup>  | Uber Technologies, Inc.<sup>(b)</sup>  | Uber Technologies, Inc.<sup>(b)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 4.500% | 634000 | &nbsp;&nbsp; 634149 |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 4.300% | 832000 | &nbsp;&nbsp; 836854 |
| 09/15/2054 | &nbsp;&nbsp; 5.350% | 2007000 | &nbsp;&nbsp; 1943924 |
| VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% | 495000 | &nbsp;&nbsp; 515536 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20252378** |
| **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** |
| Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  |
| 03/31/2029 | &nbsp;&nbsp; 4.375% | 1085000 | &nbsp;&nbsp; 1035195 |
| 09/15/2033 | &nbsp;&nbsp; 6.000% | 1845000 | &nbsp;&nbsp; 1740912 |
| Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. |
| 03/22/2028 | &nbsp;&nbsp; 5.050% | 549000 | &nbsp;&nbsp; 561618 |
| 05/22/2032 | &nbsp;&nbsp; 4.850% | 907000 | &nbsp;&nbsp; 928481 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Kronos Acquisition Holdings, Inc.<sup>(b)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(b)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(b)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(b)</sup>  |
| 06/30/2032 | &nbsp;&nbsp; 10.750% | 1400000 | &nbsp;&nbsp; 618120 |
| Newell Brands, Inc.<sup>(b)</sup>  | Newell Brands, Inc.<sup>(b)</sup>  | Newell Brands, Inc.<sup>(b)</sup>  | Newell Brands, Inc.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.500% | 760000 | &nbsp;&nbsp; 792729 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 6.375% | 480000 | &nbsp;&nbsp; 460620 |
| 05/15/2032 | &nbsp;&nbsp; 6.625% | 585000 | &nbsp;&nbsp; 551516 |
| Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. |
| 09/30/2032 | &nbsp;&nbsp; 6.125% | 1025000 | &nbsp;&nbsp; 1002460 |
| Polaris, Inc. | Polaris, Inc. | Polaris, Inc. | Polaris, Inc. |
| 03/01/2031 | &nbsp;&nbsp; 5.600% | 1885000 | &nbsp;&nbsp; 1908806 |
| Procter & Gamble Co. (The) | Procter & Gamble Co. (The) | Procter & Gamble Co. (The) | Procter & Gamble Co. (The) |
| 11/03/2032 | &nbsp;&nbsp; 4.100% | 7500000 | &nbsp;&nbsp; 7495172 |
| Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 3.875% | 479000 | &nbsp;&nbsp; 391224 |
| SWF Escrow Issuer Corp.<sup>(b)</sup>  | SWF Escrow Issuer Corp.<sup>(b)</sup>  | SWF Escrow Issuer Corp.<sup>(b)</sup>  | SWF Escrow Issuer Corp.<sup>(b)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 6.500% | 950000 | &nbsp;&nbsp; 326590 |
| Tempur Sealy International, Inc.<sup>(b)</sup>  | Tempur Sealy International, Inc.<sup>(b)</sup>  | Tempur Sealy International, Inc.<sup>(b)</sup>  | Tempur Sealy International, Inc.<sup>(b)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 500000 | &nbsp;&nbsp; 487668 |
| 10/15/2031 | &nbsp;&nbsp; 3.875% | 665000 | &nbsp;&nbsp; 623514 |
| Unilever Capital Corp. | Unilever Capital Corp. | Unilever Capital Corp. | Unilever Capital Corp. |
| 08/12/2034 | &nbsp;&nbsp; 4.625% | 1297000 | &nbsp;&nbsp; 1313927 |
| Whirlpool Corp. | Whirlpool Corp. | Whirlpool Corp. | Whirlpool Corp. |
| 06/15/2030 | &nbsp;&nbsp; 6.125% | 270000 | &nbsp;&nbsp; 273491 |
| 06/15/2033 | &nbsp;&nbsp; 6.500% | 750000 | &nbsp;&nbsp; 745437 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **21257480** |
| **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** |
| 3M Co. | 3M Co. | 3M Co. | 3M Co. |
| 03/15/2035 | &nbsp;&nbsp; 5.150% | 662000 | &nbsp;&nbsp; 684432 |
| Amsted Industries, Inc.<sup>(b)</sup>  | Amsted Industries, Inc.<sup>(b)</sup>  | Amsted Industries, Inc.<sup>(b)</sup>  | Amsted Industries, Inc.<sup>(b)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 4.625% | 1685000 | &nbsp;&nbsp; 1662101 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| 02/15/2030 | &nbsp;&nbsp; 2.722% | 190000 | &nbsp;&nbsp; 178813 |
| 03/15/2034 | &nbsp;&nbsp; 5.900% | 201000 | &nbsp;&nbsp; 216990 |
| Emerald Debt Merger Sub LLC<sup>(b)</sup>  | Emerald Debt Merger Sub LLC<sup>(b)</sup>  | Emerald Debt Merger Sub LLC<sup>(b)</sup>  | Emerald Debt Merger Sub LLC<sup>(b)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 1710000 | &nbsp;&nbsp; 1772421 |
| Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 1448000 | &nbsp;&nbsp; 1482072 |
| 03/01/2035 | &nbsp;&nbsp; 5.000% | 429000 | &nbsp;&nbsp; 439820 |
| Ingersoll Rand, Inc. | Ingersoll Rand, Inc. | Ingersoll Rand, Inc. | Ingersoll Rand, Inc. |
| 08/14/2028 | &nbsp;&nbsp; 5.400% | 456000 | &nbsp;&nbsp; 471747 |
| 06/15/2029 | &nbsp;&nbsp; 5.176% | 364000 | &nbsp;&nbsp; 377001 |
| 06/15/2034 | &nbsp;&nbsp; 5.450% | 269000 | &nbsp;&nbsp; 281337 |
| Tyco Electronics Group SA | Tyco Electronics Group SA | Tyco Electronics Group SA | Tyco Electronics Group SA |
| 02/01/2030 | &nbsp;&nbsp; 4.625% | 4870000 | &nbsp;&nbsp; 4972190 |
| Valmont Industries, Inc. | Valmont Industries, Inc. | Valmont Industries, Inc. | Valmont Industries, Inc. |
| 10/01/2054 | &nbsp;&nbsp; 5.250% | 2050000 | &nbsp;&nbsp; 1950011 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Wabtec Corp.<sup>(m)</sup>  | Wabtec Corp.<sup>(m)</sup>  | Wabtec Corp.<sup>(m)</sup>  | Wabtec Corp.<sup>(m)</sup>  | Wabtec Corp.<sup>(m)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 4.700% |  | 1128000 | &nbsp;&nbsp; 1141754 |
| Weir Group, Inc.<sup>(b)</sup>  | Weir Group, Inc.<sup>(b)</sup>  | Weir Group, Inc.<sup>(b)</sup>  | Weir Group, Inc.<sup>(b)</sup>  | Weir Group, Inc.<sup>(b)</sup>  |
| 05/06/2030 | &nbsp;&nbsp; 5.350% |  | 2890000 | &nbsp;&nbsp; 2983643 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **18614332** |
| **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** |
| AEP Texas Central Co. | AEP Texas Central Co. | AEP Texas Central Co. | AEP Texas Central Co. | AEP Texas Central Co. |
| 02/15/2033 | &nbsp;&nbsp; 6.650% |  | 1385000 | &nbsp;&nbsp; 1516721 |
| AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. |
| 05/15/2029 | &nbsp;&nbsp; 5.450% |  | 1311000 | &nbsp;&nbsp; 1363433 |
| AES Corp. (The) | AES Corp. (The) | AES Corp. (The) | AES Corp. (The) | AES Corp. (The) |
| 01/15/2026 | &nbsp;&nbsp; 1.375% |  | 544000 | &nbsp;&nbsp; 541474 |
| 06/01/2028 | &nbsp;&nbsp; 5.450% |  | 819000 | &nbsp;&nbsp; 837356 |
| 03/15/2032 | &nbsp;&nbsp; 5.800% |  | 1292000 | &nbsp;&nbsp; 1328112 |
| AES Panama Generation Holdings SRL<sup>(b)</sup>  | AES Panama Generation Holdings SRL<sup>(b)</sup>  | AES Panama Generation Holdings SRL<sup>(b)</sup>  | AES Panama Generation Holdings SRL<sup>(b)</sup>  | AES Panama Generation Holdings SRL<sup>(b)</sup>  |
| 05/31/2030 | &nbsp;&nbsp; 4.375% |  | 940838 | &nbsp;&nbsp; 873731 |
| Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. |
| 11/15/2033 | &nbsp;&nbsp; 5.850% |  | 360000 | &nbsp;&nbsp; 388628 |
| Alfa Desarrollo SpA<sup>(b)</sup>  | Alfa Desarrollo SpA<sup>(b)</sup>  | Alfa Desarrollo SpA<sup>(b)</sup>  | Alfa Desarrollo SpA<sup>(b)</sup>  | Alfa Desarrollo SpA<sup>(b)</sup>  |
| 09/27/2051 | &nbsp;&nbsp; 4.550% |  | 3741017 | &nbsp;&nbsp; 3058942 |
| Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. |
| 06/15/2026 | &nbsp;&nbsp; 5.365% |  | 743000 | &nbsp;&nbsp; 746569 |
| Alliant Energy Corp.<sup>(m)</sup>  | Alliant Energy Corp.<sup>(m)</sup>  | Alliant Energy Corp.<sup>(m)</sup>  | Alliant Energy Corp.<sup>(m)</sup>  | Alliant Energy Corp.<sup>(m)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.750% |  | 2890000 | &nbsp;&nbsp; 2879890 |
| Alliant Energy Finance LLC<sup>(b)</sup>  | Alliant Energy Finance LLC<sup>(b)</sup>  | Alliant Energy Finance LLC<sup>(b)</sup>  | Alliant Energy Finance LLC<sup>(b)</sup>  | Alliant Energy Finance LLC<sup>(b)</sup>  |
| 06/06/2027 | &nbsp;&nbsp; 5.400% |  | 2755000 | &nbsp;&nbsp; 2791815 |
| Alpha Generation LLC<sup>(b)</sup>  | Alpha Generation LLC<sup>(b)</sup>  | Alpha Generation LLC<sup>(b)</sup>  | Alpha Generation LLC<sup>(b)</sup>  | Alpha Generation LLC<sup>(b)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.750% |  | 665000 | &nbsp;&nbsp; 684243 |
| Ameren Corp. | Ameren Corp. | Ameren Corp. | Ameren Corp. | Ameren Corp. |
| 02/15/2026 | &nbsp;&nbsp; 3.650% |  | 590000 | &nbsp;&nbsp; 589103 |
| 03/15/2028 | &nbsp;&nbsp; 1.750% |  | 617000 | &nbsp;&nbsp; 585317 |
| 01/15/2029 | &nbsp;&nbsp; 5.000% |  | 2109000 | &nbsp;&nbsp; 2160569 |
| American Electric Power Co, Inc.<sup>(m)</sup>  | American Electric Power Co, Inc.<sup>(m)</sup>  | American Electric Power Co, Inc.<sup>(m)</sup>  | American Electric Power Co, Inc.<sup>(m)</sup>  | American Electric Power Co, Inc.<sup>(m)</sup>  |
| 03/15/2056 | &nbsp;&nbsp; 5.800% |  | 5395000 | &nbsp;&nbsp; 5349760 |
| American Electric Power Co., Inc.<sup>(m)</sup>  | American Electric Power Co., Inc.<sup>(m)</sup>  | American Electric Power Co., Inc.<sup>(m)</sup>  | American Electric Power Co., Inc.<sup>(m)</sup>  | American Electric Power Co., Inc.<sup>(m)</sup>  |
| 02/15/2062 | &nbsp;&nbsp; 3.875% |  | 2855000 | &nbsp;&nbsp; 2776327 |
| American Transmission Systems, Inc.<sup>(b)</sup>  | American Transmission Systems, Inc.<sup>(b)</sup>  | American Transmission Systems, Inc.<sup>(b)</sup>  | American Transmission Systems, Inc.<sup>(b)</sup>  | American Transmission Systems, Inc.<sup>(b)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 2.650% |  | 2614000 | &nbsp;&nbsp; 2361454 |
| Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  |
| 09/23/2033 | &nbsp;&nbsp; 0.625% | EUR | 1200000 | &nbsp;&nbsp; 1121795 |
| Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. |
| 04/01/2034 | &nbsp;&nbsp; 5.650% |  | 6920000 | &nbsp;&nbsp; 7286702 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| 12/15/2032 | &nbsp;&nbsp; 6.350% |  | 2155000 | &nbsp;&nbsp; 2366672 |
| 08/15/2048 | &nbsp;&nbsp; 4.200% |  | 111000 | &nbsp;&nbsp; 91223 |
| Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 3.800% |  | 428000 | &nbsp;&nbsp; 422729 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Black Hills Corp. | Black Hills Corp. | Black Hills Corp. | Black Hills Corp. |
| 10/15/2029 | &nbsp;&nbsp; 3.050% | 319000 | &nbsp;&nbsp; 303915 |
| 01/31/2031 | &nbsp;&nbsp; 4.550% | 3646000 | &nbsp;&nbsp; 3655509 |
| 01/15/2035 | &nbsp;&nbsp; 6.000% | 377000 | &nbsp;&nbsp; 403030 |
| Calpine Corp.<sup>(b)</sup>  | Calpine Corp.<sup>(b)</sup>  | Calpine Corp.<sup>(b)</sup>  | Calpine Corp.<sup>(b)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% | 2250000 | &nbsp;&nbsp; 2245959 |
| 03/15/2028 | &nbsp;&nbsp; 5.125% | 575000 | &nbsp;&nbsp; 577144 |
| 02/01/2029 | &nbsp;&nbsp; 4.625% | 2000000 | &nbsp;&nbsp; 1989585 |
| 02/01/2031 | &nbsp;&nbsp; 5.000% | 4045000 | &nbsp;&nbsp; 4058444 |
| Capital Power US Holdings, Inc.<sup>(b)</sup>  | Capital Power US Holdings, Inc.<sup>(b)</sup>  | Capital Power US Holdings, Inc.<sup>(b)</sup>  | Capital Power US Holdings, Inc.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 5.257% | 1705000 | &nbsp;&nbsp; 1738443 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |
| 03/01/2034 | &nbsp;&nbsp; 5.150% | 7000000 | &nbsp;&nbsp; 7239151 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 5.400% | 505000 | &nbsp;&nbsp; 523890 |
| CenterPoint Energy, Inc.<sup>(m)</sup>  | CenterPoint Energy, Inc.<sup>(m)</sup>  | CenterPoint Energy, Inc.<sup>(m)</sup>  | CenterPoint Energy, Inc.<sup>(m)</sup>  |
| 05/15/2055 | &nbsp;&nbsp; 6.700% | 4165000 | &nbsp;&nbsp; 4273268 |
| 04/01/2056 | &nbsp;&nbsp; 5.950% | 2800000 | &nbsp;&nbsp; 2830429 |
| Chile Electricity Lux MPC II Sarl<sup>(b)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(b)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(b)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(b)</sup>  |
| 10/20/2035 | &nbsp;&nbsp; 5.580% | 1050818 | &nbsp;&nbsp; 1081994 |
| Cleveland Electric Illuminating Co. (The)<sup>(b)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(b)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(b)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(b)</sup>  |
| 04/01/2028 | &nbsp;&nbsp; 3.500% | 3068000 | &nbsp;&nbsp; 3029713 |
| Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) |
| 12/15/2036 | &nbsp;&nbsp; 5.950% | 1279000 | &nbsp;&nbsp; 1360318 |
| CMS Energy Corp. | CMS Energy Corp. | CMS Energy Corp. | CMS Energy Corp. |
| 02/15/2027 | &nbsp;&nbsp; 2.950% | 80000 | &nbsp;&nbsp; 78801 |
| CMS Energy Corp.<sup>(m)</sup>  | CMS Energy Corp.<sup>(m)</sup>  | CMS Energy Corp.<sup>(m)</sup>  | CMS Energy Corp.<sup>(m)</sup>  |
| 06/01/2050 | &nbsp;&nbsp; 4.750% | 1307000 | &nbsp;&nbsp; 1280498 |
| 12/01/2050 | &nbsp;&nbsp; 3.750% | 253000 | &nbsp;&nbsp; 232397 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| 03/01/2035 | &nbsp;&nbsp; 5.300% | 89000 | &nbsp;&nbsp; 92423 |
| 06/15/2046 | &nbsp;&nbsp; 3.850% | 1310000 | &nbsp;&nbsp; 1049841 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |
| 08/15/2026 | &nbsp;&nbsp; 2.850% | 750000 | &nbsp;&nbsp; 743105 |
| 05/15/2028 | &nbsp;&nbsp; 4.600% | 3775000 | &nbsp;&nbsp; 3822917 |
| Dominion Energy, Inc.<sup>(m)</sup>  | Dominion Energy, Inc.<sup>(m)</sup>  | Dominion Energy, Inc.<sup>(m)</sup>  | Dominion Energy, Inc.<sup>(m)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 6.000% | 4037000 | &nbsp;&nbsp; 4074368 |
| 02/15/2056 | &nbsp;&nbsp; 6.200% | 3775000 | &nbsp;&nbsp; 3812469 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| 07/01/2027 | &nbsp;&nbsp; 4.950% | 3225000 | &nbsp;&nbsp; 3265156 |
| 04/01/2030 | &nbsp;&nbsp; 5.200% | 1161000 | &nbsp;&nbsp; 1201149 |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| 04/15/2031 | &nbsp;&nbsp; 2.550% | 243000 | &nbsp;&nbsp; 223942 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 12/01/2030 | &nbsp;&nbsp; 4.200% | 979000 | &nbsp;&nbsp; 981595 |
| 12/15/2031 | &nbsp;&nbsp; 2.400% | 814000 | &nbsp;&nbsp; 736415 |
| 11/15/2033 | &nbsp;&nbsp; 5.875% | 1029000 | &nbsp;&nbsp; 1117193 |
| Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC |
| 10/01/2049 | &nbsp;&nbsp; 3.250% | 500000 | &nbsp;&nbsp; 348761 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| 06/01/2030 | &nbsp;&nbsp; 2.125% |  | 282000 | &nbsp;&nbsp; 259295 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 03/30/2044 | &nbsp;&nbsp; 4.375% |  | 770000 | &nbsp;&nbsp; 671678 |
| 09/15/2047 | &nbsp;&nbsp; 3.600% |  | 940000 | &nbsp;&nbsp; 718690 |
| Duquesne Light Holdings, Inc.<sup>(b)</sup>  | Duquesne Light Holdings, Inc.<sup>(b)</sup>  | Duquesne Light Holdings, Inc.<sup>(b)</sup>  | Duquesne Light Holdings, Inc.<sup>(b)</sup>  | Duquesne Light Holdings, Inc.<sup>(b)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 2.532% |  | 303000 | &nbsp;&nbsp; 274817 |
| Electricite de France SA<sup>(b),(l),(m)</sup>  | Electricite de France SA<sup>(b),(l),(m)</sup>  | Electricite de France SA<sup>(b),(l),(m)</sup>  | Electricite de France SA<sup>(b),(l),(m)</sup>  | Electricite de France SA<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 9.125% |  | 995000 | &nbsp;&nbsp; 1145927 |
| Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  |
| 08/28/2035 | &nbsp;&nbsp; 5.636% | AUD | 1090000 | &nbsp;&nbsp; 702323 |
| 06/17/2044 | &nbsp;&nbsp; 4.750% | EUR | 2000000 | &nbsp;&nbsp; 2328240 |
| 12/09/2049 | &nbsp;&nbsp; 2.000% | EUR | 1500000 | &nbsp;&nbsp; 1041589 |
| Enel Finance International NV<sup>(b)</sup>  | Enel Finance International NV<sup>(b)</sup>  | Enel Finance International NV<sup>(b)</sup>  | Enel Finance International NV<sup>(b)</sup>  | Enel Finance International NV<sup>(b)</sup>  |
| 09/30/2030 | &nbsp;&nbsp; 4.375% |  | 8250000 | &nbsp;&nbsp; 8235394 |
| 02/20/2043 | &nbsp;&nbsp; 4.500% | EUR | 885000 | &nbsp;&nbsp; 1049731 |
| Entergy Corp. | Entergy Corp. | Entergy Corp. | Entergy Corp. | Entergy Corp. |
| 06/15/2030 | &nbsp;&nbsp; 2.800% |  | 229000 | &nbsp;&nbsp; 215090 |
| 06/15/2031 | &nbsp;&nbsp; 2.400% |  | 496000 | &nbsp;&nbsp; 446824 |
| Entergy Corp.<sup>(m)</sup>  | Entergy Corp.<sup>(m)</sup>  | Entergy Corp.<sup>(m)</sup>  | Entergy Corp.<sup>(m)</sup>  | Entergy Corp.<sup>(m)</sup>  |
| 06/15/2056 | &nbsp;&nbsp; 6.100% |  | 4315000 | &nbsp;&nbsp; 4337376 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| 10/01/2026 | &nbsp;&nbsp; 2.400% |  | 1876000 | &nbsp;&nbsp; 1851654 |
| Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. |
| 03/30/2029 | &nbsp;&nbsp; 4.000% |  | 239000 | &nbsp;&nbsp; 238707 |
| Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  |
| 09/05/2031 | &nbsp;&nbsp; 3.279% | EUR | 400000 | &nbsp;&nbsp; 466863 |
| Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. |
| 03/15/2035 | &nbsp;&nbsp; 5.250% |  | 548000 | &nbsp;&nbsp; 562289 |
| Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. |
| 06/01/2030 | &nbsp;&nbsp; 2.250% |  | 375000 | &nbsp;&nbsp; 346619 |
| Evergy Missouri West, Inc.<sup>(b)</sup>  | Evergy Missouri West, Inc.<sup>(b)</sup>  | Evergy Missouri West, Inc.<sup>(b)</sup>  | Evergy Missouri West, Inc.<sup>(b)</sup>  | Evergy Missouri West, Inc.<sup>(b)</sup>  |
| 06/01/2034 | &nbsp;&nbsp; 5.650% |  | 5200000 | &nbsp;&nbsp; 5423734 |
| Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy |
| 08/15/2026 | &nbsp;&nbsp; 1.400% |  | 586000 | &nbsp;&nbsp; 574190 |
| 03/01/2027 | &nbsp;&nbsp; 2.900% |  | 1040000 | &nbsp;&nbsp; 1023269 |
| 07/01/2027 | &nbsp;&nbsp; 4.600% |  | 2675000 | &nbsp;&nbsp; 2689999 |
| 03/01/2028 | &nbsp;&nbsp; 5.450% |  | 797000 | &nbsp;&nbsp; 816199 |
| 02/01/2029 | &nbsp;&nbsp; 5.950% |  | 774000 | &nbsp;&nbsp; 810177 |
| 03/15/2031 | &nbsp;&nbsp; 2.550% |  | 2098000 | &nbsp;&nbsp; 1899142 |
| 05/15/2033 | &nbsp;&nbsp; 5.125% |  | 365000 | &nbsp;&nbsp; 370751 |
| 01/01/2034 | &nbsp;&nbsp; 5.500% |  | 468000 | &nbsp;&nbsp; 483022 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| 03/15/2028 | &nbsp;&nbsp; 5.150% |  | 1283000 | &nbsp;&nbsp; 1311772 |
| 03/15/2029 | &nbsp;&nbsp; 5.150% |  | 560000 | &nbsp;&nbsp; 576867 |
| 04/15/2046 | &nbsp;&nbsp; 4.450% |  | 575000 | &nbsp;&nbsp; 491530 |
| FirstEnergy Corp.<sup>(m)</sup>  | FirstEnergy Corp.<sup>(m)</sup>  | FirstEnergy Corp.<sup>(m)</sup>  | FirstEnergy Corp.<sup>(m)</sup>  | FirstEnergy Corp.<sup>(m)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 3.900% |  | 1128000 | &nbsp;&nbsp; 1122306 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 2.866% | 3224000 | &nbsp;&nbsp; 3115742 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| 05/15/2030 | &nbsp;&nbsp; 4.625% | 444000 | &nbsp;&nbsp; 453672 |
| 06/15/2034 | &nbsp;&nbsp; 5.300% | 632000 | &nbsp;&nbsp; 665106 |
| Georgia Power Co. | Georgia Power Co. | Georgia Power Co. | Georgia Power Co. |
| 05/16/2028 | &nbsp;&nbsp; 4.650% | 447000 | &nbsp;&nbsp; 454074 |
| Gulf Power Co. | Gulf Power Co. | Gulf Power Co. | Gulf Power Co. |
| 10/01/2044 | &nbsp;&nbsp; 4.550% | 1350000 | &nbsp;&nbsp; 1185256 |
| IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 4.250% | 1043000 | &nbsp;&nbsp; 1024612 |
| Jersey Central Power & Light Co.<sup>(b)</sup>  | Jersey Central Power & Light Co.<sup>(b)</sup>  | Jersey Central Power & Light Co.<sup>(b)</sup>  | Jersey Central Power & Light Co.<sup>(b)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 2.750% | 167000 | &nbsp;&nbsp; 150591 |
| Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. |
| 06/01/2037 | &nbsp;&nbsp; 6.150% | 1985000 | &nbsp;&nbsp; 2159553 |
| Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. |
| 04/15/2033 | &nbsp;&nbsp; 5.450% | 256000 | &nbsp;&nbsp; 269442 |
| Liberty Utilities Co.<sup>(b)</sup>  | Liberty Utilities Co.<sup>(b)</sup>  | Liberty Utilities Co.<sup>(b)</sup>  | Liberty Utilities Co.<sup>(b)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 5.577% | 996000 | &nbsp;&nbsp; 1030931 |
| 01/31/2034 | &nbsp;&nbsp; 5.869% | 1126000 | &nbsp;&nbsp; 1182765 |
| Lightning Power LLC<sup>(b)</sup>  | Lightning Power LLC<sup>(b)</sup>  | Lightning Power LLC<sup>(b)</sup>  | Lightning Power LLC<sup>(b)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 7.250% | 990000 | &nbsp;&nbsp; 1049303 |
| Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. |
| 04/15/2033 | &nbsp;&nbsp; 5.450% | 256000 | &nbsp;&nbsp; 269351 |
| Metropolitan Edison Co.<sup>(b)</sup>  | Metropolitan Edison Co.<sup>(b)</sup>  | Metropolitan Edison Co.<sup>(b)</sup>  | Metropolitan Edison Co.<sup>(b)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.300% | 1324000 | &nbsp;&nbsp; 1328059 |
| Monongahela Power Co.<sup>(b)</sup>  | Monongahela Power Co.<sup>(b)</sup>  | Monongahela Power Co.<sup>(b)</sup>  | Monongahela Power Co.<sup>(b)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 3.550% | 480000 | &nbsp;&nbsp; 476444 |
| 02/15/2034 | &nbsp;&nbsp; 5.850% | 617000 | &nbsp;&nbsp; 656714 |
| Narragansett Electric Co. (The)<sup>(b)</sup>  | Narragansett Electric Co. (The)<sup>(b)</sup>  | Narragansett Electric Co. (The)<sup>(b)</sup>  | Narragansett Electric Co. (The)<sup>(b)</sup>  |
| 04/09/2030 | &nbsp;&nbsp; 3.395% | 2066000 | &nbsp;&nbsp; 1997905 |
| National Grid PLC | National Grid PLC | National Grid PLC | National Grid PLC |
| 01/11/2034 | &nbsp;&nbsp; 5.418% | 947000 | &nbsp;&nbsp; 987627 |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. |
| 03/15/2030 | &nbsp;&nbsp; 2.400% | 883000 | &nbsp;&nbsp; 825721 |
| 06/15/2031 | &nbsp;&nbsp; 1.650% | 593000 | &nbsp;&nbsp; 517408 |
| 04/15/2032 | &nbsp;&nbsp; 2.750% | 611000 | &nbsp;&nbsp; 553672 |
| 12/15/2032 | &nbsp;&nbsp; 4.150% | 161000 | &nbsp;&nbsp; 158276 |
| 01/15/2033 | &nbsp;&nbsp; 5.800% | 104000 | &nbsp;&nbsp; 111978 |
| 08/15/2034 | &nbsp;&nbsp; 5.000% | 926000 | &nbsp;&nbsp; 948406 |
| National Rural Utilities Cooperative Finance Corp.<sup>(c)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(c)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(c)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 3.172% <br>04/30/2043<br>| &nbsp;&nbsp; 7.010% | 784000 | &nbsp;&nbsp; 780799 |
| National Rural Utilities Cooperative Finance Corp.<sup>(m)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(m)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(m)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 04/20/2046 | &nbsp;&nbsp; 5.250% | 1312000 | &nbsp;&nbsp; 1307451 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |
| 01/15/2027 | &nbsp;&nbsp; 1.875% | 899000 | &nbsp;&nbsp; 877683 |
| 09/01/2027 | &nbsp;&nbsp; 4.685% | 3180000 | &nbsp;&nbsp; 3214279 |
| 03/15/2032 | &nbsp;&nbsp; 5.300% | 916000 | &nbsp;&nbsp; 958599 |
| NextEra Energy Capital Holdings, Inc.<sup>(m)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(m)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(m)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(m)</sup>  |
| 08/15/2055 | &nbsp;&nbsp; 6.375% | 897000 | &nbsp;&nbsp; 930100 |
| 08/15/2055 | &nbsp;&nbsp; 6.500% | 939000 | &nbsp;&nbsp; 994057 |
| 03/15/2082 | &nbsp;&nbsp; 3.800% | 1166000 | &nbsp;&nbsp; 1137345 |
| Niagara Energy SAC<sup>(b)</sup>  | Niagara Energy SAC<sup>(b)</sup>  | Niagara Energy SAC<sup>(b)</sup>  | Niagara Energy SAC<sup>(b)</sup>  |
| 10/03/2034 | &nbsp;&nbsp; 5.746% | 675000 | &nbsp;&nbsp; 691064 |
| Niagara Mohawk Power Corp.<sup>(b)</sup>  | Niagara Mohawk Power Corp.<sup>(b)</sup>  | Niagara Mohawk Power Corp.<sup>(b)</sup>  | Niagara Mohawk Power Corp.<sup>(b)</sup>  |
| 06/27/2030 | &nbsp;&nbsp; 1.960% | 927000 | &nbsp;&nbsp; 841305 |
| 01/17/2054 | &nbsp;&nbsp; 5.664% | 136000 | &nbsp;&nbsp; 134904 |
| NorthWestern Corp.<sup>(b)</sup>  | NorthWestern Corp.<sup>(b)</sup>  | NorthWestern Corp.<sup>(b)</sup>  | NorthWestern Corp.<sup>(b)</sup>  |
| 03/21/2030 | &nbsp;&nbsp; 5.073% | 2338000 | &nbsp;&nbsp; 2406678 |
| NRG Energy, Inc.<sup>(b),(l),(m)</sup>  | NRG Energy, Inc.<sup>(b),(l),(m)</sup>  | NRG Energy, Inc.<sup>(b),(l),(m)</sup>  | NRG Energy, Inc.<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 10.250% | 600000 | &nbsp;&nbsp; 654789 |
| NRG Energy, Inc.<sup>(b)</sup>  | NRG Energy, Inc.<sup>(b)</sup>  | NRG Energy, Inc.<sup>(b)</sup>  | NRG Energy, Inc.<sup>(b)</sup>  |
| 12/02/2025 | &nbsp;&nbsp; 2.000% | 560000 | &nbsp;&nbsp; 559786 |
| 12/02/2027 | &nbsp;&nbsp; 2.450% | 2420000 | &nbsp;&nbsp; 2328558 |
| 02/15/2029 | &nbsp;&nbsp; 3.375% | 542000 | &nbsp;&nbsp; 518212 |
| 02/15/2032 | &nbsp;&nbsp; 3.875% | 1125000 | &nbsp;&nbsp; 1052667 |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 710000 | &nbsp;&nbsp; 725220 |
| NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. |
| 03/01/2030 | &nbsp;&nbsp; 4.850% | 1755000 | &nbsp;&nbsp; 1801628 |
| 08/15/2031 | &nbsp;&nbsp; 1.950% | 324000 | &nbsp;&nbsp; 286859 |
| 06/01/2034 | &nbsp;&nbsp; 5.400% | 279000 | &nbsp;&nbsp; 290748 |
| OGE Energy Corp. | OGE Energy Corp. | OGE Energy Corp. | OGE Energy Corp. |
| 05/15/2029 | &nbsp;&nbsp; 5.450% | 329000 | &nbsp;&nbsp; 341810 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| 06/04/2028 | &nbsp;&nbsp; 5.000% | 1405000 | &nbsp;&nbsp; 1426761 |
| 07/01/2030 | &nbsp;&nbsp; 4.550% | 2723000 | &nbsp;&nbsp; 2714028 |
| 06/01/2031 | &nbsp;&nbsp; 3.250% | 2840000 | &nbsp;&nbsp; 2637078 |
| 07/01/2040 | &nbsp;&nbsp; 4.500% | 5850000 | &nbsp;&nbsp; 5142103 |
| 04/15/2042 | &nbsp;&nbsp; 4.450% | 160000 | &nbsp;&nbsp; 134128 |
| 03/15/2045 | &nbsp;&nbsp; 4.300% | 269000 | &nbsp;&nbsp; 216785 |
| 07/01/2050 | &nbsp;&nbsp; 4.950% | 545000 | &nbsp;&nbsp; 469845 |
| 03/01/2055 | &nbsp;&nbsp; 6.150% | 4195000 | &nbsp;&nbsp; 4239566 |
| PacifiCorp | PacifiCorp | PacifiCorp | PacifiCorp |
| 03/15/2051 | &nbsp;&nbsp; 3.300% | 680000 | &nbsp;&nbsp; 439870 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 05/15/2052 | &nbsp;&nbsp; 4.600% | 2500000 | &nbsp;&nbsp; 2184995 |
| Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  |
| 03/30/2026 | &nbsp;&nbsp; 5.150% | 688000 | &nbsp;&nbsp; 689876 |
| 03/15/2028 | &nbsp;&nbsp; 3.250% | 1990000 | &nbsp;&nbsp; 1945561 |
| PG&E Corp.<sup>(m)</sup>  | PG&E Corp.<sup>(m)</sup>  | PG&E Corp.<sup>(m)</sup>  | PG&E Corp.<sup>(m)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 7.375% | 350000 | &nbsp;&nbsp; 362589 |
| PSEG Power LLC<sup>(b)</sup>  | PSEG Power LLC<sup>(b)</sup>  | PSEG Power LLC<sup>(b)</sup>  | PSEG Power LLC<sup>(b)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 5.200% | 1130000 | &nbsp;&nbsp; 1160511 |
| 05/15/2035 | &nbsp;&nbsp; 5.750% | 1346000 | &nbsp;&nbsp; 1412634 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 2815000 | &nbsp;&nbsp; 2656416 |
| Public Service Co. of New Hampshire | Public Service Co. of New Hampshire | Public Service Co. of New Hampshire | Public Service Co. of New Hampshire |
| 07/01/2028 | &nbsp;&nbsp; 4.400% | 2665000 | &nbsp;&nbsp; 2695433 |
| Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma |
| 01/15/2035 | &nbsp;&nbsp; 5.200% | 4035000 | &nbsp;&nbsp; 4102120 |
| Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. |
| 03/01/2034 | &nbsp;&nbsp; 5.200% | 475000 | &nbsp;&nbsp; 493397 |
| Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. |
| 11/15/2027 | &nbsp;&nbsp; 5.850% | 697000 | &nbsp;&nbsp; 719877 |
| 04/01/2029 | &nbsp;&nbsp; 5.200% | 1156000 | &nbsp;&nbsp; 1191656 |
| 03/15/2030 | &nbsp;&nbsp; 4.900% | 772000 | &nbsp;&nbsp; 791054 |
| 08/15/2030 | &nbsp;&nbsp; 1.600% | 305000 | &nbsp;&nbsp; 270228 |
| 11/15/2031 | &nbsp;&nbsp; 2.450% | 914000 | &nbsp;&nbsp; 818272 |
| 03/15/2035 | &nbsp;&nbsp; 5.400% | 334000 | &nbsp;&nbsp; 345670 |
| RWE Finance US LLC<sup>(b)</sup>  | RWE Finance US LLC<sup>(b)</sup>  | RWE Finance US LLC<sup>(b)</sup>  | RWE Finance US LLC<sup>(b)</sup>  |
| 09/18/2055 | &nbsp;&nbsp; 5.875% | 4686000 | &nbsp;&nbsp; 4621278 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| 03/01/2028 | &nbsp;&nbsp; 5.300% | 3740000 | &nbsp;&nbsp; 3813659 |
| Southern Co. (The) | Southern Co. (The) | Southern Co. (The) | Southern Co. (The) |
| 07/01/2036 | &nbsp;&nbsp; 4.250% | 595000 | &nbsp;&nbsp; 560448 |
| Southern Co. (The)<sup>(m)</sup>  | Southern Co. (The)<sup>(m)</sup>  | Southern Co. (The)<sup>(m)</sup>  | Southern Co. (The)<sup>(m)</sup>  |
| 09/15/2051 | &nbsp;&nbsp; 3.750% | 874000 | &nbsp;&nbsp; 861912 |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 08/01/2027 | &nbsp;&nbsp; 5.113% | 726000 | &nbsp;&nbsp; 737428 |
| Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. |
| 03/15/2026 | &nbsp;&nbsp; 1.650% | 854000 | &nbsp;&nbsp; 847775 |
| 10/01/2026 | &nbsp;&nbsp; 2.750% | 6450000 | &nbsp;&nbsp; 6379142 |
| 04/01/2033 | &nbsp;&nbsp; 5.300% | 364000 | &nbsp;&nbsp; 374460 |
| Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.300% | 3099000 | &nbsp;&nbsp; 3184860 |
| 06/01/2054 | &nbsp;&nbsp; 6.000% | 156000 | &nbsp;&nbsp; 162107 |
| Talen Energy Supply LLC<sup>(b)</sup>  | Talen Energy Supply LLC<sup>(b)</sup>  | Talen Energy Supply LLC<sup>(b)</sup>  | Talen Energy Supply LLC<sup>(b)</sup>  |
| 02/01/2036 | &nbsp;&nbsp; 6.500% | 660000 | &nbsp;&nbsp; 682488 |
| Toledo Edison Co. (The) | Toledo Edison Co. (The) | Toledo Edison Co. (The) | Toledo Edison Co. (The) |
| 05/15/2037 | &nbsp;&nbsp; 6.150% | 951000 | &nbsp;&nbsp; 1046455 |
| Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. |
| 09/15/2034 | &nbsp;&nbsp; 5.200% | 950000 | &nbsp;&nbsp; 978183 |
| 06/15/2050 | &nbsp;&nbsp; 4.000% | 2690000 | &nbsp;&nbsp; 2085680 |
| Virginia Electric & Power Co. | Virginia Electric & Power Co. | Virginia Electric & Power Co. | Virginia Electric & Power Co. |
| 03/15/2027 | &nbsp;&nbsp; 3.500% | 1125000 | &nbsp;&nbsp; 1119034 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| 09/15/2055 | &nbsp;&nbsp; 5.600% | 4975000 | &nbsp;&nbsp; 4948347 |
| Vistra Corp.<sup>(b),(l),(m)</sup>  | Vistra Corp.<sup>(b),(l),(m)</sup>  | Vistra Corp.<sup>(b),(l),(m)</sup>  | Vistra Corp.<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 7.000% | 2150000 | &nbsp;&nbsp; 2177760 |
|  | &nbsp;&nbsp; 8.000% | 4650000 | &nbsp;&nbsp; 4751236 |
|  | &nbsp;&nbsp; 8.875% | 2675000 | &nbsp;&nbsp; 2972937 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Vistra Operations Co. LLC<sup>(b)</sup>  | Vistra Operations Co. LLC<sup>(b)</sup>  | Vistra Operations Co. LLC<sup>(b)</sup>  | Vistra Operations Co. LLC<sup>(b)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 5.625% | 2075000 | &nbsp;&nbsp; 2075225 |
| 07/31/2027 | &nbsp;&nbsp; 5.000% | 2000000 | &nbsp;&nbsp; 2006124 |
| 05/01/2029 | &nbsp;&nbsp; 4.375% | 1070000 | &nbsp;&nbsp; 1055893 |
| Vistra Operations Co., LLC<sup>(b)</sup>  | Vistra Operations Co., LLC<sup>(b)</sup>  | Vistra Operations Co., LLC<sup>(b)</sup>  | Vistra Operations Co., LLC<sup>(b)</sup>  |
| 01/30/2027 | &nbsp;&nbsp; 3.700% | 885000 | &nbsp;&nbsp; 878014 |
| VoltaGrid LLC<sup>(b)</sup>  | VoltaGrid LLC<sup>(b)</sup>  | VoltaGrid LLC<sup>(b)</sup>  | VoltaGrid LLC<sup>(b)</sup>  |
| 11/01/2030 | &nbsp;&nbsp; 7.375% | 2000000 | &nbsp;&nbsp; 1995089 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. |
| 10/01/2027 | &nbsp;&nbsp; 5.150% | 332000 | &nbsp;&nbsp; 338447 |
| 10/15/2027 | &nbsp;&nbsp; 1.375% | 852000 | &nbsp;&nbsp; 812419 |
| 12/15/2028 | &nbsp;&nbsp; 2.200% | 512000 | &nbsp;&nbsp; 484784 |
| WEC Energy Group, Inc.<sup>(m)</sup>  | WEC Energy Group, Inc.<sup>(m)</sup>  | WEC Energy Group, Inc.<sup>(m)</sup>  | WEC Energy Group, Inc.<sup>(m)</sup>  |
| 05/15/2056 | &nbsp;&nbsp; 5.625% | 5400000 | &nbsp;&nbsp; 5484995 |
| Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. |
| 06/15/2028 | &nbsp;&nbsp; 1.700% | 529000 | &nbsp;&nbsp; 502147 |
| Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. |
| 03/30/2034 | &nbsp;&nbsp; 5.375% | 4340000 | &nbsp;&nbsp; 4510510 |
| Wisconsin Public Service Corp. | Wisconsin Public Service Corp. | Wisconsin Public Service Corp. | Wisconsin Public Service Corp. |
| 12/01/2029 | &nbsp;&nbsp; 4.550% | 1655000 | &nbsp;&nbsp; 1686692 |
| Xcel Energy, Inc. | Xcel Energy, Inc. | Xcel Energy, Inc. | Xcel Energy, Inc. |
| 03/21/2028 | &nbsp;&nbsp; 4.750% | 1165000 | &nbsp;&nbsp; 1181745 |
| 04/15/2035 | &nbsp;&nbsp; 5.600% | 941000 | &nbsp;&nbsp; 981142 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **292946468** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| Clean Harbors Inc.<sup>(b)</sup>  | Clean Harbors Inc.<sup>(b)</sup>  | Clean Harbors Inc.<sup>(b)</sup>  | Clean Harbors Inc.<sup>(b)</sup>  |
| 10/15/2033 | &nbsp;&nbsp; 5.750% | 575000 | &nbsp;&nbsp; 587281 |
| GFL Environmental, Inc.<sup>(b)</sup>  | GFL Environmental, Inc.<sup>(b)</sup>  | GFL Environmental, Inc.<sup>(b)</sup>  | GFL Environmental, Inc.<sup>(b)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 710000 | &nbsp;&nbsp; 745827 |
| Waste Pro USA, Inc.<sup>(b)</sup>  | Waste Pro USA, Inc.<sup>(b)</sup>  | Waste Pro USA, Inc.<sup>(b)</sup>  | Waste Pro USA, Inc.<sup>(b)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 7.000% | 1040000 | &nbsp;&nbsp; 1084347 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2417455** |
| **Finance Companies 0.8%** | **Finance Companies 0.8%** | **Finance Companies 0.8%** | **Finance Companies 0.8%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 10/29/2026 | &nbsp;&nbsp; 2.450% | 445000 | &nbsp;&nbsp; 438243 |
| 10/29/2028 | &nbsp;&nbsp; 3.000% | 5655000 | &nbsp;&nbsp; 5475672 |
| Air Lease Corp. | Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |
| 01/15/2026 | &nbsp;&nbsp; 2.875% | 2075000 | &nbsp;&nbsp; 2070145 |
| 12/01/2027 | &nbsp;&nbsp; 3.625% | 465000 | &nbsp;&nbsp; 458586 |
| 07/15/2031 | &nbsp;&nbsp; 5.200% | 879000 | &nbsp;&nbsp; 896317 |
| Aircastle Ltd.<sup>(b)</sup>  | Aircastle Ltd.<sup>(b)</sup>  | Aircastle Ltd.<sup>(b)</sup>  | Aircastle Ltd.<sup>(b)</sup>  |
| 01/26/2028 | &nbsp;&nbsp; 2.850% | 3335000 | &nbsp;&nbsp; 3233597 |
| 07/18/2028 | &nbsp;&nbsp; 6.500% | 1725000 | &nbsp;&nbsp; 1811020 |
| Apollo Debt Solutions BDC<sup>(b)</sup>  | Apollo Debt Solutions BDC<sup>(b)</sup>  | Apollo Debt Solutions BDC<sup>(b)</sup>  | Apollo Debt Solutions BDC<sup>(b)</sup>  |
| 08/30/2030 | &nbsp;&nbsp; 5.875% | 1610000 | &nbsp;&nbsp; 1631851 |
| Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. |
| 03/08/2032 | &nbsp;&nbsp; 5.800% | 2830000 | &nbsp;&nbsp; 2861693 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund |
| 03/15/2028 | &nbsp;&nbsp; 5.700% | 2810000 | &nbsp;&nbsp; 2845761 |
| Aviation Capital Group LLC<sup>(b)</sup>  | Aviation Capital Group LLC<sup>(b)</sup>  | Aviation Capital Group LLC<sup>(b)</sup>  | Aviation Capital Group LLC<sup>(b)</sup>  |
| 04/10/2030 | &nbsp;&nbsp; 5.125% | 2885000 | &nbsp;&nbsp; 2935412 |
| Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  |
| 11/18/2027 | &nbsp;&nbsp; 2.528% | 1003000 | &nbsp;&nbsp; 970303 |
| 01/15/2028 | &nbsp;&nbsp; 4.950% | 3532000 | &nbsp;&nbsp; 3574287 |
| 10/15/2032 | &nbsp;&nbsp; 4.950% | 6185000 | &nbsp;&nbsp; 6136545 |
| Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. |
| 10/13/2026 | &nbsp;&nbsp; 2.550% | 1777000 | &nbsp;&nbsp; 1744751 |
| 03/15/2030 | &nbsp;&nbsp; 5.950% | 1030000 | &nbsp;&nbsp; 1028920 |
| Barings BDC, Inc. | Barings BDC, Inc. | Barings BDC, Inc. | Barings BDC, Inc. |
| 09/15/2028 | &nbsp;&nbsp; 5.200% | 3740000 | &nbsp;&nbsp; 3723043 |
| Blue Owl Capital Corp II | Blue Owl Capital Corp II | Blue Owl Capital Corp II | Blue Owl Capital Corp II |
| 11/15/2026 | &nbsp;&nbsp; 8.450% | 1805000 | &nbsp;&nbsp; 1859512 |
| Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. |
| 06/13/2028 | &nbsp;&nbsp; 7.950% | 1160000 | &nbsp;&nbsp; 1228875 |
| 09/15/2029 | &nbsp;&nbsp; 6.600% | 1410000 | &nbsp;&nbsp; 1449252 |
| Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II |
| 04/04/2029 | &nbsp;&nbsp; 6.750% | 3005000 | &nbsp;&nbsp; 3057896 |
| Carlyle Secured Lending, Inc. | Carlyle Secured Lending, Inc. | Carlyle Secured Lending, Inc. | Carlyle Secured Lending, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 5.750% | 2315000 | &nbsp;&nbsp; 2278386 |
| Fortress Transportation and Infrastructure Investors LLC<sup>(b)</sup>  | Fortress Transportation and Infrastructure Investors LLC<sup>(b)</sup>  | Fortress Transportation and Infrastructure Investors LLC<sup>(b)</sup>  | Fortress Transportation and Infrastructure Investors LLC<sup>(b)</sup>  |
| 06/15/2032 | &nbsp;&nbsp; 7.000% | 1005000 | &nbsp;&nbsp; 1053212 |
| Freedom Mortgage Holdings LLC<sup>(b)</sup>  | Freedom Mortgage Holdings LLC<sup>(b)</sup>  | Freedom Mortgage Holdings LLC<sup>(b)</sup>  | Freedom Mortgage Holdings LLC<sup>(b)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 9.125% | 1005000 | &nbsp;&nbsp; 1076521 |
| 04/01/2032 | &nbsp;&nbsp; 8.375% | 740000 | &nbsp;&nbsp; 777225 |
| FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. |
| 01/15/2029 | &nbsp;&nbsp; 7.875% | 2310000 | &nbsp;&nbsp; 2406880 |
| 01/15/2030 | &nbsp;&nbsp; 6.125% | 1540000 | &nbsp;&nbsp; 1531197 |
| GATX Corp. | GATX Corp. | GATX Corp. | GATX Corp. |
| 03/15/2027 | &nbsp;&nbsp; 5.400% | 1715000 | &nbsp;&nbsp; 1739306 |
| 06/30/2030 | &nbsp;&nbsp; 4.000% | 530000 | &nbsp;&nbsp; 522345 |
| 06/05/2054 | &nbsp;&nbsp; 6.050% | 247000 | &nbsp;&nbsp; 253344 |
| Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. |
| 08/24/2026 | &nbsp;&nbsp; 2.500% | 1695000 | &nbsp;&nbsp; 1667140 |
| 12/05/2028 | &nbsp;&nbsp; 7.050% | 2075000 | &nbsp;&nbsp; 2181833 |
| 07/15/2029 | &nbsp;&nbsp; 6.000% | 310000 | &nbsp;&nbsp; 315969 |
| Golub Capital Private Credit Fund<sup>(b)</sup>  | Golub Capital Private Credit Fund<sup>(b)</sup>  | Golub Capital Private Credit Fund<sup>(b)</sup>  | Golub Capital Private Credit Fund<sup>(b)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 5.450% | 875000 | &nbsp;&nbsp; 879967 |
| Hercules Capital, Inc. | Hercules Capital, Inc. | Hercules Capital, Inc. | Hercules Capital, Inc. |
| 01/20/2027 | &nbsp;&nbsp; 3.375% | 3675000 | &nbsp;&nbsp; 3615378 |
| HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund |
| 01/14/2028 | &nbsp;&nbsp; 5.450% | 2051000 | &nbsp;&nbsp; 2066511 |
| HPS Corporate Lending Fund<sup>(b)</sup>  | HPS Corporate Lending Fund<sup>(b)</sup>  | HPS Corporate Lending Fund<sup>(b)</sup>  | HPS Corporate Lending Fund<sup>(b)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 5.450% | 1970000 | &nbsp;&nbsp; 1959062 |
| Macquarie Airfinance Holdings Ltd.<sup>(b)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(b)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(b)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(b)</sup>  |
| 03/27/2028 | &nbsp;&nbsp; 5.200% | 2790000 | &nbsp;&nbsp; 2838136 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Main Street Capital Corp. | Main Street Capital Corp. | Main Street Capital Corp. | Main Street Capital Corp. |
| 07/14/2026 | &nbsp;&nbsp; 3.000% | 256000 | &nbsp;&nbsp; 252900 |
| 06/04/2027 | &nbsp;&nbsp; 6.500% | 2330000 | &nbsp;&nbsp; 2380446 |
| 08/15/2028 | &nbsp;&nbsp; 5.400% | 1500000 | &nbsp;&nbsp; 1503386 |
| Midcap Financial Issuer Trust<sup>(b)</sup>  | Midcap Financial Issuer Trust<sup>(b)</sup>  | Midcap Financial Issuer Trust<sup>(b)</sup>  | Midcap Financial Issuer Trust<sup>(b)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 6.500% | 720000 | &nbsp;&nbsp; 709291 |
| Mitsubishi HC Finance America LLC<sup>(b)</sup>  | Mitsubishi HC Finance America LLC<sup>(b)</sup>  | Mitsubishi HC Finance America LLC<sup>(b)</sup>  | Mitsubishi HC Finance America LLC<sup>(b)</sup>  |
| 10/24/2029 | &nbsp;&nbsp; 5.150% | 5560000 | &nbsp;&nbsp; 5710152 |
| Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund |
| 05/19/2030 | &nbsp;&nbsp; 6.000% | 898000 | &nbsp;&nbsp; 918174 |
| New Mountain Finance Corp. | New Mountain Finance Corp. | New Mountain Finance Corp. | New Mountain Finance Corp. |
| 02/01/2029 | &nbsp;&nbsp; 6.875% | 1265000 | &nbsp;&nbsp; 1289665 |
| North Haven Private Income Fund LLC<sup>(b)</sup>  | North Haven Private Income Fund LLC<sup>(b)</sup>  | North Haven Private Income Fund LLC<sup>(b)</sup>  | North Haven Private Income Fund LLC<sup>(b)</sup>  |
| 09/25/2028 | &nbsp;&nbsp; 5.125% | 1525000 | &nbsp;&nbsp; 1519160 |
| Oaktree Strategic Credit Fund<sup>(b)</sup>  | Oaktree Strategic Credit Fund<sup>(b)</sup>  | Oaktree Strategic Credit Fund<sup>(b)</sup>  | Oaktree Strategic Credit Fund<sup>(b)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 6.190% | 448000 | &nbsp;&nbsp; 451499 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 2345000 | &nbsp;&nbsp; 2427409 |
| PennyMac Financial Services, Inc.<sup>(b)</sup>  | PennyMac Financial Services, Inc.<sup>(b)</sup>  | PennyMac Financial Services, Inc.<sup>(b)</sup>  | PennyMac Financial Services, Inc.<sup>(b)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 4.250% | 1900000 | &nbsp;&nbsp; 1857021 |
| 09/15/2031 | &nbsp;&nbsp; 5.750% | 1825000 | &nbsp;&nbsp; 1837863 |
| Rocket Cos, Inc.<sup>(b)</sup>  | Rocket Cos, Inc.<sup>(b)</sup>  | Rocket Cos, Inc.<sup>(b)</sup>  | Rocket Cos, Inc.<sup>(b)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.500% | 1315000 | &nbsp;&nbsp; 1365362 |
| 08/01/2030 | &nbsp;&nbsp; 6.125% | 800000 | &nbsp;&nbsp; 830484 |
| 08/01/2033 | &nbsp;&nbsp; 6.375% | 1075000 | &nbsp;&nbsp; 1126767 |
| Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(b)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(b)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(b)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(b)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 3.875% | 800000 | &nbsp;&nbsp; 757513 |
| Sixth Street Lending Partners | Sixth Street Lending Partners | Sixth Street Lending Partners | Sixth Street Lending Partners |
| 03/11/2029 | &nbsp;&nbsp; 6.500% | 2985000 | &nbsp;&nbsp; 3101134 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **104632319** |
| **Food and Beverage 0.6%** | **Food and Beverage 0.6%** | **Food and Beverage 0.6%** | **Food and Beverage 0.6%** |
| Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| 02/01/2046 | &nbsp;&nbsp; 4.900% | 6328000 | &nbsp;&nbsp; 5955712 |
| Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. |
| 04/15/2038 | &nbsp;&nbsp; 4.375% | 505000 | &nbsp;&nbsp; 485993 |
| B&G Foods, Inc. | B&G Foods, Inc. | B&G Foods, Inc. | B&G Foods, Inc. |
| 09/15/2027 | &nbsp;&nbsp; 5.250% | 1800000 | &nbsp;&nbsp; 1763487 |
| B&G Foods, Inc.<sup>(b)</sup>  | B&G Foods, Inc.<sup>(b)</sup>  | B&G Foods, Inc.<sup>(b)</sup>  | B&G Foods, Inc.<sup>(b)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 8.000% | 3275000 | &nbsp;&nbsp; 3250691 |
| Bacardi-Martini BV<sup>(b)</sup>  | Bacardi-Martini BV<sup>(b)</sup>  | Bacardi-Martini BV<sup>(b)</sup>  | Bacardi-Martini BV<sup>(b)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 5.550% | 3970000 | &nbsp;&nbsp; 4111297 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| 09/17/2029 | &nbsp;&nbsp; 4.200% | 433000 | &nbsp;&nbsp; 433345 |
| Campbell Soup Co. | Campbell Soup Co. | Campbell Soup Co. | Campbell Soup Co. |
| 03/21/2029 | &nbsp;&nbsp; 5.200% | 917000 | &nbsp;&nbsp; 943578 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Cargill, Inc.<sup>(b)</sup>  | Cargill, Inc.<sup>(b)</sup>  | Cargill, Inc.<sup>(b)</sup>  | Cargill, Inc.<sup>(b)</sup>  |
| 04/23/2030 | &nbsp;&nbsp; 2.125% | 492000 | &nbsp;&nbsp; 452662 |
| 02/02/2031 | &nbsp;&nbsp; 1.700% | 542000 | &nbsp;&nbsp; 479510 |
| 02/11/2035 | &nbsp;&nbsp; 5.125% | 447000 | &nbsp;&nbsp; 464676 |
| 10/23/2055 | &nbsp;&nbsp; 5.375% | 3325000 | &nbsp;&nbsp; 3257799 |
| Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 5.250% | 920000 | &nbsp;&nbsp; 953775 |
| Fiesta Purchaser, Inc.<sup>(b)</sup>  | Fiesta Purchaser, Inc.<sup>(b)</sup>  | Fiesta Purchaser, Inc.<sup>(b)</sup>  | Fiesta Purchaser, Inc.<sup>(b)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 7.875% | 640000 | &nbsp;&nbsp; 672720 |
| Hershey Co. (The) | Hershey Co. (The) | Hershey Co. (The) | Hershey Co. (The) |
| 02/24/2032 | &nbsp;&nbsp; 4.950% | 2075000 | &nbsp;&nbsp; 2157186 |
| JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.750% | 2810000 | &nbsp;&nbsp; 2942362 |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 03/15/2034 | &nbsp;&nbsp; 6.750% | 2364000 | &nbsp;&nbsp; 2623089 |
| JBS USA Holding Lux Sarl/Foods Group Holdings Inc./Food Co.<sup>(b)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings Inc./Food Co.<sup>(b)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings Inc./Food Co.<sup>(b)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings Inc./Food Co.<sup>(b)</sup>  |
| 03/01/2056 | &nbsp;&nbsp; 6.250% | 6711000 | &nbsp;&nbsp; 6804300 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 12/01/2031 | &nbsp;&nbsp; 3.750% | 1500000 | &nbsp;&nbsp; 1425489 |
| 05/15/2032 | &nbsp;&nbsp; 3.000% | 335000 | &nbsp;&nbsp; 302335 |
| 12/01/2052 | &nbsp;&nbsp; 6.500% | 1399000 | &nbsp;&nbsp; 1464106 |
| Lamb Weston Holdings, Inc.<sup>(b)</sup>  | Lamb Weston Holdings, Inc.<sup>(b)</sup>  | Lamb Weston Holdings, Inc.<sup>(b)</sup>  | Lamb Weston Holdings, Inc.<sup>(b)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 4.125% | 1725000 | &nbsp;&nbsp; 1674302 |
| 01/31/2032 | &nbsp;&nbsp; 4.375% | 575000 | &nbsp;&nbsp; 550423 |
| Mars, Inc.<sup>(b)</sup>  | Mars, Inc.<sup>(b)</sup>  | Mars, Inc.<sup>(b)</sup>  | Mars, Inc.<sup>(b)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 5.000% | 858000 | &nbsp;&nbsp; 885636 |
| 03/01/2035 | &nbsp;&nbsp; 5.200% | 1499000 | &nbsp;&nbsp; 1549754 |
| 05/01/2045 | &nbsp;&nbsp; 5.650% | 649000 | &nbsp;&nbsp; 663940 |
| 05/01/2055 | &nbsp;&nbsp; 5.700% | 1025000 | &nbsp;&nbsp; 1043498 |
| Minerva Luxembourg SA<sup>(b)</sup>  | Minerva Luxembourg SA<sup>(b)</sup>  | Minerva Luxembourg SA<sup>(b)</sup>  | Minerva Luxembourg SA<sup>(b)</sup>  |
| 09/13/2033 | &nbsp;&nbsp; 8.875% | 1300000 | &nbsp;&nbsp; 1421627 |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |
| 07/23/2035 | &nbsp;&nbsp; 5.000% | 3060000 | &nbsp;&nbsp; 3153074 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| 04/15/2031 | &nbsp;&nbsp; 4.250% | 2000000 | &nbsp;&nbsp; 1944938 |
| 03/01/2032 | &nbsp;&nbsp; 3.500% | 6479000 | &nbsp;&nbsp; 5987984 |
| 05/15/2034 | &nbsp;&nbsp; 6.875% | 4250000 | &nbsp;&nbsp; 4716798 |
| Post Holdings, Inc.<sup>(b)</sup>  | Post Holdings, Inc.<sup>(b)</sup>  | Post Holdings, Inc.<sup>(b)</sup>  | Post Holdings, Inc.<sup>(b)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 5.500% | 700000 | &nbsp;&nbsp; 701998 |
| 04/15/2030 | &nbsp;&nbsp; 4.625% | 1349000 | &nbsp;&nbsp; 1313560 |
| 09/15/2031 | &nbsp;&nbsp; 4.500% | 895000 | &nbsp;&nbsp; 846145 |
| 03/01/2033 | &nbsp;&nbsp; 6.375% | 1755000 | &nbsp;&nbsp; 1778910 |
| Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(b)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(b)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(b)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(b)</sup>  |
| 04/30/2029 | &nbsp;&nbsp; 4.375% | 740000 | &nbsp;&nbsp; 717466 |
| Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(b)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(b)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(b)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(b)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 4.625% | 740000 | &nbsp;&nbsp; 712599 |
| Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  |
| 02/01/2027 | &nbsp;&nbsp; 4.250% | 2500000 | &nbsp;&nbsp; 2491445 |
| 10/15/2030 | &nbsp;&nbsp; 3.000% | 2020000 | &nbsp;&nbsp; 1866626 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Suntory Holdings, Ltd.<sup>(b)</sup>  | Suntory Holdings, Ltd.<sup>(b)</sup>  | Suntory Holdings, Ltd.<sup>(b)</sup>  | Suntory Holdings, Ltd.<sup>(b)</sup>  | Suntory Holdings, Ltd.<sup>(b)</sup>  |
| 06/11/2029 | &nbsp;&nbsp; 5.124% |  | 2100000 | &nbsp;&nbsp; 2160068 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. |
| 03/23/2035 | &nbsp;&nbsp; 5.400% |  | 471000 | &nbsp;&nbsp; 490573 |
| Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. |
| 03/15/2029 | &nbsp;&nbsp; 5.400% |  | 614000 | &nbsp;&nbsp; 634844 |
| US Foods, Inc.<sup>(b)</sup>  | US Foods, Inc.<sup>(b)</sup>  | US Foods, Inc.<sup>(b)</sup>  | US Foods, Inc.<sup>(b)</sup>  | US Foods, Inc.<sup>(b)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 7.250% |  | 675000 | &nbsp;&nbsp; 711219 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **78961539** |
| **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** |
| Caesars Entertainment, Inc.<sup>(b)</sup>  | Caesars Entertainment, Inc.<sup>(b)</sup>  | Caesars Entertainment, Inc.<sup>(b)</sup>  | Caesars Entertainment, Inc.<sup>(b)</sup>  | Caesars Entertainment, Inc.<sup>(b)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 4.625% |  | 4975000 | &nbsp;&nbsp; 4713543 |
| 02/15/2030 | &nbsp;&nbsp; 7.000% |  | 1100000 | &nbsp;&nbsp; 1138890 |
| FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  |
| 11/21/2033 | &nbsp;&nbsp; 3.375% | EUR | 1600000 | &nbsp;&nbsp; 1831195 |
| Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  |
| 06/04/2031 | &nbsp;&nbsp; 6.125% | GBP | 925000 | &nbsp;&nbsp; 1228271 |
| GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. |
| 01/15/2029 | &nbsp;&nbsp; 5.300% |  | 205000 | &nbsp;&nbsp; 209006 |
| 01/15/2030 | &nbsp;&nbsp; 4.000% |  | 555000 | &nbsp;&nbsp; 538171 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% |  | 510000 | &nbsp;&nbsp; 488927 |
| 02/15/2033 | &nbsp;&nbsp; 5.250% |  | 2323000 | &nbsp;&nbsp; 2333091 |
| Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 8.750% |  | 116000 | &nbsp;&nbsp; 116831 |
| Jacobs Entertainment, Inc.<sup>(b)</sup>  | Jacobs Entertainment, Inc.<sup>(b)</sup>  | Jacobs Entertainment, Inc.<sup>(b)</sup>  | Jacobs Entertainment, Inc.<sup>(b)</sup>  | Jacobs Entertainment, Inc.<sup>(b)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 6.750% |  | 750000 | &nbsp;&nbsp; 723021 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% |  | 4705000 | &nbsp;&nbsp; 4811734 |
| 06/14/2030 | &nbsp;&nbsp; 6.000% |  | 2970000 | &nbsp;&nbsp; 3116909 |
| Light & Wonder International, Inc.<sup>(b)</sup>  | Light & Wonder International, Inc.<sup>(b)</sup>  | Light & Wonder International, Inc.<sup>(b)</sup>  | Light & Wonder International, Inc.<sup>(b)</sup>  | Light & Wonder International, Inc.<sup>(b)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 6.250% |  | 885000 | &nbsp;&nbsp; 890433 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 09/01/2026 | &nbsp;&nbsp; 4.625% |  | 188000 | &nbsp;&nbsp; 187909 |
| 04/15/2027 | &nbsp;&nbsp; 5.500% |  | 1500000 | &nbsp;&nbsp; 1510122 |
| 10/15/2028 | &nbsp;&nbsp; 4.750% |  | 1575000 | &nbsp;&nbsp; 1569180 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% |  | 1620000 | &nbsp;&nbsp; 1663503 |
| Midwest Gaming Borrower LLC<sup>(b)</sup>  | Midwest Gaming Borrower LLC<sup>(b)</sup>  | Midwest Gaming Borrower LLC<sup>(b)</sup>  | Midwest Gaming Borrower LLC<sup>(b)</sup>  | Midwest Gaming Borrower LLC<sup>(b)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 4.875% |  | 2225000 | &nbsp;&nbsp; 2173999 |
| Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 8.000% |  | 59000 | &nbsp;&nbsp; 57905 |
| Premier Entertainment Sub LLC/Finance Corp.<sup>(b)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(b)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(b)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(b)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(b)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 5.875% |  | 1875000 | &nbsp;&nbsp; 917992 |
| Sands China Ltd. | Sands China Ltd. | Sands China Ltd. | Sands China Ltd. | Sands China Ltd. |
| 08/08/2028 | &nbsp;&nbsp; 5.400% |  | 382000 | &nbsp;&nbsp; 387941 |
| Scientific Games Holdings LP/US FinCo, Inc.<sup>(b)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(b)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(b)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(b)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(b)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 6.625% |  | 1065000 | &nbsp;&nbsp; 943116 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Station Casinos LLC<sup>(b)</sup>  | Station Casinos LLC<sup>(b)</sup>  | Station Casinos LLC<sup>(b)</sup>  | Station Casinos LLC<sup>(b)</sup>  |
| 03/15/2032 | &nbsp;&nbsp; 6.625% | 1370000 | &nbsp;&nbsp; 1401838 |
| VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP |
| 04/01/2028 | &nbsp;&nbsp; 4.750% | 2065000 | &nbsp;&nbsp; 2088754 |
| VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 4.500% | 1915000 | &nbsp;&nbsp; 1916083 |
| 02/01/2027 | &nbsp;&nbsp; 5.750% | 475000 | &nbsp;&nbsp; 480489 |
| 02/15/2027 | &nbsp;&nbsp; 3.750% | 2000000 | &nbsp;&nbsp; 1983249 |
| 02/15/2029 | &nbsp;&nbsp; 3.875% | 410000 | &nbsp;&nbsp; 401840 |
| 08/15/2030 | &nbsp;&nbsp; 4.125% | 249000 | &nbsp;&nbsp; 241600 |
| Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% | 2564000 | &nbsp;&nbsp; 2716675 |
| Wynn Resorts Finance LLC/Capital Corp.<sup>(b)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(b)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(b)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(b)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.125% | 1000000 | &nbsp;&nbsp; 1004919 |
| 03/15/2033 | &nbsp;&nbsp; 6.250% | 2195000 | &nbsp;&nbsp; 2245799 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **46032935** |
| **Health Care 1.3%** | **Health Care 1.3%** | **Health Care 1.3%** | **Health Care 1.3%** |
| AdaptHealth LLC<sup>(b)</sup>  | AdaptHealth LLC<sup>(b)</sup>  | AdaptHealth LLC<sup>(b)</sup>  | AdaptHealth LLC<sup>(b)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 6.125% | 1470000 | &nbsp;&nbsp; 1483356 |
| 08/01/2029 | &nbsp;&nbsp; 4.625% | 925000 | &nbsp;&nbsp; 892625 |
| AMN Healthcare, Inc.<sup>(b)</sup>  | AMN Healthcare, Inc.<sup>(b)</sup>  | AMN Healthcare, Inc.<sup>(b)</sup>  | AMN Healthcare, Inc.<sup>(b)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 3450000 | &nbsp;&nbsp; 3290627 |
| Barnabas Health, Inc. | Barnabas Health, Inc. | Barnabas Health, Inc. | Barnabas Health, Inc. |
| 07/01/2028 | &nbsp;&nbsp; 4.000% | 3200000 | &nbsp;&nbsp; 3198719 |
| Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. |
| 02/13/2028 | &nbsp;&nbsp; 4.693% | 1135000 | &nbsp;&nbsp; 1149348 |
| 08/22/2032 | &nbsp;&nbsp; 4.298% | 2913000 | &nbsp;&nbsp; 2879983 |
| 05/15/2044 | &nbsp;&nbsp; 4.875% | 1555000 | &nbsp;&nbsp; 1402519 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |
| 11/15/2026 | &nbsp;&nbsp; 4.700% | 1429000 | &nbsp;&nbsp; 1438644 |
| 11/15/2029 | &nbsp;&nbsp; 5.000% | 5575000 | &nbsp;&nbsp; 5737989 |
| 02/15/2034 | &nbsp;&nbsp; 5.450% | 210000 | &nbsp;&nbsp; 219411 |
| Cencora, Inc. | Cencora, Inc. | Cencora, Inc. | Cencora, Inc. |
| 02/15/2034 | &nbsp;&nbsp; 5.125% | 768000 | &nbsp;&nbsp; 792717 |
| CHS/Community Health Systems, Inc.<sup>(b)</sup>  | CHS/Community Health Systems, Inc.<sup>(b)</sup>  | CHS/Community Health Systems, Inc.<sup>(b)</sup>  | CHS/Community Health Systems, Inc.<sup>(b)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 5.250% | 755000 | &nbsp;&nbsp; 713578 |
| Cigna Corp. | Cigna Corp. | Cigna Corp. | Cigna Corp. |
| 03/15/2031 | &nbsp;&nbsp; 2.375% | 4145000 | &nbsp;&nbsp; 3754203 |
| 08/15/2038 | &nbsp;&nbsp; 4.800% | 236000 | &nbsp;&nbsp; 228233 |
| 10/15/2047 | &nbsp;&nbsp; 3.875% | 2070000 | &nbsp;&nbsp; 1616827 |
| 03/15/2051 | &nbsp;&nbsp; 3.400% | 1215000 | &nbsp;&nbsp; 854521 |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| 01/15/2036 | &nbsp;&nbsp; 5.250% | 6953000 | &nbsp;&nbsp; 7127731 |
| 02/15/2054 | &nbsp;&nbsp; 5.600% | 1908000 | &nbsp;&nbsp; 1881572 |
| CommonSpirit Health | CommonSpirit Health | CommonSpirit Health | CommonSpirit Health |
| 12/01/2031 | &nbsp;&nbsp; 5.205% | 9875000 | &nbsp;&nbsp; 10260109 |
| 11/01/2042 | &nbsp;&nbsp; 4.350% | 120000 | &nbsp;&nbsp; 104628 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 02/21/2030 | &nbsp;&nbsp; 5.125% | 509000 | &nbsp;&nbsp; 524063 |
| 08/21/2030 | &nbsp;&nbsp; 1.750% | 3835000 | &nbsp;&nbsp; 3407992 |
| 09/15/2031 | &nbsp;&nbsp; 2.125% | 560000 | &nbsp;&nbsp; 492202 |
| 02/21/2033 | &nbsp;&nbsp; 5.250% | 328000 | &nbsp;&nbsp; 338969 |
| 07/20/2035 | &nbsp;&nbsp; 4.875% | 720000 | &nbsp;&nbsp; 713013 |
| 09/15/2035 | &nbsp;&nbsp; 5.450% | 1380000 | &nbsp;&nbsp; 1423335 |
| 03/25/2038 | &nbsp;&nbsp; 4.780% | 8648000 | &nbsp;&nbsp; 8216146 |
| 04/01/2040 | &nbsp;&nbsp; 4.125% | 557000 | &nbsp;&nbsp; 480966 |
| 03/25/2048 | &nbsp;&nbsp; 5.050% | 7042000 | &nbsp;&nbsp; 6320274 |
| 09/15/2055 | &nbsp;&nbsp; 6.200% | 3588000 | &nbsp;&nbsp; 3719370 |
| 06/01/2063 | &nbsp;&nbsp; 6.000% | 64000 | &nbsp;&nbsp; 63125 |
| 09/15/2065 | &nbsp;&nbsp; 6.250% | 123000 | &nbsp;&nbsp; 125855 |
| CVS Health Corp.<sup>(m)</sup>  | CVS Health Corp.<sup>(m)</sup>  | CVS Health Corp.<sup>(m)</sup>  | CVS Health Corp.<sup>(m)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% | 5500000 | &nbsp;&nbsp; 5801012 |
| DaVita, Inc.<sup>(b)</sup>  | DaVita, Inc.<sup>(b)</sup>  | DaVita, Inc.<sup>(b)</sup>  | DaVita, Inc.<sup>(b)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 4.625% | 5320000 | &nbsp;&nbsp; 5162654 |
| Duke University Health System, Inc. | Duke University Health System, Inc. | Duke University Health System, Inc. | Duke University Health System, Inc. |
| 06/01/2047 | &nbsp;&nbsp; 3.920% | 875000 | &nbsp;&nbsp; 719344 |
| Embecta Corp.<sup>(b)</sup>  | Embecta Corp.<sup>(b)</sup>  | Embecta Corp.<sup>(b)</sup>  | Embecta Corp.<sup>(b)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 5.000% | 900000 | &nbsp;&nbsp; 856433 |
| Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 1.875% | 2825000 | &nbsp;&nbsp; 2758841 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2026 | &nbsp;&nbsp; 5.250% | 1169000 | &nbsp;&nbsp; 1169693 |
| 02/15/2027 | &nbsp;&nbsp; 4.500% | 1083000 | &nbsp;&nbsp; 1085538 |
| 12/01/2027 | &nbsp;&nbsp; 7.050% | 10000 | &nbsp;&nbsp; 10503 |
| 06/15/2029 | &nbsp;&nbsp; 4.125% | 558000 | &nbsp;&nbsp; 556995 |
| 09/01/2030 | &nbsp;&nbsp; 3.500% | 2261000 | &nbsp;&nbsp; 2176866 |
| 04/01/2031 | &nbsp;&nbsp; 5.450% | 838000 | &nbsp;&nbsp; 876741 |
| 07/15/2031 | &nbsp;&nbsp; 2.375% | 1231000 | &nbsp;&nbsp; 1104187 |
| 06/15/2039 | &nbsp;&nbsp; 5.125% | 706000 | &nbsp;&nbsp; 690501 |
| 06/15/2047 | &nbsp;&nbsp; 5.500% | 2515000 | &nbsp;&nbsp; 2419415 |
| 04/01/2064 | &nbsp;&nbsp; 6.100% | 135000 | &nbsp;&nbsp; 136942 |
| Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC |
| 05/08/2029 | &nbsp;&nbsp; 5.849% | 1474000 | &nbsp;&nbsp; 1539078 |
| Illumina, Inc. | Illumina, Inc. | Illumina, Inc. | Illumina, Inc. |
| 09/09/2026 | &nbsp;&nbsp; 4.650% | 2845000 | &nbsp;&nbsp; 2853860 |
| 12/12/2030 | &nbsp;&nbsp; 4.750% | 3820000 | &nbsp;&nbsp; 3839279 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| 05/15/2028 | &nbsp;&nbsp; 5.700% | 7875000 | &nbsp;&nbsp; 8122319 |
| Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings |
| 04/01/2032 | &nbsp;&nbsp; 4.550% | 811000 | &nbsp;&nbsp; 812433 |
| 10/01/2034 | &nbsp;&nbsp; 4.800% | 9590000 | &nbsp;&nbsp; 9545607 |
| LifePoint Health, Inc.<sup>(b)</sup>  | LifePoint Health, Inc.<sup>(b)</sup>  | LifePoint Health, Inc.<sup>(b)</sup>  | LifePoint Health, Inc.<sup>(b)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.375% | 1045000 | &nbsp;&nbsp; 1123079 |
| Mayo Clinic | Mayo Clinic | Mayo Clinic | Mayo Clinic |
| 11/15/2052 | &nbsp;&nbsp; 4.128% | 750000 | &nbsp;&nbsp; 618946 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| McKesson Corp. | McKesson Corp. | McKesson Corp. | McKesson Corp. | McKesson Corp. |
| 09/15/2029 | &nbsp;&nbsp; 4.250% |  | 732000 | &nbsp;&nbsp; 737082 |
| 05/30/2032 | &nbsp;&nbsp; 4.950% |  | 1360000 | &nbsp;&nbsp; 1403436 |
| 05/30/2035 | &nbsp;&nbsp; 5.250% |  | 1087000 | &nbsp;&nbsp; 1132134 |
| ModivCare, Inc.<sup>(b),(o),(p)</sup>  | ModivCare, Inc.<sup>(b),(o),(p)</sup>  | ModivCare, Inc.<sup>(b),(o),(p)</sup>  | ModivCare, Inc.<sup>(b),(o),(p)</sup>  | ModivCare, Inc.<sup>(b),(o),(p)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.000% |  | 3187800 | &nbsp;&nbsp; 31878 |
| Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  |
| 06/11/2034 | &nbsp;&nbsp; 4.250% | EUR | 350000 | &nbsp;&nbsp; 418159 |
| Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% |  | 4220000 | &nbsp;&nbsp; 4103882 |
| 10/01/2029 | &nbsp;&nbsp; 5.250% |  | 1875000 | &nbsp;&nbsp; 1878925 |
| New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) |
| 08/01/2119 | &nbsp;&nbsp; 3.954% |  | 305000 | &nbsp;&nbsp; 215130 |
| NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals |
| 07/01/2043 | &nbsp;&nbsp; 5.750% |  | 705000 | &nbsp;&nbsp; 735400 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% |  | 1327000 | &nbsp;&nbsp; 1351413 |
| 06/30/2030 | &nbsp;&nbsp; 2.950% |  | 249000 | &nbsp;&nbsp; 236053 |
| 06/30/2031 | &nbsp;&nbsp; 2.800% |  | 263000 | &nbsp;&nbsp; 243174 |
| 11/30/2033 | &nbsp;&nbsp; 6.400% |  | 474000 | &nbsp;&nbsp; 527905 |
| 12/15/2034 | &nbsp;&nbsp; 5.000% |  | 609000 | &nbsp;&nbsp; 620482 |
| Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  |
| 09/14/2032 | &nbsp;&nbsp; 4.500% | EUR | 300000 | &nbsp;&nbsp; 365920 |
| 09/14/2035 | &nbsp;&nbsp; 4.875% | EUR | 1100000 | &nbsp;&nbsp; 1357919 |
| Select Medical Corp.<sup>(b)</sup>  | Select Medical Corp.<sup>(b)</sup>  | Select Medical Corp.<sup>(b)</sup>  | Select Medical Corp.<sup>(b)</sup>  | Select Medical Corp.<sup>(b)</sup>  |
| 12/01/2032 | &nbsp;&nbsp; 6.250% |  | 735000 | &nbsp;&nbsp; 729557 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. |
| 03/01/2029 | &nbsp;&nbsp; 5.400% |  | 4012000 | &nbsp;&nbsp; 4149099 |
| 03/13/2031 | &nbsp;&nbsp; 5.450% |  | 865000 | &nbsp;&nbsp; 904138 |
| 03/23/2034 | &nbsp;&nbsp; 5.600% |  | 582000 | &nbsp;&nbsp; 608227 |
| Sotera Health Holdings LLC<sup>(b)</sup>  | Sotera Health Holdings LLC<sup>(b)</sup>  | Sotera Health Holdings LLC<sup>(b)</sup>  | Sotera Health Holdings LLC<sup>(b)</sup>  | Sotera Health Holdings LLC<sup>(b)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.375% |  | 970000 | &nbsp;&nbsp; 1023570 |
| Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. |
| 02/10/2030 | &nbsp;&nbsp; 4.850% |  | 1152000 | &nbsp;&nbsp; 1185097 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 11/01/2027 | &nbsp;&nbsp; 5.125% |  | 1450000 | &nbsp;&nbsp; 1454661 |
| 06/01/2029 | &nbsp;&nbsp; 4.250% |  | 425000 | &nbsp;&nbsp; 416859 |
| 01/15/2030 | &nbsp;&nbsp; 4.375% |  | 4100000 | &nbsp;&nbsp; 4017345 |
| Tenet Healthcare Corp.<sup>(b)</sup>  | Tenet Healthcare Corp.<sup>(b)</sup>  | Tenet Healthcare Corp.<sup>(b)</sup>  | Tenet Healthcare Corp.<sup>(b)</sup>  | Tenet Healthcare Corp.<sup>(b)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 6.000% |  | 995000 | &nbsp;&nbsp; 1027542 |
| Texas Health Resources | Texas Health Resources | Texas Health Resources | Texas Health Resources | Texas Health Resources |
| 11/15/2055 | &nbsp;&nbsp; 4.330% |  | 700000 | &nbsp;&nbsp; 604013 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |
| 08/10/2030 | &nbsp;&nbsp; 4.977% |  | 1117000 | &nbsp;&nbsp; 1158712 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 1.650% |  | 2485000 | &nbsp;&nbsp; 2434439 |
| 10/15/2029 | &nbsp;&nbsp; 4.625% |  | 2527000 | &nbsp;&nbsp; 2541966 |
| 10/15/2030 | &nbsp;&nbsp; 2.650% |  | 2485000 | &nbsp;&nbsp; 2268346 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| 03/20/2030 | &nbsp;&nbsp; 3.550% | 536000 | &nbsp;&nbsp; 518890 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **169234269** |
| **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** |
| Aetna, Inc. | Aetna, Inc. | Aetna, Inc. | Aetna, Inc. |
| 06/15/2036 | &nbsp;&nbsp; 6.625% | 324000 | &nbsp;&nbsp; 357612 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| 12/15/2027 | &nbsp;&nbsp; 4.250% | 4010000 | &nbsp;&nbsp; 3961144 |
| 12/15/2029 | &nbsp;&nbsp; 4.625% | 558000 | &nbsp;&nbsp; 540013 |
| 10/15/2030 | &nbsp;&nbsp; 3.000% | 2802000 | &nbsp;&nbsp; 2498051 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| 09/15/2028 | &nbsp;&nbsp; 4.000% | 6235000 | &nbsp;&nbsp; 6222372 |
| 11/01/2031 | &nbsp;&nbsp; 4.950% | 1156000 | &nbsp;&nbsp; 1184564 |
| 09/15/2032 | &nbsp;&nbsp; 4.600% | 906000 | &nbsp;&nbsp; 906639 |
| 02/15/2035 | &nbsp;&nbsp; 5.200% | 2103000 | &nbsp;&nbsp; 2156321 |
| 01/15/2036 | &nbsp;&nbsp; 5.000% | 5615000 | &nbsp;&nbsp; 5622583 |
| Health Care Service Corp.<sup>(b)</sup>  | Health Care Service Corp.<sup>(b)</sup>  | Health Care Service Corp.<sup>(b)</sup>  | Health Care Service Corp.<sup>(b)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 5.200% | 1311000 | &nbsp;&nbsp; 1350538 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| 04/15/2031 | &nbsp;&nbsp; 5.375% | 875000 | &nbsp;&nbsp; 905034 |
| 05/01/2035 | &nbsp;&nbsp; 5.550% | 1775000 | &nbsp;&nbsp; 1820753 |
| Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 6.500% | 1135000 | &nbsp;&nbsp; 1159343 |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 320000 | &nbsp;&nbsp; 320774 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 01/15/2032 | &nbsp;&nbsp; 4.950% | 1412000 | &nbsp;&nbsp; 1453792 |
| 04/15/2034 | &nbsp;&nbsp; 5.000% | 4450000 | &nbsp;&nbsp; 4553473 |
| 07/15/2034 | &nbsp;&nbsp; 5.150% | 499000 | &nbsp;&nbsp; 515500 |
| 08/15/2039 | &nbsp;&nbsp; 3.500% | 320000 | &nbsp;&nbsp; 270083 |
| 05/15/2040 | &nbsp;&nbsp; 2.750% | 126000 | &nbsp;&nbsp; 95566 |
| 08/15/2049 | &nbsp;&nbsp; 3.700% | 10370000 | &nbsp;&nbsp; 7831177 |
| 05/15/2051 | &nbsp;&nbsp; 3.250% | 3750000 | &nbsp;&nbsp; 2581794 |
| 04/15/2053 | &nbsp;&nbsp; 5.050% | 1520000 | &nbsp;&nbsp; 1400017 |
| 04/15/2063 | &nbsp;&nbsp; 5.200% | 2300000 | &nbsp;&nbsp; 2105586 |
| 04/15/2064 | &nbsp;&nbsp; 5.500% | 173000 | &nbsp;&nbsp; 166315 |
| 07/15/2064 | &nbsp;&nbsp; 5.750% | 859000 | &nbsp;&nbsp; 860583 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **50839627** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Diversified Healthcare Trust | Diversified Healthcare Trust | Diversified Healthcare Trust | Diversified Healthcare Trust |
| 03/01/2031 | &nbsp;&nbsp; 4.375% | 1500000 | &nbsp;&nbsp; 1320670 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| 01/15/2028 | &nbsp;&nbsp; 3.625% | 435000 | &nbsp;&nbsp; 428891 |
| 03/15/2031 | &nbsp;&nbsp; 2.050% | 400000 | &nbsp;&nbsp; 348242 |
| Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP |
| 02/15/2030 | &nbsp;&nbsp; 3.100% | 761000 | &nbsp;&nbsp; 721210 |
| Omega Healthcare Investors, Inc. | Omega Healthcare Investors, Inc. | Omega Healthcare Investors, Inc. | Omega Healthcare Investors, Inc. |
| 07/01/2030 | &nbsp;&nbsp; 5.200% | 5115000 | &nbsp;&nbsp; 5214913 |
| Physicians Realty LP | Physicians Realty LP | Physicians Realty LP | Physicians Realty LP |
| 11/01/2031 | &nbsp;&nbsp; 2.625% | 1100000 | &nbsp;&nbsp; 989566 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP |
| 12/01/2031 | &nbsp;&nbsp; 3.200% | 397000 | &nbsp;&nbsp; 363186 |
| Senior Housing Properties Trust | Senior Housing Properties Trust | Senior Housing Properties Trust | Senior Housing Properties Trust |
| 02/15/2028 | &nbsp;&nbsp; 4.750% | 25000 | &nbsp;&nbsp; 23993 |
| Welltower, Inc. | Welltower, Inc. | Welltower, Inc. | Welltower, Inc. |
| 01/15/2031 | &nbsp;&nbsp; 2.750% | 6320000 | &nbsp;&nbsp; 5894074 |
| 06/01/2031 | &nbsp;&nbsp; 2.800% | 2160000 | &nbsp;&nbsp; 2006107 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17310852** |
| **Home Construction 0.1%** | **Home Construction 0.1%** | **Home Construction 0.1%** | **Home Construction 0.1%** |
| Ashton Woods USA LLC/Finance Co.<sup>(b)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(b)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(b)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.625% | 1700000 | &nbsp;&nbsp; 1702952 |
| Brookfield Residential Properties, Inc./US Corp.<sup>(b)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(b)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(b)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(b)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 6.250% | 1560000 | &nbsp;&nbsp; 1560987 |
| 02/15/2030 | &nbsp;&nbsp; 4.875% | 2575000 | &nbsp;&nbsp; 2399691 |
| KB Home | KB Home | KB Home | KB Home |
| 06/15/2031 | &nbsp;&nbsp; 4.000% | 1075000 | &nbsp;&nbsp; 1017893 |
| M/I Homes, Inc. | M/I Homes, Inc. | M/I Homes, Inc. | M/I Homes, Inc. |
| 02/01/2028 | &nbsp;&nbsp; 4.950% | 650000 | &nbsp;&nbsp; 647557 |
| Mattamy Group Corp.<sup>(b)</sup>  | Mattamy Group Corp.<sup>(b)</sup>  | Mattamy Group Corp.<sup>(b)</sup>  | Mattamy Group Corp.<sup>(b)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 4.625% | 4500000 | &nbsp;&nbsp; 4363663 |
| MDC Holdings, Inc. | MDC Holdings, Inc. | MDC Holdings, Inc. | MDC Holdings, Inc. |
| 08/06/2061 | &nbsp;&nbsp; 3.966% | 3120000 | &nbsp;&nbsp; 2137304 |
| Meritage Homes Corp. | Meritage Homes Corp. | Meritage Homes Corp. | Meritage Homes Corp. |
| 06/06/2027 | &nbsp;&nbsp; 5.125% | 2000000 | &nbsp;&nbsp; 2012837 |
| Taylor Morrison Communities, Inc.<sup>(b)</sup>  | Taylor Morrison Communities, Inc.<sup>(b)</sup>  | Taylor Morrison Communities, Inc.<sup>(b)</sup>  | Taylor Morrison Communities, Inc.<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.750% | 1050000 | &nbsp;&nbsp; 1072918 |
| 08/01/2030 | &nbsp;&nbsp; 5.125% | 989000 | &nbsp;&nbsp; 993703 |
| 11/15/2032 | &nbsp;&nbsp; 5.750% | 265000 | &nbsp;&nbsp; 273220 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18182725** |
| **Independent Energy 0.6%** | **Independent Energy 0.6%** | **Independent Energy 0.6%** | **Independent Energy 0.6%** |
| Aker BP ASA<sup>(b)</sup>  | Aker BP ASA<sup>(b)</sup>  | Aker BP ASA<sup>(b)</sup>  | Aker BP ASA<sup>(b)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 3.750% | 4800000 | &nbsp;&nbsp; 4648560 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% | 6640000 | &nbsp;&nbsp; 6416466 |
| 06/13/2033 | &nbsp;&nbsp; 6.000% | 1250000 | &nbsp;&nbsp; 1313676 |
| 10/01/2034 | &nbsp;&nbsp; 5.125% | 718000 | &nbsp;&nbsp; 709553 |
| Antero Resources Corp.<sup>(b)</sup>  | Antero Resources Corp.<sup>(b)</sup>  | Antero Resources Corp.<sup>(b)</sup>  | Antero Resources Corp.<sup>(b)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 5.375% | 1500000 | &nbsp;&nbsp; 1514330 |
| APA Corp. | APA Corp. | APA Corp. | APA Corp. |
| 02/15/2055 | &nbsp;&nbsp; 6.750% | 5818000 | &nbsp;&nbsp; 5872887 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(b)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(b)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(b)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(b)</sup>  |
| 11/01/2027 | &nbsp;&nbsp; 9.000% | 150000 | &nbsp;&nbsp; 173856 |
| 10/15/2032 | &nbsp;&nbsp; 6.625% | 340000 | &nbsp;&nbsp; 347286 |
| 07/15/2033 | &nbsp;&nbsp; 6.625% | 490000 | &nbsp;&nbsp; 500145 |
| Baytex Energy Corp.<sup>(b)</sup>  | Baytex Energy Corp.<sup>(b)</sup>  | Baytex Energy Corp.<sup>(b)</sup>  | Baytex Energy Corp.<sup>(b)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.500% | 1005000 | &nbsp;&nbsp; 1060193 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. |
| 06/30/2033 | &nbsp;&nbsp; 6.450% | 730000 | &nbsp;&nbsp; 796703 |
| 12/15/2034 | &nbsp;&nbsp; 5.400% | 765000 | &nbsp;&nbsp; 783769 |
| 02/15/2037 | &nbsp;&nbsp; 6.500% | 1368000 | &nbsp;&nbsp; 1494210 |
| Civitas Resources, Inc.<sup>(b)</sup>  | Civitas Resources, Inc.<sup>(b)</sup>  | Civitas Resources, Inc.<sup>(b)</sup>  | Civitas Resources, Inc.<sup>(b)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 5.000% | 375000 | &nbsp;&nbsp; 374387 |
| 07/01/2028 | &nbsp;&nbsp; 8.375% | 300000 | &nbsp;&nbsp; 310003 |
| 11/01/2030 | &nbsp;&nbsp; 8.625% | 825000 | &nbsp;&nbsp; 864319 |
| 07/01/2031 | &nbsp;&nbsp; 8.750% | 550000 | &nbsp;&nbsp; 573190 |
| Comstock Resources, Inc.<sup>(b)</sup>  | Comstock Resources, Inc.<sup>(b)</sup>  | Comstock Resources, Inc.<sup>(b)</sup>  | Comstock Resources, Inc.<sup>(b)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.750% | 1000000 | &nbsp;&nbsp; 1002140 |
| Crescent Energy Finance LLC<sup>(b)</sup>  | Crescent Energy Finance LLC<sup>(b)</sup>  | Crescent Energy Finance LLC<sup>(b)</sup>  | Crescent Energy Finance LLC<sup>(b)</sup>  |
| 04/01/2032 | &nbsp;&nbsp; 7.625% | 1025000 | &nbsp;&nbsp; 998105 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |
| 09/15/2034 | &nbsp;&nbsp; 5.200% | 1128000 | &nbsp;&nbsp; 1132833 |
| 05/15/2042 | &nbsp;&nbsp; 4.750% | 1950000 | &nbsp;&nbsp; 1701552 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| 12/01/2026 | &nbsp;&nbsp; 3.250% | 1905000 | &nbsp;&nbsp; 1889558 |
| 03/24/2031 | &nbsp;&nbsp; 3.125% | 1675000 | &nbsp;&nbsp; 1566103 |
| 03/15/2033 | &nbsp;&nbsp; 6.250% | 1395000 | &nbsp;&nbsp; 1510668 |
| 04/18/2034 | &nbsp;&nbsp; 5.400% | 765000 | &nbsp;&nbsp; 786410 |
| 03/15/2052 | &nbsp;&nbsp; 4.250% | 330000 | &nbsp;&nbsp; 261678 |
| 04/18/2064 | &nbsp;&nbsp; 5.900% | 279000 | &nbsp;&nbsp; 268770 |
| EOG Resources, Inc. | EOG Resources, Inc. | EOG Resources, Inc. | EOG Resources, Inc. |
| 07/15/2032 | &nbsp;&nbsp; 5.000% | 1823000 | &nbsp;&nbsp; 1872147 |
| 01/15/2036 | &nbsp;&nbsp; 5.350% | 916000 | &nbsp;&nbsp; 949964 |
| Hess Corp. | Hess Corp. | Hess Corp. | Hess Corp. |
| 04/01/2027 | &nbsp;&nbsp; 4.300% | 1481000 | &nbsp;&nbsp; 1486347 |
| Hilcorp Energy I LP/Finance Co.<sup>(b)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(b)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(b)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(b)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 6.000% | 1135000 | &nbsp;&nbsp; 1097789 |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 2350000 | &nbsp;&nbsp; 2208301 |
| 11/01/2033 | &nbsp;&nbsp; 8.375% | 995000 | &nbsp;&nbsp; 1020452 |
| Lundin Energy Finance BV<sup>(b)</sup>  | Lundin Energy Finance BV<sup>(b)</sup>  | Lundin Energy Finance BV<sup>(b)</sup>  | Lundin Energy Finance BV<sup>(b)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 3.100% | 1575000 | &nbsp;&nbsp; 1445863 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| 07/15/2027 | &nbsp;&nbsp; 8.500% | 166000 | &nbsp;&nbsp; 173966 |
| 01/01/2031 | &nbsp;&nbsp; 6.125% | 1301000 | &nbsp;&nbsp; 1376375 |
| 01/01/2032 | &nbsp;&nbsp; 5.375% | 560000 | &nbsp;&nbsp; 573291 |
| 03/15/2040 | &nbsp;&nbsp; 6.200% | 663000 | &nbsp;&nbsp; 678432 |
| 03/15/2046 | &nbsp;&nbsp; 6.600% | 180000 | &nbsp;&nbsp; 187500 |
| 10/01/2054 | &nbsp;&nbsp; 6.050% | 330000 | &nbsp;&nbsp; 320735 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |
| 05/15/2028 | &nbsp;&nbsp; 5.650% | 5424000 | &nbsp;&nbsp; 5587775 |
| Permian Resources Operating LLC<sup>(b)</sup>  | Permian Resources Operating LLC<sup>(b)</sup>  | Permian Resources Operating LLC<sup>(b)</sup>  | Permian Resources Operating LLC<sup>(b)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 8.000% | 1600000 | &nbsp;&nbsp; 1620382 |
| 02/01/2033 | &nbsp;&nbsp; 6.250% | 1025000 | &nbsp;&nbsp; 1049808 |
| Santos Finance Ltd.<sup>(b)</sup>  | Santos Finance Ltd.<sup>(b)</sup>  | Santos Finance Ltd.<sup>(b)</sup>  | Santos Finance Ltd.<sup>(b)</sup>  |
| 09/19/2033 | &nbsp;&nbsp; 6.875% | 1340000 | &nbsp;&nbsp; 1469699 |
| 11/13/2035 | &nbsp;&nbsp; 5.750% | 1970000 | &nbsp;&nbsp; 1975505 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. |
| 02/01/2029 | &nbsp;&nbsp; 5.375% | 1675000 | &nbsp;&nbsp; 1678696 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 1550000 | &nbsp;&nbsp; 1533160 |
| Var Energi ASA<sup>(b)</sup>  | Var Energi ASA<sup>(b)</sup>  | Var Energi ASA<sup>(b)</sup>  | Var Energi ASA<sup>(b)</sup>  |
| 05/18/2027 | &nbsp;&nbsp; 5.000% | 4995000 | &nbsp;&nbsp; 5042393 |
| 01/15/2028 | &nbsp;&nbsp; 7.500% | 3580000 | &nbsp;&nbsp; 3790897 |
| Viper Energy Partners LLC | Viper Energy Partners LLC | Viper Energy Partners LLC | Viper Energy Partners LLC |
| 08/01/2035 | &nbsp;&nbsp; 5.700% | 1441000 | &nbsp;&nbsp; 1473145 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| 05/19/2030 | &nbsp;&nbsp; 5.400% | 1297000 | &nbsp;&nbsp; 1337328 |
| 05/19/2032 | &nbsp;&nbsp; 5.700% | 1211000 | &nbsp;&nbsp; 1262472 |
| 05/19/2035 | &nbsp;&nbsp; 6.000% | 1360000 | &nbsp;&nbsp; 1425766 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **81509538** |
| **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| 09/11/2033 | &nbsp;&nbsp; 4.893% | 315000 | &nbsp;&nbsp; 322452 |
| 04/10/2034 | &nbsp;&nbsp; 4.989% | 185000 | &nbsp;&nbsp; 189963 |
| 11/17/2034 | &nbsp;&nbsp; 5.227% | 951000 | &nbsp;&nbsp; 989636 |
| BP Capital Markets PLC<sup>(l),(m)</sup>  | BP Capital Markets PLC<sup>(l),(m)</sup>  | BP Capital Markets PLC<sup>(l),(m)</sup>  | BP Capital Markets PLC<sup>(l),(m)</sup>  |
|  | &nbsp;&nbsp; 4.875% | 541000 | &nbsp;&nbsp; 539030 |
|  | &nbsp;&nbsp; 6.125% | 843000 | &nbsp;&nbsp; 868320 |
|  | &nbsp;&nbsp; 6.450% | 696000 | &nbsp;&nbsp; 737536 |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| 06/15/2047 | &nbsp;&nbsp; 5.400% | 123000 | &nbsp;&nbsp; 113773 |
| 02/15/2052 | &nbsp;&nbsp; 3.750% | 3750000 | &nbsp;&nbsp; 2663985 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |
| 04/15/2030 | &nbsp;&nbsp; 4.687% | 3875000 | &nbsp;&nbsp; 3975769 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. |
| 03/01/2046 | &nbsp;&nbsp; 4.114% | 2755000 | &nbsp;&nbsp; 2347465 |
| ORLEN SA<sup>(b)</sup>  | ORLEN SA<sup>(b)</sup>  | ORLEN SA<sup>(b)</sup>  | ORLEN SA<sup>(b)</sup>  |
| 01/30/2035 | &nbsp;&nbsp; 6.000% | 400000 | &nbsp;&nbsp; 422642 |
| Shell Finance US, Inc. | Shell Finance US, Inc. | Shell Finance US, Inc. | Shell Finance US, Inc. |
| 11/06/2030 | &nbsp;&nbsp; 4.125% | 3411000 | &nbsp;&nbsp; 3427579 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16598150** |
| **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** |
| Carnival Corp.<sup>(b)</sup>  | Carnival Corp.<sup>(b)</sup>  | Carnival Corp.<sup>(b)</sup>  | Carnival Corp.<sup>(b)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 1250000 | &nbsp;&nbsp; 1228745 |
| 05/01/2029 | &nbsp;&nbsp; 5.125% | 990000 | &nbsp;&nbsp; 997940 |
| 03/15/2030 | &nbsp;&nbsp; 5.750% | 25000 | &nbsp;&nbsp; 25683 |
| Cinemark USA, Inc.<sup>(b)</sup>  | Cinemark USA, Inc.<sup>(b)</sup>  | Cinemark USA, Inc.<sup>(b)</sup>  | Cinemark USA, Inc.<sup>(b)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.000% | 995000 | &nbsp;&nbsp; 1038092 |
| Lindblad Expeditions LLC<sup>(b)</sup>  | Lindblad Expeditions LLC<sup>(b)</sup>  | Lindblad Expeditions LLC<sup>(b)</sup>  | Lindblad Expeditions LLC<sup>(b)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 6.750% | 2750000 | &nbsp;&nbsp; 2763198 |
| NCL Corp., Ltd.<sup>(b)</sup>  | NCL Corp., Ltd.<sup>(b)</sup>  | NCL Corp., Ltd.<sup>(b)</sup>  | NCL Corp., Ltd.<sup>(b)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 7.750% | 950000 | &nbsp;&nbsp; 1007946 |
| 03/01/2030 | &nbsp;&nbsp; 6.250% | 100000 | &nbsp;&nbsp; 101051 |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 1550000 | &nbsp;&nbsp; 1574261 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NCL Finance Ltd.<sup>(b)</sup>  | NCL Finance Ltd.<sup>(b)</sup>  | NCL Finance Ltd.<sup>(b)</sup>  | NCL Finance Ltd.<sup>(b)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 6.125% | 875000 | &nbsp;&nbsp; 894324 |
| Royal Caribbean Cruises Ltd.<sup>(b)</sup>  | Royal Caribbean Cruises Ltd.<sup>(b)</sup>  | Royal Caribbean Cruises Ltd.<sup>(b)</sup>  | Royal Caribbean Cruises Ltd.<sup>(b)</sup>  |
| 04/01/2028 | &nbsp;&nbsp; 5.500% | 325000 | &nbsp;&nbsp; 330827 |
| 03/15/2032 | &nbsp;&nbsp; 6.250% | 1690000 | &nbsp;&nbsp; 1747904 |
| VOC Escrow Ltd.<sup>(b)</sup>  | VOC Escrow Ltd.<sup>(b)</sup>  | VOC Escrow Ltd.<sup>(b)</sup>  | VOC Escrow Ltd.<sup>(b)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 5.000% | 1725000 | &nbsp;&nbsp; 1724372 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13434343** |
| **Life Insurance 1.3%** | **Life Insurance 1.3%** | **Life Insurance 1.3%** | **Life Insurance 1.3%** |
| American National Global Funding<sup>(b)</sup>  | American National Global Funding<sup>(b)</sup>  | American National Global Funding<sup>(b)</sup>  | American National Global Funding<sup>(b)</sup>  |
| 01/28/2030 | &nbsp;&nbsp; 5.550% | 3030000 | &nbsp;&nbsp; 3128721 |
| 06/03/2030 | &nbsp;&nbsp; 5.250% | 2205000 | &nbsp;&nbsp; 2246606 |
| American National Group, Inc. | American National Group, Inc. | American National Group, Inc. | American National Group, Inc. |
| 07/15/2035 | &nbsp;&nbsp; 6.000% | 2890000 | &nbsp;&nbsp; 2924629 |
| Athene Global Funding<sup>(b)</sup>  | Athene Global Funding<sup>(b)</sup>  | Athene Global Funding<sup>(b)</sup>  | Athene Global Funding<sup>(b)</sup>  |
| 02/23/2026 | &nbsp;&nbsp; 5.684% | 2966000 | &nbsp;&nbsp; 2974486 |
| 06/29/2026 | &nbsp;&nbsp; 1.608% | 1780000 | &nbsp;&nbsp; 1753099 |
| 03/08/2027 | &nbsp;&nbsp; 3.205% | 1430000 | &nbsp;&nbsp; 1406759 |
| 05/09/2028 | &nbsp;&nbsp; 4.830% | 3029000 | &nbsp;&nbsp; 3056560 |
| 01/07/2029 | &nbsp;&nbsp; 2.717% | 320000 | &nbsp;&nbsp; 303145 |
| 01/07/2030 | &nbsp;&nbsp; 5.380% | 2675000 | &nbsp;&nbsp; 2734657 |
| 11/13/2031 | &nbsp;&nbsp; 5.322% | 2278000 | &nbsp;&nbsp; 2313731 |
| 08/22/2035 | &nbsp;&nbsp; 5.543% | 1909000 | &nbsp;&nbsp; 1921090 |
| Belrose Funding Trust II<sup>(b)</sup>  | Belrose Funding Trust II<sup>(b)</sup>  | Belrose Funding Trust II<sup>(b)</sup>  | Belrose Funding Trust II<sup>(b)</sup>  |
| 05/15/2055 | &nbsp;&nbsp; 6.792% | 1290000 | &nbsp;&nbsp; 1345907 |
| Brighthouse Financial Global Funding<sup>(b)</sup>  | Brighthouse Financial Global Funding<sup>(b)</sup>  | Brighthouse Financial Global Funding<sup>(b)</sup>  | Brighthouse Financial Global Funding<sup>(b)</sup>  |
| 04/09/2027 | &nbsp;&nbsp; 5.550% | 5235000 | &nbsp;&nbsp; 5313651 |
| CNO Global Funding<sup>(b)</sup>  | CNO Global Funding<sup>(b)</sup>  | CNO Global Funding<sup>(b)</sup>  | CNO Global Funding<sup>(b)</sup>  |
| 06/04/2027 | &nbsp;&nbsp; 5.875% | 1487000 | &nbsp;&nbsp; 1523203 |
| 09/08/2028 | &nbsp;&nbsp; 4.375% | 4350000 | &nbsp;&nbsp; 4364412 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. | Corebridge Financial, Inc. | Corebridge Financial, Inc. |
| 04/05/2032 | &nbsp;&nbsp; 3.900% | 550000 | &nbsp;&nbsp; 522581 |
| 09/15/2033 | &nbsp;&nbsp; 6.050% | 932000 | &nbsp;&nbsp; 992067 |
| 01/15/2034 | &nbsp;&nbsp; 5.750% | 503000 | &nbsp;&nbsp; 525257 |
| Corebridge Global Funding<sup>(b)</sup>  | Corebridge Global Funding<sup>(b)</sup>  | Corebridge Global Funding<sup>(b)</sup>  | Corebridge Global Funding<sup>(b)</sup>  |
| 06/24/2029 | &nbsp;&nbsp; 5.200% | 3815000 | &nbsp;&nbsp; 3926901 |
| Equitable America Global Funding<sup>(b)</sup>  | Equitable America Global Funding<sup>(b)</sup>  | Equitable America Global Funding<sup>(b)</sup>  | Equitable America Global Funding<sup>(b)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 4.700% | 278000 | &nbsp;&nbsp; 276753 |
| Equitable Financial Life Global Funding<sup>(b)</sup>  | Equitable Financial Life Global Funding<sup>(b)</sup>  | Equitable Financial Life Global Funding<sup>(b)</sup>  | Equitable Financial Life Global Funding<sup>(b)</sup>  |
| 03/27/2030 | &nbsp;&nbsp; 5.000% | 1870000 | &nbsp;&nbsp; 1917223 |
| Equitable Holdings, Inc.<sup>(b)</sup>  | Equitable Holdings, Inc.<sup>(b)</sup>  | Equitable Holdings, Inc.<sup>(b)</sup>  | Equitable Holdings, Inc.<sup>(b)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 4.572% | 1287000 | &nbsp;&nbsp; 1295130 |
| F&G Global Funding<sup>(b)</sup>  | F&G Global Funding<sup>(b)</sup>  | F&G Global Funding<sup>(b)</sup>  | F&G Global Funding<sup>(b)</sup>  |
| 06/10/2027 | &nbsp;&nbsp; 5.875% | 1377000 | &nbsp;&nbsp; 1406563 |
| 09/08/2028 | &nbsp;&nbsp; 4.650% | 1925000 | &nbsp;&nbsp; 1930405 |
| Fortitude Global Funding<sup>(b)</sup>  | Fortitude Global Funding<sup>(b)</sup>  | Fortitude Global Funding<sup>(b)</sup>  | Fortitude Global Funding<sup>(b)</sup>  |
| 10/06/2028 | &nbsp;&nbsp; 4.625% | 2885000 | &nbsp;&nbsp; 2889630 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GA Global Funding Trust<sup>(b)</sup>  | GA Global Funding Trust<sup>(b)</sup>  | GA Global Funding Trust<sup>(b)</sup>  | GA Global Funding Trust<sup>(b)</sup>  |
| 01/06/2027 | &nbsp;&nbsp; 2.250% | 2390000 | &nbsp;&nbsp; 2340260 |
| 04/01/2032 | &nbsp;&nbsp; 5.500% | 4240000 | &nbsp;&nbsp; 4337129 |
| Jackson National Life Global Funding<sup>(b)</sup>  | Jackson National Life Global Funding<sup>(b)</sup>  | Jackson National Life Global Funding<sup>(b)</sup>  | Jackson National Life Global Funding<sup>(b)</sup>  |
| 04/12/2028 | &nbsp;&nbsp; 5.250% | 1200000 | &nbsp;&nbsp; 1227330 |
| 06/05/2028 | &nbsp;&nbsp; 4.700% | 5275000 | &nbsp;&nbsp; 5328531 |
| 09/09/2030 | &nbsp;&nbsp; 4.550% | 3085000 | &nbsp;&nbsp; 3086858 |
| Lincoln Financial Global Funding<sup>(b)</sup>  | Lincoln Financial Global Funding<sup>(b)</sup>  | Lincoln Financial Global Funding<sup>(b)</sup>  | Lincoln Financial Global Funding<sup>(b)</sup>  |
| 05/28/2028 | &nbsp;&nbsp; 4.625% | 3705000 | &nbsp;&nbsp; 3741863 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| 01/15/2031 | &nbsp;&nbsp; 3.400% | 6000000 | &nbsp;&nbsp; 5688350 |
| 06/15/2040 | &nbsp;&nbsp; 7.000% | 930000 | &nbsp;&nbsp; 1053827 |
| MassMutual Global Funding II<sup>(b)</sup>  | MassMutual Global Funding II<sup>(b)</sup>  | MassMutual Global Funding II<sup>(b)</sup>  | MassMutual Global Funding II<sup>(b)</sup>  |
| 01/10/2030 | &nbsp;&nbsp; 4.950% | 5170000 | &nbsp;&nbsp; 5308667 |
| Mutual of Omaha Cos Global Funding<sup>(b)</sup>  | Mutual of Omaha Cos Global Funding<sup>(b)</sup>  | Mutual of Omaha Cos Global Funding<sup>(b)</sup>  | Mutual of Omaha Cos Global Funding<sup>(b)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 5.000% | 1190000 | &nbsp;&nbsp; 1219527 |
| New York Life Global Funding<sup>(b)</sup>  | New York Life Global Funding<sup>(b)</sup>  | New York Life Global Funding<sup>(b)</sup>  | New York Life Global Funding<sup>(b)</sup>  |
| 07/25/2028 | &nbsp;&nbsp; 4.150% | 1530000 | &nbsp;&nbsp; 1536725 |
| 06/06/2029 | &nbsp;&nbsp; 5.000% | 5005000 | &nbsp;&nbsp; 5150273 |
| NLG Global Funding<sup>(b)</sup>  | NLG Global Funding<sup>(b)</sup>  | NLG Global Funding<sup>(b)</sup>  | NLG Global Funding<sup>(b)</sup>  |
| 01/23/2030 | &nbsp;&nbsp; 5.400% | 1270000 | &nbsp;&nbsp; 1313117 |
| 09/15/2030 | &nbsp;&nbsp; 4.350% | 5720000 | &nbsp;&nbsp; 5672154 |
| Northwestern Mutual Global Funding<sup>(b)</sup>  | Northwestern Mutual Global Funding<sup>(b)</sup>  | Northwestern Mutual Global Funding<sup>(b)</sup>  | Northwestern Mutual Global Funding<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 1.700% | 985000 | &nbsp;&nbsp; 933522 |
| 06/12/2028 | &nbsp;&nbsp; 4.900% | 5365000 | &nbsp;&nbsp; 5490317 |
| Northwestern Mutual Life Insurance Co. (The)<sup>(b)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(b)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(b)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(b)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/29/2055 | &nbsp;&nbsp; 6.170% | 698000 | &nbsp;&nbsp; 752289 |
| Pacific Life Global Funding II<sup>(b)</sup>  | Pacific Life Global Funding II<sup>(b)</sup>  | Pacific Life Global Funding II<sup>(b)</sup>  | Pacific Life Global Funding II<sup>(b)</sup>  |
| 02/10/2030 | &nbsp;&nbsp; 4.850% | 5280000 | &nbsp;&nbsp; 5412986 |
| Pricoa Global Funding I<sup>(b)</sup>  | Pricoa Global Funding I<sup>(b)</sup>  | Pricoa Global Funding I<sup>(b)</sup>  | Pricoa Global Funding I<sup>(b)</sup>  |
| 08/26/2032 | &nbsp;&nbsp; 4.750% | 4525000 | &nbsp;&nbsp; 4562119 |
| Principal Life Global Funding II<sup>(b)</sup>  | Principal Life Global Funding II<sup>(b)</sup>  | Principal Life Global Funding II<sup>(b)</sup>  | Principal Life Global Funding II<sup>(b)</sup>  |
| 08/19/2027 | &nbsp;&nbsp; 4.600% | 2445000 | &nbsp;&nbsp; 2465271 |
| Protective Life Corp.<sup>(b)</sup>  | Protective Life Corp.<sup>(b)</sup>  | Protective Life Corp.<sup>(b)</sup>  | Protective Life Corp.<sup>(b)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 4.700% | 2770000 | &nbsp;&nbsp; 2783212 |
| RGA Global Funding<sup>(b)</sup>  | RGA Global Funding<sup>(b)</sup>  | RGA Global Funding<sup>(b)</sup>  | RGA Global Funding<sup>(b)</sup>  |
| 05/24/2029 | &nbsp;&nbsp; 5.448% | 253000 | &nbsp;&nbsp; 262701 |
| 11/25/2030 | &nbsp;&nbsp; 4.600% | 4396000 | &nbsp;&nbsp; 4406322 |
| 08/25/2032 | &nbsp;&nbsp; 5.000% | 7065000 | &nbsp;&nbsp; 7111758 |
| Sammons Financial Group Global Funding<sup>(b)</sup>  | Sammons Financial Group Global Funding<sup>(b)</sup>  | Sammons Financial Group Global Funding<sup>(b)</sup>  | Sammons Financial Group Global Funding<sup>(b)</sup>  |
| 06/12/2030 | &nbsp;&nbsp; 4.950% | 6300000 | &nbsp;&nbsp; 6401383 |
| SBL Holdings, Inc.<sup>(b)</sup>  | SBL Holdings, Inc.<sup>(b)</sup>  | SBL Holdings, Inc.<sup>(b)</sup>  | SBL Holdings, Inc.<sup>(b)</sup>  |
| 09/26/2028 | &nbsp;&nbsp; 5.900% | 2752000 | &nbsp;&nbsp; 2728129 |
| 10/30/2034 | &nbsp;&nbsp; 7.200% | 4095000 | &nbsp;&nbsp; 3970424 |
| Teachers Insurance & Annuity Association of America<sup>(b)</sup>  | Teachers Insurance & Annuity Association of America<sup>(b)</sup>  | Teachers Insurance & Annuity Association of America<sup>(b)</sup>  | Teachers Insurance & Annuity Association of America<sup>(b)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/15/2044 | &nbsp;&nbsp; 4.900% | 2040000 | &nbsp;&nbsp; 1881640 |
| 05/15/2047 | &nbsp;&nbsp; 4.270% | 4785000 | &nbsp;&nbsp; 4001464 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Voya Global Funding<sup>(b)</sup>  | Voya Global Funding<sup>(b)</sup>  | Voya Global Funding<sup>(b)</sup>  | Voya Global Funding<sup>(b)</sup>  |
| 11/24/2030 | &nbsp;&nbsp; 4.600% | 1405000 | &nbsp;&nbsp; 1416238 |
| Western-Southern Global Funding<sup>(b)</sup>  | Western-Southern Global Funding<sup>(b)</sup>  | Western-Southern Global Funding<sup>(b)</sup>  | Western-Southern Global Funding<sup>(b)</sup>  |
| 07/16/2028 | &nbsp;&nbsp; 4.500% | 5515000 | &nbsp;&nbsp; 5560073 |
| Wynnton Funding Trust<sup>(b)</sup>  | Wynnton Funding Trust<sup>(b)</sup>  | Wynnton Funding Trust<sup>(b)</sup>  | Wynnton Funding Trust<sup>(b)</sup>  |
| 08/15/2035 | &nbsp;&nbsp; 5.251% | 1655000 | &nbsp;&nbsp; 1676391 |
| Wynnton Funding Trust II<sup>(b)</sup>  | Wynnton Funding Trust II<sup>(b)</sup>  | Wynnton Funding Trust II<sup>(b)</sup>  | Wynnton Funding Trust II<sup>(b)</sup>  |
| 08/15/2055 | &nbsp;&nbsp; 5.991% | 2834000 | &nbsp;&nbsp; 2876800 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **164690816** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. | Hyatt Hotels Corp. | Hyatt Hotels Corp. |
| 06/30/2029 | &nbsp;&nbsp; 5.250% | 3962000 | &nbsp;&nbsp; 4076157 |
| 12/15/2035 | &nbsp;&nbsp; 5.400% | 669000 | &nbsp;&nbsp; 675540 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 4.800% | 843000 | &nbsp;&nbsp; 861750 |
| 10/15/2031 | &nbsp;&nbsp; 4.500% | 1811000 | &nbsp;&nbsp; 1818159 |
| 10/15/2032 | &nbsp;&nbsp; 3.500% | 3400000 | &nbsp;&nbsp; 3182433 |
| 03/15/2035 | &nbsp;&nbsp; 5.350% | 627000 | &nbsp;&nbsp; 648375 |
| 10/15/2035 | &nbsp;&nbsp; 5.250% | 1622000 | &nbsp;&nbsp; 1653714 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12916128** |
| **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** |
| AppLovin Corp. | AppLovin Corp. | AppLovin Corp. | AppLovin Corp. |
| 12/01/2029 | &nbsp;&nbsp; 5.125% | 1718000 | &nbsp;&nbsp; 1758061 |
| 12/01/2031 | &nbsp;&nbsp; 5.375% | 1399000 | &nbsp;&nbsp; 1454428 |
| Beignet Investor LLC<sup>(b)</sup>  | Beignet Investor LLC<sup>(b)</sup>  | Beignet Investor LLC<sup>(b)</sup>  | Beignet Investor LLC<sup>(b)</sup>  |
| 05/30/2049 | &nbsp;&nbsp; 6.581% | 16003000 | &nbsp;&nbsp; 17229743 |
| Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 10.500% | 580000 | &nbsp;&nbsp; 591560 |
| Gray Media, Inc.<sup>(b)</sup>  | Gray Media, Inc.<sup>(b)</sup>  | Gray Media, Inc.<sup>(b)</sup>  | Gray Media, Inc.<sup>(b)</sup>  |
| 08/15/2033 | &nbsp;&nbsp; 7.250% | 985000 | &nbsp;&nbsp; 990794 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 11/15/2030 | &nbsp;&nbsp; 4.200% | 1000000 | &nbsp;&nbsp; 1007042 |
| 11/15/2032 | &nbsp;&nbsp; 4.600% | 1058000 | &nbsp;&nbsp; 1073958 |
| 08/15/2034 | &nbsp;&nbsp; 4.750% | 1766000 | &nbsp;&nbsp; 1796227 |
| 11/15/2035 | &nbsp;&nbsp; 4.875% | 3283000 | &nbsp;&nbsp; 3318854 |
| 11/15/2045 | &nbsp;&nbsp; 5.500% | 1835000 | &nbsp;&nbsp; 1833472 |
| 05/15/2053 | &nbsp;&nbsp; 5.600% | 3365000 | &nbsp;&nbsp; 3347982 |
| 08/15/2054 | &nbsp;&nbsp; 5.400% | 1366000 | &nbsp;&nbsp; 1321630 |
| 11/15/2055 | &nbsp;&nbsp; 5.625% | 10855000 | &nbsp;&nbsp; 10819023 |
| 08/15/2064 | &nbsp;&nbsp; 5.550% | 1424000 | &nbsp;&nbsp; 1376128 |
| 11/15/2065 | &nbsp;&nbsp; 5.750% | 1105000 | &nbsp;&nbsp; 1098643 |
| Midas OpCo Holdings LLC<sup>(b)</sup>  | Midas OpCo Holdings LLC<sup>(b)</sup>  | Midas OpCo Holdings LLC<sup>(b)</sup>  | Midas OpCo Holdings LLC<sup>(b)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 5.625% | 705000 | &nbsp;&nbsp; 684674 |
| Netflix, Inc. | Netflix, Inc. | Netflix, Inc. | Netflix, Inc. |
| 11/15/2028 | &nbsp;&nbsp; 5.875% | 1062000 | &nbsp;&nbsp; 1120109 |
| Outfront Media Capital LLC/Corp.<sup>(b)</sup>  | Outfront Media Capital LLC/Corp.<sup>(b)</sup>  | Outfront Media Capital LLC/Corp.<sup>(b)</sup>  | Outfront Media Capital LLC/Corp.<sup>(b)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 4.625% | 745000 | &nbsp;&nbsp; 723668 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Playtika Holding Corp.<sup>(b)</sup>  | Playtika Holding Corp.<sup>(b)</sup>  | Playtika Holding Corp.<sup>(b)</sup>  | Playtika Holding Corp.<sup>(b)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.250% | 745000 | &nbsp;&nbsp; 673730 |
| Scripps Escrow II, Inc.<sup>(b)</sup>  | Scripps Escrow II, Inc.<sup>(b)</sup>  | Scripps Escrow II, Inc.<sup>(b)</sup>  | Scripps Escrow II, Inc.<sup>(b)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 3.875% | 199000 | &nbsp;&nbsp; 185535 |
| Sinclair Television Group, Inc.<sup>(b)</sup>  | Sinclair Television Group, Inc.<sup>(b)</sup>  | Sinclair Television Group, Inc.<sup>(b)</sup>  | Sinclair Television Group, Inc.<sup>(b)</sup>  |
| 02/15/2033 | &nbsp;&nbsp; 8.125% | 140000 | &nbsp;&nbsp; 145787 |
| Snap, Inc.<sup>(b)</sup>  | Snap, Inc.<sup>(b)</sup>  | Snap, Inc.<sup>(b)</sup>  | Snap, Inc.<sup>(b)</sup>  |
| 03/01/2033 | &nbsp;&nbsp; 6.875% | 841000 | &nbsp;&nbsp; 866331 |
| 03/15/2034 | &nbsp;&nbsp; 6.875% | 1105000 | &nbsp;&nbsp; 1132442 |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 03/28/2028 | &nbsp;&nbsp; 4.950% | 3645000 | &nbsp;&nbsp; 3713079 |
| 06/12/2029 | &nbsp;&nbsp; 5.400% | 656000 | &nbsp;&nbsp; 680031 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 843000 | &nbsp;&nbsp; 673736 |
| 03/15/2052 | &nbsp;&nbsp; 5.141% | 218000 | &nbsp;&nbsp; 163564 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **59780231** |
| **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** |
| Anglo American Capital PLC<sup>(b)</sup>  | Anglo American Capital PLC<sup>(b)</sup>  | Anglo American Capital PLC<sup>(b)</sup>  | Anglo American Capital PLC<sup>(b)</sup>  |
| 05/02/2033 | &nbsp;&nbsp; 5.500% | 431000 | &nbsp;&nbsp; 447991 |
| AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC |
| 10/01/2030 | &nbsp;&nbsp; 3.750% | 1800000 | &nbsp;&nbsp; 1724466 |
| Arsenal AIC Parent LLC<sup>(b)</sup>  | Arsenal AIC Parent LLC<sup>(b)</sup>  | Arsenal AIC Parent LLC<sup>(b)</sup>  | Arsenal AIC Parent LLC<sup>(b)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 11.500% | 1730000 | &nbsp;&nbsp; 1902932 |
| BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. |
| 09/08/2030 | &nbsp;&nbsp; 5.250% | 762000 | &nbsp;&nbsp; 795724 |
| 02/21/2032 | &nbsp;&nbsp; 5.125% | 1123000 | &nbsp;&nbsp; 1165360 |
| Capstone Copper Corp.<sup>(b)</sup>  | Capstone Copper Corp.<sup>(b)</sup>  | Capstone Copper Corp.<sup>(b)</sup>  | Capstone Copper Corp.<sup>(b)</sup>  |
| 03/31/2033 | &nbsp;&nbsp; 6.750% | 1220000 | &nbsp;&nbsp; 1266931 |
| Champion Iron Canada, Inc.<sup>(b)</sup>  | Champion Iron Canada, Inc.<sup>(b)</sup>  | Champion Iron Canada, Inc.<sup>(b)</sup>  | Champion Iron Canada, Inc.<sup>(b)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.875% | 1670000 | &nbsp;&nbsp; 1760878 |
| Cleveland-Cliffs, Inc.<sup>(b)</sup>  | Cleveland-Cliffs, Inc.<sup>(b)</sup>  | Cleveland-Cliffs, Inc.<sup>(b)</sup>  | Cleveland-Cliffs, Inc.<sup>(b)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.875% | 820000 | &nbsp;&nbsp; 845234 |
| 05/01/2033 | &nbsp;&nbsp; 7.375% | 520000 | &nbsp;&nbsp; 538928 |
| 01/15/2034 | &nbsp;&nbsp; 7.625% | 1385000 | &nbsp;&nbsp; 1436300 |
| Commercial Metals Co.<sup>(b)</sup>  | Commercial Metals Co.<sup>(b)</sup>  | Commercial Metals Co.<sup>(b)</sup>  | Commercial Metals Co.<sup>(b)</sup>  |
| 12/15/2035 | &nbsp;&nbsp; 6.000% | 800000 | &nbsp;&nbsp; 814545 |
| Coronado Finance Pty Ltd.<sup>(b)</sup>  | Coronado Finance Pty Ltd.<sup>(b)</sup>  | Coronado Finance Pty Ltd.<sup>(b)</sup>  | Coronado Finance Pty Ltd.<sup>(b)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 9.250% | 1425000 | &nbsp;&nbsp; 1313938 |
| First Quantum Minerals Ltd.<sup>(b)</sup>  | First Quantum Minerals Ltd.<sup>(b)</sup>  | First Quantum Minerals Ltd.<sup>(b)</sup>  | First Quantum Minerals Ltd.<sup>(b)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 9.375% | 1730000 | &nbsp;&nbsp; 1830491 |
| 03/01/2033 | &nbsp;&nbsp; 8.000% | 1125000 | &nbsp;&nbsp; 1185480 |
| 02/15/2034 | &nbsp;&nbsp; 7.250% | 875000 | &nbsp;&nbsp; 901825 |
| Glencore Funding LLC<sup>(b)</sup>  | Glencore Funding LLC<sup>(b)</sup>  | Glencore Funding LLC<sup>(b)</sup>  | Glencore Funding LLC<sup>(b)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 5.186% | 2350000 | &nbsp;&nbsp; 2420239 |
| Hecla Mining Co. | Hecla Mining Co. | Hecla Mining Co. | Hecla Mining Co. |
| 02/15/2028 | &nbsp;&nbsp; 7.250% | 374000 | &nbsp;&nbsp; 375727 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Kinross Gold Corp. | Kinross Gold Corp. | Kinross Gold Corp. | Kinross Gold Corp. |
| 07/15/2027 | &nbsp;&nbsp; 4.500% | 1239000 | &nbsp;&nbsp; 1246504 |
| Mineral Resources Ltd.<sup>(b)</sup>  | Mineral Resources Ltd.<sup>(b)</sup>  | Mineral Resources Ltd.<sup>(b)</sup>  | Mineral Resources Ltd.<sup>(b)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 9.250% | 1000000 | &nbsp;&nbsp; 1048345 |
| 04/01/2031 | &nbsp;&nbsp; 7.000% | 530000 | &nbsp;&nbsp; 551129 |
| Novelis Corp.<sup>(b)</sup>  | Novelis Corp.<sup>(b)</sup>  | Novelis Corp.<sup>(b)</sup>  | Novelis Corp.<sup>(b)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 4.750% | 1070000 | &nbsp;&nbsp; 1031259 |
| 08/15/2033 | &nbsp;&nbsp; 6.375% | 535000 | &nbsp;&nbsp; 539852 |
| Novelis, Inc.<sup>(b)</sup>  | Novelis, Inc.<sup>(b)</sup>  | Novelis, Inc.<sup>(b)</sup>  | Novelis, Inc.<sup>(b)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 6.875% | 1425000 | &nbsp;&nbsp; 1476814 |
| Nucor Corp. | Nucor Corp. | Nucor Corp. | Nucor Corp. |
| 05/01/2028 | &nbsp;&nbsp; 3.950% | 1167000 | &nbsp;&nbsp; 1167865 |
| 06/01/2035 | &nbsp;&nbsp; 5.100% | 1405000 | &nbsp;&nbsp; 1440402 |
| Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC |
| 03/14/2032 | &nbsp;&nbsp; 5.000% | 1090000 | &nbsp;&nbsp; 1126620 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | Steel Dynamics, Inc. | Steel Dynamics, Inc. |
| 10/15/2027 | &nbsp;&nbsp; 1.650% | 582000 | &nbsp;&nbsp; 556836 |
| 01/15/2031 | &nbsp;&nbsp; 3.250% | 1510000 | &nbsp;&nbsp; 1437376 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **32349991** |
| **Midstream 0.9%** | **Midstream 0.9%** | **Midstream 0.9%** | **Midstream 0.9%** |
| AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 9.375% | 633000 | &nbsp;&nbsp; 657413 |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 629000 | &nbsp;&nbsp; 666405 |
| Antero Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(b)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 6.625% | 1340000 | &nbsp;&nbsp; 1389932 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| 02/15/2036 | &nbsp;&nbsp; 5.375% | 3430000 | &nbsp;&nbsp; 3450816 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 517000 | &nbsp;&nbsp; 517080 |
| Columbia Pipelines Holding Co. LLC<sup>(b)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(b)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(b)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(b)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 6.042% | 2940000 | &nbsp;&nbsp; 3062170 |
| 10/01/2031 | &nbsp;&nbsp; 5.097% | 671000 | &nbsp;&nbsp; 684251 |
| Columbia Pipelines Operating Co. LLC<sup>(b)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(b)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(b)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(b)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 6.036% | 9090000 | &nbsp;&nbsp; 9753273 |
| Crestwood Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(b)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(b)</sup>  |
| 05/01/2027 | &nbsp;&nbsp; 5.625% | 1070000 | &nbsp;&nbsp; 1070843 |
| Delek Logistics Partners LP/Finance Corp.<sup>(b)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(b)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(b)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(b)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 8.625% | 980000 | &nbsp;&nbsp; 1027597 |
| Enbridge, Inc.<sup>(m)</sup>  | Enbridge, Inc.<sup>(m)</sup>  | Enbridge, Inc.<sup>(m)</sup>  | Enbridge, Inc.<sup>(m)</sup>  |
| 07/15/2080 | &nbsp;&nbsp; 5.750% | 795000 | &nbsp;&nbsp; 802174 |
| 01/15/2084 | &nbsp;&nbsp; 8.500% | 3925000 | &nbsp;&nbsp; 4502428 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| 04/01/2030 | &nbsp;&nbsp; 5.200% | 802000 | &nbsp;&nbsp; 829862 |
| 09/01/2054 | &nbsp;&nbsp; 6.050% | 304000 | &nbsp;&nbsp; 297329 |
| Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP |
| 05/15/2030 | &nbsp;&nbsp; 3.750% | 950000 | &nbsp;&nbsp; 926744 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP |
| 03/15/2035 | &nbsp;&nbsp; 4.900% | 71000 | &nbsp;&nbsp; 69704 |
| 06/15/2038 | &nbsp;&nbsp; 5.800% | 336000 | &nbsp;&nbsp; 344665 |
| 03/15/2045 | &nbsp;&nbsp; 5.150% | 1625000 | &nbsp;&nbsp; 1452247 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| 02/15/2035 | &nbsp;&nbsp; 4.950% | 520000 | &nbsp;&nbsp; 529190 |
| 05/15/2046 | &nbsp;&nbsp; 4.900% | 1400000 | &nbsp;&nbsp; 1289502 |
| Enterprise Products Operating LLC<sup>(c)</sup>  | Enterprise Products Operating LLC<sup>(c)</sup>  | Enterprise Products Operating LLC<sup>(c)</sup>  | Enterprise Products Operating LLC<sup>(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 3.248% <br>08/16/2077<br>| &nbsp;&nbsp; 7.099% | 252000 | &nbsp;&nbsp; 251571 |
| Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 5.875% | 2310000 | &nbsp;&nbsp; 2207146 |
| 01/15/2031 | &nbsp;&nbsp; 9.250% | 1220000 | &nbsp;&nbsp; 1233502 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% | 597807 | &nbsp;&nbsp; 540002 |
| Howard Midstream Energy Partners LLC<sup>(b)</sup>  | Howard Midstream Energy Partners LLC<sup>(b)</sup>  | Howard Midstream Energy Partners LLC<sup>(b)</sup>  | Howard Midstream Energy Partners LLC<sup>(b)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.375% | 970000 | &nbsp;&nbsp; 1024094 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| 03/15/2032 | &nbsp;&nbsp; 7.750% | 635000 | &nbsp;&nbsp; 739942 |
| 09/01/2039 | &nbsp;&nbsp; 6.500% | 1000000 | &nbsp;&nbsp; 1094678 |
| 03/01/2043 | &nbsp;&nbsp; 5.000% | 151000 | &nbsp;&nbsp; 139127 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| 12/01/2034 | &nbsp;&nbsp; 5.300% | 1380000 | &nbsp;&nbsp; 1415337 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| 03/01/2026 | &nbsp;&nbsp; 1.750% | 260000 | &nbsp;&nbsp; 258341 |
| 08/15/2030 | &nbsp;&nbsp; 2.650% | 1303000 | &nbsp;&nbsp; 1206751 |
| 02/15/2031 | &nbsp;&nbsp; 4.800% | 426000 | &nbsp;&nbsp; 431311 |
| 01/15/2033 | &nbsp;&nbsp; 5.000% | 907000 | &nbsp;&nbsp; 915162 |
| 06/01/2034 | &nbsp;&nbsp; 5.500% | 304000 | &nbsp;&nbsp; 312100 |
| 03/01/2047 | &nbsp;&nbsp; 5.200% | 1500000 | &nbsp;&nbsp; 1349240 |
| NGPL PipeCo LLC<sup>(b)</sup>  | NGPL PipeCo LLC<sup>(b)</sup>  | NGPL PipeCo LLC<sup>(b)</sup>  | NGPL PipeCo LLC<sup>(b)</sup>  |
| 08/15/2027 | &nbsp;&nbsp; 4.875% | 412000 | &nbsp;&nbsp; 413068 |
| Northriver Midstream Finance LP<sup>(b)</sup>  | Northriver Midstream Finance LP<sup>(b)</sup>  | Northriver Midstream Finance LP<sup>(b)</sup>  | Northriver Midstream Finance LP<sup>(b)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.750% | 1035000 | &nbsp;&nbsp; 1055381 |
| ONEOK Partners LP | ONEOK Partners LP | ONEOK Partners LP | ONEOK Partners LP |
| 09/15/2043 | &nbsp;&nbsp; 6.200% | 205000 | &nbsp;&nbsp; 210383 |
| ONEOK, Inc.<sup>(b)</sup>  | ONEOK, Inc.<sup>(b)</sup>  | ONEOK, Inc.<sup>(b)</sup>  | ONEOK, Inc.<sup>(b)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 6.500% | 1050000 | &nbsp;&nbsp; 1126061 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| 09/01/2033 | &nbsp;&nbsp; 6.050% | 1420000 | &nbsp;&nbsp; 1515432 |
| 11/01/2034 | &nbsp;&nbsp; 5.050% | 2590000 | &nbsp;&nbsp; 2576219 |
| 09/15/2046 | &nbsp;&nbsp; 4.250% | 320000 | &nbsp;&nbsp; 255022 |
| 10/15/2055 | &nbsp;&nbsp; 6.250% | 4122000 | &nbsp;&nbsp; 4190852 |
| Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. |
| 06/01/2042 | &nbsp;&nbsp; 5.150% | 2185000 | &nbsp;&nbsp; 1999453 |
| Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. |
| 01/15/2036 | &nbsp;&nbsp; 5.600% | 2385000 | &nbsp;&nbsp; 2422910 |
| Rockies Express Pipeline LLC<sup>(b)</sup>  | Rockies Express Pipeline LLC<sup>(b)</sup>  | Rockies Express Pipeline LLC<sup>(b)</sup>  | Rockies Express Pipeline LLC<sup>(b)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 670000 | &nbsp;&nbsp; 702834 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| 03/15/2027 | &nbsp;&nbsp; 5.000% | 1924000 | &nbsp;&nbsp; 1935405 |
| 03/15/2028 | &nbsp;&nbsp; 4.200% | 80000 | &nbsp;&nbsp; 80140 |
| Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC |
| 02/15/2031 | &nbsp;&nbsp; 7.350% | 2910000 | &nbsp;&nbsp; 3246131 |
| Summit Midstream Holdings LLC<sup>(b)</sup>  | Summit Midstream Holdings LLC<sup>(b)</sup>  | Summit Midstream Holdings LLC<sup>(b)</sup>  | Summit Midstream Holdings LLC<sup>(b)</sup>  |
| 10/31/2029 | &nbsp;&nbsp; 8.625% | 925000 | &nbsp;&nbsp; 954570 |
| Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP |
| 04/01/2044 | &nbsp;&nbsp; 5.300% | 352000 | &nbsp;&nbsp; 321548 |
| Sunoco LP<sup>(b),(l),(m)</sup>  | Sunoco LP<sup>(b),(l),(m)</sup>  | Sunoco LP<sup>(b),(l),(m)</sup>  | Sunoco LP<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 7.875% | 2480000 | &nbsp;&nbsp; 2528188 |
| Sunoco LP<sup>(b)</sup>  | Sunoco LP<sup>(b)</sup>  | Sunoco LP<sup>(b)</sup>  | Sunoco LP<sup>(b)</sup>  |
| 07/01/2033 | &nbsp;&nbsp; 6.250% | 1230000 | &nbsp;&nbsp; 1263505 |
| Tallgrass Energy Partners LP/Finance Corp.<sup>(b)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(b)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(b)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.500% | 142000 | &nbsp;&nbsp; 141926 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| 03/30/2034 | &nbsp;&nbsp; 6.500% | 3755000 | &nbsp;&nbsp; 4127012 |
| 02/15/2035 | &nbsp;&nbsp; 5.500% | 933000 | &nbsp;&nbsp; 957516 |
| 07/30/2036 | &nbsp;&nbsp; 5.400% | 1269000 | &nbsp;&nbsp; 1280011 |
| 07/01/2052 | &nbsp;&nbsp; 6.250% | 147000 | &nbsp;&nbsp; 150228 |
| 05/15/2055 | &nbsp;&nbsp; 6.125% | 5510000 | &nbsp;&nbsp; 5543142 |
| Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. |
| 02/01/2031 | &nbsp;&nbsp; 4.875% | 535000 | &nbsp;&nbsp; 537735 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| 03/15/2036 | &nbsp;&nbsp; 5.850% | 185000 | &nbsp;&nbsp; 194623 |
| TransCanada PipeLines Ltd.<sup>(m)</sup>  | TransCanada PipeLines Ltd.<sup>(m)</sup>  | TransCanada PipeLines Ltd.<sup>(m)</sup>  | TransCanada PipeLines Ltd.<sup>(m)</sup>  |
| 06/01/2065 | &nbsp;&nbsp; 7.000% | 1263000 | &nbsp;&nbsp; 1293430 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| 05/15/2030 | &nbsp;&nbsp; 3.250% | 423000 | &nbsp;&nbsp; 405202 |
| 03/15/2048 | &nbsp;&nbsp; 4.600% | 4875000 | &nbsp;&nbsp; 4263239 |
| Venture Global Calcasieu Pass LLC<sup>(b)</sup>  | Venture Global Calcasieu Pass LLC<sup>(b)</sup>  | Venture Global Calcasieu Pass LLC<sup>(b)</sup>  | Venture Global Calcasieu Pass LLC<sup>(b)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 3.875% | 750000 | &nbsp;&nbsp; 704994 |
| 01/15/2030 | &nbsp;&nbsp; 6.250% | 2400000 | &nbsp;&nbsp; 2424637 |
| 08/15/2031 | &nbsp;&nbsp; 4.125% | 1000000 | &nbsp;&nbsp; 917589 |
| Venture Global LNG, Inc.<sup>(b),(l),(m)</sup>  | Venture Global LNG, Inc.<sup>(b),(l),(m)</sup>  | Venture Global LNG, Inc.<sup>(b),(l),(m)</sup>  | Venture Global LNG, Inc.<sup>(b),(l),(m)</sup>  |
|  | &nbsp;&nbsp; 9.000% | 7041000 | &nbsp;&nbsp; 5984295 |
| Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 8.375% | 2205000 | &nbsp;&nbsp; 2210660 |
| 02/01/2032 | &nbsp;&nbsp; 9.875% | 1389000 | &nbsp;&nbsp; 1445975 |
| Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  |
| 01/15/2034 | &nbsp;&nbsp; 6.500% | 405000 | &nbsp;&nbsp; 419087 |
| 01/15/2036 | &nbsp;&nbsp; 6.750% | 865000 | &nbsp;&nbsp; 907115 |
| Western Gas Partners LP | Western Gas Partners LP | Western Gas Partners LP | Western Gas Partners LP |
| 03/01/2048 | &nbsp;&nbsp; 5.300% | 572000 | &nbsp;&nbsp; 497398 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| 11/15/2034 | &nbsp;&nbsp; 5.450% | 1177000 | &nbsp;&nbsp; 1187868 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) |
| 03/15/2029 | &nbsp;&nbsp; 4.900% |  | 302000 | &nbsp;&nbsp; 308439 |
| 03/15/2032 | &nbsp;&nbsp; 8.750% |  | 3486000 | &nbsp;&nbsp; 4242349 |
| Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) |
| 03/02/2026 | &nbsp;&nbsp; 5.400% |  | 3250000 | &nbsp;&nbsp; 3260300 |
| Williams Partners LP | Williams Partners LP | Williams Partners LP | Williams Partners LP | Williams Partners LP |
| 03/04/2044 | &nbsp;&nbsp; 5.400% |  | 74000 | &nbsp;&nbsp; 72051 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **116715852** |
| **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** |
| Boston Gas Co.<sup>(b)</sup>  | Boston Gas Co.<sup>(b)</sup>  | Boston Gas Co.<sup>(b)</sup>  | Boston Gas Co.<sup>(b)</sup>  | Boston Gas Co.<sup>(b)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 3.150% |  | 1472000 | &nbsp;&nbsp; 1449759 |
| 01/10/2035 | &nbsp;&nbsp; 5.843% |  | 637000 | &nbsp;&nbsp; 677094 |
| Brooklyn Union Gas Co. (The)<sup>(b)</sup>  | Brooklyn Union Gas Co. (The)<sup>(b)</sup>  | Brooklyn Union Gas Co. (The)<sup>(b)</sup>  | Brooklyn Union Gas Co. (The)<sup>(b)</sup>  | Brooklyn Union Gas Co. (The)<sup>(b)</sup>  |
| 07/18/2054 | &nbsp;&nbsp; 6.415% |  | 1860000 | &nbsp;&nbsp; 1966320 |
| KeySpan Corp. | KeySpan Corp. | KeySpan Corp. | KeySpan Corp. | KeySpan Corp. |
| 11/15/2030 | &nbsp;&nbsp; 8.000% |  | 670000 | &nbsp;&nbsp; 768339 |
| KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  |
| 03/06/2033 | &nbsp;&nbsp; 5.994% |  | 4625000 | &nbsp;&nbsp; 4911723 |
| National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  |
| 04/05/2030 | &nbsp;&nbsp; 4.250% | EUR | 2745000 | &nbsp;&nbsp; 3330637 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 1.700% |  | 605000 | &nbsp;&nbsp; 530198 |
| 06/30/2033 | &nbsp;&nbsp; 5.400% |  | 930000 | &nbsp;&nbsp; 966751 |
| 04/01/2055 | &nbsp;&nbsp; 5.850% |  | 1080000 | &nbsp;&nbsp; 1095978 |
| ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. |
| 04/01/2029 | &nbsp;&nbsp; 5.100% |  | 423000 | &nbsp;&nbsp; 436423 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.100% |  | 3400000 | &nbsp;&nbsp; 3479068 |
| Sempra<sup>(m)</sup>  | Sempra<sup>(m)</sup>  | Sempra<sup>(m)</sup>  | Sempra<sup>(m)</sup>  | Sempra<sup>(m)</sup>  |
| 10/01/2054 | &nbsp;&nbsp; 6.400% |  | 1213000 | &nbsp;&nbsp; 1233367 |
| South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 04/15/2031 | &nbsp;&nbsp; 5.020% |  | 1422000 | &nbsp;&nbsp; 1230876 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| 09/15/2032 | &nbsp;&nbsp; 5.150% |  | 5715000 | &nbsp;&nbsp; 5894891 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **27971424** |
| **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** |
| COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP |
| 10/15/2030 | &nbsp;&nbsp; 4.500% |  | 738000 | &nbsp;&nbsp; 735145 |
| Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP |
| 11/01/2027 | &nbsp;&nbsp; 3.950% |  | 3463000 | &nbsp;&nbsp; 3306649 |
| 02/15/2028 | &nbsp;&nbsp; 5.950% |  | 55000 | &nbsp;&nbsp; 53669 |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 590000 | &nbsp;&nbsp; 497270 |
| Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP |
| 04/01/2032 | &nbsp;&nbsp; 2.750% |  | 2050000 | &nbsp;&nbsp; 1756419 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **6349152** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. | Helmerich & Payne, Inc. | Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |
| 12/01/2034 | &nbsp;&nbsp; 5.500% |  | 2845000 | &nbsp;&nbsp; 2835466 |
| Schlumberger Holdings Corp.<sup>(b)</sup>  | Schlumberger Holdings Corp.<sup>(b)</sup>  | Schlumberger Holdings Corp.<sup>(b)</sup>  | Schlumberger Holdings Corp.<sup>(b)</sup>  | Schlumberger Holdings Corp.<sup>(b)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 5.000% |  | 837000 | &nbsp;&nbsp; 862904 |
| 06/26/2030 | &nbsp;&nbsp; 2.650% |  | 564000 | &nbsp;&nbsp; 529752 |
| Transocean, Inc.<sup>(b)</sup>  | Transocean, Inc.<sup>(b)</sup>  | Transocean, Inc.<sup>(b)</sup>  | Transocean, Inc.<sup>(b)</sup>  | Transocean, Inc.<sup>(b)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 8.250% |  | 645000 | &nbsp;&nbsp; 655938 |
| 02/15/2030 | &nbsp;&nbsp; 8.750% |  | 266250 | &nbsp;&nbsp; 277658 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5161718** |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Atlas Warehouse Lending Co. LP<sup>(b)</sup>  | Atlas Warehouse Lending Co. LP<sup>(b)</sup>  | Atlas Warehouse Lending Co. LP<sup>(b)</sup>  | Atlas Warehouse Lending Co. LP<sup>(b)</sup>  | Atlas Warehouse Lending Co. LP<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.050% |  | 2244000 | &nbsp;&nbsp; 2317394 |
| 01/15/2030 | &nbsp;&nbsp; 6.250% |  | 2220000 | &nbsp;&nbsp; 2339244 |
| Atlas Warehouse Lending Co., LP<sup>(b)</sup>  | Atlas Warehouse Lending Co., LP<sup>(b)</sup>  | Atlas Warehouse Lending Co., LP<sup>(b)</sup>  | Atlas Warehouse Lending Co., LP<sup>(b)</sup>  | Atlas Warehouse Lending Co., LP<sup>(b)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 4.625% |  | 1565000 | &nbsp;&nbsp; 1569805 |
| 11/15/2030 | &nbsp;&nbsp; 4.950% |  | 2805000 | &nbsp;&nbsp; 2824992 |
| Greystone Commercial Capital Trust<sup>(b),(c),(j),(k)</sup>  | Greystone Commercial Capital Trust<sup>(b),(c),(j),(k)</sup>  | Greystone Commercial Capital Trust<sup>(b),(c),(j),(k)</sup>  | Greystone Commercial Capital Trust<sup>(b),(c),(j),(k)</sup>  | Greystone Commercial Capital Trust<sup>(b),(c),(j),(k)</sup>  |
| &nbsp;&nbsp; 1-month USD LIBOR + 2.270% <br>08/31/2028<br>| &nbsp;&nbsp; 7.713% |  | 9190225 | &nbsp;&nbsp; 8179300 |
| Howard Hughes Corp. (The)<sup>(b)</sup>  | Howard Hughes Corp. (The)<sup>(b)</sup>  | Howard Hughes Corp. (The)<sup>(b)</sup>  | Howard Hughes Corp. (The)<sup>(b)</sup>  | Howard Hughes Corp. (The)<sup>(b)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 5.375% |  | 3000000 | &nbsp;&nbsp; 3003603 |
| 02/01/2031 | &nbsp;&nbsp; 4.375% |  | 750000 | &nbsp;&nbsp; 717131 |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 01/15/2029 | &nbsp;&nbsp; 9.750% |  | 1253000 | &nbsp;&nbsp; 1262954 |
| 06/15/2030 | &nbsp;&nbsp; 9.000% |  | 1649000 | &nbsp;&nbsp; 1592487 |
| Icahn Enterprises LP/Finance Corp.<sup>(b)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(b)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(b)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(b)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(b)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 10.000% |  | 340000 | &nbsp;&nbsp; 342327 |
| Lseg US Fin Corp.<sup>(b)</sup>  | Lseg US Fin Corp.<sup>(b)</sup>  | Lseg US Fin Corp.<sup>(b)</sup>  | Lseg US Fin Corp.<sup>(b)</sup>  | Lseg US Fin Corp.<sup>(b)</sup>  |
| 03/28/2027 | &nbsp;&nbsp; 4.875% |  | 1152000 | &nbsp;&nbsp; 1164290 |
| 03/28/2034 | &nbsp;&nbsp; 5.297% |  | 1058000 | &nbsp;&nbsp; 1101123 |
| Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 0.750% | EUR | 2600000 | &nbsp;&nbsp; 2522342 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **28936992** |
| **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** |
| Arcosa, Inc.<sup>(b)</sup>  | Arcosa, Inc.<sup>(b)</sup>  | Arcosa, Inc.<sup>(b)</sup>  | Arcosa, Inc.<sup>(b)</sup>  | Arcosa, Inc.<sup>(b)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.875% |  | 1005000 | &nbsp;&nbsp; 1057203 |
| Booz Allen Hamilton, Inc.<sup>(b)</sup>  | Booz Allen Hamilton, Inc.<sup>(b)</sup>  | Booz Allen Hamilton, Inc.<sup>(b)</sup>  | Booz Allen Hamilton, Inc.<sup>(b)</sup>  | Booz Allen Hamilton, Inc.<sup>(b)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% |  | 3023000 | &nbsp;&nbsp; 2973823 |
| Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University |
| 10/01/2028 | &nbsp;&nbsp; 5.125% |  | 530000 | &nbsp;&nbsp; 526226 |
| Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology |
| 07/01/2114 | &nbsp;&nbsp; 4.678% |  | 758000 | &nbsp;&nbsp; 650039 |
| 07/01/2116 | &nbsp;&nbsp; 3.885% |  | 1850000 | &nbsp;&nbsp; 1331340 |
| Mitsubishi Corp.<sup>(b)</sup>  | Mitsubishi Corp.<sup>(b)</sup>  | Mitsubishi Corp.<sup>(b)</sup>  | Mitsubishi Corp.<sup>(b)</sup>  | Mitsubishi Corp.<sup>(b)</sup>  |
| 07/02/2029 | &nbsp;&nbsp; 5.000% |  | 2655000 | &nbsp;&nbsp; 2734052 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Northwestern University | Northwestern University | Northwestern University | Northwestern University | Northwestern University |
| 12/01/2057 | &nbsp;&nbsp; 3.662% |  | 1350000 | &nbsp;&nbsp; 1000500 |
| President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College |
| 07/15/2046 | &nbsp;&nbsp; 3.150% |  | 3031000 | &nbsp;&nbsp; 2264712 |
| 07/15/2056 | &nbsp;&nbsp; 3.300% |  | 2230000 | &nbsp;&nbsp; 1576474 |
| TopBuild Corp.<sup>(b)</sup>  | TopBuild Corp.<sup>(b)</sup>  | TopBuild Corp.<sup>(b)</sup>  | TopBuild Corp.<sup>(b)</sup>  | TopBuild Corp.<sup>(b)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 3.625% |  | 1000000 | &nbsp;&nbsp; 965733 |
| Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) |
| 09/01/2112 | &nbsp;&nbsp; 4.674% |  | 1620000 | &nbsp;&nbsp; 1368658 |
| University of Southern California | University of Southern California | University of Southern California | University of Southern California | University of Southern California |
| 10/01/2039 | &nbsp;&nbsp; 3.028% |  | 3425000 | &nbsp;&nbsp; 2873843 |
| Williams Scotsman, Inc.<sup>(b)</sup>  | Williams Scotsman, Inc.<sup>(b)</sup>  | Williams Scotsman, Inc.<sup>(b)</sup>  | Williams Scotsman, Inc.<sup>(b)</sup>  | Williams Scotsman, Inc.<sup>(b)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.625% |  | 2360000 | &nbsp;&nbsp; 2433740 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **21756343** |
| **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** |
| American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP |
| 02/01/2031 | &nbsp;&nbsp; 3.375% |  | 3115000 | &nbsp;&nbsp; 2853597 |
| CubeSmart LP | CubeSmart LP | CubeSmart LP | CubeSmart LP | CubeSmart LP |
| 12/15/2028 | &nbsp;&nbsp; 2.250% |  | 658000 | &nbsp;&nbsp; 622986 |
| Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 1.000% | EUR | 980000 | &nbsp;&nbsp; 977489 |
| 03/15/2035 | &nbsp;&nbsp; 3.875% | EUR | 370000 | &nbsp;&nbsp; 423964 |
| EPR Properties | EPR Properties | EPR Properties | EPR Properties | EPR Properties |
| 11/15/2030 | &nbsp;&nbsp; 4.750% |  | 5520000 | &nbsp;&nbsp; 5502548 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 04/01/2028 | &nbsp;&nbsp; 5.700% |  | 1245000 | &nbsp;&nbsp; 1286700 |
| 04/01/2029 | &nbsp;&nbsp; 3.900% |  | 1392000 | &nbsp;&nbsp; 1376063 |
| 06/15/2029 | &nbsp;&nbsp; 4.000% |  | 393000 | &nbsp;&nbsp; 390529 |
| 10/15/2030 | &nbsp;&nbsp; 2.200% |  | 2263000 | &nbsp;&nbsp; 2045636 |
| 10/15/2031 | &nbsp;&nbsp; 2.400% |  | 330000 | &nbsp;&nbsp; 293108 |
| 01/15/2035 | &nbsp;&nbsp; 5.350% |  | 523000 | &nbsp;&nbsp; 536588 |
| First Industrial LP | First Industrial LP | First Industrial LP | First Industrial LP | First Industrial LP |
| 01/15/2031 | &nbsp;&nbsp; 5.250% |  | 1807000 | &nbsp;&nbsp; 1855802 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| 12/15/2028 | &nbsp;&nbsp; 4.250% |  | 1145000 | &nbsp;&nbsp; 1143822 |
| 06/15/2032 | &nbsp;&nbsp; 5.700% |  | 2608000 | &nbsp;&nbsp; 2719017 |
| 04/15/2035 | &nbsp;&nbsp; 5.500% |  | 760000 | &nbsp;&nbsp; 772380 |
| Ladder Capital Finance Holdings LLLP/Corp.<sup>(b)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(b)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(b)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(b)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(b)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.750% |  | 996000 | &nbsp;&nbsp; 981501 |
| Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust |
| 10/01/2031 | &nbsp;&nbsp; 2.375% |  | 3805000 | &nbsp;&nbsp; 3327704 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(b)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(b)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(b)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(b)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(b)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 7.000% |  | 990000 | &nbsp;&nbsp; 1010446 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC |
| 05/23/2033 | &nbsp;&nbsp; 4.625% | EUR | 670000 | &nbsp;&nbsp; 836418 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Prologis Targeted US Logistics Fund LP<sup>(b)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(b)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(b)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(b)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 5.250% |  | 1579000 | &nbsp;&nbsp; 1630809 |
| 01/15/2031 | &nbsp;&nbsp; 4.250% |  | 1685000 | &nbsp;&nbsp; 1677808 |
| 04/01/2034 | &nbsp;&nbsp; 5.500% |  | 330000 | &nbsp;&nbsp; 345191 |
| Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP |
| 09/01/2031 | &nbsp;&nbsp; 2.150% |  | 2402000 | &nbsp;&nbsp; 2111517 |
| Starwood Property Trust, Inc.<sup>(b)</sup>  | Starwood Property Trust, Inc.<sup>(b)</sup>  | Starwood Property Trust, Inc.<sup>(b)</sup>  | Starwood Property Trust, Inc.<sup>(b)</sup>  | Starwood Property Trust, Inc.<sup>(b)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 5.250% |  | 835000 | &nbsp;&nbsp; 841182 |
| 07/01/2030 | &nbsp;&nbsp; 6.500% |  | 770000 | &nbsp;&nbsp; 805131 |
| 10/15/2030 | &nbsp;&nbsp; 6.500% |  | 1000000 | &nbsp;&nbsp; 1044345 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 07/23/2032 | &nbsp;&nbsp; 4.250% | EUR | 500000 | &nbsp;&nbsp; 598369 |
| 04/01/2033 | &nbsp;&nbsp; 2.250% |  | 4080000 | &nbsp;&nbsp; 3448534 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **41459184** |
| **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** |
| Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. |
| 08/15/2027 | &nbsp;&nbsp; 4.800% |  | 2720000 | &nbsp;&nbsp; 2748230 |
| 04/15/2030 | &nbsp;&nbsp; 2.704% |  | 1270000 | &nbsp;&nbsp; 1191509 |
| 01/15/2034 | &nbsp;&nbsp; 5.375% |  | 378000 | &nbsp;&nbsp; 392553 |
| Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  |
| 05/24/2034 | &nbsp;&nbsp; 2.875% | EUR | 2500000 | &nbsp;&nbsp; 2704898 |
| United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  |
| 05/23/2034 | &nbsp;&nbsp; 3.750% | EUR | 1540000 | &nbsp;&nbsp; 1795455 |
| Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  |
| 11/18/2034 | &nbsp;&nbsp; 6.375% | GBP | 2100000 | &nbsp;&nbsp; 2883321 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **11715966** |
| **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2028 | &nbsp;&nbsp; 4.800% |  | 2385000 | &nbsp;&nbsp; 2417860 |
| 03/17/2035 | &nbsp;&nbsp; 5.500% |  | 2235000 | &nbsp;&nbsp; 2317596 |
| Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC |
| 05/23/2029 | &nbsp;&nbsp; 5.450% |  | 4614000 | &nbsp;&nbsp; 4777234 |
| Amcor UK Finance PLC | Amcor UK Finance PLC | Amcor UK Finance PLC | Amcor UK Finance PLC | Amcor UK Finance PLC |
| 02/20/2033 | &nbsp;&nbsp; 3.750% | EUR | 1050000 | &nbsp;&nbsp; 1215003 |
| Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 9.500% |  | 483000 | &nbsp;&nbsp; 518352 |
| Ardagh Group SA<sup>(b),(o)</sup>  | Ardagh Group SA<sup>(b),(o)</sup>  | Ardagh Group SA<sup>(b),(o)</sup>  | Ardagh Group SA<sup>(b),(o)</sup>  | Ardagh Group SA<sup>(b),(o)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 12.000% |  | 500000 | &nbsp;&nbsp; 447193 |
| Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. |
| 08/15/2030 | &nbsp;&nbsp; 2.875% |  | 1000000 | &nbsp;&nbsp; 922874 |
| Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 4.875% |  | 782000 | &nbsp;&nbsp; 782154 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 01/15/2026 | &nbsp;&nbsp; 1.570% |  | 3261000 | &nbsp;&nbsp; 3246664 |
| 01/15/2027 | &nbsp;&nbsp; 1.650% |  | 1065000 | &nbsp;&nbsp; 1033533 |
| 04/15/2028 | &nbsp;&nbsp; 5.500% |  | 6438000 | &nbsp;&nbsp; 6623047 |
| 01/15/2034 | &nbsp;&nbsp; 5.650% |  | 1600000 | &nbsp;&nbsp; 1675988 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.750% | 1925000 | &nbsp;&nbsp; 1927406 |
| 04/15/2032 | &nbsp;&nbsp; 6.750% | 800000 | &nbsp;&nbsp; 809959 |
| Owens-Brockway Glass Container, Inc.<sup>(b)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(b)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 1000000 | &nbsp;&nbsp; 1012362 |
| Sealed Air Corp.<sup>(b)</sup>  | Sealed Air Corp.<sup>(b)</sup>  | Sealed Air Corp.<sup>(b)</sup>  | Sealed Air Corp.<sup>(b)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 1.573% | 667000 | &nbsp;&nbsp; 650507 |
| 02/15/2031 | &nbsp;&nbsp; 7.250% | 950000 | &nbsp;&nbsp; 989671 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| 09/01/2029 | &nbsp;&nbsp; 4.600% | 674000 | &nbsp;&nbsp; 679788 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **32047191** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Cascades, Inc./USA<sup>(b)</sup>  | Cascades, Inc./USA<sup>(b)</sup>  | Cascades, Inc./USA<sup>(b)</sup>  | Cascades, Inc./USA<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.375% | 1020000 | &nbsp;&nbsp; 1021329 |
| Inversiones CMPC SA<sup>(b)</sup>  | Inversiones CMPC SA<sup>(b)</sup>  | Inversiones CMPC SA<sup>(b)</sup>  | Inversiones CMPC SA<sup>(b)</sup>  |
| 02/26/2034 | &nbsp;&nbsp; 6.125% | 1500000 | &nbsp;&nbsp; 1539312 |
| Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC |
| 01/15/2030 | &nbsp;&nbsp; 5.200% | 2025000 | &nbsp;&nbsp; 2093522 |
| 04/03/2034 | &nbsp;&nbsp; 5.438% | 737000 | &nbsp;&nbsp; 765442 |
| Weyerhaeuser Co. | Weyerhaeuser Co. | Weyerhaeuser Co. | Weyerhaeuser Co. |
| 05/15/2026 | &nbsp;&nbsp; 4.750% | 124000 | &nbsp;&nbsp; 124310 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5543915** |
| **Pharmaceuticals 0.8%** | **Pharmaceuticals 0.8%** | **Pharmaceuticals 0.8%** | **Pharmaceuticals 0.8%** |
| 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% | 1365000 | &nbsp;&nbsp; 1412794 |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| 11/21/2026 | &nbsp;&nbsp; 2.950% | 687000 | &nbsp;&nbsp; 680655 |
| 03/15/2028 | &nbsp;&nbsp; 4.650% | 588000 | &nbsp;&nbsp; 597619 |
| 11/21/2029 | &nbsp;&nbsp; 3.200% | 403000 | &nbsp;&nbsp; 391001 |
| 03/15/2031 | &nbsp;&nbsp; 4.950% | 1483000 | &nbsp;&nbsp; 1539932 |
| 03/15/2035 | &nbsp;&nbsp; 4.550% | 4329000 | &nbsp;&nbsp; 4309401 |
| 05/14/2035 | &nbsp;&nbsp; 4.500% | 1131000 | &nbsp;&nbsp; 1122459 |
| 05/14/2036 | &nbsp;&nbsp; 4.300% | 1001000 | &nbsp;&nbsp; 969685 |
| 11/21/2039 | &nbsp;&nbsp; 4.050% | 899000 | &nbsp;&nbsp; 812840 |
| 10/01/2042 | &nbsp;&nbsp; 4.625% | 1000000 | &nbsp;&nbsp; 924675 |
| 05/14/2045 | &nbsp;&nbsp; 4.700% | 680000 | &nbsp;&nbsp; 626707 |
| 03/15/2055 | &nbsp;&nbsp; 5.600% | 1025000 | &nbsp;&nbsp; 1049638 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 02/22/2052 | &nbsp;&nbsp; 4.200% | 345000 | &nbsp;&nbsp; 278474 |
| 03/02/2053 | &nbsp;&nbsp; 5.650% | 2931000 | &nbsp;&nbsp; 2942867 |
| Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC |
| 02/26/2031 | &nbsp;&nbsp; 4.900% | 1483000 | &nbsp;&nbsp; 1539294 |
| Bausch Health Companies, Inc.<sup>(b)</sup>  | Bausch Health Companies, Inc.<sup>(b)</sup>  | Bausch Health Companies, Inc.<sup>(b)</sup>  | Bausch Health Companies, Inc.<sup>(b)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 7.000% | 415000 | &nbsp;&nbsp; 386588 |
| 01/30/2028 | &nbsp;&nbsp; 5.000% | 1100000 | &nbsp;&nbsp; 993997 |
| 06/01/2028 | &nbsp;&nbsp; 4.875% | 475000 | &nbsp;&nbsp; 431732 |
| 02/15/2029 | &nbsp;&nbsp; 5.000% | 100000 | &nbsp;&nbsp; 79554 |
| 02/15/2029 | &nbsp;&nbsp; 6.250% | 850000 | &nbsp;&nbsp; 699161 |
| 01/30/2030 | &nbsp;&nbsp; 5.250% | 200000 | &nbsp;&nbsp; 146703 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2031 | &nbsp;&nbsp; 5.250% |  | 1200000 | &nbsp;&nbsp; 810773 |
| Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 4.375% |  | 5945000 | &nbsp;&nbsp; 5931270 |
| 06/25/2038 | &nbsp;&nbsp; 4.625% |  | 1000000 | &nbsp;&nbsp; 909950 |
| 07/15/2044 | &nbsp;&nbsp; 4.400% |  | 2799000 | &nbsp;&nbsp; 2258977 |
| 06/25/2048 | &nbsp;&nbsp; 4.875% |  | 3505000 | &nbsp;&nbsp; 2961705 |
| Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. |
| 06/15/2039 | &nbsp;&nbsp; 4.125% |  | 166000 | &nbsp;&nbsp; 152716 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| 02/22/2031 | &nbsp;&nbsp; 5.100% |  | 615000 | &nbsp;&nbsp; 643279 |
| 05/15/2044 | &nbsp;&nbsp; 4.625% |  | 555000 | &nbsp;&nbsp; 508444 |
| 02/22/2054 | &nbsp;&nbsp; 5.550% |  | 1019000 | &nbsp;&nbsp; 1026957 |
| CSL Finance PLC<sup>(b)</sup>  | CSL Finance PLC<sup>(b)</sup>  | CSL Finance PLC<sup>(b)</sup>  | CSL Finance PLC<sup>(b)</sup>  | CSL Finance PLC<sup>(b)</sup>  |
| 04/27/2029 | &nbsp;&nbsp; 4.050% |  | 635000 | &nbsp;&nbsp; 634978 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| 10/15/2032 | &nbsp;&nbsp; 4.550% |  | 12370000 | &nbsp;&nbsp; 12603343 |
| 02/12/2055 | &nbsp;&nbsp; 5.500% |  | 835000 | &nbsp;&nbsp; 856695 |
| GENMAB A/S/FINANCE LLC<sup>(b),(d)</sup>  | GENMAB A/S/FINANCE LLC<sup>(b),(d)</sup>  | GENMAB A/S/FINANCE LLC<sup>(b),(d)</sup>  | GENMAB A/S/FINANCE LLC<sup>(b),(d)</sup>  | GENMAB A/S/FINANCE LLC<sup>(b),(d)</sup>  |
| 12/15/2033 | &nbsp;&nbsp; 7.250% |  | 1000000 | &nbsp;&nbsp; 1046750 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| 06/15/2035 | &nbsp;&nbsp; 5.100% |  | 1973000 | &nbsp;&nbsp; 2040645 |
| GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. |
| 04/15/2035 | &nbsp;&nbsp; 4.875% |  | 1199000 | &nbsp;&nbsp; 1221205 |
| Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 7.500% | EUR | 2839000 | &nbsp;&nbsp; 3456156 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |
| 03/01/2030 | &nbsp;&nbsp; 4.700% |  | 623000 | &nbsp;&nbsp; 643163 |
| Kevlar SpA<sup>(b)</sup>  | Kevlar SpA<sup>(b)</sup>  | Kevlar SpA<sup>(b)</sup>  | Kevlar SpA<sup>(b)</sup>  | Kevlar SpA<sup>(b)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 6.500% |  | 1015000 | &nbsp;&nbsp; 994695 |
| Merck & Co, Inc. | Merck & Co, Inc. | Merck & Co, Inc. | Merck & Co, Inc. | Merck & Co, Inc. |
| 09/15/2035 | &nbsp;&nbsp; 4.950% |  | 2580000 | &nbsp;&nbsp; 2648249 |
| Mylan NV | Mylan NV | Mylan NV | Mylan NV | Mylan NV |
| 06/15/2026 | &nbsp;&nbsp; 3.950% |  | 3014000 | &nbsp;&nbsp; 3001013 |
| 06/15/2046 | &nbsp;&nbsp; 5.250% |  | 290000 | &nbsp;&nbsp; 239889 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| 04/15/2048 | &nbsp;&nbsp; 5.200% |  | 2550000 | &nbsp;&nbsp; 2072639 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |
| 11/05/2030 | &nbsp;&nbsp; 4.100% |  | 8190000 | &nbsp;&nbsp; 8218425 |
| Organon Finance 1 LLC<sup>(b)</sup>  | Organon Finance 1 LLC<sup>(b)</sup>  | Organon Finance 1 LLC<sup>(b)</sup>  | Organon Finance 1 LLC<sup>(b)</sup>  | Organon Finance 1 LLC<sup>(b)</sup>  |
| 04/30/2031 | &nbsp;&nbsp; 5.125% |  | 2320000 | &nbsp;&nbsp; 1943037 |
| Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. |
| 05/19/2030 | &nbsp;&nbsp; 4.650% |  | 520000 | &nbsp;&nbsp; 532540 |
| 05/19/2033 | &nbsp;&nbsp; 4.750% |  | 589000 | &nbsp;&nbsp; 600473 |
| Roche Holdings, Inc.<sup>(b)</sup>  | Roche Holdings, Inc.<sup>(b)</sup>  | Roche Holdings, Inc.<sup>(b)</sup>  | Roche Holdings, Inc.<sup>(b)</sup>  | Roche Holdings, Inc.<sup>(b)</sup>  |
| 11/13/2030 | &nbsp;&nbsp; 5.489% |  | 1526000 | &nbsp;&nbsp; 1623189 |
| 09/09/2034 | &nbsp;&nbsp; 4.592% |  | 520000 | &nbsp;&nbsp; 523275 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| 09/02/2027 | &nbsp;&nbsp; 1.750% | 401000 | &nbsp;&nbsp; 385014 |
| 09/02/2030 | &nbsp;&nbsp; 2.200% | 3138000 | &nbsp;&nbsp; 2845028 |
| 09/02/2040 | &nbsp;&nbsp; 3.300% | 327000 | &nbsp;&nbsp; 256054 |
| Sanofi SA | Sanofi SA | Sanofi SA | Sanofi SA |
| 11/03/2032 | &nbsp;&nbsp; 4.200% | 9867000 | &nbsp;&nbsp; 9870136 |
| Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. |
| 07/05/2034 | &nbsp;&nbsp; 5.300% | 350000 | &nbsp;&nbsp; 363210 |
| 07/05/2064 | &nbsp;&nbsp; 5.800% | 750000 | &nbsp;&nbsp; 752639 |
| Takeda US Financing, Inc. | Takeda US Financing, Inc. | Takeda US Financing, Inc. | Takeda US Financing, Inc. |
| 07/07/2035 | &nbsp;&nbsp; 5.200% | 1065000 | &nbsp;&nbsp; 1093142 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| 06/22/2030 | &nbsp;&nbsp; 2.700% | 733000 | &nbsp;&nbsp; 668028 |
| 06/22/2040 | &nbsp;&nbsp; 3.850% | 4344000 | &nbsp;&nbsp; 3319781 |
| 06/22/2050 | &nbsp;&nbsp; 4.000% | 2258000 | &nbsp;&nbsp; 1511271 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **103104509** |
| **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** |
| Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  |
| 11/06/2030 | &nbsp;&nbsp; 7.500% | 970000 | &nbsp;&nbsp; 1005492 |
| Alleghany Corp. | Alleghany Corp. | Alleghany Corp. | Alleghany Corp. |
| 08/15/2051 | &nbsp;&nbsp; 3.250% | 588000 | &nbsp;&nbsp; 406241 |
| Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 6.500% | 1020000 | &nbsp;&nbsp; 1049124 |
| American International Group, Inc. | American International Group, Inc. | American International Group, Inc. | American International Group, Inc. |
| 06/30/2030 | &nbsp;&nbsp; 3.400% | 872000 | &nbsp;&nbsp; 840773 |
| Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC |
| 12/02/2031 | &nbsp;&nbsp; 2.600% | 4495000 | &nbsp;&nbsp; 4067055 |
| Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. |
| 03/01/2027 | &nbsp;&nbsp; 5.125% | 437000 | &nbsp;&nbsp; 442334 |
| 03/01/2029 | &nbsp;&nbsp; 5.150% | 945000 | &nbsp;&nbsp; 973474 |
| Arch Capital Finance LLC | Arch Capital Finance LLC | Arch Capital Finance LLC | Arch Capital Finance LLC |
| 12/15/2046 | &nbsp;&nbsp; 5.031% | 970000 | &nbsp;&nbsp; 922456 |
| Assurant, Inc. | Assurant, Inc. | Assurant, Inc. | Assurant, Inc. |
| 02/15/2036 | &nbsp;&nbsp; 5.550% | 2307000 | &nbsp;&nbsp; 2346230 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| 06/23/2030 | &nbsp;&nbsp; 4.900% | 1269000 | &nbsp;&nbsp; 1286264 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC | Chubb INA Holdings LLC | Chubb INA Holdings LLC |
| 08/15/2035 | &nbsp;&nbsp; 4.900% | 1763000 | &nbsp;&nbsp; 1783590 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.450% | 3828000 | &nbsp;&nbsp; 3785255 |
| Enact Holdings, Inc. | Enact Holdings, Inc. | Enact Holdings, Inc. | Enact Holdings, Inc. |
| 05/28/2029 | &nbsp;&nbsp; 6.250% | 5510000 | &nbsp;&nbsp; 5779583 |
| Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. |
| 03/03/2031 | &nbsp;&nbsp; 3.375% | 6300000 | &nbsp;&nbsp; 5933255 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 07/15/2028 | &nbsp;&nbsp; 7.050% |  | 800000 | &nbsp;&nbsp; 842396 |
| 07/15/2048 | &nbsp;&nbsp; 7.200% |  | 1290000 | &nbsp;&nbsp; 1366088 |
| Farmers Exchange Capital II<sup>(b),(m)</sup>  | Farmers Exchange Capital II<sup>(b),(m)</sup>  | Farmers Exchange Capital II<sup>(b),(m)</sup>  | Farmers Exchange Capital II<sup>(b),(m)</sup>  | Farmers Exchange Capital II<sup>(b),(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2053 | &nbsp;&nbsp; 6.151% |  | 2700000 | &nbsp;&nbsp; 2682047 |
| Farmers Insurance Exchange<sup>(b),(m)</sup>  | Farmers Insurance Exchange<sup>(b),(m)</sup>  | Farmers Insurance Exchange<sup>(b),(m)</sup>  | Farmers Insurance Exchange<sup>(b),(m)</sup>  | Farmers Insurance Exchange<sup>(b),(m)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 10/15/2064 | &nbsp;&nbsp; 7.000% |  | 405000 | &nbsp;&nbsp; 424890 |
| Hartford Financial Services Group Inc. (The)<sup>(b),(c)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(b),(c)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(b),(c)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(b),(c)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(b),(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 2.387% <br>02/12/2047<br>| &nbsp;&nbsp; 6.238% |  | 1183000 | &nbsp;&nbsp; 1123518 |
| Horace Mann Educators Corp. | Horace Mann Educators Corp. | Horace Mann Educators Corp. | Horace Mann Educators Corp. | Horace Mann Educators Corp. |
| 10/01/2030 | &nbsp;&nbsp; 4.700% |  | 1144000 | &nbsp;&nbsp; 1140137 |
| Liberty Mutual Group, Inc.<sup>(b)</sup>  | Liberty Mutual Group, Inc.<sup>(b)</sup>  | Liberty Mutual Group, Inc.<sup>(b)</sup>  | Liberty Mutual Group, Inc.<sup>(b)</sup>  | Liberty Mutual Group, Inc.<sup>(b)</sup>  |
| 10/15/2050 | &nbsp;&nbsp; 3.951% |  | 2080000 | &nbsp;&nbsp; 1569833 |
| Markel Corp. | Markel Corp. | Markel Corp. | Markel Corp. | Markel Corp. |
| 05/20/2049 | &nbsp;&nbsp; 5.000% |  | 5095000 | &nbsp;&nbsp; 4576131 |
| Panther Escrow Issuer LLC<sup>(b)</sup>  | Panther Escrow Issuer LLC<sup>(b)</sup>  | Panther Escrow Issuer LLC<sup>(b)</sup>  | Panther Escrow Issuer LLC<sup>(b)</sup>  | Panther Escrow Issuer LLC<sup>(b)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% |  | 1025000 | &nbsp;&nbsp; 1060078 |
| SiriusPoint Ltd. | SiriusPoint Ltd. | SiriusPoint Ltd. | SiriusPoint Ltd. | SiriusPoint Ltd. |
| 04/05/2029 | &nbsp;&nbsp; 7.000% |  | 2776000 | &nbsp;&nbsp; 2915625 |
| Trustage Financial Group, Inc.<sup>(b)</sup>  | Trustage Financial Group, Inc.<sup>(b)</sup>  | Trustage Financial Group, Inc.<sup>(b)</sup>  | Trustage Financial Group, Inc.<sup>(b)</sup>  | Trustage Financial Group, Inc.<sup>(b)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 4.625% |  | 2135000 | &nbsp;&nbsp; 2064748 |
| WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. |
| 05/12/2050 | &nbsp;&nbsp; 4.000% |  | 1480000 | &nbsp;&nbsp; 1157437 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **51544054** |
| **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** |
| Canadian National Railway Co. | Canadian National Railway Co. | Canadian National Railway Co. | Canadian National Railway Co. | Canadian National Railway Co. |
| 03/12/2031 | &nbsp;&nbsp; 4.200% |  | 2228000 | &nbsp;&nbsp; 2234308 |
| 11/12/2035 | &nbsp;&nbsp; 4.750% |  | 1269000 | &nbsp;&nbsp; 1276802 |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| 11/15/2029 | &nbsp;&nbsp; 2.875% |  | 414000 | &nbsp;&nbsp; 395194 |
| 05/01/2050 | &nbsp;&nbsp; 3.500% |  | 3280000 | &nbsp;&nbsp; 2400141 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. |
| 08/01/2030 | &nbsp;&nbsp; 5.050% |  | 92000 | &nbsp;&nbsp; 95546 |
| 03/15/2034 | &nbsp;&nbsp; 5.550% |  | 320000 | &nbsp;&nbsp; 339359 |
| 03/15/2064 | &nbsp;&nbsp; 5.950% |  | 47000 | &nbsp;&nbsp; 49277 |
| Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. |
| 09/24/2029 | &nbsp;&nbsp; 3.700% | AUD | 970000 | &nbsp;&nbsp; 586691 |
| Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. |
| 02/20/2035 | &nbsp;&nbsp; 5.100% |  | 813000 | &nbsp;&nbsp; 843842 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **8221160** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| 12/15/2026 | &nbsp;&nbsp; 5.125% |  | 449000 | &nbsp;&nbsp; 452646 |
| 03/01/2035 | &nbsp;&nbsp; 5.700% |  | 973000 | &nbsp;&nbsp; 1010515 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| 02/15/2045 | &nbsp;&nbsp; 4.680% |  | 1300000 | &nbsp;&nbsp; 1113079 |
| Raizen Fuels Finance SA<sup>(b)</sup>  | Raizen Fuels Finance SA<sup>(b)</sup>  | Raizen Fuels Finance SA<sup>(b)</sup>  | Raizen Fuels Finance SA<sup>(b)</sup>  | Raizen Fuels Finance SA<sup>(b)</sup>  |
| 07/08/2032 | &nbsp;&nbsp; 6.250% |  | 4115000 | &nbsp;&nbsp; 3591110 |
| 03/05/2034 | &nbsp;&nbsp; 6.450% |  | 825000 | &nbsp;&nbsp; 711229 |
| 01/17/2035 | &nbsp;&nbsp; 5.700% |  | 1000000 | &nbsp;&nbsp; 815407 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7693986** |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| 1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.000% |  | 775000 | &nbsp;&nbsp; 739456 |
| BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.500% |  | 525000 | &nbsp;&nbsp; 511757 |
| Fertitta Entertainment LLC/Finance Co., Inc.<sup>(b)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(b)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(b)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(b)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(b)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.625% |  | 875000 | &nbsp;&nbsp; 842972 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 09/01/2049 | &nbsp;&nbsp; 3.625% |  | 910000 | &nbsp;&nbsp; 681886 |
| Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 3.875% |  | 775000 | &nbsp;&nbsp; 745958 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3522029** |
| **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** |
| Essential Properties LP | Essential Properties LP | Essential Properties LP | Essential Properties LP | Essential Properties LP |
| 12/01/2035 | &nbsp;&nbsp; 5.400% |  | 2300000 | &nbsp;&nbsp; 2307001 |
| Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. |
| 02/01/2033 | &nbsp;&nbsp; 4.600% |  | 3780000 | &nbsp;&nbsp; 3786085 |
| Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP |
| 10/01/2026 | &nbsp;&nbsp; 4.000% |  | 248000 | &nbsp;&nbsp; 247356 |
| NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 4.600% |  | 1166000 | &nbsp;&nbsp; 1175487 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.950% |  | 150000 | &nbsp;&nbsp; 149984 |
| 07/06/2030 | &nbsp;&nbsp; 4.875% | EUR | 1200000 | &nbsp;&nbsp; 1489607 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9155520** |
| **Retailers 0.6%** | **Retailers 0.6%** | **Retailers 0.6%** | **Retailers 0.6%** | **Retailers 0.6%** |
| Advance Auto Parts, Inc.<sup>(b)</sup>  | Advance Auto Parts, Inc.<sup>(b)</sup>  | Advance Auto Parts, Inc.<sup>(b)</sup>  | Advance Auto Parts, Inc.<sup>(b)</sup>  | Advance Auto Parts, Inc.<sup>(b)</sup>  |
| 08/01/2033 | &nbsp;&nbsp; 7.375% |  | 1060000 | &nbsp;&nbsp; 1078633 |
| Alimentation Couche-Tard, Inc.<sup>(b)</sup>  | Alimentation Couche-Tard, Inc.<sup>(b)</sup>  | Alimentation Couche-Tard, Inc.<sup>(b)</sup>  | Alimentation Couche-Tard, Inc.<sup>(b)</sup>  | Alimentation Couche-Tard, Inc.<sup>(b)</sup>  |
| 09/29/2028 | &nbsp;&nbsp; 4.148% |  | 6235000 | &nbsp;&nbsp; 6250787 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 05/12/2031 | &nbsp;&nbsp; 2.100% | 518000 | &nbsp;&nbsp; 468731 |
| 03/20/2033 | &nbsp;&nbsp; 4.350% | 1032000 | &nbsp;&nbsp; 1039436 |
| 11/20/2035 | &nbsp;&nbsp; 4.650% | 9629000 | &nbsp;&nbsp; 9731529 |
| 11/20/2055 | &nbsp;&nbsp; 5.450% | 2208000 | &nbsp;&nbsp; 2231091 |
| 11/20/2065 | &nbsp;&nbsp; 5.550% | 1988000 | &nbsp;&nbsp; 1996135 |
| AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. |
| 01/15/2029 | &nbsp;&nbsp; 4.450% | 6285000 | &nbsp;&nbsp; 6302563 |
| 06/01/2030 | &nbsp;&nbsp; 4.750% | 5390000 | &nbsp;&nbsp; 5446675 |
| AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. |
| 04/21/2026 | &nbsp;&nbsp; 3.125% | 415000 | &nbsp;&nbsp; 413065 |
| 11/01/2028 | &nbsp;&nbsp; 6.250% | 414000 | &nbsp;&nbsp; 438943 |
| 01/15/2031 | &nbsp;&nbsp; 1.650% | 1175000 | &nbsp;&nbsp; 1029948 |
| Carvana Co.<sup>(b),(o)</sup>  | Carvana Co.<sup>(b),(o)</sup>  | Carvana Co.<sup>(b),(o)</sup>  | Carvana Co.<sup>(b),(o)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.000% | 4225000 | &nbsp;&nbsp; 4417419 |
| 06/01/2031 | &nbsp;&nbsp; 9.000% | 1402502 | &nbsp;&nbsp; 1580830 |
| Gap Inc. (The)<sup>(b)</sup>  | Gap Inc. (The)<sup>(b)</sup>  | Gap Inc. (The)<sup>(b)</sup>  | Gap Inc. (The)<sup>(b)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 3.625% | 1550000 | &nbsp;&nbsp; 1470647 |
| Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. |
| 08/15/2029 | &nbsp;&nbsp; 4.950% | 3940000 | &nbsp;&nbsp; 4000652 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 07/01/2036 | &nbsp;&nbsp; 6.750% | 1380000 | &nbsp;&nbsp; 1367814 |
| Lithia Motors, Inc.<sup>(b)</sup>  | Lithia Motors, Inc.<sup>(b)</sup>  | Lithia Motors, Inc.<sup>(b)</sup>  | Lithia Motors, Inc.<sup>(b)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 3.875% | 2000000 | &nbsp;&nbsp; 1925253 |
| Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. |
| 04/01/2062 | &nbsp;&nbsp; 4.450% | 47000 | &nbsp;&nbsp; 37461 |
| 04/01/2063 | &nbsp;&nbsp; 5.850% | 72000 | &nbsp;&nbsp; 72204 |
| Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. |
| 10/15/2032 | &nbsp;&nbsp; 4.500% | 1811000 | &nbsp;&nbsp; 1804045 |
| 10/15/2035 | &nbsp;&nbsp; 4.850% | 6355000 | &nbsp;&nbsp; 6340920 |
| Macy's Retail Holdings LLC | Macy's Retail Holdings LLC | Macy's Retail Holdings LLC | Macy's Retail Holdings LLC |
| 12/15/2034 | &nbsp;&nbsp; 4.500% | 1705000 | &nbsp;&nbsp; 1547936 |
| Magic MergeCo, Inc.<sup>(b)</sup>  | Magic MergeCo, Inc.<sup>(b)</sup>  | Magic MergeCo, Inc.<sup>(b)</sup>  | Magic MergeCo, Inc.<sup>(b)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.250% | 1435000 | &nbsp;&nbsp; 1361420 |
| 05/01/2029 | &nbsp;&nbsp; 7.875% | 415000 | &nbsp;&nbsp; 376258 |
| PVH Corp. | PVH Corp. | PVH Corp. | PVH Corp. |
| 06/13/2030 | &nbsp;&nbsp; 5.500% | 5403000 | &nbsp;&nbsp; 5521393 |
| Ralph Lauren Corp. | Ralph Lauren Corp. | Ralph Lauren Corp. | Ralph Lauren Corp. |
| 06/15/2032 | &nbsp;&nbsp; 5.000% | 1260000 | &nbsp;&nbsp; 1295225 |
| Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. |
| 03/01/2032 | &nbsp;&nbsp; 6.750% | 1020000 | &nbsp;&nbsp; 1068700 |
| Target Corp. | Target Corp. | Target Corp. | Target Corp. |
| 04/15/2035 | &nbsp;&nbsp; 5.000% | 2835000 | &nbsp;&nbsp; 2885618 |
| Tractor Supply Co. | Tractor Supply Co. | Tractor Supply Co. | Tractor Supply Co. |
| 11/01/2030 | &nbsp;&nbsp; 1.750% | 3885000 | &nbsp;&nbsp; 3442821 |
| Victoria's Secret & Co.<sup>(b)</sup>  | Victoria's Secret & Co.<sup>(b)</sup>  | Victoria's Secret & Co.<sup>(b)</sup>  | Victoria's Secret & Co.<sup>(b)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 4.625% | 755000 | &nbsp;&nbsp; 729286 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |
| 04/28/2035 | &nbsp;&nbsp; 4.900% |  | 3407000 | &nbsp;&nbsp; 3534584 |
| Wand NewCo 3, Inc.<sup>(b)</sup>  | Wand NewCo 3, Inc.<sup>(b)</sup>  | Wand NewCo 3, Inc.<sup>(b)</sup>  | Wand NewCo 3, Inc.<sup>(b)</sup>  | Wand NewCo 3, Inc.<sup>(b)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 7.625% |  | 655000 | &nbsp;&nbsp; 690467 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **81898489** |
| **Sovereign 0.0%** | **Sovereign 0.0%** | **Sovereign 0.0%** | **Sovereign 0.0%** | **Sovereign 0.0%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 07/02/2032 | &nbsp;&nbsp; 5.850% |  | 1201000 | &nbsp;&nbsp; 1238932 |
| **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** |
| Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 5.750% |  | 1050000 | &nbsp;&nbsp; 1058346 |
| Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) |
| 09/15/2054 | &nbsp;&nbsp; 5.500% |  | 800000 | &nbsp;&nbsp; 779088 |
| 09/15/2064 | &nbsp;&nbsp; 5.650% |  | 1051000 | &nbsp;&nbsp; 1022444 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2859878** |
| **Supranational 0.0%** | **Supranational 0.0%** | **Supranational 0.0%** | **Supranational 0.0%** | **Supranational 0.0%** |
| Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento |
| 01/24/2029 | &nbsp;&nbsp; 5.000% |  | 495000 | &nbsp;&nbsp; 511183 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| 07/15/2027 | &nbsp;&nbsp; 6.750% |  | 4000000 | &nbsp;&nbsp; 4165782 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4676965** |
| **Technology 2.0%** | **Technology 2.0%** | **Technology 2.0%** | **Technology 2.0%** | **Technology 2.0%** |
| Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. |
| 10/04/2031 | &nbsp;&nbsp; 4.250% |  | 1891000 | &nbsp;&nbsp; 1894640 |
| Adobe, Inc. | Adobe, Inc. | Adobe, Inc. | Adobe, Inc. | Adobe, Inc. |
| 01/17/2030 | &nbsp;&nbsp; 4.950% |  | 1569000 | &nbsp;&nbsp; 1625840 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 11/15/2032 | &nbsp;&nbsp; 4.375% |  | 880000 | &nbsp;&nbsp; 890018 |
| 05/15/2035 | &nbsp;&nbsp; 4.500% |  | 1357000 | &nbsp;&nbsp; 1367260 |
| 11/15/2035 | &nbsp;&nbsp; 4.700% |  | 3981000 | &nbsp;&nbsp; 4044763 |
| 11/06/2038 | &nbsp;&nbsp; 3.500% | EUR | 130000 | &nbsp;&nbsp; 148944 |
| 11/15/2055 | &nbsp;&nbsp; 5.450% |  | 4998000 | &nbsp;&nbsp; 5079260 |
| 05/15/2065 | &nbsp;&nbsp; 5.300% |  | 452000 | &nbsp;&nbsp; 444460 |
| 11/15/2075 | &nbsp;&nbsp; 5.700% |  | 919000 | &nbsp;&nbsp; 944758 |
| Amentum Escrow Corp.<sup>(b)</sup>  | Amentum Escrow Corp.<sup>(b)</sup>  | Amentum Escrow Corp.<sup>(b)</sup>  | Amentum Escrow Corp.<sup>(b)</sup>  | Amentum Escrow Corp.<sup>(b)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.250% |  | 1015000 | &nbsp;&nbsp; 1065945 |
| Analog Devices, Inc. | Analog Devices, Inc. | Analog Devices, Inc. | Analog Devices, Inc. | Analog Devices, Inc. |
| 06/15/2028 | &nbsp;&nbsp; 4.250% |  | 5315000 | &nbsp;&nbsp; 5356358 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. |
| 08/21/2029 | &nbsp;&nbsp; 5.150% |  | 5467000 | &nbsp;&nbsp; 5604755 |
| Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. |
| 05/08/2032 | &nbsp;&nbsp; 4.750% |  | 1295000 | &nbsp;&nbsp; 1329986 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| 04/15/2030 | &nbsp;&nbsp; 5.050% |  | 806000 | &nbsp;&nbsp; 834137 |
| 10/15/2030 | &nbsp;&nbsp; 4.200% |  | 3115000 | &nbsp;&nbsp; 3122908 |
| 02/15/2031 | &nbsp;&nbsp; 2.450% |  | 1683000 | &nbsp;&nbsp; 1547925 |
| 11/15/2031 | &nbsp;&nbsp; 5.150% |  | 717000 | &nbsp;&nbsp; 748035 |
| 04/15/2032 | &nbsp;&nbsp; 5.200% |  | 387000 | &nbsp;&nbsp; 404379 |
| 07/15/2032 | &nbsp;&nbsp; 4.900% |  | 10399000 | &nbsp;&nbsp; 10687853 |
| 10/15/2034 | &nbsp;&nbsp; 4.800% |  | 1057000 | &nbsp;&nbsp; 1071012 |
| Broadcom, Inc.<sup>(b)</sup>  | Broadcom, Inc.<sup>(b)</sup>  | Broadcom, Inc.<sup>(b)</sup>  | Broadcom, Inc.<sup>(b)</sup>  | Broadcom, Inc.<sup>(b)</sup>  |
| 11/15/2035 | &nbsp;&nbsp; 3.137% |  | 4561000 | &nbsp;&nbsp; 3996183 |
| 11/15/2036 | &nbsp;&nbsp; 3.187% |  | 1692000 | &nbsp;&nbsp; 1459332 |
| 05/15/2037 | &nbsp;&nbsp; 4.926% |  | 2346000 | &nbsp;&nbsp; 2353486 |
| Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. |
| 09/10/2029 | &nbsp;&nbsp; 4.300% |  | 1031000 | &nbsp;&nbsp; 1036608 |
| CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. |
| 12/01/2028 | &nbsp;&nbsp; 3.276% |  | 3880000 | &nbsp;&nbsp; 3753141 |
| 03/01/2030 | &nbsp;&nbsp; 5.100% |  | 664000 | &nbsp;&nbsp; 677815 |
| CGI, Inc.<sup>(b)</sup>  | CGI, Inc.<sup>(b)</sup>  | CGI, Inc.<sup>(b)</sup>  | CGI, Inc.<sup>(b)</sup>  | CGI, Inc.<sup>(b)</sup>  |
| 03/14/2030 | &nbsp;&nbsp; 4.950% |  | 5975000 | &nbsp;&nbsp; 6075470 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. |
| 02/26/2031 | &nbsp;&nbsp; 4.950% |  | 1007000 | &nbsp;&nbsp; 1047746 |
| 02/24/2032 | &nbsp;&nbsp; 4.950% |  | 1603000 | &nbsp;&nbsp; 1663473 |
| 02/24/2035 | &nbsp;&nbsp; 5.100% |  | 380000 | &nbsp;&nbsp; 394083 |
| Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  |
| 09/30/2029 | &nbsp;&nbsp; 9.000% |  | 1600000 | &nbsp;&nbsp; 1653810 |
| 06/30/2032 | &nbsp;&nbsp; 8.250% |  | 1355000 | &nbsp;&nbsp; 1431189 |
| Condor Merger Sub, Inc.<sup>(b)</sup>  | Condor Merger Sub, Inc.<sup>(b)</sup>  | Condor Merger Sub, Inc.<sup>(b)</sup>  | Condor Merger Sub, Inc.<sup>(b)</sup>  | Condor Merger Sub, Inc.<sup>(b)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.375% |  | 1475000 | &nbsp;&nbsp; 1288969 |
| Constellation Software, Inc.<sup>(b)</sup>  | Constellation Software, Inc.<sup>(b)</sup>  | Constellation Software, Inc.<sup>(b)</sup>  | Constellation Software, Inc.<sup>(b)</sup>  | Constellation Software, Inc.<sup>(b)</sup>  |
| 02/16/2029 | &nbsp;&nbsp; 5.158% |  | 902000 | &nbsp;&nbsp; 923140 |
| CoreWeave, Inc.<sup>(b)</sup>  | CoreWeave, Inc.<sup>(b)</sup>  | CoreWeave, Inc.<sup>(b)</sup>  | CoreWeave, Inc.<sup>(b)</sup>  | CoreWeave, Inc.<sup>(b)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.250% |  | 2055000 | &nbsp;&nbsp; 1896344 |
| 02/01/2031 | &nbsp;&nbsp; 9.000% |  | 1250000 | &nbsp;&nbsp; 1130509 |
| Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. |
| 10/06/2032 | &nbsp;&nbsp; 4.750% |  | 4875000 | &nbsp;&nbsp; 4885872 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| 09/15/2028 | &nbsp;&nbsp; 2.375% |  | 5845000 | &nbsp;&nbsp; 5493226 |
| Equifax, Inc. | Equifax, Inc. | Equifax, Inc. | Equifax, Inc. | Equifax, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.100% |  | 5695000 | &nbsp;&nbsp; 5807438 |
| 05/15/2030 | &nbsp;&nbsp; 3.100% |  | 2098000 | &nbsp;&nbsp; 1987572 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 11/15/2030 | &nbsp;&nbsp; 4.600% |  | 7190000 | &nbsp;&nbsp; 7237486 |
| 11/22/2034 | &nbsp;&nbsp; 3.625% | EUR | 2185000 | &nbsp;&nbsp; 2468503 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 5.150% |  | 1063000 | &nbsp;&nbsp; 1073043 |
| 08/21/2033 | &nbsp;&nbsp; 5.625% |  | 1685000 | &nbsp;&nbsp; 1741920 |
| 03/15/2034 | &nbsp;&nbsp; 5.450% |  | 2145000 | &nbsp;&nbsp; 2183988 |
| 08/12/2034 | &nbsp;&nbsp; 5.150% |  | 414000 | &nbsp;&nbsp; 412190 |
| 08/11/2035 | &nbsp;&nbsp; 5.250% |  | 4505000 | &nbsp;&nbsp; 4520387 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| 01/15/2028 | &nbsp;&nbsp; 6.000% | 2560000 | &nbsp;&nbsp; 2644463 |
| 01/15/2032 | &nbsp;&nbsp; 5.250% | 1412000 | &nbsp;&nbsp; 1442309 |
| Fortress Intermediate 3, Inc.<sup>(b)</sup>  | Fortress Intermediate 3, Inc.<sup>(b)</sup>  | Fortress Intermediate 3, Inc.<sup>(b)</sup>  | Fortress Intermediate 3, Inc.<sup>(b)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.500% | 635000 | &nbsp;&nbsp; 663810 |
| Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  |
| 01/25/2030 | &nbsp;&nbsp; 5.900% | 533000 | &nbsp;&nbsp; 560727 |
| 01/25/2031 | &nbsp;&nbsp; 5.500% | 685000 | &nbsp;&nbsp; 711376 |
| 01/25/2034 | &nbsp;&nbsp; 5.875% | 418000 | &nbsp;&nbsp; 433340 |
| 01/25/2037 | &nbsp;&nbsp; 6.200% | 1866000 | &nbsp;&nbsp; 1990742 |
| Gartner, Inc. | Gartner, Inc. | Gartner, Inc. | Gartner, Inc. |
| 11/20/2035 | &nbsp;&nbsp; 5.600% | 9790000 | &nbsp;&nbsp; 9905239 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| 03/01/2026 | &nbsp;&nbsp; 1.200% | 1250000 | &nbsp;&nbsp; 1239844 |
| 11/15/2028 | &nbsp;&nbsp; 4.500% | 4805000 | &nbsp;&nbsp; 4821125 |
| 11/15/2030 | &nbsp;&nbsp; 4.875% | 9794000 | &nbsp;&nbsp; 9823005 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| 10/15/2030 | &nbsp;&nbsp; 4.400% | 5360000 | &nbsp;&nbsp; 5343488 |
| 10/15/2031 | &nbsp;&nbsp; 4.850% | 1456000 | &nbsp;&nbsp; 1473657 |
| 10/15/2054 | &nbsp;&nbsp; 5.600% | 959000 | &nbsp;&nbsp; 896172 |
| HP, Inc. | HP, Inc. | HP, Inc. | HP, Inc. |
| 06/17/2031 | &nbsp;&nbsp; 2.650% | 564000 | &nbsp;&nbsp; 510285 |
| IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. |
| 02/05/2031 | &nbsp;&nbsp; 4.750% | 1123000 | &nbsp;&nbsp; 1148666 |
| Imola Merger Corp.<sup>(b)</sup>  | Imola Merger Corp.<sup>(b)</sup>  | Imola Merger Corp.<sup>(b)</sup>  | Imola Merger Corp.<sup>(b)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 1090000 | &nbsp;&nbsp; 1076762 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 11/15/2029 | &nbsp;&nbsp; 2.450% | 1191000 | &nbsp;&nbsp; 1112664 |
| 08/12/2041 | &nbsp;&nbsp; 2.800% | 480000 | &nbsp;&nbsp; 340754 |
| 12/08/2047 | &nbsp;&nbsp; 3.734% | 3425000 | &nbsp;&nbsp; 2501689 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% | 2285000 | &nbsp;&nbsp; 1506829 |
| 02/10/2053 | &nbsp;&nbsp; 5.700% | 1397000 | &nbsp;&nbsp; 1339393 |
| 02/21/2054 | &nbsp;&nbsp; 5.600% | 76000 | &nbsp;&nbsp; 72502 |
| 08/12/2061 | &nbsp;&nbsp; 3.200% | 196000 | &nbsp;&nbsp; 116224 |
| International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. |
| 02/10/2030 | &nbsp;&nbsp; 4.800% | 1883000 | &nbsp;&nbsp; 1933747 |
| 02/10/2032 | &nbsp;&nbsp; 5.000% | 1036000 | &nbsp;&nbsp; 1071751 |
| 02/10/2035 | &nbsp;&nbsp; 5.200% | 939000 | &nbsp;&nbsp; 971630 |
| 02/10/2055 | &nbsp;&nbsp; 5.700% | 906000 | &nbsp;&nbsp; 915339 |
| Intuit, Inc. | Intuit, Inc. | Intuit, Inc. | Intuit, Inc. |
| 09/15/2028 | &nbsp;&nbsp; 5.125% | 440000 | &nbsp;&nbsp; 454260 |
| ION Platform Finance US Inc./SARL<sup>(b)</sup>  | ION Platform Finance US Inc./SARL<sup>(b)</sup>  | ION Platform Finance US Inc./SARL<sup>(b)</sup>  | ION Platform Finance US Inc./SARL<sup>(b)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% | 546000 | &nbsp;&nbsp; 543144 |
| Iron Mountain, Inc.<sup>(b)</sup>  | Iron Mountain, Inc.<sup>(b)</sup>  | Iron Mountain, Inc.<sup>(b)</sup>  | Iron Mountain, Inc.<sup>(b)</sup>  |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 710000 | &nbsp;&nbsp; 725953 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| 10/15/2028 | &nbsp;&nbsp; 2.700% | 2492000 | &nbsp;&nbsp; 2384266 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 2.300% | 845000 | &nbsp;&nbsp; 760722 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. |
| 02/15/2029 | &nbsp;&nbsp; 5.750% | 560000 | &nbsp;&nbsp; 585274 |
| 11/01/2035 | &nbsp;&nbsp; 6.050% | 3063000 | &nbsp;&nbsp; 3286619 |
| Microchip Technology, Inc. | Microchip Technology, Inc. | Microchip Technology, Inc. | Microchip Technology, Inc. |
| 02/15/2030 | &nbsp;&nbsp; 5.050% | 3045000 | &nbsp;&nbsp; 3113596 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |
| 01/15/2035 | &nbsp;&nbsp; 5.800% | 1019000 | &nbsp;&nbsp; 1076536 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. |
| 04/15/2029 | &nbsp;&nbsp; 5.000% | 654000 | &nbsp;&nbsp; 670839 |
| 08/15/2035 | &nbsp;&nbsp; 5.550% | 839000 | &nbsp;&nbsp; 874289 |
| MSCI, Inc.<sup>(b)</sup>  | MSCI, Inc.<sup>(b)</sup>  | MSCI, Inc.<sup>(b)</sup>  | MSCI, Inc.<sup>(b)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 3.625% | 1518000 | &nbsp;&nbsp; 1454131 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| 03/15/2036 | &nbsp;&nbsp; 5.150% | 1058000 | &nbsp;&nbsp; 1056264 |
| NCR Atleos Escrow Corp.<sup>(b)</sup>  | NCR Atleos Escrow Corp.<sup>(b)</sup>  | NCR Atleos Escrow Corp.<sup>(b)</sup>  | NCR Atleos Escrow Corp.<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 1994000 | &nbsp;&nbsp; 2157806 |
| NetApp, Inc. | NetApp, Inc. | NetApp, Inc. | NetApp, Inc. |
| 03/17/2032 | &nbsp;&nbsp; 5.500% | 779000 | &nbsp;&nbsp; 814203 |
| NXP BV/Funding LLC | NXP BV/Funding LLC | NXP BV/Funding LLC | NXP BV/Funding LLC |
| 03/01/2026 | &nbsp;&nbsp; 5.350% | 868000 | &nbsp;&nbsp; 868224 |
| NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. |
| 08/19/2028 | &nbsp;&nbsp; 4.300% | 2800000 | &nbsp;&nbsp; 2806947 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. | NXP BV/NXP Funding LLC/NXP USA, Inc. | NXP BV/NXP Funding LLC/NXP USA, Inc. | NXP BV/NXP Funding LLC/NXP USA, Inc. |
| 06/18/2029 | &nbsp;&nbsp; 4.300% | 279000 | &nbsp;&nbsp; 279238 |
| Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  |
| 12/01/2027 | &nbsp;&nbsp; 6.900% | 650000 | &nbsp;&nbsp; 673994 |
| Open Text Holdings, Inc.<sup>(b)</sup>  | Open Text Holdings, Inc.<sup>(b)</sup>  | Open Text Holdings, Inc.<sup>(b)</sup>  | Open Text Holdings, Inc.<sup>(b)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 4.125% | 1575000 | &nbsp;&nbsp; 1468142 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 11/15/2027 | &nbsp;&nbsp; 3.250% | 1876000 | &nbsp;&nbsp; 1837725 |
| 03/25/2028 | &nbsp;&nbsp; 2.300% | 703000 | &nbsp;&nbsp; 670576 |
| 08/03/2028 | &nbsp;&nbsp; 4.800% | 2785000 | &nbsp;&nbsp; 2813084 |
| 04/01/2030 | &nbsp;&nbsp; 2.950% | 631000 | &nbsp;&nbsp; 587240 |
| 09/26/2032 | &nbsp;&nbsp; 4.800% | 9000000 | &nbsp;&nbsp; 8847198 |
| 09/26/2035 | &nbsp;&nbsp; 5.200% | 811000 | &nbsp;&nbsp; 794545 |
| 11/15/2037 | &nbsp;&nbsp; 3.800% | 2485000 | &nbsp;&nbsp; 2069712 |
| 09/26/2045 | &nbsp;&nbsp; 5.875% | 2715500 | &nbsp;&nbsp; 2559995 |
| 09/27/2054 | &nbsp;&nbsp; 5.375% | 1658000 | &nbsp;&nbsp; 1417408 |
| 05/15/2055 | &nbsp;&nbsp; 4.375% | 13000 | &nbsp;&nbsp; 9502 |
| 08/03/2055 | &nbsp;&nbsp; 6.000% | 1294000 | &nbsp;&nbsp; 1200753 |
| 09/26/2055 | &nbsp;&nbsp; 5.950% | 17611000 | &nbsp;&nbsp; 16467465 |
| 04/01/2060 | &nbsp;&nbsp; 3.850% | 156000 | &nbsp;&nbsp; 101847 |
| 09/27/2064 | &nbsp;&nbsp; 5.500% | 691000 | &nbsp;&nbsp; 582792 |
| 08/03/2065 | &nbsp;&nbsp; 6.125% | 531000 | &nbsp;&nbsp; 493800 |
| 09/26/2065 | &nbsp;&nbsp; 6.100% | 1186000 | &nbsp;&nbsp; 1104719 |
| Panasonic Holdings Corp.<sup>(b)</sup>  | Panasonic Holdings Corp.<sup>(b)</sup>  | Panasonic Holdings Corp.<sup>(b)</sup>  | Panasonic Holdings Corp.<sup>(b)</sup>  |
| 07/16/2034 | &nbsp;&nbsp; 5.302% | 748000 | &nbsp;&nbsp; 778883 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | QUALCOMM, Inc. | QUALCOMM, Inc. |
| 05/20/2032 | &nbsp;&nbsp; 4.750% | 866000 | &nbsp;&nbsp; 890549 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. |
| 09/15/2028 | &nbsp;&nbsp; 4.250% | 1460000 | &nbsp;&nbsp; 1466402 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| 03/01/2029 | &nbsp;&nbsp; 2.700% | 738000 | &nbsp;&nbsp; 708711 |
| 08/15/2030 | &nbsp;&nbsp; 1.250% | 388000 | &nbsp;&nbsp; 341758 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 5.000% | 802000 | &nbsp;&nbsp; 822187 |
| TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. |
| 01/17/2029 | &nbsp;&nbsp; 4.300% | 2850000 | &nbsp;&nbsp; 2848500 |
| Teledyne FLIR LLC | Teledyne FLIR LLC | Teledyne FLIR LLC | Teledyne FLIR LLC |
| 08/01/2030 | &nbsp;&nbsp; 2.500% | 2098000 | &nbsp;&nbsp; 1944669 |
| VMware, Inc. | VMware, Inc. | VMware, Inc. | VMware, Inc. |
| 08/15/2026 | &nbsp;&nbsp; 1.400% | 1122000 | &nbsp;&nbsp; 1101859 |
| Western Union Co. (The) | Western Union Co. (The) | Western Union Co. (The) | Western Union Co. (The) |
| 03/15/2026 | &nbsp;&nbsp; 1.350% | 140000 | &nbsp;&nbsp; 138744 |
| WULF Compute LLC<sup>(b)</sup>  | WULF Compute LLC<sup>(b)</sup>  | WULF Compute LLC<sup>(b)</sup>  | WULF Compute LLC<sup>(b)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 7.750% | 775000 | &nbsp;&nbsp; 801298 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **252830059** |
| **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |
| 11/01/2028 | &nbsp;&nbsp; 6.200% | 869000 | &nbsp;&nbsp; 919448 |
| 05/06/2030 | &nbsp;&nbsp; 3.400% | 1280000 | &nbsp;&nbsp; 1233978 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.557% | 367000 | &nbsp;&nbsp; 363514 |
| 03/25/2028 | &nbsp;&nbsp; 2.259% | 1930000 | &nbsp;&nbsp; 1852190 |
| 02/20/2031 | &nbsp;&nbsp; 5.834% | 384000 | &nbsp;&nbsp; 408057 |
| 03/25/2031 | &nbsp;&nbsp; 2.726% | 15000 | &nbsp;&nbsp; 13815 |
| 08/15/2037 | &nbsp;&nbsp; 4.390% | 1147000 | &nbsp;&nbsp; 1061824 |
| 08/02/2043 | &nbsp;&nbsp; 7.079% | 247000 | &nbsp;&nbsp; 279527 |
| BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC |
| 03/16/2028 | &nbsp;&nbsp; 4.448% | 8000000 | &nbsp;&nbsp; 8056781 |
| 02/02/2029 | &nbsp;&nbsp; 5.931% | 2973000 | &nbsp;&nbsp; 3123775 |
| Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  |
| 06/30/2028 | &nbsp;&nbsp; 4.500% | 4630000 | &nbsp;&nbsp; 4671832 |
| 02/01/2030 | &nbsp;&nbsp; 5.500% | 1474000 | &nbsp;&nbsp; 1532659 |
| 07/01/2034 | &nbsp;&nbsp; 5.875% | 734000 | &nbsp;&nbsp; 768943 |
| Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% | 788000 | &nbsp;&nbsp; 819022 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| 02/13/2029 | &nbsp;&nbsp; 4.875% | 1041000 | &nbsp;&nbsp; 1065129 |
| 09/07/2030 | &nbsp;&nbsp; 5.500% | 2295000 | &nbsp;&nbsp; 2418518 |
| 11/01/2031 | &nbsp;&nbsp; 4.750% | 990000 | &nbsp;&nbsp; 1011870 |
| 09/07/2033 | &nbsp;&nbsp; 5.625% | 10000000 | &nbsp;&nbsp; 10645028 |
| Reynolds American, Inc. | Reynolds American, Inc. | Reynolds American, Inc. | Reynolds American, Inc. |
| 08/15/2035 | &nbsp;&nbsp; 5.700% | 6525000 | &nbsp;&nbsp; 6862781 |
| 09/15/2043 | &nbsp;&nbsp; 6.150% | 143000 | &nbsp;&nbsp; 148172 |
| 08/15/2045 | &nbsp;&nbsp; 5.850% | 403000 | &nbsp;&nbsp; 401106 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **47657969** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Transportation Services 0.3%** | **Transportation Services 0.3%** | **Transportation Services 0.3%** | **Transportation Services 0.3%** | **Transportation Services 0.3%** |
| Dcli Bidco LLC<sup>(b)</sup>  | Dcli Bidco LLC<sup>(b)</sup>  | Dcli Bidco LLC<sup>(b)</sup>  | Dcli Bidco LLC<sup>(b)</sup>  | Dcli Bidco LLC<sup>(b)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 7.750% |  | 2825000 | &nbsp;&nbsp; 2764139 |
| Element Fleet Management Corp.<sup>(b)</sup>  | Element Fleet Management Corp.<sup>(b)</sup>  | Element Fleet Management Corp.<sup>(b)</sup>  | Element Fleet Management Corp.<sup>(b)</sup>  | Element Fleet Management Corp.<sup>(b)</sup>  |
| 03/13/2027 | &nbsp;&nbsp; 5.643% |  | 1783000 | &nbsp;&nbsp; 1814539 |
| 03/25/2030 | &nbsp;&nbsp; 5.037% |  | 1670000 | &nbsp;&nbsp; 1711351 |
| 11/24/2030 | &nbsp;&nbsp; 4.641% |  | 4847000 | &nbsp;&nbsp; 4870554 |
| FedEx Corp. | FedEx Corp. | FedEx Corp. | FedEx Corp. | FedEx Corp. |
| 04/01/2046 | &nbsp;&nbsp; 4.550% |  | 87000 | &nbsp;&nbsp; 73442 |
| FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust |
| Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA |
| 02/20/2034 | &nbsp;&nbsp; 1.875% |  | 353864 | &nbsp;&nbsp; 309622 |
| Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  |
| 10/16/2033 | &nbsp;&nbsp; 3.625% | EUR | 330000 | &nbsp;&nbsp; 382335 |
| GN Bondco LLC<sup>(b)</sup>  | GN Bondco LLC<sup>(b)</sup>  | GN Bondco LLC<sup>(b)</sup>  | GN Bondco LLC<sup>(b)</sup>  | GN Bondco LLC<sup>(b)</sup>  |
| 10/15/2031 | &nbsp;&nbsp; 9.500% |  | 8364000 | &nbsp;&nbsp; 8674996 |
| GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. |
| 05/06/2029 | &nbsp;&nbsp; 6.250% |  | 358000 | &nbsp;&nbsp; 376187 |
| Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  |
| 10/08/2030 | &nbsp;&nbsp; 1.125% | EUR | 2325000 | &nbsp;&nbsp; 2451213 |
| 01/16/2036 | &nbsp;&nbsp; 3.875% | EUR | 920000 | &nbsp;&nbsp; 1056259 |
| Penske Truck Leasing Co. LP<sup>(b)</sup>  | Penske Truck Leasing Co. LP<sup>(b)</sup>  | Penske Truck Leasing Co. LP<sup>(b)</sup>  | Penske Truck Leasing Co. LP<sup>(b)</sup>  | Penske Truck Leasing Co. LP<sup>(b)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.250% |  | 1359000 | &nbsp;&nbsp; 1402060 |
| Penske Truck Leasing Co. LP/Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(b)</sup>  |
| 03/30/2029 | &nbsp;&nbsp; 5.350% |  | 2567000 | &nbsp;&nbsp; 2649383 |
| Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(b)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(b)</sup>  |
| 06/15/2026 | &nbsp;&nbsp; 1.700% |  | 962000 | &nbsp;&nbsp; 948831 |
| 02/01/2030 | &nbsp;&nbsp; 5.250% |  | 1274000 | &nbsp;&nbsp; 1314087 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.250% |  | 663000 | &nbsp;&nbsp; 681286 |
| 03/15/2029 | &nbsp;&nbsp; 5.375% |  | 119000 | &nbsp;&nbsp; 123311 |
| 06/01/2029 | &nbsp;&nbsp; 5.500% |  | 870000 | &nbsp;&nbsp; 909008 |
| 09/01/2029 | &nbsp;&nbsp; 4.950% |  | 615000 | &nbsp;&nbsp; 629925 |
| 03/15/2030 | &nbsp;&nbsp; 5.000% |  | 1146000 | &nbsp;&nbsp; 1177687 |
| 12/01/2033 | &nbsp;&nbsp; 6.600% |  | 592000 | &nbsp;&nbsp; 663852 |
| Star Leasing Co LLC<sup>(b)</sup>  | Star Leasing Co LLC<sup>(b)</sup>  | Star Leasing Co LLC<sup>(b)</sup>  | Star Leasing Co LLC<sup>(b)</sup>  | Star Leasing Co LLC<sup>(b)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.625% |  | 4340000 | &nbsp;&nbsp; 4142112 |
| XPO, Inc.<sup>(b)</sup>  | XPO, Inc.<sup>(b)</sup>  | XPO, Inc.<sup>(b)</sup>  | XPO, Inc.<sup>(b)</sup>  | XPO, Inc.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 6.250% |  | 575000 | &nbsp;&nbsp; 586738 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **39712917** |
| **Treasury 0.0%** | **Treasury 0.0%** | **Treasury 0.0%** | **Treasury 0.0%** | **Treasury 0.0%** |
| Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  |
| 09/16/2030 | &nbsp;&nbsp; 5.750% |  | 3620000 | &nbsp;&nbsp; 3717957 |
| **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** |
| Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  |
| 03/15/2032 | &nbsp;&nbsp; 6.500% |  | 103569 | &nbsp;&nbsp; 100724 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 9.500% |  | 77244 | &nbsp;&nbsp; 79542 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| 03/15/2027 | &nbsp;&nbsp; 3.650% |  | 533000 | &nbsp;&nbsp; 529642 |
| 08/15/2029 | &nbsp;&nbsp; 3.800% |  | 2820000 | &nbsp;&nbsp; 2777423 |
| 04/15/2031 | &nbsp;&nbsp; 2.700% |  | 555000 | &nbsp;&nbsp; 509190 |
| 09/15/2031 | &nbsp;&nbsp; 2.300% |  | 477000 | &nbsp;&nbsp; 424946 |
| Crown Castle Inc | Crown Castle Inc | Crown Castle Inc | Crown Castle Inc | Crown Castle Inc |
| 03/01/2034 | &nbsp;&nbsp; 5.800% |  | 375000 | &nbsp;&nbsp; 394564 |
| Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. |
| 07/15/2026 | &nbsp;&nbsp; 1.050% |  | 313000 | &nbsp;&nbsp; 306864 |
| 03/15/2027 | &nbsp;&nbsp; 2.900% |  | 533000 | &nbsp;&nbsp; 523875 |
| 07/01/2030 | &nbsp;&nbsp; 3.300% |  | 2098000 | &nbsp;&nbsp; 1992278 |
| 04/01/2031 | &nbsp;&nbsp; 2.100% |  | 575000 | &nbsp;&nbsp; 506336 |
| 07/15/2031 | &nbsp;&nbsp; 2.500% |  | 4278000 | &nbsp;&nbsp; 3829779 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| 09/01/2028 | &nbsp;&nbsp; 4.800% |  | 1252000 | &nbsp;&nbsp; 1268647 |
| 06/01/2029 | &nbsp;&nbsp; 5.600% |  | 4368000 | &nbsp;&nbsp; 4539514 |
| 09/01/2029 | &nbsp;&nbsp; 4.900% |  | 1327000 | &nbsp;&nbsp; 1348279 |
| 05/01/2033 | &nbsp;&nbsp; 5.100% |  | 211000 | &nbsp;&nbsp; 213691 |
| Digicel Group Holdings Ltd.<sup>(b),(h),(j),(k)</sup>  | Digicel Group Holdings Ltd.<sup>(b),(h),(j),(k)</sup>  | Digicel Group Holdings Ltd.<sup>(b),(h),(j),(k)</sup>  | Digicel Group Holdings Ltd.<sup>(b),(h),(j),(k)</sup>  | Digicel Group Holdings Ltd.<sup>(b),(h),(j),(k)</sup>  |
| 12/31/2030 | &nbsp;&nbsp; 0.000% |  | 51720 | &nbsp;&nbsp; 5224 |
| 12/31/2030 | &nbsp;&nbsp; 0.000% |  | 17820 | &nbsp;&nbsp; 118 |
| Digicel International Finance Ltd./DIFL US LLC<sup>(b)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(b)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(b)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(b)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(b)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 8.625% |  | 3430000 | &nbsp;&nbsp; 3491999 |
| Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  |
| 10/07/2030 | &nbsp;&nbsp; 1.375% | EUR | 1555000 | &nbsp;&nbsp; 1696834 |
| Sitios Latinoamerica SAB de CV<sup>(b)</sup>  | Sitios Latinoamerica SAB de CV<sup>(b)</sup>  | Sitios Latinoamerica SAB de CV<sup>(b)</sup>  | Sitios Latinoamerica SAB de CV<sup>(b)</sup>  | Sitios Latinoamerica SAB de CV<sup>(b)</sup>  |
| 11/25/2029 | &nbsp;&nbsp; 6.000% |  | 3145000 | &nbsp;&nbsp; 3250818 |
| SoftBank Corp.<sup>(b)</sup>  | SoftBank Corp.<sup>(b)</sup>  | SoftBank Corp.<sup>(b)</sup>  | SoftBank Corp.<sup>(b)</sup>  | SoftBank Corp.<sup>(b)</sup>  |
| 07/09/2030 | &nbsp;&nbsp; 4.699% |  | 4633000 | &nbsp;&nbsp; 4666460 |
| Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. |
| 11/15/2028 | &nbsp;&nbsp; 6.875% |  | 2208000 | &nbsp;&nbsp; 2379162 |
| 03/15/2032 | &nbsp;&nbsp; 8.750% |  | 1697000 | &nbsp;&nbsp; 2065552 |
| Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  |
| 03/20/2028 | &nbsp;&nbsp; 5.152% |  | 4137500 | &nbsp;&nbsp; 4169466 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 02/15/2026 | &nbsp;&nbsp; 2.250% |  | 77000 | &nbsp;&nbsp; 76662 |
| 04/15/2027 | &nbsp;&nbsp; 3.750% |  | 3514000 | &nbsp;&nbsp; 3498172 |
| 02/01/2028 | &nbsp;&nbsp; 4.750% |  | 961000 | &nbsp;&nbsp; 961724 |
| 02/15/2028 | &nbsp;&nbsp; 2.050% |  | 607000 | &nbsp;&nbsp; 581576 |
| 02/15/2029 | &nbsp;&nbsp; 2.625% |  | 410000 | &nbsp;&nbsp; 391219 |
| 04/15/2029 | &nbsp;&nbsp; 3.375% |  | 3648000 | &nbsp;&nbsp; 3556279 |
| 04/15/2030 | &nbsp;&nbsp; 3.875% |  | 4217000 | &nbsp;&nbsp; 4153406 |
| 04/15/2031 | &nbsp;&nbsp; 3.500% |  | 2135000 | &nbsp;&nbsp; 2047664 |
| 07/15/2033 | &nbsp;&nbsp; 5.050% |  | 4690000 | &nbsp;&nbsp; 4809924 |
| 01/15/2035 | &nbsp;&nbsp; 4.700% |  | 2180000 | &nbsp;&nbsp; 2159390 |
| 04/15/2040 | &nbsp;&nbsp; 4.375% |  | 1010000 | &nbsp;&nbsp; 918701 |
| 02/15/2041 | &nbsp;&nbsp; 3.000% |  | 3947000 | &nbsp;&nbsp; 2973860 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 5.300% |  | 1028000 | &nbsp;&nbsp; 1062465 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  |
| 01/15/2033 | &nbsp;&nbsp; 6.750% | 1200000 | &nbsp;&nbsp; 1193926 |
| Zegona Finance PLC<sup>(b)</sup>  | Zegona Finance PLC<sup>(b)</sup>  | Zegona Finance PLC<sup>(b)</sup>  | Zegona Finance PLC<sup>(b)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 8.625% | 1726000 | &nbsp;&nbsp; 1827767 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **71283662** |
| **Wirelines 0.3%** | **Wirelines 0.3%** | **Wirelines 0.3%** | **Wirelines 0.3%** |
| Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 9.625% | 325000 | &nbsp;&nbsp; 267283 |
| 01/15/2028 | &nbsp;&nbsp; 5.000% | 271000 | &nbsp;&nbsp; 208536 |
| 08/15/2029 | &nbsp;&nbsp; 5.750% | 684000 | &nbsp;&nbsp; 502378 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| 02/01/2032 | &nbsp;&nbsp; 2.250% | 7580000 | &nbsp;&nbsp; 6684674 |
| 11/01/2032 | &nbsp;&nbsp; 4.550% | 906000 | &nbsp;&nbsp; 906917 |
| 05/15/2035 | &nbsp;&nbsp; 4.500% | 92000 | &nbsp;&nbsp; 89316 |
| 11/01/2035 | &nbsp;&nbsp; 4.900% | 1811000 | &nbsp;&nbsp; 1803943 |
| 08/15/2037 | &nbsp;&nbsp; 4.900% | 302000 | &nbsp;&nbsp; 297174 |
| 09/15/2055 | &nbsp;&nbsp; 3.550% | 3950000 | &nbsp;&nbsp; 2702119 |
| 08/15/2056 | &nbsp;&nbsp; 6.050% | 907000 | &nbsp;&nbsp; 935089 |
| 12/01/2057 | &nbsp;&nbsp; 3.800% | 332000 | &nbsp;&nbsp; 235653 |
| 09/15/2059 | &nbsp;&nbsp; 3.650% | 840000 | &nbsp;&nbsp; 571695 |
| Frontier Communications Corp.<sup>(b)</sup>  | Frontier Communications Corp.<sup>(b)</sup>  | Frontier Communications Corp.<sup>(b)</sup>  | Frontier Communications Corp.<sup>(b)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.000% | 3025000 | &nbsp;&nbsp; 3037967 |
| Frontier Communications Holdings LLC | Frontier Communications Holdings LLC | Frontier Communications Holdings LLC | Frontier Communications Holdings LLC |
| 11/01/2029 | &nbsp;&nbsp; 5.875% | 1775000 | &nbsp;&nbsp; 1801759 |
| GCI LLC<sup>(b)</sup>  | GCI LLC<sup>(b)</sup>  | GCI LLC<sup>(b)</sup>  | GCI LLC<sup>(b)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 4.750% | 1110000 | &nbsp;&nbsp; 1077061 |
| Level 3 Financing, Inc.<sup>(b)</sup>  | Level 3 Financing, Inc.<sup>(b)</sup>  | Level 3 Financing, Inc.<sup>(b)</sup>  | Level 3 Financing, Inc.<sup>(b)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.875% | 225000 | &nbsp;&nbsp; 215204 |
| 04/01/2030 | &nbsp;&nbsp; 4.500% | 1150000 | &nbsp;&nbsp; 1062697 |
| 06/30/2033 | &nbsp;&nbsp; 6.875% | 1620000 | &nbsp;&nbsp; 1655046 |
| 03/31/2034 | &nbsp;&nbsp; 7.000% | 2470000 | &nbsp;&nbsp; 2534226 |
| Total Play Telecomunicaciones SA de CV<sup>(b)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(b)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(b)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(b)</sup>  |
| 12/31/2032 | &nbsp;&nbsp; 11.125% | 1841500 | &nbsp;&nbsp; 1753051 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 01/20/2031 | &nbsp;&nbsp; 1.750% | 363000 | &nbsp;&nbsp; 320343 |
| 03/21/2031 | &nbsp;&nbsp; 2.550% | 361000 | &nbsp;&nbsp; 330316 |
| 03/15/2032 | &nbsp;&nbsp; 2.355% | 4754000 | &nbsp;&nbsp; 4198178 |
| 11/01/2034 | &nbsp;&nbsp; 4.400% | 962000 | &nbsp;&nbsp; 933575 |
| 02/15/2035 | &nbsp;&nbsp; 4.780% | 1680000 | &nbsp;&nbsp; 1666236 |
| 01/15/2036 | &nbsp;&nbsp; 5.000% | 1270000 | &nbsp;&nbsp; 1271033 |
| 11/30/2055 | &nbsp;&nbsp; 5.875% | 1949000 | &nbsp;&nbsp; 1966389 |
| 11/30/2065 | &nbsp;&nbsp; 6.000% | 1498000 | &nbsp;&nbsp; 1513830 |
| Verizon Communications, Inc.<sup>(b)</sup>  | Verizon Communications, Inc.<sup>(b)</sup>  | Verizon Communications, Inc.<sup>(b)</sup>  | Verizon Communications, Inc.<sup>(b)</sup>  |
| 07/02/2037 | &nbsp;&nbsp; 5.401% | 504000 | &nbsp;&nbsp; 515259 |
| Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  |
| 03/09/2030 | &nbsp;&nbsp; 9.250% | 170447 | &nbsp;&nbsp; 157063 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **41214010** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,584,676,082) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,584,676,082) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,584,676,082) | &nbsp;&nbsp; **3587649551** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **1.5%** | **Foreign Government Obligations**<sup>(a),(q)</sup> **1.5%** | **Foreign Government Obligations**<sup>(a),(q)</sup> **1.5%** | **Foreign Government Obligations**<sup>(a),(q)</sup> **1.5%** | **Foreign Government Obligations**<sup>(a),(q)</sup> **1.5%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** |
| Argentine Republic Government International Bond | Argentine Republic Government International Bond | Argentine Republic Government International Bond | Argentine Republic Government International Bond | Argentine Republic Government International Bond |
| 07/09/2029 | &nbsp;&nbsp; 1.000% |  | 8078465 | &nbsp;&nbsp; 7029412 |
| Argentine Republic Government International Bond<sup>(m)</sup>  | Argentine Republic Government International Bond<sup>(m)</sup>  | Argentine Republic Government International Bond<sup>(m)</sup>  | Argentine Republic Government International Bond<sup>(m)</sup>  | Argentine Republic Government International Bond<sup>(m)</sup>  |
| 07/09/2030 | &nbsp;&nbsp; 1.000% |  | 3861535 | &nbsp;&nbsp; 3188245 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10217657** |
| **Australia 0.2%** | **Australia 0.2%** | **Australia 0.2%** | **Australia 0.2%** | **Australia 0.2%** |
| NBN Co., Ltd.<sup>(b)</sup>  | NBN Co., Ltd.<sup>(b)</sup>  | NBN Co., Ltd.<sup>(b)</sup>  | NBN Co., Ltd.<sup>(b)</sup>  | NBN Co., Ltd.<sup>(b)</sup>  |
| 05/05/2026 | &nbsp;&nbsp; 1.450% |  | 581000 | &nbsp;&nbsp; 574322 |
| 01/08/2027 | &nbsp;&nbsp; 1.625% |  | 1030000 | &nbsp;&nbsp; 1003939 |
| 01/08/2032 | &nbsp;&nbsp; 2.500% |  | 624000 | &nbsp;&nbsp; 561711 |
| 10/06/2033 | &nbsp;&nbsp; 6.000% |  | 704000 | &nbsp;&nbsp; 768498 |
| New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  |
| 02/20/2037 | &nbsp;&nbsp; 4.750% | AUD | 9225000 | &nbsp;&nbsp; 5764583 |
| 02/24/2038 | &nbsp;&nbsp; 5.250% | AUD | 4925000 | &nbsp;&nbsp; 3185672 |
| Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  |
| 07/21/2037 | &nbsp;&nbsp; 5.000% | AUD | 9225000 | &nbsp;&nbsp; 5838497 |
| 08/13/2038 | &nbsp;&nbsp; 5.250% | AUD | 3905000 | &nbsp;&nbsp; 2504343 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| 11/20/2037 | &nbsp;&nbsp; 2.000% | AUD | 4605000 | &nbsp;&nbsp; 2102906 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **22304471** |
| **Bermuda 0.0%** | **Bermuda 0.0%** | **Bermuda 0.0%** | **Bermuda 0.0%** | **Bermuda 0.0%** |
| Bermuda Government International Bond<sup>(b)</sup>  | Bermuda Government International Bond<sup>(b)</sup>  | Bermuda Government International Bond<sup>(b)</sup>  | Bermuda Government International Bond<sup>(b)</sup>  | Bermuda Government International Bond<sup>(b)</sup>  |
| 08/20/2030 | &nbsp;&nbsp; 2.375% |  | 1105000 | &nbsp;&nbsp; 1002671 |
| **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** |
| Brazil Minas SPE via State of Minas Gerais<sup>(b)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(b)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(b)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(b)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(b)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 5.333% |  | 600000 | &nbsp;&nbsp; 600113 |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 10/20/2033 | &nbsp;&nbsp; 6.000% |  | 350000 | &nbsp;&nbsp; 356320 |
| 03/15/2034 | &nbsp;&nbsp; 6.125% |  | 2675000 | &nbsp;&nbsp; 2718630 |
| 03/15/2035 | &nbsp;&nbsp; 6.625% |  | 3728000 | &nbsp;&nbsp; 3857602 |
| 05/13/2054 | &nbsp;&nbsp; 7.125% |  | 1175000 | &nbsp;&nbsp; 1176854 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **8709519** |
| **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** |
| Antares Holdings LP<sup>(b)</sup>  | Antares Holdings LP<sup>(b)</sup>  | Antares Holdings LP<sup>(b)</sup>  | Antares Holdings LP<sup>(b)</sup>  | Antares Holdings LP<sup>(b)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 3.750% |  | 2130000 | &nbsp;&nbsp; 2078875 |
| 10/23/2029 | &nbsp;&nbsp; 6.350% |  | 2000000 | &nbsp;&nbsp; 2044032 |
| NOVA Chemicals Corp.<sup>(b)</sup>  | NOVA Chemicals Corp.<sup>(b)</sup>  | NOVA Chemicals Corp.<sup>(b)</sup>  | NOVA Chemicals Corp.<sup>(b)</sup>  | NOVA Chemicals Corp.<sup>(b)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 7.000% |  | 770000 | &nbsp;&nbsp; 818555 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia | Province of British Columbia | Province of British Columbia |
| 09/01/2036 | &nbsp;&nbsp; 7.250% |  | 2000000 | &nbsp;&nbsp; 2470834 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba | Province of Manitoba | Province of Manitoba |
| 06/22/2026 | &nbsp;&nbsp; 2.125% |  | 300000 | &nbsp;&nbsp; 297036 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Province of Quebec<sup>(m)</sup>  | Province of Quebec<sup>(m)</sup>  | Province of Quebec<sup>(m)</sup>  | Province of Quebec<sup>(m)</sup>  |
| 03/02/2026 | &nbsp;&nbsp; 7.485% | 230000 | &nbsp;&nbsp; 231862 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7941194** |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Corp Nacional del Cobre de Chile<sup>(b)</sup>  | Corp Nacional del Cobre de Chile<sup>(b)</sup>  | Corp Nacional del Cobre de Chile<sup>(b)</sup>  | Corp Nacional del Cobre de Chile<sup>(b)</sup>  |
| 01/13/2035 | &nbsp;&nbsp; 6.330% | 3350000 | &nbsp;&nbsp; 3566089 |
| 01/13/2055 | &nbsp;&nbsp; 6.780% | 1486000 | &nbsp;&nbsp; 1601649 |
| Corp. Nacional del Cobre de Chile<sup>(b)</sup>  | Corp. Nacional del Cobre de Chile<sup>(b)</sup>  | Corp. Nacional del Cobre de Chile<sup>(b)</sup>  | Corp. Nacional del Cobre de Chile<sup>(b)</sup>  |
| 01/08/2034 | &nbsp;&nbsp; 5.950% | 1925000 | &nbsp;&nbsp; 2017700 |
| Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  |
| 02/02/2033 | &nbsp;&nbsp; 5.125% | 850000 | &nbsp;&nbsp; 852016 |
| 01/26/2036 | &nbsp;&nbsp; 6.440% | 2150000 | &nbsp;&nbsp; 2327539 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10364993** |
| **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 03/15/2029 | &nbsp;&nbsp; 4.500% | 250000 | &nbsp;&nbsp; 245549 |
| 11/14/2035 | &nbsp;&nbsp; 8.000% | 2584000 | &nbsp;&nbsp; 2785036 |
| 11/07/2036 | &nbsp;&nbsp; 7.750% | 525000 | &nbsp;&nbsp; 550625 |
| 11/07/2054 | &nbsp;&nbsp; 8.375% | 1150000 | &nbsp;&nbsp; 1228763 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/19/2029 | &nbsp;&nbsp; 8.625% | 4080000 | &nbsp;&nbsp; 4382207 |
| 04/29/2030 | &nbsp;&nbsp; 6.875% | 450000 | &nbsp;&nbsp; 457638 |
| 01/19/2036 | &nbsp;&nbsp; 8.375% | 3270000 | &nbsp;&nbsp; 3351938 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13001756** |
| **Dominican Republic 0.1%** | **Dominican Republic 0.1%** | **Dominican Republic 0.1%** | **Dominican Republic 0.1%** |
| Dominican Republic International Bond<sup>(b)</sup>  | Dominican Republic International Bond<sup>(b)</sup>  | Dominican Republic International Bond<sup>(b)</sup>  | Dominican Republic International Bond<sup>(b)</sup>  |
| 07/19/2028 | &nbsp;&nbsp; 6.000% | 1400000 | &nbsp;&nbsp; 1432114 |
| 02/22/2029 | &nbsp;&nbsp; 5.500% | 4515000 | &nbsp;&nbsp; 4566944 |
| 03/15/2037 | &nbsp;&nbsp; 6.950% | 2800000 | &nbsp;&nbsp; 2983608 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8982666** |
| **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** |
| EMD Finance LLC<sup>(b)</sup>  | EMD Finance LLC<sup>(b)</sup>  | EMD Finance LLC<sup>(b)</sup>  | EMD Finance LLC<sup>(b)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 4.625% | 1357000 | &nbsp;&nbsp; 1365751 |
| **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** |
| Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  |
| 08/06/2031 | &nbsp;&nbsp; 6.050% | 1650000 | &nbsp;&nbsp; 1717892 |
| 10/07/2033 | &nbsp;&nbsp; 3.700% | 794000 | &nbsp;&nbsp; 706422 |
| 08/15/2036 | &nbsp;&nbsp; 6.250% | 2504000 | &nbsp;&nbsp; 2607821 |
| 02/06/2037 | &nbsp;&nbsp; 6.550% | 800000 | &nbsp;&nbsp; 850259 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5882394** |
| **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** |
| Hungary Government International Bond<sup>(b)</sup>  | Hungary Government International Bond<sup>(b)</sup>  | Hungary Government International Bond<sup>(b)</sup>  | Hungary Government International Bond<sup>(b)</sup>  |
| 09/22/2031 | &nbsp;&nbsp; 2.125% | 977000 | &nbsp;&nbsp; 838562 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  |
| 03/13/2031 | &nbsp;&nbsp; 6.500% | 423000 | &nbsp;&nbsp; 449285 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1287847** |
| **India 0.0%** | **India 0.0%** | **India 0.0%** | **India 0.0%** |
| Export-Import Bank of India<sup>(b)</sup>  | Export-Import Bank of India<sup>(b)</sup>  | Export-Import Bank of India<sup>(b)</sup>  | Export-Import Bank of India<sup>(b)</sup>  |
| 08/05/2026 | &nbsp;&nbsp; 3.375% | 860000 | &nbsp;&nbsp; 854557 |
| 02/01/2028 | &nbsp;&nbsp; 3.875% | 1025000 | &nbsp;&nbsp; 1016675 |
| 01/13/2031 | &nbsp;&nbsp; 2.250% | 1030000 | &nbsp;&nbsp; 930181 |
| Indian Railway Finance Corp., Ltd.<sup>(b)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(b)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(b)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(b)</sup>  |
| 01/21/2032 | &nbsp;&nbsp; 3.570% | 1110000 | &nbsp;&nbsp; 1058390 |
| Power Finance Corp., Ltd.<sup>(b)</sup>  | Power Finance Corp., Ltd.<sup>(b)</sup>  | Power Finance Corp., Ltd.<sup>(b)</sup>  | Power Finance Corp., Ltd.<sup>(b)</sup>  |
| 12/06/2028 | &nbsp;&nbsp; 6.150% | 546000 | &nbsp;&nbsp; 572908 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4432711** |
| **Indonesia 0.0%** | **Indonesia 0.0%** | **Indonesia 0.0%** | **Indonesia 0.0%** |
| Freeport Indonesia PT<sup>(b)</sup>  | Freeport Indonesia PT<sup>(b)</sup>  | Freeport Indonesia PT<sup>(b)</sup>  | Freeport Indonesia PT<sup>(b)</sup>  |
| 04/14/2032 | &nbsp;&nbsp; 5.315% | 545000 | &nbsp;&nbsp; 552610 |
| Indonesia Government International Bond<sup>(b)</sup>  | Indonesia Government International Bond<sup>(b)</sup>  | Indonesia Government International Bond<sup>(b)</sup>  | Indonesia Government International Bond<sup>(b)</sup>  |
| 01/17/2038 | &nbsp;&nbsp; 7.750% | 1000000 | &nbsp;&nbsp; 1247873 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1800483** |
| **Israel 0.0%** | **Israel 0.0%** | **Israel 0.0%** | **Israel 0.0%** |
| Israel Electric Corp., Ltd.<sup>(b)</sup>  | Israel Electric Corp., Ltd.<sup>(b)</sup>  | Israel Electric Corp., Ltd.<sup>(b)</sup>  | Israel Electric Corp., Ltd.<sup>(b)</sup>  |
| 08/14/2028 | &nbsp;&nbsp; 4.250% | 2200000 | &nbsp;&nbsp; 2175629 |
| Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond |
| 02/19/2030 | &nbsp;&nbsp; 5.375% | 590000 | &nbsp;&nbsp; 610336 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2785965** |
| **Italy 0.0%** | **Italy 0.0%** | **Italy 0.0%** | **Italy 0.0%** |
| Cassa Depositi e Prestiti SpA<sup>(b)</sup>  | Cassa Depositi e Prestiti SpA<sup>(b)</sup>  | Cassa Depositi e Prestiti SpA<sup>(b)</sup>  | Cassa Depositi e Prestiti SpA<sup>(b)</sup>  |
| 05/05/2026 | &nbsp;&nbsp; 5.750% | 1200000 | &nbsp;&nbsp; 1207437 |
| 04/30/2029 | &nbsp;&nbsp; 5.875% | 600000 | &nbsp;&nbsp; 633903 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1841340** |
| **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** |
| KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  |
| 04/19/2027 | &nbsp;&nbsp; 4.750% | 300000 | &nbsp;&nbsp; 301152 |
| 04/24/2030 | &nbsp;&nbsp; 5.375% | 962000 | &nbsp;&nbsp; 982910 |
| 04/14/2033 | &nbsp;&nbsp; 3.500% | 703000 | &nbsp;&nbsp; 634819 |
| KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  |
| 09/26/2027 | &nbsp;&nbsp; 4.375% | 200000 | &nbsp;&nbsp; 198463 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2117344** |
| **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** |
| Comision Federal de Electricidad<sup>(b)</sup>  | Comision Federal de Electricidad<sup>(b)</sup>  | Comision Federal de Electricidad<sup>(b)</sup>  | Comision Federal de Electricidad<sup>(b)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.688% | 2797000 | &nbsp;&nbsp; 2764729 |
| 01/24/2030 | &nbsp;&nbsp; 5.700% | 1425000 | &nbsp;&nbsp; 1441048 |
| 01/24/2035 | &nbsp;&nbsp; 6.450% | 1975000 | &nbsp;&nbsp; 2021890 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Eagle Funding Luxco Sarl<sup>(b)</sup>  | Eagle Funding Luxco Sarl<sup>(b)</sup>  | Eagle Funding Luxco Sarl<sup>(b)</sup>  | Eagle Funding Luxco Sarl<sup>(b)</sup>  | Eagle Funding Luxco Sarl<sup>(b)</sup>  |
| 08/17/2030 | &nbsp;&nbsp; 5.500% |  | 2825000 | &nbsp;&nbsp; 2867217 |
| Mexico City Airport Trust<sup>(b)</sup>  | Mexico City Airport Trust<sup>(b)</sup>  | Mexico City Airport Trust<sup>(b)</sup>  | Mexico City Airport Trust<sup>(b)</sup>  | Mexico City Airport Trust<sup>(b)</sup>  |
| 10/31/2026 | &nbsp;&nbsp; 4.250% |  | 1435000 | &nbsp;&nbsp; 1430597 |
| 04/30/2028 | &nbsp;&nbsp; 3.875% |  | 420000 | &nbsp;&nbsp; 409996 |
| 10/31/2046 | &nbsp;&nbsp; 5.500% |  | 2303000 | &nbsp;&nbsp; 2025212 |
| 07/31/2047 | &nbsp;&nbsp; 5.500% |  | 5582000 | &nbsp;&nbsp; 4906308 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 04/27/2032 | &nbsp;&nbsp; 4.750% |  | 250000 | &nbsp;&nbsp; 244426 |
| 03/22/2033 | &nbsp;&nbsp; 5.375% |  | 3885000 | &nbsp;&nbsp; 3872812 |
| 05/19/2033 | &nbsp;&nbsp; 4.875% |  | 987000 | &nbsp;&nbsp; 953028 |
| 02/09/2035 | &nbsp;&nbsp; 6.350% |  | 470000 | &nbsp;&nbsp; 495157 |
| 09/22/2035 | &nbsp;&nbsp; 5.625% |  | 2309000 | &nbsp;&nbsp; 2288020 |
| 05/13/2037 | &nbsp;&nbsp; 6.875% |  | 2117000 | &nbsp;&nbsp; 2280222 |
| 01/29/2038 | &nbsp;&nbsp; 6.625% |  | 978000 | &nbsp;&nbsp; 1031407 |
| 05/13/2055 | &nbsp;&nbsp; 7.375% |  | 734000 | &nbsp;&nbsp; 805221 |
| Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust |
| 06/15/2038 | &nbsp;&nbsp; 6.625% |  | 229000 | &nbsp;&nbsp; 208566 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 01/23/2029 | &nbsp;&nbsp; 6.500% |  | 625000 | &nbsp;&nbsp; 634314 |
| 06/02/2029 | &nbsp;&nbsp; 8.750% |  | 3000000 | &nbsp;&nbsp; 3206349 |
| 01/23/2030 | &nbsp;&nbsp; 6.840% |  | 4810000 | &nbsp;&nbsp; 4874840 |
| 01/28/2031 | &nbsp;&nbsp; 5.950% |  | 3025000 | &nbsp;&nbsp; 2922833 |
| 02/16/2032 | &nbsp;&nbsp; 6.700% |  | 6281000 | &nbsp;&nbsp; 6229860 |
| 06/15/2035 | &nbsp;&nbsp; 6.625% |  | 900000 | &nbsp;&nbsp; 847561 |
| 09/21/2047 | &nbsp;&nbsp; 6.750% |  | 1257000 | &nbsp;&nbsp; 1023226 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **49784839** |
| **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** |
| OCP SA<sup>(b)</sup>  | OCP SA<sup>(b)</sup>  | OCP SA<sup>(b)</sup>  | OCP SA<sup>(b)</sup>  | OCP SA<sup>(b)</sup>  |
| 06/23/2031 | &nbsp;&nbsp; 3.750% |  | 357000 | &nbsp;&nbsp; 332408 |
| 05/02/2034 | &nbsp;&nbsp; 6.750% |  | 4695000 | &nbsp;&nbsp; 5047177 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5379585** |
| **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** |
| TenneT Holding BV<sup>(b)</sup>  | TenneT Holding BV<sup>(b)</sup>  | TenneT Holding BV<sup>(b)</sup>  | TenneT Holding BV<sup>(b)</sup>  | TenneT Holding BV<sup>(b)</sup>  |
| 10/28/2042 | &nbsp;&nbsp; 4.750% | EUR | 1035000 | &nbsp;&nbsp; 1314441 |
| **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** |
| Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA |
| 09/03/2030 | &nbsp;&nbsp; 4.500% |  | 787000 | &nbsp;&nbsp; 801687 |
| 11/14/2035 | &nbsp;&nbsp; 4.750% |  | 2965000 | &nbsp;&nbsp; 2981731 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3783418** |
| **Panama 0.0%** | **Panama 0.0%** | **Panama 0.0%** | **Panama 0.0%** | **Panama 0.0%** |
| Banco Nacional de Panama<sup>(b)</sup>  | Banco Nacional de Panama<sup>(b)</sup>  | Banco Nacional de Panama<sup>(b)</sup>  | Banco Nacional de Panama<sup>(b)</sup>  | Banco Nacional de Panama<sup>(b)</sup>  |
| 08/11/2030 | &nbsp;&nbsp; 2.500% |  | 875000 | &nbsp;&nbsp; 771665 |
| 08/11/2030 | &nbsp;&nbsp; 2.500% |  | 600000 | &nbsp;&nbsp; 529142 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond |
| 03/01/2031 | &nbsp;&nbsp; 7.500% | 1300000 | &nbsp;&nbsp; 1429953 |
| 01/19/2033 | &nbsp;&nbsp; 3.298% | 250000 | &nbsp;&nbsp; 217674 |
| 03/01/2038 | &nbsp;&nbsp; 8.000% | 1720000 | &nbsp;&nbsp; 1979757 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4928191** |
| **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** |
| Corporación Financiera de Desarrollo SA<sup>(b)</sup>  | Corporación Financiera de Desarrollo SA<sup>(b)</sup>  | Corporación Financiera de Desarrollo SA<sup>(b)</sup>  | Corporación Financiera de Desarrollo SA<sup>(b)</sup>  |
| 09/28/2027 | &nbsp;&nbsp; 2.400% | 600000 | &nbsp;&nbsp; 580287 |
| Petroleos del Peru SA<sup>(b)</sup>  | Petroleos del Peru SA<sup>(b)</sup>  | Petroleos del Peru SA<sup>(b)</sup>  | Petroleos del Peru SA<sup>(b)</sup>  |
| 06/19/2032 | &nbsp;&nbsp; 4.750% | 2100000 | &nbsp;&nbsp; 1771542 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2351829** |
| **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** |
| Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  |
| 03/24/2035 | &nbsp;&nbsp; 5.750% | 2122000 | &nbsp;&nbsp; 2081261 |
| 03/24/2035 | &nbsp;&nbsp; 5.750% | 200000 | &nbsp;&nbsp; 196161 |
| 05/16/2036 | &nbsp;&nbsp; 6.625% | 4338000 | &nbsp;&nbsp; 4478168 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6755590** |
| **Serbia 0.0%** | **Serbia 0.0%** | **Serbia 0.0%** | **Serbia 0.0%** |
| Serbia International Bond<sup>(b)</sup>  | Serbia International Bond<sup>(b)</sup>  | Serbia International Bond<sup>(b)</sup>  | Serbia International Bond<sup>(b)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 2.125% | 6640000 | &nbsp;&nbsp; 5788898 |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Eskom Holdings SOC Ltd.<sup>(b)</sup>  | Eskom Holdings SOC Ltd.<sup>(b)</sup>  | Eskom Holdings SOC Ltd.<sup>(b)</sup>  | Eskom Holdings SOC Ltd.<sup>(b)</sup>  |
| 08/10/2028 | &nbsp;&nbsp; 6.350% | 1739000 | &nbsp;&nbsp; 1793478 |
| 08/10/2028 | &nbsp;&nbsp; 6.350% | 213000 | &nbsp;&nbsp; 219673 |
| 08/10/2028 | &nbsp;&nbsp; 8.450% | 3985000 | &nbsp;&nbsp; 4267125 |
| 08/10/2028 | &nbsp;&nbsp; 8.450% | 451000 | &nbsp;&nbsp; 482929 |
| Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond |
| 06/22/2030 | &nbsp;&nbsp; 5.875% | 750000 | &nbsp;&nbsp; 775121 |
| 04/20/2032 | &nbsp;&nbsp; 5.875% | 2300000 | &nbsp;&nbsp; 2371317 |
| Republic of South Africa Government International Bond<sup>(b)</sup>  | Republic of South Africa Government International Bond<sup>(b)</sup>  | Republic of South Africa Government International Bond<sup>(b)</sup>  | Republic of South Africa Government International Bond<sup>(b)</sup>  |
| 11/19/2036 | &nbsp;&nbsp; 7.100% | 1875000 | &nbsp;&nbsp; 2016823 |
| 11/19/2054 | &nbsp;&nbsp; 7.950% | 925000 | &nbsp;&nbsp; 991735 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12918201** |
| **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** |
| Ukraine Government International Bond<sup>(b),(m)</sup>  | Ukraine Government International Bond<sup>(b),(m)</sup>  | Ukraine Government International Bond<sup>(b),(m)</sup>  | Ukraine Government International Bond<sup>(b),(m)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 4.500% | 293248 | &nbsp;&nbsp; 211218 |
| 02/01/2034 | &nbsp;&nbsp; 4.500% | 513185 | &nbsp;&nbsp; 300489 |
| 02/01/2035 | &nbsp;&nbsp; 4.500% | 586497 | &nbsp;&nbsp; 338055 |
| 02/01/2036 | &nbsp;&nbsp; 4.500% | 73312 | &nbsp;&nbsp; 41679 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(q)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ukraine Government International Bond<sup>(b),(h)</sup>  | Ukraine Government International Bond<sup>(b),(h)</sup>  | Ukraine Government International Bond<sup>(b),(h)</sup>  | Ukraine Government International Bond<sup>(b),(h)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 0.000% | 80093 | &nbsp;&nbsp; 44337 |
| 02/01/2034 | &nbsp;&nbsp; 0.000% | 299297 | &nbsp;&nbsp; 137045 |
| 02/01/2035 | &nbsp;&nbsp; 0.000% | 252927 | &nbsp;&nbsp; 142842 |
| 02/01/2036 | &nbsp;&nbsp; 0.000% | 210772 | &nbsp;&nbsp; 118422 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1334087** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $194,644,907) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $194,644,907) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $194,644,907) | &nbsp;&nbsp; **198377841** |
| **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** |
| University of Michigan | University of Michigan | University of Michigan | University of Michigan |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2022A | Series 2022A | Series 2022A | Series 2022A |
| 04/01/2122 | &nbsp;&nbsp; 4.454% | 4020000 | &nbsp;&nbsp; 3235144 |
| University of Virginia | University of Virginia | University of Virginia | University of Virginia |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2021B | Series 2021B | Series 2021B | Series 2021B |
| 11/01/2051 | &nbsp;&nbsp; 2.584% | 2020000 | &nbsp;&nbsp; 1275827 |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2017C | Series 2017C | Series 2017C | Series 2017C |
| 09/01/2117 | &nbsp;&nbsp; 4.179% | 725000 | &nbsp;&nbsp; 554768 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5065739** |
| **Hospital 0.0%** | **Hospital 0.0%** | **Hospital 0.0%** | **Hospital 0.0%** |
| California Health Facilities Financing Authority | California Health Facilities Financing Authority | California Health Facilities Financing Authority | California Health Facilities Financing Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Cedars-Sinai Health System | Cedars-Sinai Health System | Cedars-Sinai Health System | Cedars-Sinai Health System |
| Series 2021 | Series 2021 | Series 2021 | Series 2021 |
| 08/15/2051 | &nbsp;&nbsp; 3.000% | 1740000 | &nbsp;&nbsp; 1295146 |
| **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** |
| City of New York | City of New York | City of New York | City of New York |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2010 (BAM) | Series 2010 (BAM) | Series 2010 (BAM) | Series 2010 (BAM) |
| 03/01/2036 | &nbsp;&nbsp; 5.968% | 3100000 | &nbsp;&nbsp; 3294925 |
| Lamar Consolidated Independent School District | Lamar Consolidated Independent School District | Lamar Consolidated Independent School District | Lamar Consolidated Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2023A | Series 2023A | Series 2023A | Series 2023A |
| 02/15/2058 | &nbsp;&nbsp; 5.000% | 2280000 | &nbsp;&nbsp; 2360068 |
| Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 02/15/2050 | &nbsp;&nbsp; 4.750% | 1255000 | &nbsp;&nbsp; 1284517 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6939510** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** |
| New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Future Tax Secured | Future Tax Secured | Future Tax Secured | Future Tax Secured |
| Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 |
| 08/01/2035 | &nbsp;&nbsp; 2.000% | 3000000 | &nbsp;&nbsp; 2393098 |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Subordinated Series 2022F-1 | Subordinated Series 2022F-1 | Subordinated Series 2022F-1 | Subordinated Series 2022F-1 |
| 02/01/2051 | &nbsp;&nbsp; 5.000% | 1080000 | &nbsp;&nbsp; 1106100 |
| Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E |
| 11/01/2053 | &nbsp;&nbsp; 5.000% | 3700000 | &nbsp;&nbsp; 3825935 |
| New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Climate Bond Certified | Climate Bond Certified | Climate Bond Certified | Climate Bond Certified |
| Series 2022 | Series 2022 | Series 2022 | Series 2022 |
| 03/15/2053 | &nbsp;&nbsp; 5.000% | 1440000 | &nbsp;&nbsp; 1481243 |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 03/15/2059 | &nbsp;&nbsp; 5.000% | 3500000 | &nbsp;&nbsp; 3625432 |
| State of Illinois | State of Illinois | State of Illinois | State of Illinois |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable Sales Tax | Taxable Sales Tax | Taxable Sales Tax | Taxable Sales Tax |
| Series 2013 | Series 2013 | Series 2013 | Series 2013 |
| 06/15/2028 | &nbsp;&nbsp; 3.350% | 2500000 | &nbsp;&nbsp; 2455439 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14887247** |
| **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** |
| Bay Area Toll Authority | Bay Area Toll Authority | Bay Area Toll Authority | Bay Area Toll Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) |
| 04/01/2049 | &nbsp;&nbsp; 6.263% | 1920000 | &nbsp;&nbsp; 2068275 |
| Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Build America Bonds | Build America Bonds | Build America Bonds | Build America Bonds |
| Series 2009 | Series 2009 | Series 2009 | Series 2009 |
| 12/01/2039 | &nbsp;&nbsp; 6.105% | 1620000 | &nbsp;&nbsp; 1762438 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3830713** |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $35,109,193) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $35,109,193) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $35,109,193) | &nbsp;&nbsp; **32018355** |
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **27.7%** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **27.7%** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **27.7%** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **27.7%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS |
| CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z |
| 09/25/2041 | &nbsp;&nbsp; 5.250% | 1319254 | &nbsp;&nbsp; 1362516 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  |
| CMO Series 2016-78 Class CS | CMO Series 2016-78 Class CS | CMO Series 2016-78 Class CS | CMO Series 2016-78 Class CS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/25/2039<br>| &nbsp;&nbsp; 1.914% | 10666535 | &nbsp;&nbsp; 760153 |
| CMO Series 2018-67 Class SH | CMO Series 2018-67 Class SH | CMO Series 2018-67 Class SH | CMO Series 2018-67 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>09/25/2048<br>| &nbsp;&nbsp; 2.014% | 3773086 | &nbsp;&nbsp; 502557 |
| Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  |
| CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC |
| 07/25/2050 | &nbsp;&nbsp; 5.500% | 3435355 | &nbsp;&nbsp; 858281 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 10/01/2028- <br>07/01/2032<br>| &nbsp;&nbsp; 7.000% | 50545 | &nbsp;&nbsp; 52957 |
| &nbsp;&nbsp; 10/01/2031- <br>09/01/2054<br>| &nbsp;&nbsp; 6.000% | 4475005 | &nbsp;&nbsp; 4588445 |
| &nbsp;&nbsp; 04/01/2033- <br>06/01/2055<br>| &nbsp;&nbsp; 5.500% | 99499438 | &nbsp;&nbsp; 101439819 |
| &nbsp;&nbsp; 10/01/2039- <br>12/01/2054<br>| &nbsp;&nbsp; 5.000% | 52847409 | &nbsp;&nbsp; 52876606 |
| &nbsp;&nbsp; 09/01/2040- <br>12/01/2052<br>| &nbsp;&nbsp; 4.000% | 103851271 | &nbsp;&nbsp; 99609815 |
| &nbsp;&nbsp; 09/01/2040- <br>12/01/2054<br>| &nbsp;&nbsp; 4.500% | 112847652 | &nbsp;&nbsp; 110999670 |
| &nbsp;&nbsp; 06/01/2043- <br>05/01/2052<br>| &nbsp;&nbsp; 3.500% | 54292803 | &nbsp;&nbsp; 51007728 |
| &nbsp;&nbsp; 08/01/2046- <br>06/01/2052<br>| &nbsp;&nbsp; 3.000% | 119561331 | &nbsp;&nbsp; 107351989 |
| &nbsp;&nbsp; 06/01/2050- <br>01/01/2054<br>| &nbsp;&nbsp; 2.500% | 305971575 | &nbsp;&nbsp; 262280912 |
| &nbsp;&nbsp; 12/01/2050- <br>06/01/2052<br>| &nbsp;&nbsp; 2.000% | 88601621 | &nbsp;&nbsp; 72502345 |
| 08/01/2055 | &nbsp;&nbsp; 6.500% | 5512269 | &nbsp;&nbsp; 5712887 |
| CMO Series 2060 Class Z | CMO Series 2060 Class Z | CMO Series 2060 Class Z | CMO Series 2060 Class Z |
| 05/15/2028 | &nbsp;&nbsp; 6.500% | 15700 | &nbsp;&nbsp; 15950 |
| CMO Series 2310 Class Z | CMO Series 2310 Class Z | CMO Series 2310 Class Z | CMO Series 2310 Class Z |
| 04/15/2031 | &nbsp;&nbsp; 6.000% | 19153 | &nbsp;&nbsp; 19703 |
| CMO Series 2725 Class TA | CMO Series 2725 Class TA | CMO Series 2725 Class TA | CMO Series 2725 Class TA |
| 12/15/2033 | &nbsp;&nbsp; 4.500% | 1074658 | &nbsp;&nbsp; 1087134 |
| CMO Series 2882 Class ZC | CMO Series 2882 Class ZC | CMO Series 2882 Class ZC | CMO Series 2882 Class ZC |
| 11/15/2034 | &nbsp;&nbsp; 6.000% | 2015736 | &nbsp;&nbsp; 2128441 |
| CMO Series 2953 Class LZ | CMO Series 2953 Class LZ | CMO Series 2953 Class LZ | CMO Series 2953 Class LZ |
| 03/15/2035 | &nbsp;&nbsp; 6.000% | 1543072 | &nbsp;&nbsp; 1629461 |
| CMO Series 3028 Class ZE | CMO Series 3028 Class ZE | CMO Series 3028 Class ZE | CMO Series 3028 Class ZE |
| 09/15/2035 | &nbsp;&nbsp; 5.500% | 172372 | &nbsp;&nbsp; 175907 |
| CMO Series 3032 Class PZ | CMO Series 3032 Class PZ | CMO Series 3032 Class PZ | CMO Series 3032 Class PZ |
| 09/15/2035 | &nbsp;&nbsp; 5.800% | 417541 | &nbsp;&nbsp; 439308 |
| CMO Series 3121 Class EZ | CMO Series 3121 Class EZ | CMO Series 3121 Class EZ | CMO Series 3121 Class EZ |
| 03/15/2036 | &nbsp;&nbsp; 6.000% | 53119 | &nbsp;&nbsp; 55863 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3181 Class AZ | CMO Series 3181 Class AZ | CMO Series 3181 Class AZ | CMO Series 3181 Class AZ |
| 07/15/2036 | &nbsp;&nbsp; 6.500% | 20682 | &nbsp;&nbsp; 21987 |
| CMO Series 353 Class 300 | CMO Series 353 Class 300 | CMO Series 353 Class 300 | CMO Series 353 Class 300 |
| 12/15/2046 | &nbsp;&nbsp; 3.000% | 4290867 | &nbsp;&nbsp; 3992159 |
| CMO Series 3740 Class BA | CMO Series 3740 Class BA | CMO Series 3740 Class BA | CMO Series 3740 Class BA |
| 10/15/2040 | &nbsp;&nbsp; 4.000% | 906482 | &nbsp;&nbsp; 888292 |
| CMO Series 3747 Class HY | CMO Series 3747 Class HY | CMO Series 3747 Class HY | CMO Series 3747 Class HY |
| 10/15/2040 | &nbsp;&nbsp; 4.500% | 2352628 | &nbsp;&nbsp; 2386749 |
| CMO Series 3753 Class KZ | CMO Series 3753 Class KZ | CMO Series 3753 Class KZ | CMO Series 3753 Class KZ |
| 11/15/2040 | &nbsp;&nbsp; 4.500% | 4003238 | &nbsp;&nbsp; 4027022 |
| CMO Series 3769 Class ZC | CMO Series 3769 Class ZC | CMO Series 3769 Class ZC | CMO Series 3769 Class ZC |
| 12/15/2040 | &nbsp;&nbsp; 4.500% | 1981357 | &nbsp;&nbsp; 1994259 |
| CMO Series 3841 Class JZ | CMO Series 3841 Class JZ | CMO Series 3841 Class JZ | CMO Series 3841 Class JZ |
| 04/15/2041 | &nbsp;&nbsp; 5.000% | 182324 | &nbsp;&nbsp; 186230 |
| CMO Series 3888 Class ZG | CMO Series 3888 Class ZG | CMO Series 3888 Class ZG | CMO Series 3888 Class ZG |
| 07/15/2041 | &nbsp;&nbsp; 4.000% | 380236 | &nbsp;&nbsp; 371238 |
| CMO Series 3926 Class NY | CMO Series 3926 Class NY | CMO Series 3926 Class NY | CMO Series 3926 Class NY |
| 09/15/2041 | &nbsp;&nbsp; 4.000% | 325997 | &nbsp;&nbsp; 323434 |
| CMO Series 3928 Class MB | CMO Series 3928 Class MB | CMO Series 3928 Class MB | CMO Series 3928 Class MB |
| 09/15/2041 | &nbsp;&nbsp; 4.500% | 695867 | &nbsp;&nbsp; 698414 |
| CMO Series 3934 Class CB | CMO Series 3934 Class CB | CMO Series 3934 Class CB | CMO Series 3934 Class CB |
| 10/15/2041 | &nbsp;&nbsp; 4.000% | 2199145 | &nbsp;&nbsp; 2158228 |
| CMO Series 3982 Class TZ | CMO Series 3982 Class TZ | CMO Series 3982 Class TZ | CMO Series 3982 Class TZ |
| 01/15/2042 | &nbsp;&nbsp; 4.000% | 861392 | &nbsp;&nbsp; 848502 |
| CMO Series 4027 Class AB | CMO Series 4027 Class AB | CMO Series 4027 Class AB | CMO Series 4027 Class AB |
| 12/15/2040 | &nbsp;&nbsp; 4.000% | 924087 | &nbsp;&nbsp; 917865 |
| CMO Series 4057 Class ZB | CMO Series 4057 Class ZB | CMO Series 4057 Class ZB | CMO Series 4057 Class ZB |
| 06/15/2042 | &nbsp;&nbsp; 3.500% | 4534888 | &nbsp;&nbsp; 4340085 |
| CMO Series 4057 Class ZL | CMO Series 4057 Class ZL | CMO Series 4057 Class ZL | CMO Series 4057 Class ZL |
| 06/15/2042 | &nbsp;&nbsp; 3.500% | 4978919 | &nbsp;&nbsp; 4785108 |
| CMO Series 4091 Class KB | CMO Series 4091 Class KB | CMO Series 4091 Class KB | CMO Series 4091 Class KB |
| 08/15/2042 | &nbsp;&nbsp; 3.000% | 6500000 | &nbsp;&nbsp; 6190920 |
| CMO Series 4440 Class ZX | CMO Series 4440 Class ZX | CMO Series 4440 Class ZX | CMO Series 4440 Class ZX |
| 01/15/2045 | &nbsp;&nbsp; 4.000% | 12603765 | &nbsp;&nbsp; 12291472 |
| CMO Series 4463 Class ZA | CMO Series 4463 Class ZA | CMO Series 4463 Class ZA | CMO Series 4463 Class ZA |
| 04/15/2045 | &nbsp;&nbsp; 4.000% | 3699818 | &nbsp;&nbsp; 3593576 |
| CMO Series 4495 Class PA | CMO Series 4495 Class PA | CMO Series 4495 Class PA | CMO Series 4495 Class PA |
| 09/15/2043 | &nbsp;&nbsp; 3.500% | 71696 | &nbsp;&nbsp; 71182 |
| CMO Series 4682 Class HZ | CMO Series 4682 Class HZ | CMO Series 4682 Class HZ | CMO Series 4682 Class HZ |
| 04/15/2047 | &nbsp;&nbsp; 3.500% | 2540206 | &nbsp;&nbsp; 2397078 |
| CMO Series 4771 Class HZ | CMO Series 4771 Class HZ | CMO Series 4771 Class HZ | CMO Series 4771 Class HZ |
| 03/15/2048 | &nbsp;&nbsp; 3.500% | 10488681 | &nbsp;&nbsp; 9795500 |
| CMO Series 4787 Class PY | CMO Series 4787 Class PY | CMO Series 4787 Class PY | CMO Series 4787 Class PY |
| 05/15/2048 | &nbsp;&nbsp; 4.000% | 854353 | &nbsp;&nbsp; 830899 |
| CMO Series 4793 Class CD | CMO Series 4793 Class CD | CMO Series 4793 Class CD | CMO Series 4793 Class CD |
| 06/15/2048 | &nbsp;&nbsp; 3.000% | 729222 | &nbsp;&nbsp; 664353 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4839 Class A | CMO Series 4839 Class A | CMO Series 4839 Class A | CMO Series 4839 Class A |
| 04/15/2051 | &nbsp;&nbsp; 4.000% | 2192734 | &nbsp;&nbsp; 2128672 |
| CMO Series 4941 Class CZ | CMO Series 4941 Class CZ | CMO Series 4941 Class CZ | CMO Series 4941 Class CZ |
| 11/25/2049 | &nbsp;&nbsp; 3.000% | 1091747 | &nbsp;&nbsp; 982549 |
| Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>11/15/2043<br>| &nbsp;&nbsp; 1.844% | 8771296 | &nbsp;&nbsp; 866531 |
| CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>10/15/2043<br>| &nbsp;&nbsp; 2.394% | 2409739 | &nbsp;&nbsp; 409830 |
| CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/15/2039<br>| &nbsp;&nbsp; 1.894% | 2943194 | &nbsp;&nbsp; 281763 |
| CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>07/15/2042<br>| &nbsp;&nbsp; 1.694% | 4811867 | &nbsp;&nbsp; 498766 |
| CMO Series 274 Class S1 | CMO Series 274 Class S1 | CMO Series 274 Class S1 | CMO Series 274 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>08/15/2042<br>| &nbsp;&nbsp; 1.744% | 6070087 | &nbsp;&nbsp; 671387 |
| CMO Series 279 Class S6 | CMO Series 279 Class S6 | CMO Series 279 Class S6 | CMO Series 279 Class S6 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2042<br>| &nbsp;&nbsp; 1.794% | 4270898 | &nbsp;&nbsp; 479369 |
| CMO Series 299 Class S1 | CMO Series 299 Class S1 | CMO Series 299 Class S1 | CMO Series 299 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>01/15/2043<br>| &nbsp;&nbsp; 1.744% | 2431002 | &nbsp;&nbsp; 307773 |
| CMO Series 300 Class S1 | CMO Series 300 Class S1 | CMO Series 300 Class S1 | CMO Series 300 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>01/15/2043<br>| &nbsp;&nbsp; 1.844% | 6334354 | &nbsp;&nbsp; 730201 |
| CMO Series 326 Class S2 | CMO Series 326 Class S2 | CMO Series 326 Class S2 | CMO Series 326 Class S2 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>03/15/2044<br>| &nbsp;&nbsp; 1.694% | 10332691 | &nbsp;&nbsp; 1122484 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 336 Class 30 | CMO Series 336 Class 30 | CMO Series 336 Class 30 | CMO Series 336 Class 30 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>08/15/2044<br>| &nbsp;&nbsp; 1.794% | 4365243 | &nbsp;&nbsp; 501845 |
| CMO Series 3404 Class AS | CMO Series 3404 Class AS | CMO Series 3404 Class AS | CMO Series 3404 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.781% <br>Cap 5.895% <br>01/15/2038<br>| &nbsp;&nbsp; 1.639% | 1086230 | &nbsp;&nbsp; 112484 |
| CMO Series 3578 Class DI | CMO Series 3578 Class DI | CMO Series 3578 Class DI | CMO Series 3578 Class DI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>04/15/2036<br>| &nbsp;&nbsp; 2.394% | 1523068 | &nbsp;&nbsp; 133964 |
| CMO Series 3833 Class LI | CMO Series 3833 Class LI | CMO Series 3833 Class LI | CMO Series 3833 Class LI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 0.286% <br>10/15/2040<br>| &nbsp;&nbsp; 1.778% | 3484593 | &nbsp;&nbsp; 343379 |
| CMO Series 3892 Class SC | CMO Series 3892 Class SC | CMO Series 3892 Class SC | CMO Series 3892 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>07/15/2041<br>| &nbsp;&nbsp; 1.694% | 2224746 | &nbsp;&nbsp; 242538 |
| CMO Series 3997 Class SK | CMO Series 3997 Class SK | CMO Series 3997 Class SK | CMO Series 3997 Class SK |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>11/15/2041<br>| &nbsp;&nbsp; 2.344% | 2362945 | &nbsp;&nbsp; 198684 |
| CMO Series 4087 Class SC | CMO Series 4087 Class SC | CMO Series 4087 Class SC | CMO Series 4087 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.436% <br>Cap 5.550% <br>07/15/2042<br>| &nbsp;&nbsp; 1.294% | 2976456 | &nbsp;&nbsp; 248455 |
| CMO Series 4281 Class SA | CMO Series 4281 Class SA | CMO Series 4281 Class SA | CMO Series 4281 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/15/2043<br>| &nbsp;&nbsp; 1.844% | 4891932 | &nbsp;&nbsp; 459690 |
| CMO Series 4635 Class SE | CMO Series 4635 Class SE | CMO Series 4635 Class SE | CMO Series 4635 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/15/2046<br>| &nbsp;&nbsp; 1.844% | 7023220 | &nbsp;&nbsp; 449966 |
| CMO Series 4910 Class SG | CMO Series 4910 Class SG | CMO Series 4910 Class SG | CMO Series 4910 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/25/2049<br>| &nbsp;&nbsp; 1.864% | 12975998 | &nbsp;&nbsp; 1875137 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2042<br>| &nbsp;&nbsp; 1.794% | 5703391 | &nbsp;&nbsp; 613481 |
| CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2044<br>| &nbsp;&nbsp; 1.794% | 7271373 | &nbsp;&nbsp; 797968 |
| Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  |
| CMO Series 2380 Class F | CMO Series 2380 Class F | CMO Series 2380 Class F | CMO Series 2380 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.564% <br>Floor 0.450%, Cap 8.500% <br>11/15/2031<br>| &nbsp;&nbsp; 4.707% | 14554 | &nbsp;&nbsp; 14550 |
| CMO Series 2557 Class FG | CMO Series 2557 Class FG | CMO Series 2557 Class FG | CMO Series 2557 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.514% <br>Floor 0.400%, Cap 8.000% <br>01/15/2033<br>| &nbsp;&nbsp; 4.657% | 40392 | &nbsp;&nbsp; 40369 |
| CMO Series 2962 Class PF | CMO Series 2962 Class PF | CMO Series 2962 Class PF | CMO Series 2962 Class PF |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.364% <br>Floor 0.250%, Cap 7.000% <br>03/15/2035<br>| &nbsp;&nbsp; 4.507% | 12439 | &nbsp;&nbsp; 12428 |
| CMO Series 2981 Class FU | CMO Series 2981 Class FU | CMO Series 2981 Class FU | CMO Series 2981 Class FU |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.314% <br>Floor 0.200%, Cap 8.000% <br>05/15/2030<br>| &nbsp;&nbsp; 4.457% | 95979 | &nbsp;&nbsp; 95514 |
| CMO Series 3065 Class EB | CMO Series 3065 Class EB | CMO Series 3065 Class EB | CMO Series 3065 Class EB |
| &nbsp;&nbsp; -3.0 x 30-day Average SOFR + <br> 19.547% <br>Cap 19.890% <br>11/15/2035<br>| &nbsp;&nbsp; 7.121% | 222352 | &nbsp;&nbsp; 246326 |
| CMO Series 3081 Class GC | CMO Series 3081 Class GC | CMO Series 3081 Class GC | CMO Series 3081 Class GC |
| &nbsp;&nbsp; -3.7 x 30-day Average SOFR + <br> 23.414% <br>Cap 23.833% <br>12/15/2035<br>| &nbsp;&nbsp; 8.226% | 348479 | &nbsp;&nbsp; 399092 |
| CMO Series 3085 Class FV | CMO Series 3085 Class FV | CMO Series 3085 Class FV | CMO Series 3085 Class FV |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.814% <br>Floor 0.700%, Cap 8.000% <br>08/15/2035<br>| &nbsp;&nbsp; 4.957% | 298530 | &nbsp;&nbsp; 300066 |
| CMO Series 3564 Class FC | CMO Series 3564 Class FC | CMO Series 3564 Class FC | CMO Series 3564 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.364% <br>Floor 1.250%, Cap 6.500% <br>01/15/2037<br>| &nbsp;&nbsp; 5.389% | 136671 | &nbsp;&nbsp; 139294 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3680 Class FA | CMO Series 3680 Class FA | CMO Series 3680 Class FA | CMO Series 3680 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.114% <br>Floor 1.000%, Cap 6.000% <br>06/15/2040<br>| &nbsp;&nbsp; 5.257% | 390617 | &nbsp;&nbsp; 395325 |
| CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN |
| &nbsp;&nbsp; -3.6 x 30-day Average SOFR + <br> 26.796% <br>Cap 5.500% <br>05/15/2041<br>| &nbsp;&nbsp; 5.500% | 14036 | &nbsp;&nbsp; 13581 |
| Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  |
| CMO Series 303 Class C21 | CMO Series 303 Class C21 | CMO Series 303 Class C21 | CMO Series 303 Class C21 |
| 01/15/2043 | &nbsp;&nbsp; 4.000% | 7691501 | &nbsp;&nbsp; 1181296 |
| CMO Series 303 Class C30 | CMO Series 303 Class C30 | CMO Series 303 Class C30 | CMO Series 303 Class C30 |
| 12/15/2042 | &nbsp;&nbsp; 4.500% | 4986139 | &nbsp;&nbsp; 727968 |
| CMO Series 364 Class C15 | CMO Series 364 Class C15 | CMO Series 364 Class C15 | CMO Series 364 Class C15 |
| 12/15/2046 | &nbsp;&nbsp; 3.500% | 3340354 | &nbsp;&nbsp; 503915 |
| CMO Series 4146 Class IA | CMO Series 4146 Class IA | CMO Series 4146 Class IA | CMO Series 4146 Class IA |
| 12/15/2032 | &nbsp;&nbsp; 3.500% | 2901481 | &nbsp;&nbsp; 227093 |
| CMO Series 4186 Class IB | CMO Series 4186 Class IB | CMO Series 4186 Class IB | CMO Series 4186 Class IB |
| 03/15/2033 | &nbsp;&nbsp; 3.000% | 2869614 | &nbsp;&nbsp; 195010 |
| CMO Series 4627 Class PI | CMO Series 4627 Class PI | CMO Series 4627 Class PI | CMO Series 4627 Class PI |
| 05/15/2044 | &nbsp;&nbsp; 3.500% | 675447 | &nbsp;&nbsp; 10459 |
| CMO Series 4698 Class BI | CMO Series 4698 Class BI | CMO Series 4698 Class BI | CMO Series 4698 Class BI |
| 07/15/2047 | &nbsp;&nbsp; 5.000% | 8812138 | &nbsp;&nbsp; 1678633 |
| CMO Series 5048 Class HI | CMO Series 5048 Class HI | CMO Series 5048 Class HI | CMO Series 5048 Class HI |
| 01/15/2042 | &nbsp;&nbsp; 4.500% | 2189391 | &nbsp;&nbsp; 413424 |
| CMO Series 5078 Class NI | CMO Series 5078 Class NI | CMO Series 5078 Class NI | CMO Series 5078 Class NI |
| 06/15/2042 | &nbsp;&nbsp; 4.000% | 2740000 | &nbsp;&nbsp; 448012 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 11/15/2052 | &nbsp;&nbsp; 4.000% | 6841538 | &nbsp;&nbsp; 1593439 |
| 11/15/2052 | &nbsp;&nbsp; 4.500% | 7983325 | &nbsp;&nbsp; 2147917 |
| Federal Home Loan Mortgage Corp.<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(f)</sup>  |
| CMO Series 351 Class 213 | CMO Series 351 Class 213 | CMO Series 351 Class 213 | CMO Series 351 Class 213 |
| 02/15/2046 | &nbsp;&nbsp; 4.261% | 240574 | &nbsp;&nbsp; 41265 |
| CMO Series 364 Class 141 | CMO Series 364 Class 141 | CMO Series 364 Class 141 | CMO Series 364 Class 141 |
| 12/15/2046 | &nbsp;&nbsp; 2.752% | 278873 | &nbsp;&nbsp; 36192 |
| CMO Series 364 Class 151 | CMO Series 364 Class 151 | CMO Series 364 Class 151 | CMO Series 364 Class 151 |
| 12/15/2046 | &nbsp;&nbsp; 3.356% | 268162 | &nbsp;&nbsp; 39649 |
| CMO Series 364 Class 158 | CMO Series 364 Class 158 | CMO Series 364 Class 158 | CMO Series 364 Class 158 |
| 12/15/2046 | &nbsp;&nbsp; 3.735% | 145127 | &nbsp;&nbsp; 23817 |
| CMO Series 364 Class 167 | CMO Series 364 Class 167 | CMO Series 364 Class 167 | CMO Series 364 Class 167 |
| 12/15/2046 | &nbsp;&nbsp; 2.567% | 259847 | &nbsp;&nbsp; 28517 |
| CMO Series 364 Class C23 | CMO Series 364 Class C23 | CMO Series 364 Class C23 | CMO Series 364 Class C23 |
| 12/15/2046 | &nbsp;&nbsp; 2.942% | 3305057 | &nbsp;&nbsp; 432928 |
| CMO Series 364 Class C24 | CMO Series 364 Class C24 | CMO Series 364 Class C24 | CMO Series 364 Class C24 |
| 12/15/2046 | &nbsp;&nbsp; 3.438% | 1857699 | &nbsp;&nbsp; 285759 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 364 Class C25 | CMO Series 364 Class C25 | CMO Series 364 Class C25 | CMO Series 364 Class C25 |
| 12/15/2046 | &nbsp;&nbsp; 4.052% | 560348 | &nbsp;&nbsp; 98924 |
| CMO Series 368 Class C15 | CMO Series 368 Class C15 | CMO Series 368 Class C15 | CMO Series 368 Class C15 |
| 01/25/2048 | &nbsp;&nbsp; 3.269% | 3426704 | &nbsp;&nbsp; 472310 |
| CMO Series 5094 Class IO | CMO Series 5094 Class IO | CMO Series 5094 Class IO | CMO Series 5094 Class IO |
| 12/15/2048 | &nbsp;&nbsp; 1.397% | 12065681 | &nbsp;&nbsp; 852343 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(e),(f)</sup>  |
| CMO Series K058 Class X1 | CMO Series K058 Class X1 | CMO Series K058 Class X1 | CMO Series K058 Class X1 |
| 08/25/2026 | &nbsp;&nbsp; 1.022% | 2191588 | &nbsp;&nbsp; 9190 |
| CMO Series KW02 Class X1 | CMO Series KW02 Class X1 | CMO Series KW02 Class X1 | CMO Series KW02 Class X1 |
| 12/25/2026 | &nbsp;&nbsp; 0.227% | 6982279 | &nbsp;&nbsp; 4508 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(c),(f)</sup>  |
| CMO Series 204236 Class IS | CMO Series 204236 Class IS | CMO Series 204236 Class IS | CMO Series 204236 Class IS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>08/15/2043<br>| &nbsp;&nbsp; 1.744% | 8216791 | &nbsp;&nbsp; 865612 |
| CMO Series 204419 Class BS | CMO Series 204419 Class BS | CMO Series 204419 Class BS | CMO Series 204419 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>05/15/2053<br>| &nbsp;&nbsp; 1.794% | 22419938 | &nbsp;&nbsp; 3029833 |
| CMO Series 204461 Class SA | CMO Series 204461 Class SA | CMO Series 204461 Class SA | CMO Series 204461 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>04/15/2045<br>| &nbsp;&nbsp; 1.944% | 4509208 | &nbsp;&nbsp; 644042 |
| CMO Series 204839 Class WS | CMO Series 204839 Class WS | CMO Series 204839 Class WS | CMO Series 204839 Class WS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>08/15/2056<br>| &nbsp;&nbsp; 1.844% | 33026153 | &nbsp;&nbsp; 4946568 |
| CMO Series 4942 Class SG | CMO Series 4942 Class SG | CMO Series 4942 Class SG | CMO Series 4942 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>01/25/2050<br>| &nbsp;&nbsp; 1.864% | 9101465 | &nbsp;&nbsp; 1081922 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f)</sup>  |
| CMO Series 204695 Class OI | CMO Series 204695 Class OI | CMO Series 204695 Class OI | CMO Series 204695 Class OI |
| 06/15/2047 | &nbsp;&nbsp; 4.000% | 2486049 | &nbsp;&nbsp; 425450 |
| CMO Series 204864 Class IU | CMO Series 204864 Class IU | CMO Series 204864 Class IU | CMO Series 204864 Class IU |
| 12/15/2048 | &nbsp;&nbsp; 4.500% | 2377543 | &nbsp;&nbsp; 438720 |
| CMO Series 205012 Class MI | CMO Series 205012 Class MI | CMO Series 205012 Class MI | CMO Series 205012 Class MI |
| 09/25/2050 | &nbsp;&nbsp; 4.000% | 7369083 | &nbsp;&nbsp; 1493023 |
| CMO Series 205038 Class ID | CMO Series 205038 Class ID | CMO Series 205038 Class ID | CMO Series 205038 Class ID |
| 11/25/2050 | &nbsp;&nbsp; 3.500% | 24911739 | &nbsp;&nbsp; 4463117 |
| CMO Series 4257 Class IK | CMO Series 4257 Class IK | CMO Series 4257 Class IK | CMO Series 4257 Class IK |
| 12/15/2042 | &nbsp;&nbsp; 4.000% | 2619267 | &nbsp;&nbsp; 415605 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4999 Class IA | CMO Series 4999 Class IA | CMO Series 4999 Class IA | CMO Series 4999 Class IA |
| 08/25/2050 | &nbsp;&nbsp; 4.500% | 21762568 | &nbsp;&nbsp; 4691315 |
| CMO Series 5043 Class IO | CMO Series 5043 Class IO | CMO Series 5043 Class IO | CMO Series 5043 Class IO |
| 11/25/2050 | &nbsp;&nbsp; 5.000% | 13067489 | &nbsp;&nbsp; 3260037 |
| CMO Series 5058 Class NI | CMO Series 5058 Class NI | CMO Series 5058 Class NI | CMO Series 5058 Class NI |
| 06/25/2050 | &nbsp;&nbsp; 3.000% | 13218893 | &nbsp;&nbsp; 2147133 |
| CMO Series 5079 Class DI | CMO Series 5079 Class DI | CMO Series 5079 Class DI | CMO Series 5079 Class DI |
| 02/25/2051 | &nbsp;&nbsp; 6.500% | 7067918 | &nbsp;&nbsp; 1173730 |
| CMO Series 5081 Class PI | CMO Series 5081 Class PI | CMO Series 5081 Class PI | CMO Series 5081 Class PI |
| 03/25/2051 | &nbsp;&nbsp; 3.000% | 37500699 | &nbsp;&nbsp; 6349577 |
| CMO Series 5088 Class IB | CMO Series 5088 Class IB | CMO Series 5088 Class IB | CMO Series 5088 Class IB |
| 03/25/2051 | &nbsp;&nbsp; 2.500% | 21764748 | &nbsp;&nbsp; 3143511 |
| CMO Series 5095 Class AI | CMO Series 5095 Class AI | CMO Series 5095 Class AI | CMO Series 5095 Class AI |
| 04/25/2051 | &nbsp;&nbsp; 3.500% | 17378181 | &nbsp;&nbsp; 3051510 |
| CMO Series 5113 Class MI | CMO Series 5113 Class MI | CMO Series 5113 Class MI | CMO Series 5113 Class MI |
| 06/25/2051 | &nbsp;&nbsp; 3.500% | 15699159 | &nbsp;&nbsp; 3030007 |
| CMO Series 5115 Class GI | CMO Series 5115 Class GI | CMO Series 5115 Class GI | CMO Series 5115 Class GI |
| 09/25/2050 | &nbsp;&nbsp; 3.000% | 9406067 | &nbsp;&nbsp; 1507641 |
| CMO Series 5148 Class EI | CMO Series 5148 Class EI | CMO Series 5148 Class EI | CMO Series 5148 Class EI |
| 10/25/2051 | &nbsp;&nbsp; 3.000% | 38324525 | &nbsp;&nbsp; 5975920 |
| CMO Series 5153 Class JI | CMO Series 5153 Class JI | CMO Series 5153 Class JI | CMO Series 5153 Class JI |
| 10/25/2051 | &nbsp;&nbsp; 3.500% | 7040972 | &nbsp;&nbsp; 1293393 |
| CMO Series 5217 Class PI | CMO Series 5217 Class PI | CMO Series 5217 Class PI | CMO Series 5217 Class PI |
| 04/25/2052 | &nbsp;&nbsp; 3.500% | 4266823 | &nbsp;&nbsp; 367563 |
| CMO Series 5223 Class IM | CMO Series 5223 Class IM | CMO Series 5223 Class IM | CMO Series 5223 Class IM |
| 02/25/2042 | &nbsp;&nbsp; 5.500% | 7294523 | &nbsp;&nbsp; 1101322 |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 3843 Class JZ | CMO Series 3843 Class JZ | CMO Series 3843 Class JZ | CMO Series 3843 Class JZ |
| 04/15/2041 | &nbsp;&nbsp; 5.100% | 1102994 | &nbsp;&nbsp; 1121838 |
| CMO Series 4372 Class Z | CMO Series 4372 Class Z | CMO Series 4372 Class Z | CMO Series 4372 Class Z |
| 08/15/2044 | &nbsp;&nbsp; 3.000% | 2542401 | &nbsp;&nbsp; 2355607 |
| CMO Series 4402 Class YB | CMO Series 4402 Class YB | CMO Series 4402 Class YB | CMO Series 4402 Class YB |
| 10/15/2044 | &nbsp;&nbsp; 3.000% | 2024401 | &nbsp;&nbsp; 1886410 |
| CMO Series 4612 Class HZ | CMO Series 4612 Class HZ | CMO Series 4612 Class HZ | CMO Series 4612 Class HZ |
| 08/15/2046 | &nbsp;&nbsp; 2.500% | 7547283 | &nbsp;&nbsp; 6571889 |
| CMO Series 4753 Class VZ | CMO Series 4753 Class VZ | CMO Series 4753 Class VZ | CMO Series 4753 Class VZ |
| 12/15/2047 | &nbsp;&nbsp; 3.000% | 1264538 | &nbsp;&nbsp; 1040899 |
| CMO Series 4755 Class Z | CMO Series 4755 Class Z | CMO Series 4755 Class Z | CMO Series 4755 Class Z |
| 02/15/2048 | &nbsp;&nbsp; 3.000% | 1214586 | &nbsp;&nbsp; 1090841 |
| CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 3793445 | &nbsp;&nbsp; 3065918 |
| CMO Series 5237 Class GA | CMO Series 5237 Class GA | CMO Series 5237 Class GA | CMO Series 5237 Class GA |
| 09/25/2046 | &nbsp;&nbsp; 4.000% | 1744116 | &nbsp;&nbsp; 1715857 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(f)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(f)</sup>  |
| CMO Series 5065 Class EI | CMO Series 5065 Class EI | CMO Series 5065 Class EI | CMO Series 5065 Class EI |
| 11/25/2044 | &nbsp;&nbsp; 5.335% | 1039036 | &nbsp;&nbsp; 195567 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 03/01/2026- <br>03/01/2053<br>| &nbsp;&nbsp; 7.000% | 789422 | &nbsp;&nbsp; 829442 |
| &nbsp;&nbsp; 12/01/2026- <br>08/01/2027<br>| &nbsp;&nbsp; 8.000% | 708 | &nbsp;&nbsp; 712 |
| &nbsp;&nbsp; 04/01/2027- <br>06/01/2032<br>| &nbsp;&nbsp; 7.500% | 10538 | &nbsp;&nbsp; 10875 |
| &nbsp;&nbsp; 05/01/2029- <br>07/01/2054<br>| &nbsp;&nbsp; 6.000% | 54413377 | &nbsp;&nbsp; 55885414 |
| &nbsp;&nbsp; 03/01/2033- <br>07/01/2055<br>| &nbsp;&nbsp; 5.500% | 162496404 | &nbsp;&nbsp; 164878239 |
| &nbsp;&nbsp; 09/01/2033- <br>11/01/2053<br>| &nbsp;&nbsp; 3.000% | 248531217 | &nbsp;&nbsp; 222127565 |
| &nbsp;&nbsp; 10/01/2033- <br>12/01/2052<br>| &nbsp;&nbsp; 3.500% | 100977089 | &nbsp;&nbsp; 94606269 |
| &nbsp;&nbsp; 02/01/2037- <br>06/01/2062<br>| &nbsp;&nbsp; 2.500% | 311126039 | &nbsp;&nbsp; 267250791 |
| &nbsp;&nbsp; 07/01/2039- <br>02/01/2055<br>| &nbsp;&nbsp; 5.000% | 127139773 | &nbsp;&nbsp; 127396863 |
| &nbsp;&nbsp; 08/01/2040- <br>04/01/2052<br>| &nbsp;&nbsp; 2.000% | 267193841 | &nbsp;&nbsp; 219927204 |
| &nbsp;&nbsp; 10/01/2040- <br>06/01/2056<br>| &nbsp;&nbsp; 4.500% | 68876923 | &nbsp;&nbsp; 67712480 |
| &nbsp;&nbsp; 02/01/2041- <br>11/01/2052<br>| &nbsp;&nbsp; 4.000% | 135747204 | &nbsp;&nbsp; 130694259 |
| &nbsp;&nbsp; 11/01/2050- <br>11/01/2051<br>| &nbsp;&nbsp; 1.500% | 37816145 | &nbsp;&nbsp; 29371195 |
| &nbsp;&nbsp; 01/01/2053- <br>02/01/2054<br>| &nbsp;&nbsp; 6.500% | 10179026 | &nbsp;&nbsp; 10544659 |
| CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z |
| 04/25/2033 | &nbsp;&nbsp; 6.000% | 54351 | &nbsp;&nbsp; 56589 |
| CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT |
| 05/25/2033 | &nbsp;&nbsp; 4.500% | 2264 | &nbsp;&nbsp; 2251 |
| CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ |
| 06/25/2037 | &nbsp;&nbsp; 5.500% | 297498 | &nbsp;&nbsp; 309784 |
| CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA |
| 11/25/2040 | &nbsp;&nbsp; 4.000% | 1198850 | &nbsp;&nbsp; 1157470 |
| CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK |
| 03/25/2041 | &nbsp;&nbsp; 4.000% | 2282853 | &nbsp;&nbsp; 2263632 |
| CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT |
| 06/25/2041 | &nbsp;&nbsp; 4.500% | 194585 | &nbsp;&nbsp; 196888 |
| CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB |
| 09/25/2041 | &nbsp;&nbsp; 4.500% | 6957289 | &nbsp;&nbsp; 6921041 |
| CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ |
| 11/25/2042 | &nbsp;&nbsp; 3.500% | 8001237 | &nbsp;&nbsp; 7648514 |
| CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA |
| 07/25/2042 | &nbsp;&nbsp; 3.500% | 6228557 | &nbsp;&nbsp; 5939111 |
| CMO Series 2012-94 | CMO Series 2012-94 | CMO Series 2012-94 | CMO Series 2012-94 |
| 09/25/2042 | &nbsp;&nbsp; 3.500% | 7262949 | &nbsp;&nbsp; 6950615 |
| CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA |
| 08/25/2041 | &nbsp;&nbsp; 4.000% | 1184108 | &nbsp;&nbsp; 1170452 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP |
| 05/25/2043 | &nbsp;&nbsp; 6.000% | 38654 | &nbsp;&nbsp; 37415 |
| CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA |
| 06/25/2047 | &nbsp;&nbsp; 3.500% | 301669 | &nbsp;&nbsp; 294902 |
| CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET |
| 09/25/2048 | &nbsp;&nbsp; 3.000% | 2110268 | &nbsp;&nbsp; 1930247 |
| CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 577349 | &nbsp;&nbsp; 529663 |
| CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ |
| 03/25/2049 | &nbsp;&nbsp; 4.000% | 2653000 | &nbsp;&nbsp; 2533100 |
| CMO Series 98-17 Class Z | CMO Series 98-17 Class Z | CMO Series 98-17 Class Z | CMO Series 98-17 Class Z |
| 04/18/2028 | &nbsp;&nbsp; 6.500% | 2301 | &nbsp;&nbsp; 2305 |
| Federal National Mortgage Association<sup>(s)</sup>  | Federal National Mortgage Association<sup>(s)</sup>  | Federal National Mortgage Association<sup>(s)</sup>  | Federal National Mortgage Association<sup>(s)</sup>  |
| 04/01/2051 | &nbsp;&nbsp; 2.000% | 13407401 | &nbsp;&nbsp; 10981486 |
| Federal National Mortgage Association<sup>(t)</sup>  | Federal National Mortgage Association<sup>(t)</sup>  | Federal National Mortgage Association<sup>(t)</sup>  | Federal National Mortgage Association<sup>(t)</sup>  |
| 05/01/2051 | &nbsp;&nbsp; 2.000% | 7500673 | &nbsp;&nbsp; 6146627 |
| Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  |
| CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.486% <br>Cap 7.600% <br>05/25/2034<br>| &nbsp;&nbsp; 3.414% | 694126 | &nbsp;&nbsp; 85825 |
| CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.476% <br>Cap 6.590% <br>06/25/2036<br>| &nbsp;&nbsp; 2.404% | 518932 | &nbsp;&nbsp; 60364 |
| CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>12/25/2039<br>| &nbsp;&nbsp; 2.014% | 1746306 | &nbsp;&nbsp; 206128 |
| CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>11/25/2039<br>| &nbsp;&nbsp; 2.064% | 2335293 | &nbsp;&nbsp; 224904 |
| CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>11/25/2040<br>| &nbsp;&nbsp; 2.414% | 2219692 | &nbsp;&nbsp; 318769 |
| CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>03/25/2040<br>| &nbsp;&nbsp; 2.064% | 3680753 | &nbsp;&nbsp; 282439 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.336% <br>Cap 6.450% <br>06/25/2040<br>| &nbsp;&nbsp; 2.264% | 949897 | &nbsp;&nbsp; 106126 |
| CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.426% <br>Cap 6.540% <br>12/25/2041<br>| &nbsp;&nbsp; 2.354% | 12692278 | &nbsp;&nbsp; 2166979 |
| CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.816% <br>Cap 5.930% <br>06/25/2041<br>| &nbsp;&nbsp; 1.744% | 3065651 | &nbsp;&nbsp; 305172 |
| CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2027<br>| &nbsp;&nbsp; 2.514% | 62167 | &nbsp;&nbsp; 468 |
| CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>02/25/2043<br>| &nbsp;&nbsp; 1.964% | 2968795 | &nbsp;&nbsp; 360284 |
| CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>12/25/2043<br>| &nbsp;&nbsp; 1.764% | 10010256 | &nbsp;&nbsp; 1149277 |
| CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2041<br>| &nbsp;&nbsp; 2.014% | 2237405 | &nbsp;&nbsp; 179364 |
| CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/25/2043<br>| &nbsp;&nbsp; 1.964% | 8549933 | &nbsp;&nbsp; 1259929 |
| CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>07/25/2044<br>| &nbsp;&nbsp; 2.514% | 2194442 | &nbsp;&nbsp; 338642 |
| CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2044<br>| &nbsp;&nbsp; 1.914% | 3782522 | &nbsp;&nbsp; 446874 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>01/25/2037<br>| &nbsp;&nbsp; 2.514% | 1824609 | &nbsp;&nbsp; 142317 |
| CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>04/25/2046<br>| &nbsp;&nbsp; 1.914% | 2745111 | &nbsp;&nbsp; 241367 |
| CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>10/25/2034<br>| &nbsp;&nbsp; 1.914% | 1250819 | &nbsp;&nbsp; 120296 |
| CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2046<br>| &nbsp;&nbsp; 1.914% | 3538360 | &nbsp;&nbsp; 264227 |
| CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2046<br>| &nbsp;&nbsp; 1.914% | 21256490 | &nbsp;&nbsp; 1576894 |
| CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>09/25/2046<br>| &nbsp;&nbsp; 2.064% | 3600471 | &nbsp;&nbsp; 372676 |
| CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>11/25/2046<br>| &nbsp;&nbsp; 1.914% | 4950262 | &nbsp;&nbsp; 367363 |
| CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/25/2046<br>| &nbsp;&nbsp; 1.914% | 9028590 | &nbsp;&nbsp; 1128080 |
| CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>12/25/2046<br>| &nbsp;&nbsp; 2.464% | 2024570 | &nbsp;&nbsp; 177885 |
| CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/25/2047<br>| &nbsp;&nbsp; 1.964% | 3312059 | &nbsp;&nbsp; 240562 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 3.836% <br>Cap 2.750% <br>08/25/2047<br>| &nbsp;&nbsp; 0.000% | 4712505 | &nbsp;&nbsp; 211517 |
| CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>09/25/2038<br>| &nbsp;&nbsp; 2.064% | 2905458 | &nbsp;&nbsp; 308665 |
| CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>08/25/2048<br>| &nbsp;&nbsp; 2.014% | 2120811 | &nbsp;&nbsp; 177167 |
| CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>07/25/2049<br>| &nbsp;&nbsp; 1.964% | 9024478 | &nbsp;&nbsp; 820286 |
| CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>08/25/2049<br>| &nbsp;&nbsp; 1.914% | 8586817 | &nbsp;&nbsp; 817984 |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.314% <br>Floor 0.200%, Cap 8.000% <br>12/25/2034<br>| &nbsp;&nbsp; 4.386% | 98257 | &nbsp;&nbsp; 97838 |
| CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH |
| &nbsp;&nbsp; -2.6 x 30-day Average SOFR + <br> 15.437% <br>Cap 15.738% <br>05/25/2035<br>| &nbsp;&nbsp; 4.757% | 95780 | &nbsp;&nbsp; 102386 |
| CMO Series 2007-90 Class F | CMO Series 2007-90 Class F | CMO Series 2007-90 Class F | CMO Series 2007-90 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.604% <br>Floor 0.490%, Cap 7.000% <br>09/25/2037<br>| &nbsp;&nbsp; 4.676% | 4882 | &nbsp;&nbsp; 4876 |
| CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 |
| &nbsp;&nbsp; -6.0 x 30-day Average SOFR + <br> 38.493% <br>Cap 39.180% <br>07/25/2037<br>| &nbsp;&nbsp; 14.062% | 32558 | &nbsp;&nbsp; 44865 |
| CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS |
| &nbsp;&nbsp; -5.0 x 30-day Average SOFR + <br> 32.428% <br>Cap 33.000% <br>08/25/2036<br>| &nbsp;&nbsp; 12.069% | 149842 | &nbsp;&nbsp; 204784 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS |
| &nbsp;&nbsp; -2.0 x 30-day Average SOFR + <br> 9.771% <br>Cap 10.000% <br>12/25/2040<br>| &nbsp;&nbsp; 1.722% | 420858 | &nbsp;&nbsp; 311990 |
| CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.664% <br>Floor 0.550%, Cap 7.000% <br>10/25/2040<br>| &nbsp;&nbsp; 4.736% | 73281 | &nbsp;&nbsp; 73192 |
| CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.614% <br>Floor 0.500%, Cap 6.500% <br>02/25/2042<br>| &nbsp;&nbsp; 4.686% | 558155 | &nbsp;&nbsp; 554216 |
| CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT |
| &nbsp;&nbsp; -3.0 x 30-day Average SOFR + <br> 13.157% <br>Cap 4.500% <br>10/25/2042<br>| &nbsp;&nbsp; 1.083% | 310600 | &nbsp;&nbsp; 237597 |
| CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT |
| &nbsp;&nbsp; -4.5 x 30-day Average SOFR + <br> 17.485% <br>Cap 4.500% <br>01/25/2043<br>| &nbsp;&nbsp; 0.000% | 32299 | &nbsp;&nbsp; 23594 |
| Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  |
| CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI |
| 03/25/2043 | &nbsp;&nbsp; 4.000% | 2501168 | &nbsp;&nbsp; 204696 |
| CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI |
| 03/25/2043 | &nbsp;&nbsp; 5.000% | 3542276 | &nbsp;&nbsp; 555180 |
| CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB |
| 04/25/2033 | &nbsp;&nbsp; 3.000% | 3193501 | &nbsp;&nbsp; 236674 |
| CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI |
| 02/25/2033 | &nbsp;&nbsp; 3.000% | 3099290 | &nbsp;&nbsp; 148522 |
| CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI |
| 07/25/2045 | &nbsp;&nbsp; 5.500% | 15769761 | &nbsp;&nbsp; 2194348 |
| CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI |
| 06/25/2050 | &nbsp;&nbsp; 2.500% | 15260681 | &nbsp;&nbsp; 1555289 |
| CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI |
| 12/25/2040 | &nbsp;&nbsp; 5.000% | 3774220 | &nbsp;&nbsp; 716730 |
| CMO Series 20434 Class C24 | CMO Series 20434 Class C24 | CMO Series 20434 Class C24 | CMO Series 20434 Class C24 |
| 06/25/2053 | &nbsp;&nbsp; 4.500% | 26883908 | &nbsp;&nbsp; 5875769 |
| CMO Series 385 Class 8 | CMO Series 385 Class 8 | CMO Series 385 Class 8 | CMO Series 385 Class 8 |
| 12/25/2037 | &nbsp;&nbsp; 5.500% | 1276416 | &nbsp;&nbsp; 226653 |
| CMO Series 426 Class C58 | CMO Series 426 Class C58 | CMO Series 426 Class C58 | CMO Series 426 Class C58 |
| 03/25/2052 | &nbsp;&nbsp; 3.000% | 30755313 | &nbsp;&nbsp; 5154188 |
| CMO Series 427 Class C17 | CMO Series 427 Class C17 | CMO Series 427 Class C17 | CMO Series 427 Class C17 |
| 01/25/2035 | &nbsp;&nbsp; 3.000% | 7982054 | &nbsp;&nbsp; 700206 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 427 Class C57 | CMO Series 427 Class C57 | CMO Series 427 Class C57 | CMO Series 427 Class C57 |
| 02/25/2032 | &nbsp;&nbsp; 2.500% | 39759845 | &nbsp;&nbsp; 2157290 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 01/25/2052 | &nbsp;&nbsp; 4.500% | 2196870 | &nbsp;&nbsp; 562688 |
| Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  | Federal National Mortgage Association<sup>(e),(f)</sup>  |
| CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO |
| 03/25/2059 | &nbsp;&nbsp; 1.072% | 7765994 | &nbsp;&nbsp; 484933 |
| Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS |
| CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY |
| 12/25/2040 | &nbsp;&nbsp; 4.000% | 1196502 | &nbsp;&nbsp; 1183821 |
| CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z |
| 10/25/2042 | &nbsp;&nbsp; 3.500% | 2113475 | &nbsp;&nbsp; 2019928 |
| CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA |
| 03/25/2043 | &nbsp;&nbsp; 3.000% | 2823879 | &nbsp;&nbsp; 2623837 |
| CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ |
| 07/25/2043 | &nbsp;&nbsp; 3.000% | 14361771 | &nbsp;&nbsp; 13243581 |
| CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX |
| 12/25/2047 | &nbsp;&nbsp; 4.000% | 7423131 | &nbsp;&nbsp; 7219137 |
| CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB |
| 12/25/2049 | &nbsp;&nbsp; 3.500% | 2185165 | &nbsp;&nbsp; 2036532 |
| CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG |
| 07/25/2050 | &nbsp;&nbsp; 2.000% | 1685228 | &nbsp;&nbsp; 1403849 |
| Federal National Mortgage Association REMICS<sup>(f)</sup>  | Federal National Mortgage Association REMICS<sup>(f)</sup>  | Federal National Mortgage Association REMICS<sup>(f)</sup>  | Federal National Mortgage Association REMICS<sup>(f)</sup>  |
| CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI |
| 02/25/2033 | &nbsp;&nbsp; 3.000% | 4847858 | &nbsp;&nbsp; 330384 |
| CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI |
| 11/25/2045 | &nbsp;&nbsp; 5.500% | 4432979 | &nbsp;&nbsp; 657556 |
| CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID |
| 07/25/2047 | &nbsp;&nbsp; 4.000% | 1939408 | &nbsp;&nbsp; 331793 |
| CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI |
| 07/25/2050 | &nbsp;&nbsp; 4.000% | 37503769 | &nbsp;&nbsp; 7233982 |
| CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI |
| 10/25/2050 | &nbsp;&nbsp; 5.500% | 5460397 | &nbsp;&nbsp; 948507 |
| CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB |
| 05/25/2050 | &nbsp;&nbsp; 3.500% | 10569641 | &nbsp;&nbsp; 1901096 |
| CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB |
| 02/25/2061 | &nbsp;&nbsp; 3.500% | 11381777 | &nbsp;&nbsp; 1984044 |
| CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI |
| 11/25/2051 | &nbsp;&nbsp; 3.500% | 18715848 | &nbsp;&nbsp; 3935802 |
| CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI |
| 01/25/2052 | &nbsp;&nbsp; 3.000% | 21950534 | &nbsp;&nbsp; 3685589 |
| CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH |
| 07/25/2052 | &nbsp;&nbsp; 4.500% | 2777777 | &nbsp;&nbsp; 570091 |
| CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI |
| 02/25/2052 | &nbsp;&nbsp; 3.000% | 23809534 | &nbsp;&nbsp; 2737268 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association REMICS<sup>(c),(f)</sup>  | Federal National Mortgage Association REMICS<sup>(c),(f)</sup>  | Federal National Mortgage Association REMICS<sup>(c),(f)</sup>  | Federal National Mortgage Association REMICS<sup>(c),(f)</sup>  |
| CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.786% <br>Cap 5.900% <br>01/25/2044<br>| &nbsp;&nbsp; 1.714% | 7939063 | &nbsp;&nbsp; 874790 |
| CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>03/25/2047<br>| &nbsp;&nbsp; 1.864% | 7223652 | &nbsp;&nbsp; 928200 |
| CMO Series 2017-38 Class S | CMO Series 2017-38 Class S | CMO Series 2017-38 Class S | CMO Series 2017-38 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/25/2047<br>| &nbsp;&nbsp; 1.914% | 12200259 | &nbsp;&nbsp; 1564390 |
| CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>06/25/2048<br>| &nbsp;&nbsp; 2.014% | 8841934 | &nbsp;&nbsp; 1164563 |
| CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>06/25/2049<br>| &nbsp;&nbsp; 1.864% | 29904060 | &nbsp;&nbsp; 3429547 |
| CMO Series 3908 Class XS | CMO Series 3908 Class XS | CMO Series 3908 Class XS | CMO Series 3908 Class XS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.336% <br>Cap 6.450% <br>06/15/2039<br>| &nbsp;&nbsp; 2.194% | 6309187 | &nbsp;&nbsp; 733095 |
| Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  |
| CMO Series 204314 Class SA | CMO Series 204314 Class SA | CMO Series 204314 Class SA | CMO Series 204314 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>03/15/2044<br>| &nbsp;&nbsp; 1.744% | 2656722 | &nbsp;&nbsp; 248756 |
| CMO Series 4715 Class JS | CMO Series 4715 Class JS | CMO Series 4715 Class JS | CMO Series 4715 Class JS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>08/15/2047<br>| &nbsp;&nbsp; 1.894% | 4197458 | &nbsp;&nbsp; 522296 |
| CMO Series 4795 Class MS | CMO Series 4795 Class MS | CMO Series 4795 Class MS | CMO Series 4795 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>06/15/2048<br>| &nbsp;&nbsp; 1.894% | 3541535 | &nbsp;&nbsp; 472287 |
| Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  |
| CMO Series 4927 Class IO | CMO Series 4927 Class IO | CMO Series 4927 Class IO | CMO Series 4927 Class IO |
| 11/25/2049 | &nbsp;&nbsp; 5.000% | 7269574 | &nbsp;&nbsp; 1591081 |
| CMO Series 4999 Class QI | CMO Series 4999 Class QI | CMO Series 4999 Class QI | CMO Series 4999 Class QI |
| 05/25/2050 | &nbsp;&nbsp; 4.000% | 165078 | &nbsp;&nbsp; 32168 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 5093 Class IV | CMO Series 5093 Class IV | CMO Series 5093 Class IV | CMO Series 5093 Class IV |
| 12/25/2050 | &nbsp;&nbsp; 4.500% | 7465850 | &nbsp;&nbsp; 1721249 |
| CMO Series 5093 Class VI | CMO Series 5093 Class VI | CMO Series 5093 Class VI | CMO Series 5093 Class VI |
| 12/25/2050 | &nbsp;&nbsp; 4.500% | 12769414 | &nbsp;&nbsp; 2943983 |
| CMO Series 5282A Class GI | CMO Series 5282A Class GI | CMO Series 5282A Class GI | CMO Series 5282A Class GI |
| 02/25/2050 | &nbsp;&nbsp; 4.000% | 2230149 | &nbsp;&nbsp; 472445 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 05/15/2040- <br>05/20/2053<br>| &nbsp;&nbsp; 5.000% | 5037558 | &nbsp;&nbsp; 5085180 |
| &nbsp;&nbsp; 05/20/2041- <br>11/20/2054<br>| &nbsp;&nbsp; 4.500% | 56931920 | &nbsp;&nbsp; 55978287 |
| &nbsp;&nbsp; 02/15/2042- <br>03/20/2049<br>| &nbsp;&nbsp; 4.000% | 14037692 | &nbsp;&nbsp; 13549111 |
| &nbsp;&nbsp; 08/20/2042- <br>10/20/2052<br>| &nbsp;&nbsp; 3.500% | 42139079 | &nbsp;&nbsp; 39462931 |
| &nbsp;&nbsp; 12/20/2046- <br>06/20/2052<br>| &nbsp;&nbsp; 3.000% | 56438782 | &nbsp;&nbsp; 51026657 |
| &nbsp;&nbsp; 10/20/2049- <br>04/20/2052<br>| &nbsp;&nbsp; 2.500% | 27279571 | &nbsp;&nbsp; 23714058 |
| &nbsp;&nbsp; 12/20/2050- <br>03/20/2052<br>| &nbsp;&nbsp; 2.000% | 36247238 | &nbsp;&nbsp; 30183760 |
| &nbsp;&nbsp; 01/20/2053- <br>07/20/2055<br>| &nbsp;&nbsp; 5.500% | 53581570 | &nbsp;&nbsp; 54408112 |
| 04/20/2053 | &nbsp;&nbsp; 6.000% | 8546955 | &nbsp;&nbsp; 8772269 |
| 03/20/2054 | &nbsp;&nbsp; 6.500% | 2231403 | &nbsp;&nbsp; 2304560 |
| CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA |
| 06/16/2035 | &nbsp;&nbsp; 6.000% | 1866585 | &nbsp;&nbsp; 1947646 |
| CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD |
| 11/20/2039 | &nbsp;&nbsp; 5.000% | 1012965 | &nbsp;&nbsp; 1048592 |
| CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX |
| 07/20/2039 | &nbsp;&nbsp; 5.000% | 1239467 | &nbsp;&nbsp; 1247159 |
| CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB |
| 08/20/2039 | &nbsp;&nbsp; 5.000% | 1366888 | &nbsp;&nbsp; 1435536 |
| CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL |
| 04/16/2040 | &nbsp;&nbsp; 4.000% | 1383967 | &nbsp;&nbsp; 1376852 |
| CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY |
| 09/20/2040 | &nbsp;&nbsp; 4.000% | 1301278 | &nbsp;&nbsp; 1288074 |
| CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE |
| 10/16/2040 | &nbsp;&nbsp; 4.000% | 3079671 | &nbsp;&nbsp; 3071533 |
| CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP |
| 02/16/2043 | &nbsp;&nbsp; 2.750% | 3266118 | &nbsp;&nbsp; 3162226 |
| CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB |
| 08/20/2046 | &nbsp;&nbsp; 2.500% | 1097000 | &nbsp;&nbsp; 844390 |
| CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ |
| 01/20/2048 | &nbsp;&nbsp; 3.000% | 4682451 | &nbsp;&nbsp; 3859577 |
| CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE |
| 08/20/2048 | &nbsp;&nbsp; 3.500% | 1135763 | &nbsp;&nbsp; 1038805 |
| CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ |
| 10/20/2048 | &nbsp;&nbsp; 3.500% | 3940072 | &nbsp;&nbsp; 3798203 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL |
| 11/20/2045 | &nbsp;&nbsp; 3.500% | 560419 | &nbsp;&nbsp; 554637 |
| CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL |
| 08/20/2053 | &nbsp;&nbsp; 6.000% | 3203625 | &nbsp;&nbsp; 3309726 |
| Government National Mortgage Association<sup>(t)</sup>  | Government National Mortgage Association<sup>(t)</sup>  | Government National Mortgage Association<sup>(t)</sup>  | Government National Mortgage Association<sup>(t)</sup>  |
| 10/20/2052 | &nbsp;&nbsp; 4.000% | 26220095 | &nbsp;&nbsp; 25072367 |
| Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 1.140% <br>03/20/2066<br>| &nbsp;&nbsp; 5.050% | 27007 | &nbsp;&nbsp; 27212 |
| &nbsp;&nbsp; 1-year CMT + 0.646% <br>04/20/2066<br>| &nbsp;&nbsp; 4.618% | 61934 | &nbsp;&nbsp; 62286 |
| CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS |
| &nbsp;&nbsp; -6.0 x 1-month Term SOFR + <br> 38.973% <br>Cap 39.660% <br>07/20/2036<br>| &nbsp;&nbsp; 15.214% | 346009 | &nbsp;&nbsp; 484373 |
| CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 10.690% <br>03/20/2060<br>| &nbsp;&nbsp; 4.624% | 70287 | &nbsp;&nbsp; 70341 |
| CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 13.898% <br>08/20/2058<br>| &nbsp;&nbsp; 4.570% | 6983 | &nbsp;&nbsp; 6974 |
| CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 10.500% <br>09/20/2062<br>| &nbsp;&nbsp; 4.780% | 12075 | &nbsp;&nbsp; 12088 |
| CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>05/20/2061<br>| &nbsp;&nbsp; 4.920% | 99 | &nbsp;&nbsp; 99 |
| CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>05/20/2061<br>| &nbsp;&nbsp; 4.870% | 88 | &nbsp;&nbsp; 88 |
| CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>12/20/2061<br>| &nbsp;&nbsp; 4.920% | 28008 | &nbsp;&nbsp; 27607 |
| CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD |
| &nbsp;&nbsp; 1-month Term SOFR + 0.454% <br>Floor 0.340%, Cap 10.500% <br>12/20/2062<br>| &nbsp;&nbsp; 4.560% | 31393 | &nbsp;&nbsp; 31321 |
| CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400% <br>02/20/2062<br>| &nbsp;&nbsp; 4.499% | 1934 | &nbsp;&nbsp; 1916 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 10.000% <br>03/20/2063<br>| &nbsp;&nbsp; 4.620% | 291929 | &nbsp;&nbsp; 290659 |
| CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD |
| &nbsp;&nbsp; 1-month Term SOFR + 0.584% <br>Floor 0.470%, Cap 11.000% <br>06/20/2063<br>| &nbsp;&nbsp; 4.690% | 103046 | &nbsp;&nbsp; 102978 |
| CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 11.000% <br>07/20/2063<br>| &nbsp;&nbsp; 4.770% | 15770 | &nbsp;&nbsp; 15784 |
| CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.190% <br>07/20/2063<br>| &nbsp;&nbsp; 4.720% | 7983 | &nbsp;&nbsp; 7983 |
| CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.000% <br>08/20/2063<br>| &nbsp;&nbsp; 4.820% | 87808 | &nbsp;&nbsp; 87963 |
| CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.000% <br>08/20/2065<br>| &nbsp;&nbsp; 4.820% | 5456 | &nbsp;&nbsp; 5464 |
| CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650%, Cap 15.000% <br>06/20/2066<br>| &nbsp;&nbsp; 4.870% | 179305 | &nbsp;&nbsp; 179687 |
| CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300%, Cap 11.000% <br>03/20/2068<br>| &nbsp;&nbsp; 4.520% | 639377 | &nbsp;&nbsp; 637787 |
| CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL |
| &nbsp;&nbsp; 1-month Term SOFR + 0.564% <br>Floor 0.450%, Cap 11.000% <br>12/20/2068<br>| &nbsp;&nbsp; 4.670% | 116866 | &nbsp;&nbsp; 116787 |
| CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 11.000% <br>05/20/2069<br>| &nbsp;&nbsp; 4.620% | 476410 | &nbsp;&nbsp; 475758 |
| CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 11.000% <br>08/20/2070<br>| &nbsp;&nbsp; 4.620% | 803493 | &nbsp;&nbsp; 801613 |
| CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.450% <br>Floor 0.450%, Cap 11.000% <br>04/20/2072<br>| &nbsp;&nbsp; 4.549% | 1726115 | &nbsp;&nbsp; 1718684 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.040% <br>Floor 1.040%, Cap 7.500% <br>09/20/2072<br>| &nbsp;&nbsp; 5.139% | 1579032 | &nbsp;&nbsp; 1580078 |
| Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  |
| CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 4.886% <br>Cap 5.000% <br>03/20/2040<br>| &nbsp;&nbsp; 0.926% | 5111392 | &nbsp;&nbsp; 392806 |
| CMO Series 2011-13 Class S | CMO Series 2011-13 Class S | CMO Series 2011-13 Class S | CMO Series 2011-13 Class S |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.836% <br>Cap 5.950% <br>01/16/2041<br>| &nbsp;&nbsp; 1.877% | 3115947 | &nbsp;&nbsp; 329829 |
| CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.486% <br>Cap 6.600% <br>02/20/2041<br>| &nbsp;&nbsp; 2.526% | 1459392 | &nbsp;&nbsp; 154863 |
| CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.586% <br>Cap 5.700% <br>10/20/2045<br>| &nbsp;&nbsp; 1.626% | 2243546 | &nbsp;&nbsp; 236810 |
| CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>06/20/2047<br>| &nbsp;&nbsp; 2.126% | 6940729 | &nbsp;&nbsp; 1101830 |
| CMO Series 2018-104 Class SD | CMO Series 2018-104 Class SD | CMO Series 2018-104 Class SD | CMO Series 2018-104 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>08/20/2048<br>| &nbsp;&nbsp; 2.126% | 11196292 | &nbsp;&nbsp; 1409641 |
| CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>10/20/2049<br>| &nbsp;&nbsp; 2.026% | 9458606 | &nbsp;&nbsp; 1219690 |
| CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2049<br>| &nbsp;&nbsp; 2.026% | 7166628 | &nbsp;&nbsp; 876267 |
| CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>03/20/2049<br>| &nbsp;&nbsp; 1.976% | 11573450 | &nbsp;&nbsp; 1237227 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2049<br>| &nbsp;&nbsp; 2.026% | 6062245 | &nbsp;&nbsp; 725496 |
| CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.486% <br>Cap 5.600% <br>07/20/2049<br>| &nbsp;&nbsp; 1.526% | 2674151 | &nbsp;&nbsp; 180921 |
| CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/20/2050<br>| &nbsp;&nbsp; 2.176% | 3194224 | &nbsp;&nbsp; 466615 |
| CMO Series 2020-62 Class ES | CMO Series 2020-62 Class ES | CMO Series 2020-62 Class ES | CMO Series 2020-62 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>05/20/2050<br>| &nbsp;&nbsp; 2.076% | 29675511 | &nbsp;&nbsp; 3970485 |
| CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>03/20/2051<br>| &nbsp;&nbsp; 2.226% | 16670411 | &nbsp;&nbsp; 2350641 |
| CMO Series 2024-134 Class SN | CMO Series 2024-134 Class SN | CMO Series 2024-134 Class SN | CMO Series 2024-134 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.950% <br>Cap 5.950% <br>08/20/2054<br>| &nbsp;&nbsp; 1.851% | 7225475 | &nbsp;&nbsp; 637912 |
| Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ |
| 07/20/2060 | &nbsp;&nbsp; 5.139% | 1353 | &nbsp;&nbsp; 1365 |
| CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA |
| 12/20/2066 | &nbsp;&nbsp; 4.436% | 274 | &nbsp;&nbsp; 273 |
| Series 2003-72 Class Z | Series 2003-72 Class Z | Series 2003-72 Class Z | Series 2003-72 Class Z |
| 11/16/2045 | &nbsp;&nbsp; 5.483% | 137990 | &nbsp;&nbsp; 137705 |
| Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  |
| CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT |
| 01/20/2043 | &nbsp;&nbsp; 5.000% | 2451745 | &nbsp;&nbsp; 497937 |
| CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI |
| 07/20/2046 | &nbsp;&nbsp; 4.000% | 4615428 | &nbsp;&nbsp; 770357 |
| CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI |
| 07/20/2046 | &nbsp;&nbsp; 3.500% | 1715284 | &nbsp;&nbsp; 294675 |
| CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI |
| 07/20/2047 | &nbsp;&nbsp; 4.000% | 3078686 | &nbsp;&nbsp; 511960 |
| CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI |
| 04/20/2047 | &nbsp;&nbsp; 6.000% | 2059015 | &nbsp;&nbsp; 298624 |
| CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI |
| 05/20/2047 | &nbsp;&nbsp; 5.500% | 837923 | &nbsp;&nbsp; 121048 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI |
| 09/20/2046 | &nbsp;&nbsp; 5.500% | 1347285 | &nbsp;&nbsp; 226948 |
| CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI |
| 09/20/2049 | &nbsp;&nbsp; 3.500% | 17945131 | &nbsp;&nbsp; 3368703 |
| CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI |
| 08/16/2049 | &nbsp;&nbsp; 4.000% | 4551250 | &nbsp;&nbsp; 938577 |
| CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI |
| 09/20/2050 | &nbsp;&nbsp; 3.000% | 21704489 | &nbsp;&nbsp; 3535566 |
| CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI |
| 09/20/2050 | &nbsp;&nbsp; 3.000% | 8077542 | &nbsp;&nbsp; 1352202 |
| CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA |
| 12/20/2050 | &nbsp;&nbsp; 2.500% | 2657709 | &nbsp;&nbsp; 386424 |
| CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI |
| 01/20/2051 | &nbsp;&nbsp; 2.000% | 35140671 | &nbsp;&nbsp; 4186305 |
| CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI |
| 01/20/2051 | &nbsp;&nbsp; 2.500% | 6772961 | &nbsp;&nbsp; 987703 |
| CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM |
| 05/20/2051 | &nbsp;&nbsp; 3.500% | 3047690 | &nbsp;&nbsp; 560364 |
| CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI |
| 07/20/2052 | &nbsp;&nbsp; 5.000% | 7924069 | &nbsp;&nbsp; 1305691 |
| CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI |
| 06/20/2052 | &nbsp;&nbsp; 5.500% | 2076233 | &nbsp;&nbsp; 346192 |
| CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO |
| 02/20/2053 | &nbsp;&nbsp; 5.000% | 29551665 | &nbsp;&nbsp; 6746985 |
| Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  |
| CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.423% | 8273690 | &nbsp;&nbsp; 176575 |
| CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI |
| 02/20/2064 | &nbsp;&nbsp; 1.660% | 1069686 | &nbsp;&nbsp; 33845 |
| CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI |
| 06/20/2064 | &nbsp;&nbsp; 1.748% | 2022792 | &nbsp;&nbsp; 50968 |
| CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI |
| 05/20/2064 | &nbsp;&nbsp; 1.441% | 920719 | &nbsp;&nbsp; 45002 |
| CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI |
| 10/20/2064 | &nbsp;&nbsp; 1.374% | 158005 | &nbsp;&nbsp; 10436 |
| CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO |
| 12/16/2057 | &nbsp;&nbsp; 0.729% | 1495571 | &nbsp;&nbsp; 54204 |
| CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG |
| 01/16/2057 | &nbsp;&nbsp; 0.596% | 5726489 | &nbsp;&nbsp; 153932 |
| CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.741% | 1978807 | &nbsp;&nbsp; 80253 |
| CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO |
| 09/16/2049 | &nbsp;&nbsp; 0.568% | 3313510 | &nbsp;&nbsp; 69657 |
| CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.414% | 986631 | &nbsp;&nbsp; 11009 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** | **Residential Mortgage-Backed Securities - Agency**<sup>(r)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO |
| 02/16/2049 | &nbsp;&nbsp; 0.503% | 6005532 | &nbsp;&nbsp; 106271 |
| CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI |
| 09/20/2065 | &nbsp;&nbsp; 1.862% | 706100 | &nbsp;&nbsp; 23778 |
| CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO |
| 12/16/2055 | &nbsp;&nbsp; 0.709% | 3993440 | &nbsp;&nbsp; 111765 |
| CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO |
| 10/16/2060 | &nbsp;&nbsp; 0.957% | 5717895 | &nbsp;&nbsp; 385682 |
| CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA |
| 03/16/2047 | &nbsp;&nbsp; 4.067% | 7090452 | &nbsp;&nbsp; 1237794 |
| CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO |
| 10/16/2062 | &nbsp;&nbsp; 0.844% | 7477377 | &nbsp;&nbsp; 482573 |
| CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO |
| 02/16/2063 | &nbsp;&nbsp; 0.822% | 6504964 | &nbsp;&nbsp; 402374 |
| CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO |
| 04/20/2070 | &nbsp;&nbsp; 0.000% | 6391620 | &nbsp;&nbsp; 53583 |
| CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA |
| 01/20/2068 | &nbsp;&nbsp; 0.043% | 918089 | &nbsp;&nbsp; 7954 |
| Government National Mortgage Association TBA<sup>(d)</sup>  | Government National Mortgage Association TBA<sup>(d)</sup>  | Government National Mortgage Association TBA<sup>(d)</sup>  | Government National Mortgage Association TBA<sup>(d)</sup>  |
| 12/20/2053 | &nbsp;&nbsp; 4.500% | 18275000 | &nbsp;&nbsp; 17871308 |
| &nbsp;&nbsp; 12/20/2053- <br>01/21/2055<br>| &nbsp;&nbsp; 5.000% | 50156000 | &nbsp;&nbsp; 50092017 |
| 12/19/2054 | &nbsp;&nbsp; 4.000% | 26067000 | &nbsp;&nbsp; 24711426 |
| 12/18/2055 | &nbsp;&nbsp; 2.500% | 72434000 | &nbsp;&nbsp; 62850495 |
| 12/18/2055 | &nbsp;&nbsp; 3.000% | 26494000 | &nbsp;&nbsp; 23899643 |
| 12/18/2055 | &nbsp;&nbsp; 3.500% | 64540000 | &nbsp;&nbsp; 59157465 |
| 12/18/2055 | &nbsp;&nbsp; 5.500% | 17750000 | &nbsp;&nbsp; 17925328 |
| 12/18/2055 | &nbsp;&nbsp; 6.000% | 6675000 | &nbsp;&nbsp; 6803162 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) |
| 11/25/2057 | &nbsp;&nbsp; 3.500% | 3501601 | &nbsp;&nbsp; 3373234 |
| Uniform Mortgage-Backed Security TBA<sup>(d)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(d)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(d)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(d)</sup>  |
| &nbsp;&nbsp; 12/13/2053- <br>01/14/2055<br>| &nbsp;&nbsp; 2.000% | 64375000 | &nbsp;&nbsp; 52373785 |
| 12/13/2053 | &nbsp;&nbsp; 3.000% | 54493000 | &nbsp;&nbsp; 48390606 |
| &nbsp;&nbsp; 12/13/2053- <br>01/14/2055<br>| &nbsp;&nbsp; 4.000% | 23536000 | &nbsp;&nbsp; 22413079 |
| &nbsp;&nbsp; 12/13/2053- <br>01/14/2056<br>| &nbsp;&nbsp; 4.500% | 60705000 | &nbsp;&nbsp; 59389372 |
| &nbsp;&nbsp; 12/13/2053- <br>01/16/2054<br>| &nbsp;&nbsp; 5.000% | 43510000 | &nbsp;&nbsp; 43414065 |
| 12/13/2053 | &nbsp;&nbsp; 5.500% | 20325000 | &nbsp;&nbsp; 20581218 |
| &nbsp;&nbsp; 12/12/2054- <br>01/14/2055<br>| &nbsp;&nbsp; 2.500% | 26800000 | &nbsp;&nbsp; 22799109 |
| 12/12/2054 | &nbsp;&nbsp; 3.500% | 59875000 | &nbsp;&nbsp; 55375139 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,631,232,042) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,631,232,042) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,631,232,042) | &nbsp;&nbsp; **3577751966** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.6%** | **Residential Mortgage-Backed Securities - Non-Agency 5.6%** | **Residential Mortgage-Backed Securities - Non-Agency 5.6%** | **Residential Mortgage-Backed Securities - Non-Agency 5.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ACE Securities Corp. Home Equity Loan Trust<sup>(c)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(c)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(c)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480% <br>04/25/2036<br>| &nbsp;&nbsp; 4.549% | 6182202 | &nbsp;&nbsp; 5747032 |
| Ajax Mortgage Loan Trust<sup>(b),(m)</sup>  | Ajax Mortgage Loan Trust<sup>(b),(m)</sup>  | Ajax Mortgage Loan Trust<sup>(b),(m)</sup>  | Ajax Mortgage Loan Trust<sup>(b),(m)</sup>  |
| CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 |
| 07/25/2059 | &nbsp;&nbsp; 2.860% | 2508533 | &nbsp;&nbsp; 2454494 |
| Angel Oak Mortgage Trust<sup>(b),(m)</sup>  | Angel Oak Mortgage Trust<sup>(b),(m)</sup>  | Angel Oak Mortgage Trust<sup>(b),(m)</sup>  | Angel Oak Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 |
| 07/25/2067 | &nbsp;&nbsp; 4.300% | 13179105 | &nbsp;&nbsp; 13082116 |
| Arroyo Mortgage Trust<sup>(b)</sup>  | Arroyo Mortgage Trust<sup>(b)</sup>  | Arroyo Mortgage Trust<sup>(b)</sup>  | Arroyo Mortgage Trust<sup>(b)</sup>  |
| CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 |
| 12/25/2056 | &nbsp;&nbsp; 3.650% | 1000000 | &nbsp;&nbsp; 851332 |
| ATLX Trust<sup>(b),(m)</sup>  | ATLX Trust<sup>(b),(m)</sup>  | ATLX Trust<sup>(b),(m)</sup>  | ATLX Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 |
| 04/25/2064 | &nbsp;&nbsp; 3.850% | 3658958 | &nbsp;&nbsp; 3575723 |
| Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust |
| CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 |
| 03/25/2036 | &nbsp;&nbsp; 6.000% | 181157 | &nbsp;&nbsp; 156179 |
| CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 |
| 03/25/2036 | &nbsp;&nbsp; 5.500% | 257491 | &nbsp;&nbsp; 236856 |
| Banc of America Funding Trust<sup>(u)</sup>  | Banc of America Funding Trust<sup>(u)</sup>  | Banc of America Funding Trust<sup>(u)</sup>  | Banc of America Funding Trust<sup>(u)</sup>  |
| CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 |
| 05/20/2036 | &nbsp;&nbsp; 4.900% | 516657 | &nbsp;&nbsp; 460924 |
| Banc of America Funding Trust<sup>(c)</sup>  | Banc of America Funding Trust<sup>(c)</sup>  | Banc of America Funding Trust<sup>(c)</sup>  | Banc of America Funding Trust<sup>(c)</sup>  |
| CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.534% <br>Floor 0.420% <br>05/20/2047<br>| &nbsp;&nbsp; 4.494% | 1071893 | &nbsp;&nbsp; 1008638 |
| Bayview MSR Opportunity Master Fund Trust<sup>(b),(e)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(b),(e)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(b),(e)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(b),(e)</sup>  |
| Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 |
| 11/25/2051 | &nbsp;&nbsp; 3.481% | 906816 | &nbsp;&nbsp; 801554 |
| Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A |
| 12/25/2051 | &nbsp;&nbsp; 3.395% | 1371867 | &nbsp;&nbsp; 1174656 |
| Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.264% <br>Floor 0.150%, Cap 12.500% <br>08/25/2036<br>| &nbsp;&nbsp; 4.406% | 773045 | &nbsp;&nbsp; 752970 |
| CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.354% <br>Floor 0.240%, Cap 12.500% <br>08/25/2036<br>| &nbsp;&nbsp; 4.586% | 9300000 | &nbsp;&nbsp; 7989002 |
| Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A |
| 05/25/2055 | &nbsp;&nbsp; 6.000% | 1075356 | &nbsp;&nbsp; 1086991 |
| CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 |
| 08/25/2055 | &nbsp;&nbsp; 7.058% | 1476862 | &nbsp;&nbsp; 1560521 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A |
| 08/25/2064 | &nbsp;&nbsp; 3.250% | 1119084 | &nbsp;&nbsp; 1011468 |
| CMO Series 2025-12 Class A9B | CMO Series 2025-12 Class A9B | CMO Series 2025-12 Class A9B | CMO Series 2025-12 Class A9B |
| 09/25/2056 | &nbsp;&nbsp; 5.500% | 3303800 | &nbsp;&nbsp; 3303800 |
| CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  |
| CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A |
| 12/27/2061 | &nbsp;&nbsp; 2.250% | 4219192 | &nbsp;&nbsp; 3860006 |
| CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 |
| 10/25/2049 | &nbsp;&nbsp; 3.764% | 753816 | &nbsp;&nbsp; 696153 |
| CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 |
| 09/25/2059 | &nbsp;&nbsp; 3.250% | 1100000 | &nbsp;&nbsp; 1034359 |
| CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A |
| 12/25/2060 | &nbsp;&nbsp; 2.250% | 2849310 | &nbsp;&nbsp; 2630743 |
| CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 3413322 | &nbsp;&nbsp; 3134522 |
| CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 4739223 | &nbsp;&nbsp; 4414493 |
| CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A |
| 04/25/2062 | &nbsp;&nbsp; 5.400% | 9523275 | &nbsp;&nbsp; 9574927 |
| CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A |
| 01/25/2063 | &nbsp;&nbsp; 4.500% | 8198806 | &nbsp;&nbsp; 8035944 |
| CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 |
| 06/25/2064 | &nbsp;&nbsp; 4.750% | 2359677 | &nbsp;&nbsp; 2353253 |
| CIM Trust<sup>(b),(m)</sup>  | CIM Trust<sup>(b),(m)</sup>  | CIM Trust<sup>(b),(m)</sup>  | CIM Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 |
| 02/25/2099 | &nbsp;&nbsp; 5.000% | 10058247 | &nbsp;&nbsp; 10011179 |
| Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust |
| CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 |
| 09/25/2037 | &nbsp;&nbsp; 6.000% | 137934 | &nbsp;&nbsp; 142431 |
| Citigroup Mortgage Loan Trust<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 |
| 01/25/2055 | &nbsp;&nbsp; 6.000% | 1300089 | &nbsp;&nbsp; 1315782 |
| CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 |
| 01/25/2064 | &nbsp;&nbsp; 4.195% | 10573395 | &nbsp;&nbsp; 10034750 |
| CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 490540 | &nbsp;&nbsp; 373900 |
| CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 196216 | &nbsp;&nbsp; 119962 |
| CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 124284 | &nbsp;&nbsp; 66369 |
| CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 156973 | &nbsp;&nbsp; 71836 |
| CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 149219 | &nbsp;&nbsp; 53606 |
| CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 418608 | &nbsp;&nbsp; 302891 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 |
| 01/25/2064 | &nbsp;&nbsp; 4.184% | 261594 | &nbsp;&nbsp; 173153 |
| CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X |
| 01/25/2064 | &nbsp;&nbsp; 0.000% | 12466364 | &nbsp;&nbsp; 1247 |
| Citigroup Mortgage Loan Trust<sup>(b),(e),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(b),(e),(g)</sup>  |
| CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA |
| 01/25/2064 | &nbsp;&nbsp; 0.000% | 22869 | &nbsp;&nbsp; 20239 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b),(e)</sup>  |
| Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W |
| 07/25/2051 | &nbsp;&nbsp; 2.769% | 435706 | &nbsp;&nbsp; 374395 |
| Connecticut Avenue Securities<sup>(b),(c)</sup>  | Connecticut Avenue Securities<sup>(b),(c)</sup>  | Connecticut Avenue Securities<sup>(b),(c)</sup>  | Connecticut Avenue Securities<sup>(b),(c)</sup>  |
| CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.250% <br>09/25/2043<br>| &nbsp;&nbsp; 7.322% | 3400000 | &nbsp;&nbsp; 3520264 |
| Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  |
| CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.764% <br>02/25/2040<br>| &nbsp;&nbsp; 7.836% | 1500000 | &nbsp;&nbsp; 1546032 |
| CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.650% <br>06/25/2042<br>| &nbsp;&nbsp; 8.722% | 2700000 | &nbsp;&nbsp; 2844582 |
| CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.750% <br>12/25/2042<br>| &nbsp;&nbsp; 7.822% | 3750000 | &nbsp;&nbsp; 3938552 |
| CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>Floor 1.800% <br>02/25/2044<br>| &nbsp;&nbsp; 5.872% | 1500000 | &nbsp;&nbsp; 1507387 |
| CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.200% <br>05/25/2044<br>| &nbsp;&nbsp; 6.272% | 3400000 | &nbsp;&nbsp; 3452166 |
| CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.100% <br>05/25/2044<br>| &nbsp;&nbsp; 5.172% | 2483595 | &nbsp;&nbsp; 2485199 |
| Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.214% <br>07/25/2039<br>| &nbsp;&nbsp; 8.286% | 1150841 | &nbsp;&nbsp; 1169542 |
| Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.114% <br>01/25/2040<br>| &nbsp;&nbsp; 7.186% | 5250000 | &nbsp;&nbsp; 5342715 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.500% <br>01/25/2042<br>| &nbsp;&nbsp; 8.572% | 1000000 | &nbsp;&nbsp; 1033385 |
| Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.250% <br>03/25/2042<br>| &nbsp;&nbsp; 9.322% | 750000 | &nbsp;&nbsp; 788006 |
| Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.800% <br>03/25/2044<br>| &nbsp;&nbsp; 6.872% | 1000000 | &nbsp;&nbsp; 1033044 |
| COOPR Residential Mortgage Trust<sup>(b),(m)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(m)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(m)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-CES2 Class A1A | CMO Series 2025-CES2 Class A1A | CMO Series 2025-CES2 Class A1A | CMO Series 2025-CES2 Class A1A |
| 06/25/2060 | &nbsp;&nbsp; 5.502% | 6449299 | &nbsp;&nbsp; 6525998 |
| Countrywide Home Loan Mortgage Pass-Through Trust<sup>(e)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(e)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(e)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(e)</sup>  |
| CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 |
| 09/25/2047 | &nbsp;&nbsp; 5.035% | 276710 | &nbsp;&nbsp; 215741 |
| Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT |
| 10/25/2061 | &nbsp;&nbsp; 3.727% | 6541545 | &nbsp;&nbsp; 5475794 |
| Credit Suisse Mortgage Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 |
| 05/25/2067 | &nbsp;&nbsp; 4.547% | 4859411 | &nbsp;&nbsp; 4892279 |
| Credit-Based Asset Servicing & Securitization LLC<sup>(m)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(m)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(m)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(m)</sup>  |
| CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 |
| 01/25/2037 | &nbsp;&nbsp; 3.171% | 3169435 | &nbsp;&nbsp; 876485 |
| Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-H5 Class A1 | CMO Series 2025-H5 Class A1 | CMO Series 2025-H5 Class A1 | CMO Series 2025-H5 Class A1 |
| 07/25/2070 | &nbsp;&nbsp; 5.509% | 5150676 | &nbsp;&nbsp; 5196112 |
| CMO Series 2025-H7 Class A1 | CMO Series 2025-H7 Class A1 | CMO Series 2025-H7 Class A1 | CMO Series 2025-H7 Class A1 |
| 09/25/2070 | &nbsp;&nbsp; 4.934% | 4752252 | &nbsp;&nbsp; 4751539 |
| CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  |
| CMO Series 2018-RPL4 Class PT | CMO Series 2018-RPL4 Class PT | CMO Series 2018-RPL4 Class PT | CMO Series 2018-RPL4 Class PT |
| 04/25/2058 | &nbsp;&nbsp; 4.703% | 1125288 | &nbsp;&nbsp; 1069349 |
| CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A |
| 09/25/2057 | &nbsp;&nbsp; 3.850% | 3852507 | &nbsp;&nbsp; 3738615 |
| CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 |
| 07/25/2066 | &nbsp;&nbsp; 1.174% | 5877492 | &nbsp;&nbsp; 5082881 |
| CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 2.265% | 10325079 | &nbsp;&nbsp; 9507937 |
| CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 |
| 04/25/2062 | &nbsp;&nbsp; 3.904% | 2076494 | &nbsp;&nbsp; 2007628 |
| CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  |
| CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT |
| 10/27/2061 | &nbsp;&nbsp; 3.778% | 271544 | &nbsp;&nbsp; 214079 |
| Deephaven Residential Mortgage Trust<sup>(b),(e)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(e)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(e)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 |
| 11/25/2066 | &nbsp;&nbsp; 3.257% | 2000000 | &nbsp;&nbsp; 1620306 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Deephaven Residential Mortgage Trust<sup>(b),(m)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(m)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(m)</sup>  | Deephaven Residential Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 |
| 07/25/2069 | &nbsp;&nbsp; 5.735% | 10350154 | &nbsp;&nbsp; 10443819 |
| Downey Savings & Loan Association Mortgage Loan Trust<sup>(c)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(c)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(c)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.694% <br>Floor 0.580%, Cap 11.000% <br>10/19/2045<br>| &nbsp;&nbsp; 4.653% | 954476 | &nbsp;&nbsp; 895842 |
| CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>10/19/2036<br>| &nbsp;&nbsp; 4.346% | 1575837 | &nbsp;&nbsp; 1071641 |
| Ellington Financial Mortgage Trust<sup>(b),(m)</sup>  | Ellington Financial Mortgage Trust<sup>(b),(m)</sup>  | Ellington Financial Mortgage Trust<sup>(b),(m)</sup>  | Ellington Financial Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-INV3 Class A1 | CMO Series 2025-INV3 Class A1 | CMO Series 2025-INV3 Class A1 | CMO Series 2025-INV3 Class A1 |
| 07/25/2070 | &nbsp;&nbsp; 5.444% | 3904841 | &nbsp;&nbsp; 3936510 |
| FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A |
| 11/25/2055 | &nbsp;&nbsp; 5.150% | 7000000 | &nbsp;&nbsp; 7010988 |
| First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.324% <br>Floor 0.210%, Cap 5.350% <br>12/25/2037<br>| &nbsp;&nbsp; 3.780% | 1009892 | &nbsp;&nbsp; 940526 |
| CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B |
| &nbsp;&nbsp; 1-month Term SOFR + 0.214% <br>Floor 0.100% <br>03/25/2037<br>| &nbsp;&nbsp; 4.135% | 2943424 | &nbsp;&nbsp; 1405287 |
| First Horizon Mortgage Pass-Through Trust<sup>(e)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(e)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(e)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(e)</sup>  |
| CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 |
| 05/25/2037 | &nbsp;&nbsp; 5.185% | 197239 | &nbsp;&nbsp; 77512 |
| Flagstar Mortgage Trust<sup>(b),(e)</sup>  | Flagstar Mortgage Trust<sup>(b),(e)</sup>  | Flagstar Mortgage Trust<sup>(b),(e)</sup>  | Flagstar Mortgage Trust<sup>(b),(e)</sup>  |
| Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 |
| 12/25/2049 | &nbsp;&nbsp; 3.999% | 797406 | &nbsp;&nbsp; 738266 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 12/25/2049 | &nbsp;&nbsp; 3.999% | 852840 | &nbsp;&nbsp; 790800 |
| Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 |
| 11/25/2051 | &nbsp;&nbsp; 2.982% | 1174535 | &nbsp;&nbsp; 980118 |
| Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(e)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(e)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(e)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(e)</sup>  |
| CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA |
| 08/25/2057 | &nbsp;&nbsp; 3.500% | 4598243 | &nbsp;&nbsp; 4478954 |
| Freddie Mac STACR Remic Trust<sup>(b),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(b),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(b),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(b),(c)</sup>  |
| CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.750% <br>02/25/2042<br>| &nbsp;&nbsp; 7.822% | 4500000 | &nbsp;&nbsp; 4638934 |
| CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.650% <br>02/25/2045<br>| &nbsp;&nbsp; 5.722% | 1500000 | &nbsp;&nbsp; 1502878 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac STACR REMIC Trust<sup>(b),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(b),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(b),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(b),(c)</sup>  |
| CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.650% <br>01/25/2034<br>| &nbsp;&nbsp; 5.722% | 389584 | &nbsp;&nbsp; 390448 |
| CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.500% <br>10/25/2041<br>| &nbsp;&nbsp; 5.572% | 9589003 | &nbsp;&nbsp; 9625622 |
| CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.100% <br>09/25/2041<br>| &nbsp;&nbsp; 6.172% | 2410000 | &nbsp;&nbsp; 2427536 |
| CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.350% <br>12/25/2041<br>| &nbsp;&nbsp; 6.422% | 3000000 | &nbsp;&nbsp; 3036139 |
| CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.500% <br>01/25/2042<br>| &nbsp;&nbsp; 6.572% | 4875000 | &nbsp;&nbsp; 4952179 |
| CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>04/25/2042<br>| &nbsp;&nbsp; 6.972% | 4140000 | &nbsp;&nbsp; 4249216 |
| CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.350% <br>08/25/2042<br>| &nbsp;&nbsp; 9.422% | 1500000 | &nbsp;&nbsp; 1602510 |
| CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>08/25/2044<br>| &nbsp;&nbsp; 5.872% | 3500000 | &nbsp;&nbsp; 3519413 |
| Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.400% <br>10/25/2041<br>| &nbsp;&nbsp; 7.472% | 2000000 | &nbsp;&nbsp; 2036859 |
| Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>11/25/2041<br>| &nbsp;&nbsp; 5.872% | 960000 | &nbsp;&nbsp; 965937 |
| Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.350% <br>09/25/2041<br>| &nbsp;&nbsp; 7.422% | 620000 | &nbsp;&nbsp; 630071 |
| Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.750% <br>09/25/2042<br>| &nbsp;&nbsp; 9.822% | 6000000 | &nbsp;&nbsp; 6477058 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b),(c)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b),(c)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b),(c)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b),(c)</sup>  |
| Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.000% <br>11/25/2050<br>| &nbsp;&nbsp; 8.072% | 1805000 | &nbsp;&nbsp; 1986608 |
| Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.650% <br>11/25/2041<br>| &nbsp;&nbsp; 7.722% | 710000 | &nbsp;&nbsp; 726387 |
| Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.750% <br>02/25/2042<br>| &nbsp;&nbsp; 8.822% | 2000000 | &nbsp;&nbsp; 2085739 |
| Galton Funding Mortgage Trust<sup>(b),(e)</sup>  | Galton Funding Mortgage Trust<sup>(b),(e)</sup>  | Galton Funding Mortgage Trust<sup>(b),(e)</sup>  | Galton Funding Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 |
| 02/25/2059 | &nbsp;&nbsp; 4.250% | 1453340 | &nbsp;&nbsp; 1413955 |
| Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 |
| 10/25/2058 | &nbsp;&nbsp; 4.750% | 390416 | &nbsp;&nbsp; 383416 |
| Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 |
| 02/25/2059 | &nbsp;&nbsp; 4.500% | 818343 | &nbsp;&nbsp; 802517 |
| GCAT Trust<sup>(b),(e)</sup>  | GCAT Trust<sup>(b),(e)</sup>  | GCAT Trust<sup>(b),(e)</sup>  | GCAT Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-INV2 Class A1 | CMO Series 2025-INV2 Class A1 | CMO Series 2025-INV2 Class A1 | CMO Series 2025-INV2 Class A1 |
| 05/25/2055 | &nbsp;&nbsp; 6.000% | 12306096 | &nbsp;&nbsp; 12508473 |
| CMO Series 2025-INV4 Class B3 | CMO Series 2025-INV4 Class B3 | CMO Series 2025-INV4 Class B3 | CMO Series 2025-INV4 Class B3 |
| 08/25/2055 | &nbsp;&nbsp; 7.280% | 2816966 | &nbsp;&nbsp; 3020009 |
| Genworth Mortgage Insurance Corp.<sup>(b),(c)</sup>  | Genworth Mortgage Insurance Corp.<sup>(b),(c)</sup>  | Genworth Mortgage Insurance Corp.<sup>(b),(c)</sup>  | Genworth Mortgage Insurance Corp.<sup>(b),(c)</sup>  |
| CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>Floor 2.900% <br>02/25/2034<br>| &nbsp;&nbsp; 6.972% | 114527 | &nbsp;&nbsp; 114683 |
| GS Mortgage Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage Backed Securities Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A |
| 05/25/2055 | &nbsp;&nbsp; 5.568% | 5827382 | &nbsp;&nbsp; 5870491 |
| GS Mortgage-Backed Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 |
| 03/25/2050 | &nbsp;&nbsp; 3.500% | 7388 | &nbsp;&nbsp; 6963 |
| CMO Subordinated Series 2021-PJ3 Class B3 | CMO Subordinated Series 2021-PJ3 Class B3 | CMO Subordinated Series 2021-PJ3 Class B3 | CMO Subordinated Series 2021-PJ3 Class B3 |
| 08/25/2051 | &nbsp;&nbsp; 2.649% | 614818 | &nbsp;&nbsp; 497737 |
| GS Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 |
| 03/25/2052 | &nbsp;&nbsp; 2.500% | 671277 | &nbsp;&nbsp; 604938 |
| CMO Series 2021-PJ11 Class B3 | CMO Series 2021-PJ11 Class B3 | CMO Series 2021-PJ11 Class B3 | CMO Series 2021-PJ11 Class B3 |
| 04/25/2052 | &nbsp;&nbsp; 2.853% | 886037 | &nbsp;&nbsp; 722033 |
| CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 |
| 01/25/2054 | &nbsp;&nbsp; 6.000% | 1687536 | &nbsp;&nbsp; 1713179 |
| Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 |
| 04/25/2052 | &nbsp;&nbsp; 3.375% | 929414 | &nbsp;&nbsp; 799824 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GS Mortgage-Backed Securities Trust<sup>(b),(c)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(c)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(c)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(c)</sup>  |
| CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>Floor 1.600% <br>08/25/2054<br>| &nbsp;&nbsp; 5.783% | 4874865 | &nbsp;&nbsp; 4892240 |
| CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.500% <br>Floor 1.500% <br>01/25/2055<br>| &nbsp;&nbsp; 5.572% | 3223788 | &nbsp;&nbsp; 3228959 |
| GS Mortgage-Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(m)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 |
| 01/25/2066 | &nbsp;&nbsp; 5.038% | 5959665 | &nbsp;&nbsp; 5957396 |
| CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 |
| 06/25/2065 | &nbsp;&nbsp; 5.648% | 4168324 | &nbsp;&nbsp; 4208562 |
| CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 |
| 11/25/2065 | &nbsp;&nbsp; 5.137% | 4197230 | &nbsp;&nbsp; 4204027 |
| GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  |
| CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.984% <br>Floor 0.870% <br>11/25/2034<br>| &nbsp;&nbsp; 4.939% | 543126 | &nbsp;&nbsp; 529695 |
| GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  |
| CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 |
| 04/25/2036 | &nbsp;&nbsp; 4.148% | 765084 | &nbsp;&nbsp; 452406 |
| HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>11/19/2036<br>| &nbsp;&nbsp; 4.546% | 4843607 | &nbsp;&nbsp; 3933852 |
| HOMES Trust<sup>(b),(m)</sup>  | HOMES Trust<sup>(b),(m)</sup>  | HOMES Trust<sup>(b),(m)</sup>  | HOMES Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 |
| 01/25/2070 | &nbsp;&nbsp; 5.554% | 7600832 | &nbsp;&nbsp; 7658297 |
| HOMES Trust<sup>(b),(e)</sup>  | HOMES Trust<sup>(b),(e)</sup>  | HOMES Trust<sup>(b),(e)</sup>  | HOMES Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 |
| 09/25/2070 | &nbsp;&nbsp; 5.027% | 4000000 | &nbsp;&nbsp; 4002992 |
| JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560%, Cap 11.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.629% | 1712242 | &nbsp;&nbsp; 1649598 |
| JPMorgan Mortgage Trust<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 |
| 10/25/2048 | &nbsp;&nbsp; 3.500% | 754850 | &nbsp;&nbsp; 685467 |
| CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 108681 | &nbsp;&nbsp; 99126 |
| CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 |
| 05/25/2049 | &nbsp;&nbsp; 4.000% | 182944 | &nbsp;&nbsp; 171275 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 |
| 08/25/2049 | &nbsp;&nbsp; 4.000% | 47382 | &nbsp;&nbsp; 44813 |
| CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 |
| 11/25/2049 | &nbsp;&nbsp; 4.000% | 120527 | &nbsp;&nbsp; 113342 |
| CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 |
| 03/25/2050 | &nbsp;&nbsp; 3.500% | 102654 | &nbsp;&nbsp; 93624 |
| CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 |
| 10/25/2049 | &nbsp;&nbsp; 4.987% | 850100 | &nbsp;&nbsp; 861286 |
| CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 |
| 02/25/2050 | &nbsp;&nbsp; 3.500% | 97107 | &nbsp;&nbsp; 89932 |
| CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 |
| 03/25/2050 | &nbsp;&nbsp; 4.303% | 1422240 | &nbsp;&nbsp; 1342046 |
| CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 |
| 06/25/2050 | &nbsp;&nbsp; 3.500% | 341136 | &nbsp;&nbsp; 309577 |
| CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 |
| 07/25/2050 | &nbsp;&nbsp; 3.500% | 224327 | &nbsp;&nbsp; 201733 |
| CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 |
| 12/25/2050 | &nbsp;&nbsp; 3.000% | 166748 | &nbsp;&nbsp; 144827 |
| CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 |
| 12/25/2050 | &nbsp;&nbsp; 3.570% | 870186 | &nbsp;&nbsp; 783589 |
| CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 |
| 06/25/2054 | &nbsp;&nbsp; 6.000% | 745913 | &nbsp;&nbsp; 753984 |
| CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A |
| 02/25/2055 | &nbsp;&nbsp; 5.500% | 1208929 | &nbsp;&nbsp; 1208929 |
| CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 |
| 10/25/2065 | &nbsp;&nbsp; 5.195% | 8489010 | &nbsp;&nbsp; 8537345 |
| CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 |
| 11/25/2065 | &nbsp;&nbsp; 5.495% | 4668065 | &nbsp;&nbsp; 4712612 |
| CMO Series 2025-VIS2 Class A1 | CMO Series 2025-VIS2 Class A1 | CMO Series 2025-VIS2 Class A1 | CMO Series 2025-VIS2 Class A1 |
| 01/25/2063 | &nbsp;&nbsp; 5.385% | 5783009 | &nbsp;&nbsp; 5833107 |
| Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 |
| 01/25/2047 | &nbsp;&nbsp; 3.447% | 341474 | &nbsp;&nbsp; 315024 |
| Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 |
| 08/25/2047 | &nbsp;&nbsp; 3.791% | 986612 | &nbsp;&nbsp; 924632 |
| Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 |
| 12/25/2048 | &nbsp;&nbsp; 3.779% | 460057 | &nbsp;&nbsp; 425853 |
| Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 |
| 01/25/2049 | &nbsp;&nbsp; 4.042% | 976964 | &nbsp;&nbsp; 911634 |
| Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 |
| 01/25/2049 | &nbsp;&nbsp; 4.042% | 814137 | &nbsp;&nbsp; 759381 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 08/25/2049 | &nbsp;&nbsp; 4.444% | 1892893 | &nbsp;&nbsp; 1809634 |
| Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 |
| 12/25/2049 | &nbsp;&nbsp; 4.242% | 825967 | &nbsp;&nbsp; 782487 |
| Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A |
| 03/25/2050 | &nbsp;&nbsp; 3.386% | 1682892 | &nbsp;&nbsp; 1518458 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 |
| 06/25/2049 | &nbsp;&nbsp; 4.605% | 1051053 | &nbsp;&nbsp; 1025538 |
| Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 |
| 12/25/2049 | &nbsp;&nbsp; 4.682% | 791743 | &nbsp;&nbsp; 768352 |
| Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 |
| 12/25/2049 | &nbsp;&nbsp; 4.682% | 659785 | &nbsp;&nbsp; 640293 |
| Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 |
| 03/25/2051 | &nbsp;&nbsp; 3.494% | 1715452 | &nbsp;&nbsp; 1537249 |
| Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 |
| 05/25/2052 | &nbsp;&nbsp; 3.147% | 1358085 | &nbsp;&nbsp; 1166021 |
| Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 |
| 05/25/2054 | &nbsp;&nbsp; 6.222% | 968592 | &nbsp;&nbsp; 976120 |
| Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 |
| 02/25/2054 | &nbsp;&nbsp; 6.195% | 1934455 | &nbsp;&nbsp; 1941823 |
| JPMorgan Mortgage Trust<sup>(b),(c)</sup>  | JPMorgan Mortgage Trust<sup>(b),(c)</sup>  | JPMorgan Mortgage Trust<sup>(b),(c)</sup>  | JPMorgan Mortgage Trust<sup>(b),(c)</sup>  |
| CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>04/25/2046<br>| &nbsp;&nbsp; 4.856% | 305576 | &nbsp;&nbsp; 300239 |
| CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.700% <br>03/25/2054<br>| &nbsp;&nbsp; 5.884% | 239221 | &nbsp;&nbsp; 240300 |
| CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>05/25/2054<br>| &nbsp;&nbsp; 5.784% | 259867 | &nbsp;&nbsp; 260969 |
| CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.200% <br>10/25/2054<br>| &nbsp;&nbsp; 5.299% | 470970 | &nbsp;&nbsp; 471351 |
| JPMorgan Mortgage Trust<sup>(b)</sup>  | JPMorgan Mortgage Trust<sup>(b)</sup>  | JPMorgan Mortgage Trust<sup>(b)</sup>  | JPMorgan Mortgage Trust<sup>(b)</sup>  |
| CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 |
| 12/26/2053 | &nbsp;&nbsp; 6.000% | 853387 | &nbsp;&nbsp; 866688 |
| JPMorgan Trust<sup>(b),(e)</sup>  | JPMorgan Trust<sup>(b),(e)</sup>  | JPMorgan Trust<sup>(b),(e)</sup>  | JPMorgan Trust<sup>(b),(e)</sup>  |
| Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 |
| 05/25/2045 | &nbsp;&nbsp; 3.569% | 300034 | &nbsp;&nbsp; 284521 |
| Legacy Mortgage Asset Trust<sup>(b),(m)</sup>  | Legacy Mortgage Asset Trust<sup>(b),(m)</sup>  | Legacy Mortgage Asset Trust<sup>(b),(m)</sup>  | Legacy Mortgage Asset Trust<sup>(b),(m)</sup>  |
| CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 5.892% | 775922 | &nbsp;&nbsp; 776324 |
| CMO Series 2025-PR1 Class A1 | CMO Series 2025-PR1 Class A1 | CMO Series 2025-PR1 Class A1 | CMO Series 2025-PR1 Class A1 |
| 01/25/2061 | &nbsp;&nbsp; 6.000% | 9263964 | &nbsp;&nbsp; 9284434 |
| Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  |
| CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2035<br>| &nbsp;&nbsp; 4.087% | 39726 | &nbsp;&nbsp; 39711 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520% <br>02/25/2046<br>| &nbsp;&nbsp; 4.589% | 915942 | &nbsp;&nbsp; 837523 |
| LHOME Mortgage Trust<sup>(b),(m)</sup>  | LHOME Mortgage Trust<sup>(b),(m)</sup>  | LHOME Mortgage Trust<sup>(b),(m)</sup>  | LHOME Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 |
| 07/25/2039 | &nbsp;&nbsp; 5.921% | 2000000 | &nbsp;&nbsp; 2015868 |
| CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 |
| 09/25/2039 | &nbsp;&nbsp; 5.323% | 5000000 | &nbsp;&nbsp; 5019742 |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 01/25/2040 | &nbsp;&nbsp; 5.652% | 5100000 | &nbsp;&nbsp; 5151687 |
| LHOME Mortgage Trust<sup>(b),(e)</sup>  | LHOME Mortgage Trust<sup>(b),(e)</sup>  | LHOME Mortgage Trust<sup>(b),(e)</sup>  | LHOME Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 |
| 04/25/2040 | &nbsp;&nbsp; 5.612% | 3000000 | &nbsp;&nbsp; 3017132 |
| Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2036<br>| &nbsp;&nbsp; 4.369% | 2986260 | &nbsp;&nbsp; 2133695 |
| CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.214% <br>Floor 0.100% <br>12/25/2036<br>| &nbsp;&nbsp; 4.269% | 27644326 | &nbsp;&nbsp; 9518563 |
| MASTR Alternative Loan Trust | MASTR Alternative Loan Trust | MASTR Alternative Loan Trust | MASTR Alternative Loan Trust |
| CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 |
| 12/25/2034 | &nbsp;&nbsp; 5.500% | 242619 | &nbsp;&nbsp; 241961 |
| Mello Mortgage Capital Acceptance Trust<sup>(b),(e)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(b),(e)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(b),(e)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(b),(e)</sup>  |
| Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 |
| 06/25/2051 | &nbsp;&nbsp; 2.952% | 1818602 | &nbsp;&nbsp; 1525281 |
| Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.794% <br>Floor 0.680% <br>04/25/2037<br>| &nbsp;&nbsp; 4.749% | 14308727 | &nbsp;&nbsp; 5394732 |
| MFA Trust<sup>(b),(m)</sup>  | MFA Trust<sup>(b),(m)</sup>  | MFA Trust<sup>(b),(m)</sup>  | MFA Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 |
| 05/27/2070 | &nbsp;&nbsp; 5.675% | 7542346 | &nbsp;&nbsp; 7611676 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 | CMO Series 2025-DSC2 Class A1 |
| 07/25/2070 | &nbsp;&nbsp; 5.443% | 5169670 | &nbsp;&nbsp; 5212638 |
| CMO Series 2025-NQM9 Class A1 | CMO Series 2025-NQM9 Class A1 | CMO Series 2025-NQM9 Class A1 | CMO Series 2025-NQM9 Class A1 |
| 09/25/2070 | &nbsp;&nbsp; 5.016% | 3000000 | &nbsp;&nbsp; 3009078 |
| Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 |
| 09/25/2054 | &nbsp;&nbsp; 6.970% | 1475382 | &nbsp;&nbsp; 1542999 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(m)</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 |
| 06/25/2070 | &nbsp;&nbsp; 5.588% | 3144160 | &nbsp;&nbsp; 3173562 |
| CMO Series 2025-NQM7 Class A1 | CMO Series 2025-NQM7 Class A1 | CMO Series 2025-NQM7 Class A1 | CMO Series 2025-NQM7 Class A1 |
| 09/25/2070 | &nbsp;&nbsp; 4.984% | 6061562 | &nbsp;&nbsp; 6061220 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  |
| CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.500% <br>12/25/2035<br>| &nbsp;&nbsp; 4.589% | 272412 | &nbsp;&nbsp; 272683 |
| New Residential Mortgage Loan Trust<sup>(b),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(c)</sup>  |
| CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750% <br>01/25/2048<br>| &nbsp;&nbsp; 4.819% | 524549 | &nbsp;&nbsp; 522629 |
| New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 |
| 09/25/2064 | &nbsp;&nbsp; 5.117% | 6739338 | &nbsp;&nbsp; 6772401 |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 07/25/2065 | &nbsp;&nbsp; 5.350% | 3755443 | &nbsp;&nbsp; 3786183 |
| New Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(m)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 5.466% | 8749844 | &nbsp;&nbsp; 8900128 |
| NLT Trust<sup>(b),(m)</sup>  | NLT Trust<sup>(b),(m)</sup>  | NLT Trust<sup>(b),(m)</sup>  | NLT Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 |
| 08/25/2060 | &nbsp;&nbsp; 5.038% | 4044222 | &nbsp;&nbsp; 4042987 |
| CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 |
| 02/25/2070 | &nbsp;&nbsp; 5.506% | 7363817 | &nbsp;&nbsp; 7457067 |
| CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 |
| 02/25/2070 | &nbsp;&nbsp; 5.708% | 825345 | &nbsp;&nbsp; 833021 |
| CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 |
| 02/25/2070 | &nbsp;&nbsp; 5.860% | 1417173 | &nbsp;&nbsp; 1429606 |
| NLT Trust<sup>(b),(e),(f)</sup>  | NLT Trust<sup>(b),(e),(f)</sup>  | NLT Trust<sup>(b),(e),(f)</sup>  | NLT Trust<sup>(b),(e),(f)</sup>  |
| CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS |
| 02/25/2070 | &nbsp;&nbsp; 0.400% | 11246356 | &nbsp;&nbsp; 84304 |
| NLT Trust<sup>(b),(e)</sup>  | NLT Trust<sup>(b),(e)</sup>  | NLT Trust<sup>(b),(e)</sup>  | NLT Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 |
| 02/25/2070 | &nbsp;&nbsp; 6.596% | 443000 | &nbsp;&nbsp; 441338 |
| CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 |
| 02/25/2070 | &nbsp;&nbsp; 6.596% | 348000 | &nbsp;&nbsp; 339177 |
| CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 |
| 02/25/2070 | &nbsp;&nbsp; 6.596% | 218000 | &nbsp;&nbsp; 199757 |
| CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 |
| 02/25/2070 | &nbsp;&nbsp; 6.314% | 631000 | &nbsp;&nbsp; 639883 |
| NLT Trust<sup>(b),(e),(f),(j),(k)</sup>  | NLT Trust<sup>(b),(e),(f),(j),(k)</sup>  | NLT Trust<sup>(b),(e),(f),(j),(k)</sup>  | NLT Trust<sup>(b),(e),(f),(j),(k)</sup>  |
| CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS |
| 02/25/2070 | &nbsp;&nbsp; 0.889% | 11246356 | &nbsp;&nbsp; 253043 |
| NYMT Loan Trust<sup>(b),(e)</sup>  | NYMT Loan Trust<sup>(b),(e)</sup>  | NYMT Loan Trust<sup>(b),(e)</sup>  | NYMT Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 |
| 02/25/2068 | &nbsp;&nbsp; 3.750% | 2474661 | &nbsp;&nbsp; 2358447 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Oaktown Re VI Ltd.<sup>(b),(c)</sup>  | Oaktown Re VI Ltd.<sup>(b),(c)</sup>  | Oaktown Re VI Ltd.<sup>(b),(c)</sup>  | Oaktown Re VI Ltd.<sup>(b),(c)</sup>  |
| CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.000% <br>Floor 3.000% <br>10/25/2033<br>| &nbsp;&nbsp; 7.072% | 252600 | &nbsp;&nbsp; 253482 |
| Oaktown Re VII Ltd.<sup>(b),(c)</sup>  | Oaktown Re VII Ltd.<sup>(b),(c)</sup>  | Oaktown Re VII Ltd.<sup>(b),(c)</sup>  | Oaktown Re VII Ltd.<sup>(b),(c)</sup>  |
| CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>Floor 2.900% <br>04/25/2034<br>| &nbsp;&nbsp; 7.083% | 1136879 | &nbsp;&nbsp; 1147246 |
| CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.350% <br>Floor 3.350% <br>04/25/2034<br>| &nbsp;&nbsp; 7.533% | 2000000 | &nbsp;&nbsp; 2037297 |
| OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 |
| 05/27/2049 | &nbsp;&nbsp; 4.000% | 66316 | &nbsp;&nbsp; 62004 |
| 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% | 6051165 | &nbsp;&nbsp; 6100667 |
| OBX Trust<sup>(b),(c)</sup>  | OBX Trust<sup>(b),(c)</sup>  | OBX Trust<sup>(b),(c)</sup>  | OBX Trust<sup>(b),(c)</sup>  |
| CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>Floor 1.600% <br>02/25/2055<br>| &nbsp;&nbsp; 5.783% | 5629984 | &nbsp;&nbsp; 5656882 |
| OBX Trust<sup>(b),(m)</sup>  | OBX Trust<sup>(b),(m)</sup>  | OBX Trust<sup>(b),(m)</sup>  | OBX Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-NQM10 Class A1 | CMO Series 2025-NQM10 Class A1 | CMO Series 2025-NQM10 Class A1 | CMO Series 2025-NQM10 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 5.453% | 3074620 | &nbsp;&nbsp; 3098626 |
| CMO Series 2025-NQM11 Class A1 | CMO Series 2025-NQM11 Class A1 | CMO Series 2025-NQM11 Class A1 | CMO Series 2025-NQM11 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 5.418% | 5593009 | &nbsp;&nbsp; 5635182 |
| CMO Series 2025-NQM15 Class A1 | CMO Series 2025-NQM15 Class A1 | CMO Series 2025-NQM15 Class A1 | CMO Series 2025-NQM15 Class A1 |
| 07/27/2065 | &nbsp;&nbsp; 5.143% | 3835840 | &nbsp;&nbsp; 3849193 |
| 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% | 4137814 | &nbsp;&nbsp; 4163624 |
| CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 |
| 03/25/2065 | &nbsp;&nbsp; 5.472% | 7659835 | &nbsp;&nbsp; 7721792 |
| Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(c)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(c)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(c)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750% <br>11/25/2035<br>| &nbsp;&nbsp; 4.819% | 10274439 | &nbsp;&nbsp; 10148301 |
| PMT Issuer Trust<sup>(b),(c)</sup>  | PMT Issuer Trust<sup>(b),(c)</sup>  | PMT Issuer Trust<sup>(b),(c)</sup>  | PMT Issuer Trust<sup>(b),(c)</sup>  |
| CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 2.750% <br>12/25/2027<br>| &nbsp;&nbsp; 6.704% | 10000000 | &nbsp;&nbsp; 10088829 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-J3 Class A29 | CMO Series 2025-J3 Class A29 | CMO Series 2025-J3 Class A29 | CMO Series 2025-J3 Class A29 |
| 11/27/2056 | &nbsp;&nbsp; 5.500% | 1447568 | &nbsp;&nbsp; 1447568 |
| PRET LLC<sup>(b),(m)</sup>  | PRET LLC<sup>(b),(m)</sup>  | PRET LLC<sup>(b),(m)</sup>  | PRET LLC<sup>(b),(m)</sup>  |
| CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 |
| 06/25/2055 | &nbsp;&nbsp; 5.744% | 4638582 | &nbsp;&nbsp; 4647791 |
| PRET Trust<sup>(b),(e)</sup>  | PRET Trust<sup>(b),(e)</sup>  | PRET Trust<sup>(b),(e)</sup>  | PRET Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 |
| 06/25/2064 | &nbsp;&nbsp; 4.075% | 3333039 | &nbsp;&nbsp; 3222836 |
| Provident Funding Mortgage Trust<sup>(b),(e)</sup>  | Provident Funding Mortgage Trust<sup>(b),(e)</sup>  | Provident Funding Mortgage Trust<sup>(b),(e)</sup>  | Provident Funding Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-2 Class A13 | CMO Series 2025-2 Class A13 | CMO Series 2025-2 Class A13 | CMO Series 2025-2 Class A13 |
| 06/25/2055 | &nbsp;&nbsp; 6.000% | 1267502 | &nbsp;&nbsp; 1280920 |
| CMO Series 2025-3 Class A13 | CMO Series 2025-3 Class A13 | CMO Series 2025-3 Class A13 | CMO Series 2025-3 Class A13 |
| 08/25/2055 | &nbsp;&nbsp; 6.000% | 1429187 | &nbsp;&nbsp; 1445544 |
| PRPM LLC<sup>(b),(m)</sup>  | PRPM LLC<sup>(b),(m)</sup>  | PRPM LLC<sup>(b),(m)</sup>  | PRPM LLC<sup>(b),(m)</sup>  |
| CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 |
| 05/25/2054 | &nbsp;&nbsp; 3.500% | 1007554 | &nbsp;&nbsp; 983448 |
| CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 3831952 | &nbsp;&nbsp; 3776785 |
| CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 758000 | &nbsp;&nbsp; 713476 |
| CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 447000 | &nbsp;&nbsp; 415710 |
| CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 436000 | &nbsp;&nbsp; 408221 |
| CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 154000 | &nbsp;&nbsp; 140978 |
| PRPM LLC<sup>(b)</sup>  | PRPM LLC<sup>(b)</sup>  | PRPM LLC<sup>(b)</sup>  | PRPM LLC<sup>(b)</sup>  |
| CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 |
| 02/25/2055 | &nbsp;&nbsp; 4.500% | 3198914 | &nbsp;&nbsp; 3178601 |
| PRPM Trust<sup>(b),(m)</sup>  | PRPM Trust<sup>(b),(m)</sup>  | PRPM Trust<sup>(b),(m)</sup>  | PRPM Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 |
| 06/25/2069 | &nbsp;&nbsp; 6.631% | 7172998 | &nbsp;&nbsp; 7305035 |
| CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 |
| 12/26/2069 | &nbsp;&nbsp; 5.674% | 11095206 | &nbsp;&nbsp; 11206299 |
| CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 |
| 11/25/2069 | &nbsp;&nbsp; 5.802% | 5378111 | &nbsp;&nbsp; 5433010 |
| CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 |
| 04/25/2070 | &nbsp;&nbsp; 5.688% | 6622340 | &nbsp;&nbsp; 6688012 |
| RALI Trust<sup>(e),(f)</sup>  | RALI Trust<sup>(e),(f)</sup>  | RALI Trust<sup>(e),(f)</sup>  | RALI Trust<sup>(e),(f)</sup>  |
| CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV |
| 12/25/2036 | &nbsp;&nbsp; 0.490% | 14542220 | &nbsp;&nbsp; 248769 |
| CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV |
| 01/25/2037 | &nbsp;&nbsp; 0.152% | 16850643 | &nbsp;&nbsp; 113981 |
| Rate Mortgage Trust<sup>(b),(e)</sup>  | Rate Mortgage Trust<sup>(b),(e)</sup>  | Rate Mortgage Trust<sup>(b),(e)</sup>  | Rate Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-J3 Class A26 | CMO Series 2025-J3 Class A26 | CMO Series 2025-J3 Class A26 | CMO Series 2025-J3 Class A26 |
| 11/25/2055 | &nbsp;&nbsp; 6.000% | 2976000 | &nbsp;&nbsp; 3010061 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| RCKT Mortgage Trust<sup>(b),(m)</sup>  | RCKT Mortgage Trust<sup>(b),(m)</sup>  | RCKT Mortgage Trust<sup>(b),(m)</sup>  | RCKT Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A |
| 11/25/2044 | &nbsp;&nbsp; 5.490% | 8685956 | &nbsp;&nbsp; 8743593 |
| RCKT Mortgage Trust<sup>(b),(e)</sup>  | RCKT Mortgage Trust<sup>(b),(e)</sup>  | RCKT Mortgage Trust<sup>(b),(e)</sup>  | RCKT Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-CES8 Class A1A | CMO Series 2025-CES8 Class A1A | CMO Series 2025-CES8 Class A1A | CMO Series 2025-CES8 Class A1A |
| 08/25/2055 | &nbsp;&nbsp; 5.148% | 5460808 | &nbsp;&nbsp; 5491498 |
| Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 |
| 09/25/2049 | &nbsp;&nbsp; 3.890% | 3187231 | &nbsp;&nbsp; 2906836 |
| RFMSI Trust<sup>(e)</sup>  | RFMSI Trust<sup>(e)</sup>  | RFMSI Trust<sup>(e)</sup>  | RFMSI Trust<sup>(e)</sup>  |
| CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A |
| 11/25/2035 | &nbsp;&nbsp; 3.835% | 418441 | &nbsp;&nbsp; 196553 |
| CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 |
| 11/25/2036 | &nbsp;&nbsp; 5.433% | 102761 | &nbsp;&nbsp; 86521 |
| Santander Mortgage Asset Receivable Trust<sup>(b),(m)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(m)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(m)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(m)</sup>  |
| CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A |
| 09/25/2055 | &nbsp;&nbsp; 5.036% | 3948340 | &nbsp;&nbsp; 3947034 |
| CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 5.599% | 5214765 | &nbsp;&nbsp; 5262602 |
| Santander Mortgage Asset Receivable Trust<sup>(b),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 | CMO Series 2025-NQM5 Class A1 |
| 08/25/2065 | &nbsp;&nbsp; 5.067% | 6872071 | &nbsp;&nbsp; 6880513 |
| Seasoned Credit Risk Transfer Trust<sup>(m)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(m)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(m)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(m)</sup>  |
| CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) |
| 07/25/2056 | &nbsp;&nbsp; 3.250% | 14879970 | &nbsp;&nbsp; 13451850 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T |
| 06/25/2057 | &nbsp;&nbsp; 4.500% | 1889734 | &nbsp;&nbsp; 1853949 |
| CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) |
| 11/25/2057 | &nbsp;&nbsp; 3.000% | 909443 | &nbsp;&nbsp; 803372 |
| CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) |
| 08/25/2057 | &nbsp;&nbsp; 3.000% | 310497 | &nbsp;&nbsp; 272499 |
| CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) |
| 03/25/2058 | &nbsp;&nbsp; 3.000% | 211242 | &nbsp;&nbsp; 184196 |
| CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) |
| 07/25/2058 | &nbsp;&nbsp; 3.000% | 836244 | &nbsp;&nbsp; 735980 |
| CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) |
| 08/25/2058 | &nbsp;&nbsp; 3.000% | 150985 | &nbsp;&nbsp; 133354 |
| CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) |
| 10/25/2058 | &nbsp;&nbsp; 3.000% | 61915 | &nbsp;&nbsp; 54602 |
| Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 |
| 11/25/2049 | &nbsp;&nbsp; 3.500% | 110268 | &nbsp;&nbsp; 99945 |
| CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 |
| 07/25/2051 | &nbsp;&nbsp; 2.500% | 573765 | &nbsp;&nbsp; 479491 |
| CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 |
| 04/25/2054 | &nbsp;&nbsp; 6.000% | 2332397 | &nbsp;&nbsp; 2357634 |
| CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 |
| 05/25/2054 | &nbsp;&nbsp; 6.000% | 911516 | &nbsp;&nbsp; 921379 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 |
| 09/25/2054 | &nbsp;&nbsp; 5.500% | 588489 | &nbsp;&nbsp; 588489 |
| CMO Series 2025-10 Class A28 | CMO Series 2025-10 Class A28 | CMO Series 2025-10 Class A28 | CMO Series 2025-10 Class A28 |
| 11/25/2055 | &nbsp;&nbsp; 6.000% | 3366607 | &nbsp;&nbsp; 3405138 |
| CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 |
| 03/25/2055 | &nbsp;&nbsp; 6.000% | 1174303 | &nbsp;&nbsp; 1187009 |
| CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 |
| 03/25/2055 | &nbsp;&nbsp; 5.500% | 5612882 | &nbsp;&nbsp; 5632405 |
| Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 |
| 07/25/2048 | &nbsp;&nbsp; 4.166% | 972044 | &nbsp;&nbsp; 936480 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 06/25/2049 | &nbsp;&nbsp; 4.261% | 1506521 | &nbsp;&nbsp; 1464449 |
| Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 |
| 04/25/2050 | &nbsp;&nbsp; 3.304% | 909009 | &nbsp;&nbsp; 815169 |
| Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 |
| 09/25/2053 | &nbsp;&nbsp; 6.094% | 1349320 | &nbsp;&nbsp; 1358192 |
| Shentel Issuer LLC<sup>(b),(d)</sup>  | Shentel Issuer LLC<sup>(b),(d)</sup>  | Shentel Issuer LLC<sup>(b),(d)</sup>  | Shentel Issuer LLC<sup>(b),(d)</sup>  |
| CMO Series 2025-1A Class A2 | CMO Series 2025-1A Class A2 | CMO Series 2025-1A Class A2 | CMO Series 2025-1A Class A2 |
| 12/20/2055 | &nbsp;&nbsp; 5.640% | 5090000 | &nbsp;&nbsp; 5119379 |
| Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2056 | &nbsp;&nbsp; 1.127% | 3660012 | &nbsp;&nbsp; 3251222 |
| Structured Adjustable Rate Mortgage Loan Trust<sup>(e)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(e)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(e)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(e)</sup>  |
| CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 |
| 01/25/2035 | &nbsp;&nbsp; 4.741% | 228286 | &nbsp;&nbsp; 219758 |
| CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 |
| 06/25/2036 | &nbsp;&nbsp; 5.053% | 509433 | &nbsp;&nbsp; 468866 |
| Toorak Mortgage Corp., Ltd.<sup>(b),(m)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(b),(m)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(b),(m)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(b),(m)</sup>  |
| CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 |
| 06/25/2057 | &nbsp;&nbsp; 4.350% | 4338561 | &nbsp;&nbsp; 4317190 |
| Towd Point Mortgage Trust<sup>(b),(m)</sup>  | Towd Point Mortgage Trust<sup>(b),(m)</sup>  | Towd Point Mortgage Trust<sup>(b),(m)</sup>  | Towd Point Mortgage Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 5.725% | 11784435 | &nbsp;&nbsp; 11891642 |
| Verus Securitization Trust<sup>(b),(m)</sup>  | Verus Securitization Trust<sup>(b),(m)</sup>  | Verus Securitization Trust<sup>(b),(m)</sup>  | Verus Securitization Trust<sup>(b),(m)</sup>  |
| CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 |
| 11/25/2069 | &nbsp;&nbsp; 5.894% | 6930557 | &nbsp;&nbsp; 6979730 |
| WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  |
| CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>01/25/2037<br>| &nbsp;&nbsp; 4.369% | 2982463 | &nbsp;&nbsp; 1361988 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  |
| CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A |
| 08/25/2033 | &nbsp;&nbsp; 5.262% | 140431 | &nbsp;&nbsp; 138249 |
| CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 |
| 06/25/2034 | &nbsp;&nbsp; 5.394% | 1189470 | &nbsp;&nbsp; 1163284 |
| CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 |
| 07/25/2034 | &nbsp;&nbsp; 5.197% | 384166 | &nbsp;&nbsp; 363600 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 |
| 02/25/2037 | &nbsp;&nbsp; 4.083% | 1755597 | &nbsp;&nbsp; 1509399 |
| CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 |
| 03/25/2037 | &nbsp;&nbsp; 3.797% | 331728 | &nbsp;&nbsp; 278692 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 10.500% <br>08/25/2045<br>| &nbsp;&nbsp; 4.709% | 391677 | &nbsp;&nbsp; 394422 |
| CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.654% <br>Floor 0.540%, Cap 10.500% <br>12/25/2045<br>| &nbsp;&nbsp; 4.609% | 1416058 | &nbsp;&nbsp; 1320820 |
| CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.734% <br>Floor 0.620%, Cap 10.500% <br>01/25/2045<br>| &nbsp;&nbsp; 4.689% | 290530 | &nbsp;&nbsp; 292579 |
| CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 10.500% <br>07/25/2045<br>| &nbsp;&nbsp; 4.709% | 332655 | &nbsp;&nbsp; 327456 |
| CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A |
| &nbsp;&nbsp; 1-year MTA + 0.940% <br>Floor 0.940% <br>05/25/2046<br>| &nbsp;&nbsp; 4.968% | 949448 | &nbsp;&nbsp; 908560 |
| CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A |
| &nbsp;&nbsp; 1-year MTA + 0.980% <br>Floor 0.980% <br>06/25/2046<br>| &nbsp;&nbsp; 5.008% | 281869 | &nbsp;&nbsp; 268161 |
| Wells Fargo Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(b),(e)</sup>  |
| CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 |
| 11/25/2048 | &nbsp;&nbsp; 3.917% | 19567 | &nbsp;&nbsp; 18688 |
| Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 |
| 07/25/2047 | &nbsp;&nbsp; 3.646% | 927299 | &nbsp;&nbsp; 842567 |
| Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 |
| 12/25/2049 | &nbsp;&nbsp; 3.362% | 1731367 | &nbsp;&nbsp; 1550589 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $730,569,551) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $730,569,551) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $730,569,551) | &nbsp;&nbsp; **719367456** |
| **Senior Loans 0.5%** | **Senior Loans 0.5%** | **Senior Loans 0.5%** | **Senior Loans 0.5%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** |
| HDI Aerospace Intermediate Holding III Corp.<sup>(c),(v)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(v)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(v)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>02/11/2032<br>| &nbsp;&nbsp; 7.687% | 407950 | &nbsp;&nbsp; 408207 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TransDigm, Inc.<sup>(c),(v)</sup>  | TransDigm, Inc.<sup>(c),(v)</sup>  | TransDigm, Inc.<sup>(c),(v)</sup>  | TransDigm, Inc.<sup>(c),(v)</sup>  |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.502% | 512308 | &nbsp;&nbsp; 513031 |
| Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>03/22/2030<br>| &nbsp;&nbsp; 6.252% | 454312 | &nbsp;&nbsp; 454757 |
| Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>08/19/2032<br>| &nbsp;&nbsp; 6.502% | 597327 | &nbsp;&nbsp; 598497 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1974492** |
| **Apartment REIT 0.0%** | **Apartment REIT 0.0%** | **Apartment REIT 0.0%** | **Apartment REIT 0.0%** |
| Invitation Homes Operating Partnership LP<sup>(c),(j),(v)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(j),(v)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(j),(v)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(j),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.850% <br>09/09/2028<br>| &nbsp;&nbsp; 4.909% | 3206777 | &nbsp;&nbsp; 3198760 |
| **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** |
| Tenneco, Inc.<sup>(c),(v)</sup>  | Tenneco, Inc.<sup>(c),(v)</sup>  | Tenneco, Inc.<sup>(c),(v)</sup>  | Tenneco, Inc.<sup>(c),(v)</sup>  |
| Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>Floor 0.500% <br>11/17/2028<br>| &nbsp;&nbsp; 8.739% | 2380841 | &nbsp;&nbsp; 2322439 |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>11/17/2028<br>| &nbsp;&nbsp; 8.989% | 2975000 | &nbsp;&nbsp; 2908063 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5230502** |
| **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** |
| First Eagle Holdings, Inc.<sup>(c),(t),(v),(w)</sup>  | First Eagle Holdings, Inc.<sup>(c),(t),(v),(w)</sup>  | First Eagle Holdings, Inc.<sup>(c),(t),(v),(w)</sup>  | First Eagle Holdings, Inc.<sup>(c),(t),(v),(w)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>08/16/2032<br>| &nbsp;&nbsp; 1.750% | 36584 | &nbsp;&nbsp; 36511 |
| First Eagle Holdings, Inc.<sup>(c),(v)</sup>  | First Eagle Holdings, Inc.<sup>(c),(v)</sup>  | First Eagle Holdings, Inc.<sup>(c),(v)</sup>  | First Eagle Holdings, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>08/16/2032<br>| &nbsp;&nbsp; 7.459% | 214279 | &nbsp;&nbsp; 213848 |
| Jane Street Group LLC<sup>(c),(v)</sup>  | Jane Street Group LLC<sup>(c),(v)</sup>  | Jane Street Group LLC<sup>(c),(v)</sup>  | Jane Street Group LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/15/2031<br>| &nbsp;&nbsp; 5.822% | 880212 | &nbsp;&nbsp; 871031 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1121390** |
| **Building Materials 0.0%** | **Building Materials 0.0%** | **Building Materials 0.0%** | **Building Materials 0.0%** |
| DG Investment Intermediate Holdings 2, Inc.<sup>(c),(v)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(c),(v)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(c),(v)</sup>  | DG Investment Intermediate Holdings 2, Inc.<sup>(c),(v)</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% | 550000 | &nbsp;&nbsp; 550858 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** |
| Charter Communications Operating LLC<sup>(c),(v)</sup>  | Charter Communications Operating LLC<sup>(c),(v)</sup>  | Charter Communications Operating LLC<sup>(c),(v)</sup>  | Charter Communications Operating LLC<sup>(c),(v)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>12/15/2031<br>| &nbsp;&nbsp; 6.235% | 659629 | &nbsp;&nbsp; 657794 |
| Virgin Media Bristol LLC<sup>(c),(v)</sup>  | Virgin Media Bristol LLC<sup>(c),(v)</sup>  | Virgin Media Bristol LLC<sup>(c),(v)</sup>  | Virgin Media Bristol LLC<sup>(c),(v)</sup>  |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/31/2028<br>| &nbsp;&nbsp; 6.573% | 78776 | &nbsp;&nbsp; 78701 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **736495** |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool, Inc.<sup>(c),(v)</sup>  | Oregon Tool, Inc.<sup>(c),(v)</sup>  | Oregon Tool, Inc.<sup>(c),(v)</sup>  | Oregon Tool, Inc.<sup>(c),(v)</sup>  |
| Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>10/15/2029<br>| &nbsp;&nbsp; 8.140% | 595628 | &nbsp;&nbsp; 434314 |
| **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** |
| Arches Buyer, Inc.<sup>(c),(v)</sup>  | Arches Buyer, Inc.<sup>(c),(v)</sup>  | Arches Buyer, Inc.<sup>(c),(v)</sup>  | Arches Buyer, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>12/06/2027<br>| &nbsp;&nbsp; 7.266% | 250853 | &nbsp;&nbsp; 251149 |
| BCPE Empire Holdings, Inc.<sup>(c),(v)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(v)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(v)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(v)</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>12/11/2030<br>| &nbsp;&nbsp; 7.166% | 534992 | &nbsp;&nbsp; 534243 |
| Cast & Crew LLC<sup>(c),(v)</sup>  | Cast & Crew LLC<sup>(c),(v)</sup>  | Cast & Crew LLC<sup>(c),(v)</sup>  | Cast & Crew LLC<sup>(c),(v)</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>Floor 0.500% <br>12/29/2028<br>| &nbsp;&nbsp; 7.666% | 177366 | &nbsp;&nbsp; 118816 |
| Delivery Hero SE<sup>(c),(v)</sup>  | Delivery Hero SE<sup>(c),(v)</sup>  | Delivery Hero SE<sup>(c),(v)</sup>  | Delivery Hero SE<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 0.500% <br>12/12/2029<br>| &nbsp;&nbsp; 8.843% | 718775 | &nbsp;&nbsp; 719975 |
| Ingenovis Health, Inc.<sup>(c),(v)</sup>  | Ingenovis Health, Inc.<sup>(c),(v)</sup>  | Ingenovis Health, Inc.<sup>(c),(v)</sup>  | Ingenovis Health, Inc.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>03/06/2028<br>| &nbsp;&nbsp; 8.334% | 204897 | &nbsp;&nbsp; 64543 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>03/06/2028<br>| &nbsp;&nbsp; 8.172% | 402681 | &nbsp;&nbsp; 124078 |
| KUEHG Corp.<sup>(c),(t),(v)</sup>  | KUEHG Corp.<sup>(c),(t),(v)</sup>  | KUEHG Corp.<sup>(c),(t),(v)</sup>  | KUEHG Corp.<sup>(c),(t),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>06/12/2030<br>| &nbsp;&nbsp; 6.752% | 198690 | &nbsp;&nbsp; 187800 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TripAdvisor, Inc.<sup>(c),(v)</sup>  | TripAdvisor, Inc.<sup>(c),(v)</sup>  | TripAdvisor, Inc.<sup>(c),(v)</sup>  | TripAdvisor, Inc.<sup>(c),(v)</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>07/08/2031<br>| &nbsp;&nbsp; 6.666% | 338214 | &nbsp;&nbsp; 311370 |
| TruGreen LP<sup>(c),(v)</sup>  | TruGreen LP<sup>(c),(v)</sup>  | TruGreen LP<sup>(c),(v)</sup>  | TruGreen LP<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>11/02/2027<br>| &nbsp;&nbsp; 8.016% | 493514 | &nbsp;&nbsp; 482533 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2794507** |
| **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** |
| Majordrive Holdings IV LLC<sup>(c),(t),(v)</sup>  | Majordrive Holdings IV LLC<sup>(c),(t),(v)</sup>  | Majordrive Holdings IV LLC<sup>(c),(t),(v)</sup>  | Majordrive Holdings IV LLC<sup>(c),(t),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>06/01/2028<br>| &nbsp;&nbsp; 8.263% | 122379 | &nbsp;&nbsp; 109394 |
| Osmosis Buyer Ltd.<sup>(c),(v)</sup>  | Osmosis Buyer Ltd.<sup>(c),(v)</sup>  | Osmosis Buyer Ltd.<sup>(c),(v)</sup>  | Osmosis Buyer Ltd.<sup>(c),(v)</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>07/31/2028<br>| &nbsp;&nbsp; 6.906% | 250890 | &nbsp;&nbsp; 251507 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **360901** |
| **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** |
| Cleanova US Holdings LLC<sup>(c),(j),(v)</sup>  | Cleanova US Holdings LLC<sup>(c),(j),(v)</sup>  | Cleanova US Holdings LLC<sup>(c),(j),(v)</sup>  | Cleanova US Holdings LLC<sup>(c),(j),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>06/14/2032<br>| &nbsp;&nbsp; 8.808% | 220115 | &nbsp;&nbsp; 220115 |
| Pelican Products, Inc.<sup>(c),(v)</sup>  | Pelican Products, Inc.<sup>(c),(v)</sup>  | Pelican Products, Inc.<sup>(c),(v)</sup>  | Pelican Products, Inc.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/29/2028<br>| &nbsp;&nbsp; 8.513% | 414399 | &nbsp;&nbsp; 368301 |
| WEC US Holdings Ltd.<sup>(c),(v)</sup>  | WEC US Holdings Ltd.<sup>(c),(v)</sup>  | WEC US Holdings Ltd.<sup>(c),(v)</sup>  | WEC US Holdings Ltd.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>01/27/2031<br>| &nbsp;&nbsp; 5.984% | 332872 | &nbsp;&nbsp; 333165 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **921581** |
| **Electric 0.0%** | **Electric 0.0%** | **Electric 0.0%** | **Electric 0.0%** |
| Alpha Generation LLC<sup>(c),(v)</sup>  | Alpha Generation LLC<sup>(c),(v)</sup>  | Alpha Generation LLC<sup>(c),(v)</sup>  | Alpha Generation LLC<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>09/30/2031<br>| &nbsp;&nbsp; 5.916% | 744205 | &nbsp;&nbsp; 745292 |
| Calpine Corp.<sup>(c),(v)</sup>  | Calpine Corp.<sup>(c),(v)</sup>  | Calpine Corp.<sup>(c),(v)</sup>  | Calpine Corp.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>01/31/2031<br>| &nbsp;&nbsp; 5.666% | 1077816 | &nbsp;&nbsp; 1076899 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>02/15/2032<br>| &nbsp;&nbsp; 5.666% | 831577 | &nbsp;&nbsp; 830928 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Cornerstone Generation LLC<sup>(c),(v)</sup>  | Cornerstone Generation LLC<sup>(c),(v)</sup>  | Cornerstone Generation LLC<sup>(c),(v)</sup>  | Cornerstone Generation LLC<sup>(c),(v)</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>08/11/2032<br>| &nbsp;&nbsp; 7.093% | 181122 | &nbsp;&nbsp; 182839 |
| South Field Energy LLC<sup>(c),(v)</sup>  | South Field Energy LLC<sup>(c),(v)</sup>  | South Field Energy LLC<sup>(c),(v)</sup>  | South Field Energy LLC<sup>(c),(v)</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% | 229600 | &nbsp;&nbsp; 231035 |
| 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% | 13800 | &nbsp;&nbsp; 13887 |
| Vistra Operations Co. LLC<sup>(c),(v)</sup>  | Vistra Operations Co. LLC<sup>(c),(v)</sup>  | Vistra Operations Co. LLC<sup>(c),(v)</sup>  | Vistra Operations Co. LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>12/20/2030<br>| &nbsp;&nbsp; 5.666% | 460363 | &nbsp;&nbsp; 460696 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3541576** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| Action Environmental Group, Inc. (The)<sup>(c),(t),(v)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(t),(v)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(t),(v)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(t),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/24/2030<br>| &nbsp;&nbsp; 7.252% | 249086 | &nbsp;&nbsp; 248932 |
| **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** |
| Avolon Borrower 1 US LLC<sup>(c),(v)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(v)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(v)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(v)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>06/22/2030<br>| &nbsp;&nbsp; 5.710% | 1801186 | &nbsp;&nbsp; 1807165 |
| Ziggo Financing Partnership<sup>(c),(v)</sup>  | Ziggo Financing Partnership<sup>(c),(v)</sup>  | Ziggo Financing Partnership<sup>(c),(v)</sup>  | Ziggo Financing Partnership<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>04/30/2028<br>| &nbsp;&nbsp; 6.706% | 66191 | &nbsp;&nbsp; 66146 |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.250% <br>01/15/2033<br>| &nbsp;&nbsp; 7.027% | 433534 | &nbsp;&nbsp; 426221 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2299532** |
| **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** |
| BCPE North Star US Holdco 2, Inc.<sup>(c),(v)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(v)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(v)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>06/09/2028<br>| &nbsp;&nbsp; 8.030% | 479791 | &nbsp;&nbsp; 477219 |
| C&S Wholesale Grocers, Inc.<sup>(c),(v)</sup>  | C&S Wholesale Grocers, Inc.<sup>(c),(v)</sup>  | C&S Wholesale Grocers, Inc.<sup>(c),(v)</sup>  | C&S Wholesale Grocers, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>09/20/2030<br>| &nbsp;&nbsp; 9.003% | 769860 | &nbsp;&nbsp; 757350 |
| Celsius, Inc.<sup>(c),(v)</sup>  | Celsius, Inc.<sup>(c),(v)</sup>  | Celsius, Inc.<sup>(c),(v)</sup>  | Celsius, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>04/01/2032<br>| &nbsp;&nbsp; 6.476% | 352421 | &nbsp;&nbsp; 354183 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Naked Juice LLC<sup>(c),(v)</sup>  | Naked Juice LLC<sup>(c),(v)</sup>  | Naked Juice LLC<sup>(c),(v)</sup>  | Naked Juice LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>01/24/2029<br>| &nbsp;&nbsp; 7.352% | 370621 | &nbsp;&nbsp; 264731 |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>Floor 1.000% <br>01/24/2029<br>| &nbsp;&nbsp; 9.502% | 1922196 | &nbsp;&nbsp; 1925559 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>01/24/2030<br>| &nbsp;&nbsp; 5.102% | 68895 | &nbsp;&nbsp; 25535 |
| United Natural Foods, Inc.<sup>(c),(v)</sup>  | United Natural Foods, Inc.<sup>(c),(v)</sup>  | United Natural Foods, Inc.<sup>(c),(v)</sup>  | United Natural Foods, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>05/01/2031<br>| &nbsp;&nbsp; 8.666% | 440872 | &nbsp;&nbsp; 443297 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4247874** |
| **Gaming 0.0%** | **Gaming 0.0%** | **Gaming 0.0%** | **Gaming 0.0%** |
| DraftKings, Inc.<sup>(c),(v)</sup>  | DraftKings, Inc.<sup>(c),(v)</sup>  | DraftKings, Inc.<sup>(c),(v)</sup>  | DraftKings, Inc.<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/04/2032<br>| &nbsp;&nbsp; 5.756% | 413725 | &nbsp;&nbsp; 410846 |
| Flutter Entertainment PLC<sup>(c),(v)</sup>  | Flutter Entertainment PLC<sup>(c),(v)</sup>  | Flutter Entertainment PLC<sup>(c),(v)</sup>  | Flutter Entertainment PLC<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>11/30/2030<br>| &nbsp;&nbsp; 5.752% | 507147 | &nbsp;&nbsp; 504930 |
| Voyager Parent LLC<sup>(c),(v)</sup>  | Voyager Parent LLC<sup>(c),(v)</sup>  | Voyager Parent LLC<sup>(c),(v)</sup>  | Voyager Parent LLC<sup>(c),(v)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>07/01/2032<br>| &nbsp;&nbsp; 8.752% | 666001 | &nbsp;&nbsp; 665948 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1581724** |
| **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** |
| ADMI Corp./Aspen Dental<sup>(c),(v)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(v)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(v)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.375% <br>Floor 0.500% <br>12/23/2027<br>| &nbsp;&nbsp; 7.405% | 180602 | &nbsp;&nbsp; 167790 |
| Bausch & Lomb Corp.<sup>(c),(v)</sup>  | Bausch & Lomb Corp.<sup>(c),(v)</sup>  | Bausch & Lomb Corp.<sup>(c),(v)</sup>  | Bausch & Lomb Corp.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.500% <br>09/29/2028<br>| &nbsp;&nbsp; 7.916% | 435776 | &nbsp;&nbsp; 436595 |
| Cotiviti, Inc.<sup>(c),(v)</sup>  | Cotiviti, Inc.<sup>(c),(v)</sup>  | Cotiviti, Inc.<sup>(c),(v)</sup>  | Cotiviti, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/26/2032<br>| &nbsp;&nbsp; 6.734% | 246369 | &nbsp;&nbsp; 236310 |
| Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(v)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(v)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(v)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(v)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.675% <br>Floor 0.500% <br>07/06/2029<br>| &nbsp;&nbsp; 7.677% | 316096 | &nbsp;&nbsp; 318072 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Heartland Dental LLC<sup>(c),(v)</sup>  | Heartland Dental LLC<sup>(c),(v)</sup>  | Heartland Dental LLC<sup>(c),(v)</sup>  | Heartland Dental LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>08/25/2032<br>| &nbsp;&nbsp; 7.666% | 597283 | &nbsp;&nbsp; 599397 |
| Iqvia, Inc.<sup>(c),(v)</sup>  | Iqvia, Inc.<sup>(c),(v)</sup>  | Iqvia, Inc.<sup>(c),(v)</sup>  | Iqvia, Inc.<sup>(c),(v)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>01/02/2031<br>| &nbsp;&nbsp; 5.752% | 638935 | &nbsp;&nbsp; 642289 |
| ModivCare, Inc.<sup>(c),(v),(x)</sup>  | ModivCare, Inc.<sup>(c),(v),(x)</sup>  | ModivCare, Inc.<sup>(c),(v),(x)</sup>  | ModivCare, Inc.<sup>(c),(v),(x)</sup>  |
| Debtor in Possession Delayed Draw Term Loan | Debtor in Possession Delayed Draw Term Loan | Debtor in Possession Delayed Draw Term Loan | Debtor in Possession Delayed Draw Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 7.000% <br>02/22/2026<br>| &nbsp;&nbsp; 11.006% | 166567 | &nbsp;&nbsp; 161570 |
| Debtor in Possession Term Loan | Debtor in Possession Term Loan | Debtor in Possession Term Loan | Debtor in Possession Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 7.000% <br>02/22/2026<br>| &nbsp;&nbsp; 10.951% | 312627 | &nbsp;&nbsp; 303248 |
| ModivCare, Inc.<sup>(c),(v)</sup>  | ModivCare, Inc.<sup>(c),(v)</sup>  | ModivCare, Inc.<sup>(c),(v)</sup>  | ModivCare, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + <br> 11.500% <br>01/12/2026<br>| &nbsp;&nbsp; 13.435% | 727804 | &nbsp;&nbsp; 298400 |
| &nbsp;&nbsp; 3-month Term SOFR + 6.750% <br>07/01/2031<br>| &nbsp;&nbsp; 10.752% | 1560643 | &nbsp;&nbsp; 639864 |
| Soliant Lower Intermediate LLC<sup>(c),(t),(v)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(t),(v)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(t),(v)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(t),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.750% <br>07/18/2031<br>| &nbsp;&nbsp; 7.794% | 713954 | &nbsp;&nbsp; 597937 |
| Star Parent, Inc.<sup>(c),(v)</sup>  | Star Parent, Inc.<sup>(c),(v)</sup>  | Star Parent, Inc.<sup>(c),(v)</sup>  | Star Parent, Inc.<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/27/2030<br>| &nbsp;&nbsp; 8.002% | 146325 | &nbsp;&nbsp; 146495 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4547967** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Healthpeak OP LLC<sup>(c),(j),(v)</sup>  | Healthpeak OP LLC<sup>(c),(j),(v)</sup>  | Healthpeak OP LLC<sup>(c),(j),(v)</sup>  | Healthpeak OP LLC<sup>(c),(j),(v)</sup>  |
| Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>08/20/2027<br>| &nbsp;&nbsp; 4.756% | 1111953 | &nbsp;&nbsp; 1098054 |
| Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>02/22/2027<br>| &nbsp;&nbsp; 4.756% | 1111954 | &nbsp;&nbsp; 1098054 |
| Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.850% <br>03/01/2029<br>| &nbsp;&nbsp; 4.900% | 2244162 | &nbsp;&nbsp; 2204889 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4400997** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Kelso Industries LLC<sup>(c),(t),(v),(w)</sup>  | Kelso Industries LLC<sup>(c),(t),(v),(w)</sup>  | Kelso Industries LLC<sup>(c),(t),(v),(w)</sup>  | Kelso Industries LLC<sup>(c),(t),(v),(w)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.500% <br>12/30/2029<br>| &nbsp;&nbsp; 0.500% | 19900 | &nbsp;&nbsp; 19850 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Kelso Industries LLC<sup>(c),(v)</sup>  | Kelso Industries LLC<sup>(c),(v)</sup>  | Kelso Industries LLC<sup>(c),(v)</sup>  | Kelso Industries LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 9.572% | 422909 | &nbsp;&nbsp; 421852 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **441702** |
| **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** |
| EOC Borrower LLC<sup>(c),(v)</sup>  | EOC Borrower LLC<sup>(c),(v)</sup>  | EOC Borrower LLC<sup>(c),(v)</sup>  | EOC Borrower LLC<sup>(c),(v)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>03/24/2028<br>| &nbsp;&nbsp; 7.666% | 184231 | &nbsp;&nbsp; 184231 |
| Showtime Acquisition LLC<sup>(c),(v)</sup>  | Showtime Acquisition LLC<sup>(c),(v)</sup>  | Showtime Acquisition LLC<sup>(c),(v)</sup>  | Showtime Acquisition LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>08/16/2031<br>| &nbsp;&nbsp; 8.628% | 586593 | &nbsp;&nbsp; 574861 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **759092** |
| **Lodging 0.0%** | **Lodging 0.0%** | **Lodging 0.0%** | **Lodging 0.0%** |
| Hilton Domestic Operating Co., Inc.<sup>(c),(v)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(v)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(v)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(v)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/08/2030<br>| &nbsp;&nbsp; 5.704% | 2082792 | &nbsp;&nbsp; 2090207 |
| **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** |
| ABG Intermediate Holdings 2 LLC<sup>(c),(v)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(v)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(v)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>12/21/2028<br>| &nbsp;&nbsp; 6.166% | 115388 | &nbsp;&nbsp; 115539 |
| Diamond Sports Net LLC<sup>(v)</sup>  | Diamond Sports Net LLC<sup>(v)</sup>  | Diamond Sports Net LLC<sup>(v)</sup>  | Diamond Sports Net LLC<sup>(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| 01/02/2028 | &nbsp;&nbsp; 0.000% | 387618 | &nbsp;&nbsp; 249366 |
| Magnite, Inc.<sup>(c),(v)</sup>  | Magnite, Inc.<sup>(c),(v)</sup>  | Magnite, Inc.<sup>(c),(v)</sup>  | Magnite, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/06/2031<br>| &nbsp;&nbsp; 6.916% | 498830 | &nbsp;&nbsp; 497584 |
| MH Sub I LLC/Micro Holding Corp.<sup>(c),(v)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(v)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(v)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.252% | 212776 | &nbsp;&nbsp; 191837 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.252% | 162270 | &nbsp;&nbsp; 146301 |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/31/2031<br>| &nbsp;&nbsp; 8.166% | 609360 | &nbsp;&nbsp; 495361 |
| Plano Holdco, Inc.<sup>(c),(v)</sup>  | Plano Holdco, Inc.<sup>(c),(v)</sup>  | Plano Holdco, Inc.<sup>(c),(v)</sup>  | Plano Holdco, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/02/2031<br>| &nbsp;&nbsp; 7.502% | 129350 | &nbsp;&nbsp; 125631 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Red Ventures LLC/New Imagitas, Inc.<sup>(c),(v)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(v)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(v)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(v)</sup>  |
| Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/04/2030<br>| &nbsp;&nbsp; 6.666% | 411900 | &nbsp;&nbsp; 384562 |
| Research Now Group LLC<sup>(c),(v)</sup>  | Research Now Group LLC<sup>(c),(v)</sup>  | Research Now Group LLC<sup>(c),(v)</sup>  | Research Now Group LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>07/17/2028<br>| &nbsp;&nbsp; 9.140% | 92940 | &nbsp;&nbsp; 91964 |
| StubHub Holdco Sub LLC<sup>(c),(t),(v)</sup>  | StubHub Holdco Sub LLC<sup>(c),(t),(v)</sup>  | StubHub Holdco Sub LLC<sup>(c),(t),(v)</sup>  | StubHub Holdco Sub LLC<sup>(c),(t),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>03/15/2030<br>| &nbsp;&nbsp; 8.666% | 308472 | &nbsp;&nbsp; 300569 |
| X Corp.<sup>(c),(v)</sup>  | X Corp.<sup>(c),(v)</sup>  | X Corp.<sup>(c),(v)</sup>  | X Corp.<sup>(c),(v)</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; 6-month Term SOFR + 6.500% <br>10/26/2029<br>| &nbsp;&nbsp; 10.448% | 563650 | &nbsp;&nbsp; 548431 |
| Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 9.500% <br>10/26/2029<br>| &nbsp;&nbsp; 9.500% | 221156 | &nbsp;&nbsp; 219037 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3366182** |
| **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** |
| Hunterstown Generation LLC<sup>(c),(v)</sup>  | Hunterstown Generation LLC<sup>(c),(v)</sup>  | Hunterstown Generation LLC<sup>(c),(v)</sup>  | Hunterstown Generation LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>11/06/2031<br>| &nbsp;&nbsp; 7.002% | 199165 | &nbsp;&nbsp; 199201 |
| **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** |
| Potomac Energy Center LLC<sup>(c),(v)</sup>  | Potomac Energy Center LLC<sup>(c),(v)</sup>  | Potomac Energy Center LLC<sup>(c),(v)</sup>  | Potomac Energy Center LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/05/2032<br>| &nbsp;&nbsp; 6.840% | 222498 | &nbsp;&nbsp; 223611 |
| Technimark Holdings LLC<sup>(c),(v)</sup>  | Technimark Holdings LLC<sup>(c),(v)</sup>  | Technimark Holdings LLC<sup>(c),(v)</sup>  | Technimark Holdings LLC<sup>(c),(v)</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>Floor 0.500% <br>04/14/2031<br>| &nbsp;&nbsp; 7.201% | 597883 | &nbsp;&nbsp; 585674 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **809285** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Mativ Holdings, Inc.<sup>(c),(j),(k),(v)</sup>  | Mativ Holdings, Inc.<sup>(c),(j),(k),(v)</sup>  | Mativ Holdings, Inc.<sup>(c),(j),(k),(v)</sup>  | Mativ Holdings, Inc.<sup>(c),(j),(k),(v)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2027<br>| &nbsp;&nbsp; 6.516% | 162661 | &nbsp;&nbsp; 161034 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Jazz Pharmaceuticals, Inc.<sup>(c),(v)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(v)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(v)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(v)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>05/05/2028<br>| &nbsp;&nbsp; 6.166% | 402047 | &nbsp;&nbsp; 403499 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** |
| AmWINS Group, Inc.<sup>(c),(v)</sup>  | AmWINS Group, Inc.<sup>(c),(v)</sup>  | AmWINS Group, Inc.<sup>(c),(v)</sup>  | AmWINS Group, Inc.<sup>(c),(v)</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% | 409132 | &nbsp;&nbsp; 410020 |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| 1011778 BC ULC<sup>(c),(v)</sup>  | 1011778 BC ULC<sup>(c),(v)</sup>  | 1011778 BC ULC<sup>(c),(v)</sup>  | 1011778 BC ULC<sup>(c),(v)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/20/2030<br>| &nbsp;&nbsp; 5.666% | 406680 | &nbsp;&nbsp; 406070 |
| Dave & Buster's, Inc.<sup>(c),(v)</sup>  | Dave & Buster's, Inc.<sup>(c),(v)</sup>  | Dave & Buster's, Inc.<sup>(c),(v)</sup>  | Dave & Buster's, Inc.<sup>(c),(v)</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>11/01/2031<br>| &nbsp;&nbsp; 7.072% | 462388 | &nbsp;&nbsp; 407942 |
| KFC Holding Co./Yum! Brands<sup>(c),(v)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(v)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(v)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/15/2028<br>| &nbsp;&nbsp; 5.827% | 356973 | &nbsp;&nbsp; 357419 |
| Tacala Investment Corp.<sup>(c),(v)</sup>  | Tacala Investment Corp.<sup>(c),(v)</sup>  | Tacala Investment Corp.<sup>(c),(v)</sup>  | Tacala Investment Corp.<sup>(c),(v)</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>01/31/2031<br>| &nbsp;&nbsp; 6.916% | 688592 | &nbsp;&nbsp; 691360 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1862791** |
| **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** |
| Great Outdoors Group LLC<sup>(c),(v)</sup>  | Great Outdoors Group LLC<sup>(c),(v)</sup>  | Great Outdoors Group LLC<sup>(c),(v)</sup>  | Great Outdoors Group LLC<sup>(c),(v)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/23/2032<br>| &nbsp;&nbsp; 7.166% | 386751 | &nbsp;&nbsp; 387524 |
| Michaels Co., Inc. (The)<sup>(c),(v)</sup>  | Michaels Co., Inc. (The)<sup>(c),(v)</sup>  | Michaels Co., Inc. (The)<sup>(c),(v)</sup>  | Michaels Co., Inc. (The)<sup>(c),(v)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>04/15/2028<br>| &nbsp;&nbsp; 8.513% | 1207222 | &nbsp;&nbsp; 1155795 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1543319** |
| **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** |
| Barracuda Parent LLC<sup>(c),(v)</sup>  | Barracuda Parent LLC<sup>(c),(v)</sup>  | Barracuda Parent LLC<sup>(c),(v)</sup>  | Barracuda Parent LLC<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/15/2029<br>| &nbsp;&nbsp; 8.340% | 223061 | &nbsp;&nbsp; 187981 |
| Blackhawk Network Holdings, Inc.<sup>(c),(t),(v)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(t),(v)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(t),(v)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(t),(v)</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 + 4.000% <br>03/12/2029<br>| &nbsp;&nbsp; 7.916% | 700000 | &nbsp;&nbsp; 702100 |
| Boost Newco Borrower LLC<sup>(c),(v)</sup>  | Boost Newco Borrower LLC<sup>(c),(v)</sup>  | Boost Newco Borrower LLC<sup>(c),(v)</sup>  | Boost Newco Borrower LLC<sup>(c),(v)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>01/31/2031<br>| &nbsp;&nbsp; 6.002% | 533846 | &nbsp;&nbsp; 534647 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CPI Buyer LLC<sup>(c),(v)</sup>  | CPI Buyer LLC<sup>(c),(v)</sup>  | CPI Buyer LLC<sup>(c),(v)</sup>  | CPI Buyer LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>05/27/2032<br>| &nbsp;&nbsp; 7.985% | 325530 | &nbsp;&nbsp; 323251 |
| DTI Holdco, Inc.<sup>(c),(v)</sup>  | DTI Holdco, Inc.<sup>(c),(v)</sup>  | DTI Holdco, Inc.<sup>(c),(v)</sup>  | DTI Holdco, Inc.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>04/26/2029<br>| &nbsp;&nbsp; 7.916% | 575629 | &nbsp;&nbsp; 536129 |
| EagleView Technology Corp.<sup>(c),(v)</sup>  | EagleView Technology Corp.<sup>(c),(v)</sup>  | EagleView Technology Corp.<sup>(c),(v)</sup>  | EagleView Technology Corp.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>08/14/2028<br>| &nbsp;&nbsp; 9.502% | 683146 | &nbsp;&nbsp; 665001 |
| Genesys Cloud Services Holdings I LLC<sup>(c),(v)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(v)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(v)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/30/2032<br>| &nbsp;&nbsp; 6.416% | 306732 | &nbsp;&nbsp; 301940 |
| McAfee Corp.<sup>(c),(v)</sup>  | McAfee Corp.<sup>(c),(v)</sup>  | McAfee Corp.<sup>(c),(v)</sup>  | McAfee Corp.<sup>(c),(v)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 6.916% | 112387 | &nbsp;&nbsp; 103577 |
| Modena Buyer LLC<sup>(c),(v)</sup>  | Modena Buyer LLC<sup>(c),(v)</sup>  | Modena Buyer LLC<sup>(c),(v)</sup>  | Modena Buyer LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>07/01/2031<br>| &nbsp;&nbsp; 8.090% | 133148 | &nbsp;&nbsp; 130340 |
| Neon Maple Purchaser, Inc.<sup>(c),(v)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(v)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(v)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(v)</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>11/17/2031<br>| &nbsp;&nbsp; 6.416% | 248752 | &nbsp;&nbsp; 248799 |
| Peraton Corp.<sup>(c),(v)</sup>  | Peraton Corp.<sup>(c),(v)</sup>  | Peraton Corp.<sup>(c),(v)</sup>  | Peraton Corp.<sup>(c),(v)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/01/2028<br>| &nbsp;&nbsp; 7.690% | 599584 | &nbsp;&nbsp; 524959 |
| Project Alpha Intermediate Holding, Inc.<sup>(c),(t),(v)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(t),(v)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(t),(v)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(t),(v)</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>10/26/2030<br>|  | 490724 | &nbsp;&nbsp; 490008 |
| Renaissance Holding Corp.<sup>(c),(t),(v)</sup>  | Renaissance Holding Corp.<sup>(c),(t),(v)</sup>  | Renaissance Holding Corp.<sup>(c),(t),(v)</sup>  | Renaissance Holding Corp.<sup>(c),(t),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.500% <br>04/05/2030<br>| &nbsp;&nbsp; 7.916% | 978313 | &nbsp;&nbsp; 845263 |
| Sophos Holdings SARL<sup>(c),(t),(v)</sup>  | Sophos Holdings SARL<sup>(c),(t),(v)</sup>  | Sophos Holdings SARL<sup>(c),(t),(v)</sup>  | Sophos Holdings SARL<sup>(c),(t),(v)</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>03/05/2027<br>| &nbsp;&nbsp; 7.530% | 663105 | &nbsp;&nbsp; 663032 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Xerox Corp.<sup>(c),(v)</sup>  | Xerox Corp.<sup>(c),(v)</sup>  | Xerox Corp.<sup>(c),(v)</sup>  | Xerox Corp.<sup>(c),(v)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>11/19/2029<br>| &nbsp;&nbsp; 7.843% | 1116863 | &nbsp;&nbsp; 1008148 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7265175** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Frontier Communications Holdings LLC<sup>(c),(v)</sup>  | Frontier Communications Holdings LLC<sup>(c),(v)</sup>  | Frontier Communications Holdings LLC<sup>(c),(v)</sup>  | Frontier Communications Holdings LLC<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>07/01/2031<br>| &nbsp;&nbsp; 6.459% | 202887 | &nbsp;&nbsp; 202570 |
| Zayo Group Holdings, Inc.<sup>(c),(v)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(v)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(v)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(v)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/11/2030<br>| &nbsp;&nbsp; 7.030% | 274160 | &nbsp;&nbsp; 259652 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **462222** |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $59,801,598) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $59,801,598) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $59,801,598) | &nbsp;&nbsp; **57966131** |
| **Treasury Bills 0.0%** | **Treasury Bills 0.0%** | **Treasury Bills 0.0%** | **Treasury Bills 0.0%** |
| **Issuer** | **Yield** | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **United States 0.0%** | **United States 0.0%** | **United States 0.0%** | **United States 0.0%** |
| U.S. Treasury Bills<sup>(s)</sup>  | U.S. Treasury Bills<sup>(s)</sup>  | U.S. Treasury Bills<sup>(s)</sup>  | U.S. Treasury Bills<sup>(s)</sup>  |
| 01/22/2026 | &nbsp;&nbsp; 3.740% | 193000 | &nbsp;&nbsp; 191919 |
| &nbsp;&nbsp; Total Treasury Bills <br>(Cost $191,828) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $191,828) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $191,828) | &nbsp;&nbsp; **191919** |
| **U.S. Government & Agency Obligations 0.0%** | **U.S. Government & Agency Obligations 0.0%** | **U.S. Government & Agency Obligations 0.0%** | **U.S. Government & Agency Obligations 0.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Residual Funding Corp.<sup>(h)</sup>  | Residual Funding Corp.<sup>(h)</sup>  | Residual Funding Corp.<sup>(h)</sup>  | Residual Funding Corp.<sup>(h)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 01/15/2030 | &nbsp;&nbsp; 0.000% | 4110000 | &nbsp;&nbsp; 3521895 |
| Resolution Funding Corp.<sup>(h)</sup>  | Resolution Funding Corp.<sup>(h)</sup>  | Resolution Funding Corp.<sup>(h)</sup>  | Resolution Funding Corp.<sup>(h)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 04/15/2030 | &nbsp;&nbsp; 0.000% | 2360000 | &nbsp;&nbsp; 1998961 |
| &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $5,535,353) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $5,535,353) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $5,535,353) | &nbsp;&nbsp; **5520856** |
| **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 10/31/2027 | &nbsp;&nbsp; 3.500% | 53224000 | &nbsp;&nbsp; 53213605 |
| 04/15/2028 | &nbsp;&nbsp; 3.750% | 25858900 | &nbsp;&nbsp; 26010417 |
| 11/15/2028 | &nbsp;&nbsp; 3.500% | 34953500 | &nbsp;&nbsp; 34961692 |
| 09/30/2030 | &nbsp;&nbsp; 3.625% | 30884700 | &nbsp;&nbsp; 30920893 |
| 10/31/2030 | &nbsp;&nbsp; 3.625% | 216264000 | &nbsp;&nbsp; 216483643 |
| 04/30/2032 | &nbsp;&nbsp; 4.000% | 209500 | &nbsp;&nbsp; 212610 |
| 10/31/2032 | &nbsp;&nbsp; 3.750% | 140818000 | &nbsp;&nbsp; 140509961 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 05/15/2035 | &nbsp;&nbsp; 4.250% | 27110000 | &nbsp;&nbsp; 27673380 |
| 11/15/2035 | &nbsp;&nbsp; 4.000% | 73854300 | &nbsp;&nbsp; 73738903 |
| 08/15/2041 | &nbsp;&nbsp; 1.750% | 40675000 | &nbsp;&nbsp; 27989484 |
| 11/15/2041 | &nbsp;&nbsp; 2.000% | 34415000 | &nbsp;&nbsp; 24493801 |
| 05/15/2042 | &nbsp;&nbsp; 3.250% | 52060000 | &nbsp;&nbsp; 44267269 |
| 08/15/2042 | &nbsp;&nbsp; 3.375% | 30725000 | &nbsp;&nbsp; 26476309 |
| 11/15/2042 | &nbsp;&nbsp; 2.750% | 32165000 | &nbsp;&nbsp; 25224396 |
| 05/15/2043 | &nbsp;&nbsp; 3.875% | 19435000 | &nbsp;&nbsp; 17798209 |
| 08/15/2043 | &nbsp;&nbsp; 3.625% | 4995000 | &nbsp;&nbsp; 4401063 |
| 08/15/2043 | &nbsp;&nbsp; 4.375% | 29925000 | &nbsp;&nbsp; 29176875 |
| 11/15/2043 | &nbsp;&nbsp; 4.750% | 22835000 | &nbsp;&nbsp; 23309540 |
| 08/15/2044 | &nbsp;&nbsp; 4.125% | 7070000 | &nbsp;&nbsp; 6628125 |
| 11/15/2044 | &nbsp;&nbsp; 4.625% | 2125000 | &nbsp;&nbsp; 2126660 |
| 02/15/2045 | &nbsp;&nbsp; 4.750% | 41411300 | &nbsp;&nbsp; 42071293 |
| 05/15/2045 | &nbsp;&nbsp; 5.000% | 10220000 | &nbsp;&nbsp; 10715031 |
| 08/15/2045 | &nbsp;&nbsp; 4.875% | 39975000 | &nbsp;&nbsp; 41230465 |
| 08/15/2049 | &nbsp;&nbsp; 2.250% | 7360000 | &nbsp;&nbsp; 4749500 |
| 05/15/2050 | &nbsp;&nbsp; 1.250% | 6315000 | &nbsp;&nbsp; 3132832 |
| 11/15/2050 | &nbsp;&nbsp; 1.625% | 31720000 | &nbsp;&nbsp; 17222969 |
| 08/15/2053 | &nbsp;&nbsp; 4.125% | 24920000 | &nbsp;&nbsp; 22727819 |
| 11/15/2053 | &nbsp;&nbsp; 4.750% | 8130000 | &nbsp;&nbsp; 8212570 |
| 11/15/2054 | &nbsp;&nbsp; 4.500% | 17284900 | &nbsp;&nbsp; 16790660 |
| 02/15/2055 | &nbsp;&nbsp; 4.625% | 45590000 | &nbsp;&nbsp; 45219581 |
| 05/15/2055 | &nbsp;&nbsp; 4.750% | 25835000 | &nbsp;&nbsp; 26149864 |
| 08/15/2055 | &nbsp;&nbsp; 4.750% | 66782600 | &nbsp;&nbsp; 67617382 |
| 11/15/2055 | &nbsp;&nbsp; 4.625% | 174189000 | &nbsp;&nbsp; 172937016 |
| U.S. Treasury<sup>(d)</sup>  | U.S. Treasury<sup>(d)</sup>  | U.S. Treasury<sup>(d)</sup>  | U.S. Treasury<sup>(d)</sup>  |
| 11/30/2027 | &nbsp;&nbsp; 3.500% | 92263300 | &nbsp;&nbsp; 92054266 |
| 11/30/2030 | &nbsp;&nbsp; 3.500% | 54334900 | &nbsp;&nbsp; 54090817 |
| U.S. Treasury<sup>(s)</sup>  | U.S. Treasury<sup>(s)</sup>  | U.S. Treasury<sup>(s)</sup>  | U.S. Treasury<sup>(s)</sup>  |
| 02/15/2042 | &nbsp;&nbsp; 2.375% | 35245000 | &nbsp;&nbsp; 26439257 |
| U.S. Treasury<sup>(t)</sup>  | U.S. Treasury<sup>(t)</sup>  | U.S. Treasury<sup>(t)</sup>  | U.S. Treasury<sup>(t)</sup>  |
| 11/15/2045 | &nbsp;&nbsp; 4.625% | 136398800 | &nbsp;&nbsp; 136292238 |
| U.S. Treasury<sup>(h),(s)</sup>  | U.S. Treasury<sup>(h),(s)</sup>  | U.S. Treasury<sup>(h),(s)</sup>  | U.S. Treasury<sup>(h),(s)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 02/15/2041 | &nbsp;&nbsp; 0.000% | 8725000 | &nbsp;&nbsp; 4272556 |
| 05/15/2041 | &nbsp;&nbsp; 0.000% | 7485000 | &nbsp;&nbsp; 3620254 |
| 08/15/2042 | &nbsp;&nbsp; 0.000% | 23610000 | &nbsp;&nbsp; 10625898 |
| 05/15/2043 | &nbsp;&nbsp; 0.000% | 17045000 | &nbsp;&nbsp; 7344724 |
| 11/15/2043 | &nbsp;&nbsp; 0.000% | 8059000 | &nbsp;&nbsp; 3380194 |
| U.S. Treasury<sup>(h)</sup>  | U.S. Treasury<sup>(h)</sup>  | U.S. Treasury<sup>(h)</sup>  | U.S. Treasury<sup>(h)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 08/15/2041 | &nbsp;&nbsp; 0.000% | 6400000 | &nbsp;&nbsp; 3051453 |
| 11/15/2041 | &nbsp;&nbsp; 0.000% | 4710000 | &nbsp;&nbsp; 2214779 |
| 05/15/2042 | &nbsp;&nbsp; 0.000% | 5400000 | &nbsp;&nbsp; 2469979 |
| 11/15/2042 | &nbsp;&nbsp; 0.000% | 970000 | &nbsp;&nbsp; 430740 |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2043 | &nbsp;&nbsp; 0.000% | 895000 | &nbsp;&nbsp; 391137 |
| 08/15/2043 | &nbsp;&nbsp; 0.000% | 2110000 | &nbsp;&nbsp; 895717 |
| 02/15/2044 | &nbsp;&nbsp; 0.000% | 980000 | &nbsp;&nbsp; 404268 |
| 05/15/2044 | &nbsp;&nbsp; 0.000% | 1165000 | &nbsp;&nbsp; 474524 |
| 08/15/2044 | &nbsp;&nbsp; 0.000% | 1255000 | &nbsp;&nbsp; 503722 |
| 02/15/2045 | &nbsp;&nbsp; 0.000% | 8770000 | &nbsp;&nbsp; 3529097 |
| 02/15/2045 | &nbsp;&nbsp; 0.000% | 695000 | &nbsp;&nbsp; 272188 |
| 11/15/2045 | &nbsp;&nbsp; 0.000% | 2120000 | &nbsp;&nbsp; 799851 |
| 05/15/2046 | &nbsp;&nbsp; 0.000% | 1775000 | &nbsp;&nbsp; 652607 |
| 08/15/2048 | &nbsp;&nbsp; 0.000% | 1910000 | &nbsp;&nbsp; 628445 |
| 02/15/2049 | &nbsp;&nbsp; 0.000% | 2000000 | &nbsp;&nbsp; 641642 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,727,331,208) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,727,331,208) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,727,331,208) | &nbsp;&nbsp; **1669874170** |

---

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

---

| | | |
|:---|:---|:---|
| **Warrants —%** | **Warrants —%** | **Warrants —%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Financials —%** | **Financials —%** | **Financials —%** |
| **Financial Services —%** | **Financial Services —%** | **Financial Services —%** |
| &nbsp;&nbsp; DSG TopCo, Inc.<sup>(i),(j)</sup> <br>06/30/2026<br>| &nbsp;&nbsp; 101455 | &nbsp;&nbsp; 0 |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **0** |
| &nbsp;&nbsp; Total Warrants <br>(Cost $10) | &nbsp;&nbsp; Total Warrants <br>(Cost $10) | &nbsp;&nbsp; **0** |

---

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

---

| | |
|:---|:---|
| **Put Option Contracts Purchased 0.0%** | **Put Option Contracts Purchased 0.0%** |
|  | **Value ($)** |
| (Cost $680,042) | &nbsp;&nbsp; **67986** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 8.6%** | **Money Market Funds 8.6%** | **Money Market Funds 8.6%** |
|  | **Shares** | **Value ($)** |
| &nbsp;&nbsp; Columbia Short-Term Cash Fund, <br> 4.061%<sup>(y),(z)</sup> <br>| &nbsp;&nbsp; 1108256924 | &nbsp;&nbsp; 1107924447 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $1,107,914,299) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $1,107,914,299) | &nbsp;&nbsp; **1107924447** |
| **Total Investments in Securities** <br>**(Cost: $13,879,113,239)** | **Total Investments in Securities** <br>**(Cost: $13,879,113,239)** | &nbsp;&nbsp; **13737181398** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(823968469)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **12913212929** |

---

At November 30, 2025, securities and/or cash totaling $55,880,136 were pledged as collateral.

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

**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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 EUR | Barclays | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 6,340,597 MXN | &nbsp;&nbsp;&nbsp;&nbsp; 338,349 USD | Barclays | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6701)<br>|
| 32,593,293 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 21,534,131 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 174160 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,114,361 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 726,403 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3892)<br>|
| &nbsp;&nbsp; 1,175,816 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,366,171 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1103)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 938,647 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 1,232,920 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9569)<br>|
| &nbsp;&nbsp; 1,129,168 USD | &nbsp;&nbsp;&nbsp;&nbsp; 979,928 EUR | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10322 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,279,990 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,084,479 EUR | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18925)<br>|
| &nbsp;&nbsp; 5,242,236 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6,119,287 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23457 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,059,299 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,226,677 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5108)<br>|
| &nbsp;&nbsp; 4,667,273 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 6,284,603 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 106525 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 4,727,754 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,087,010 EUR | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24743 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 2,340,218 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,999,999 EUR | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14560)<br>|
| 54,093,924 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 63,419,106 USD | JPMorgan | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 517068 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 3,610,881 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,106,829 EUR | JPMorgan | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1833 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 641,520 USD | &nbsp;&nbsp;&nbsp;&nbsp; 547,832 EUR | JPMorgan | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4484)<br>|
| &nbsp;&nbsp; 6,340,597 MXN | &nbsp;&nbsp;&nbsp;&nbsp; 338,673 USD | Morgan Stanley | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6377)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 858108 | &nbsp;&nbsp;&nbsp;&nbsp; (70719)<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>|
| U.S. Long Bond | 1623 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 190601063 | &nbsp;&nbsp;&nbsp;&nbsp; 1279192 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 1576 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 185081500 | &nbsp;&nbsp;&nbsp;&nbsp; 1003900 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 1122 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 127171688 | &nbsp;&nbsp;&nbsp;&nbsp; 594815 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 430 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 48737813 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32333)<br>|
| U.S. Treasury 2-Year Note | 2820 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 588983440 | &nbsp;&nbsp;&nbsp;&nbsp; 661697 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 3232 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 354762500 | &nbsp;&nbsp;&nbsp;&nbsp; 1423018 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 2773 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 304380078 | &nbsp;&nbsp;&nbsp;&nbsp; 628995 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 1395 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 162103359 | &nbsp;&nbsp;&nbsp;&nbsp; 1176109 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 478 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 55545094 | &nbsp;&nbsp;&nbsp;&nbsp; 487949 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 1674 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 202449375 | &nbsp;&nbsp;&nbsp;&nbsp; 1703219 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 1382 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 167135625 | &nbsp;&nbsp;&nbsp;&nbsp; 1667905 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10626799 | &nbsp;&nbsp;&nbsp;&nbsp; (32333)<br>|

---

&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>|
| Australian 10-Year Bond | (344) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (38445165)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 448283 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 3-Year Bond | (31) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (3282185)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 27717 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bobl | (20) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (2359000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (31) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (3995280)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6628 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (168) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (21651840)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (168463)<br>|
| Euro-Buxl 30-Year | (42) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (4779600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38252)<br>|
| Euro-Schatz | (5) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (534875)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | (15) | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (1373700)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18716)<br>|
| U.S. Treasury 2-Year Note | (214) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (44695906)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8379 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | (2) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (417719)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | (522) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (60658031)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (312812)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 492089 | &nbsp;&nbsp;&nbsp;&nbsp; (538243)<br>|

---

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

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 172000000 | &nbsp;&nbsp; 172000000 | 4.05 | &nbsp;&nbsp; 01/30/2026 | &nbsp;&nbsp; 116272 | &nbsp;&nbsp; 2443 |
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 172000000 | &nbsp;&nbsp; 172000000 | 4.03 | &nbsp;&nbsp; 02/27/2026 | &nbsp;&nbsp; 94600 | &nbsp;&nbsp; 8359 |
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 172000000 | &nbsp;&nbsp; 172000000 | 4.00 | &nbsp;&nbsp; 03/31/2026 | &nbsp;&nbsp; 137600 | &nbsp;&nbsp; 21947 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 71000000 | &nbsp;&nbsp; 71000000 | 4.22 | &nbsp;&nbsp; 01/30/2026 | &nbsp;&nbsp; 80940 | &nbsp;&nbsp; 2854 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 71000000 | &nbsp;&nbsp; 71000000 | 4.22 | &nbsp;&nbsp; 02/27/2026 | &nbsp;&nbsp; 108630 | &nbsp;&nbsp; 9464 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; 71000000 | &nbsp;&nbsp; 71000000 | 4.22 | &nbsp;&nbsp; 03/31/2026 | &nbsp;&nbsp; 142000 | &nbsp;&nbsp; 22919 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 680042 | &nbsp;&nbsp; 67986 |

---

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** |
| **Fund receives** | **Fund pays** | **Payment** <br>**frequency**<br>| **Counterparty** | **Maturity** <br>**date**<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; Fixed rate of <br> 4.750%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 05/11/2026 | USD | 60000000 | 339408 |  |  | 339408 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 4.663%<br>| Receives Annually, Pays Annually | JPMorgan | 05/17/2026 | USD | 164695000 | (990992)<br>|  |  |  | (990992)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 4.497%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 05/13/2027 | USD | 74475000 | 1248590 |  |  | 1248590 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 4.253%<br>| Receives Annually, Pays Annually | JPMorgan | 05/13/2029 | USD | 46350000 | (1480326)<br>|  |  |  | (1480326)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 4.004%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/20/2044 | USD | 37895000 | 92452 |  |  | 92452 |  |
| &nbsp;&nbsp; Fixed rate of <br> 3.805%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/16/2049 | USD | 25535000 | (851147)<br>|  |  |  | (851147)<br>|
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 1.350%<br>| Receives Annually, Pays Annually | JPMorgan | 05/11/2054 | USD | 5710000 | 181658 |  |  | 181658 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.136%<br>| Receives Annually, Pays Annually | JPMorgan | 12/14/2054 | USD | 33500000 | 648590 |  |  | 648590 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.719%<br>| Receives Annually, Pays Annually | JPMorgan | 12/16/2054 | USD | 22610000 | 1101258 |  |  | 1101258 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.825%<br>| Receives Annually, Pays Annually | JPMorgan | 12/20/2054 | USD | 28885000 | 876693 |  |  | 876693 |  |
| Total |  |  |  |  |  |  | 1166184 |  |  | 4488649 | (3322465)<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 North America High <br> Yield Index, Series 45<br>| Morgan Stanley | 12/20/2030 | 5.000 | Quarterly | 3.217 | USD | 35000000 | 355041 |  |  | 355041 |  |

---

\* 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>

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** |
| **Reference index**  |  | **Reference rate** |
| SOFR | Secured Overnight Financing Rate | 4.050% |

---

**Notes to Portfolio of Investments** 

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

&nbsp;&nbsp;&nbsp;&nbsp;(b) 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 $4,137,139,311, which represents 32.04% of total net assets.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(e) 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;(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 principal only securities which have the right to receive the principal
 portion only on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Zero coupon bond.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Non-income producing investment.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At November 30, 2025, the total value of these securities amounted to $9,297,854, which represents 0.07% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Perpetual security with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;(m) 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;(n) Denotes a restricted security, which is subject to legal or contractual restrictions
 on resale under federal securities laws. Disposal of a restricted investment may involve time-consuming negotiations and expenses, and prompt sale at an acceptable
 price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those securities may be traded between
 qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. These
 securities are valued at fair value determined in good faith under consistently applied procedures approved by the Fund's Board of Trustees. At November 30, 2025, the total market value of these securities amounted to $38,680, which represents less than 0.01% of total net assets. Additional information on these securities is
 as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security** | **Acquisition** <br>**Dates**<br>| **Shares** | **Cost ($)** | **Value ($)** |
| Digicel Ltd. | 01/29/2024 | &nbsp;&nbsp; 3868 | &nbsp;&nbsp; 38680 | &nbsp;&nbsp; 38680 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(o) Payment-in-kind security. Interest can be paid by issuing additional par of the security
 or in cash.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Represents a security in default.

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

&nbsp;&nbsp;&nbsp;&nbsp;(r) Includes comparable securities held to satisfy future delivery requirements of the
 following open forward sale commitments at November 30, 2025:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security description** | **Principal** <br>**amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Proceeds** <br>**receivable ($)**<br>| **Value ($)** |
| Uniform Mortgage-Backed Security TBA |  |  |  |  |
| 01/16/2054 5.500% | (24500000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 01/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (24706484)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (24789707)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(s) This security or a portion of this security has been pledged as collateral in connection
 with investments sold short and/or derivative contracts.

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

&nbsp;&nbsp;&nbsp;&nbsp;(u) Represents a variable rate security where the coupon adjusts periodically through
 an auction process.

&nbsp;&nbsp;&nbsp;&nbsp;(v) 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.

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, November 30, 2025 (Unaudited)

**Notes to Portfolio of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp;(w) 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; First Eagle Holdings, Inc. <br>Delayed Draw Term Loan <br>08/16/2032 1.750%<br>| 36584 |
| &nbsp;&nbsp; Kelso Industries LLC <br>Delayed Draw Term Loan <br>12/30/2029 0.500%<br>| 19900 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(x) The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy
 Code.

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

&nbsp;&nbsp;&nbsp;&nbsp;(z) 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% |
|  | 1881749199 | &nbsp;&nbsp; 3333070081 | &nbsp;&nbsp; (4106906976)<br>| &nbsp;&nbsp; 12143 | &nbsp;&nbsp; 1107924447 | &nbsp;&nbsp; 72578 | &nbsp;&nbsp; 12842055 | &nbsp;&nbsp; 1108256924 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BAM | Build America Mutual Assurance Co. |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| LIBOR | London Interbank Offered Rate |
| MTA | Monthly Treasury Average |
| SOFR | Secured Overnight Financing Rate |
| STRIPS | Separate Trading of Registered Interest and Principal Securities |
| TBA | To Be Announced |

---

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| EUR | Euro |
| GBP | British Pound |
| MXN | Mexican Peso |
| 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.

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

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

1QT101_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:** Multi-Manager Total Return Bond Strategies Fund

- **b. EDGAR series identifier (if any):** S000036205

- **c. LEI of Series:** 8DID67HJNOBUIXV71679

**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:** $14206294042.91

**Total Liabilities:** $1346908534.39

**Net Assets:** $12859385508.52

**Delayed Delivery Securities:** $1223517509.87

**Stand-by Commitments:** $3016276.89

**Cash Not Reported:** $6088147.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 218609.51000000 | **1-Year:** 140800.81000000 | **5-Year:** 696969.18000000 | **10-Year:** 1196545.48000000 | **30-Year:** 2273030.04000000

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

- **3-Month:** -8355.01000000 | **1-Year:** 40896.59000000 | **5-Year:** 151054.17000000 | **10-Year:** 86564.36000000 | **30-Year:** 121254.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179755 | 1.17%                | 0.59%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25460464.37             | $61270565.96                               |
| Month 2  | $12081586.01             | $16408875.48                               |
| Month 3  | $11843811.91             | $14484238.82                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO                                                              | AB BSL CLO 6 Ltd                                                                 | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11800000 | PA      | $11815328.20   | 0.09%             | 2037-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     115388 | PA      | $115539.13     | 0.00%             | 2028-12-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     641000 | PA      | $588888.37     | 0.00%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7015602.03    | 0.05%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                               | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     848000 | PA      | $859288.12     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1363433.46    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                           | AEP Texas Inc                                                                    | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1516720.65    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     544000 | PA      | $541473.55     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     819000 | PA      | $837355.81     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1328112.03    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     250890 | PA      | $251507.15     | 0.00%             | 2028-07-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                 | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3926900.55    | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                      | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3290626.83    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                        | AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                                 | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2203751.00    | 0.02%             | 2036-04-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    4595000 | PA      | $4762928.87    | 0.04%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares XXVII CLO Ltd                                                               | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   12110000 | PA      | $12115074.09   | 0.09%             | 2034-10-28      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares LXII CLO Ltd                                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9004725.00    | 0.07%             | 2034-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1405839 | PA      | $1406576.31    | 0.01%             | 2041-05-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4999981.00    | 0.04%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      92000 | PA      | $89315.56      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     302000 | PA      | $297174.38     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6684674.17    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2702118.72    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     840000 | PA      | $571694.98     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     332000 | PA      | $235653.21     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     907000 | PA      | $935089.13     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     906000 | PA      | $906916.69     | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1803943.25    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARIZONA BILTMORE TRUST ARZ_24-BILT                                      | ARIZONA BILTMORE TRUST ARZ_24-BILT                                               | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1533088.50    | 0.01%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1050000 | PA      | $1060276.56    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                             | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     396478 | PA      | $404362.43     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1122458.91    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     680000 | PA      | $626706.61     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $969684.68     | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     687000 | PA      | $680655.13     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     403000 | PA      | $391001.28     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     899000 | PA      | $812840.50     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $4309400.60    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $924674.72     | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1539932.25    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     588000 | PA      | $597619.46     | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1049638.32    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1894640.32    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                    | ACE Securities Corp Home Equity Loan Trust Series 2006-OP1                       | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6182202 | PA      | $5747031.92    | 0.04%             | 2036-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1005492.46    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    2200000 | PA      | $2175629.24    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1483356.36    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $892625.35     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                               | ADMI Corp 2021 Term Loan B2                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     180602 | PA      | $167790.08     | 0.00%             | 2027-12-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                               | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1625840.34    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1078632.95    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     445000 | PA      | $438242.58     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5655000 | PA      | $5475671.89    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                               | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     324000 | PA      | $357612.27     | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5342537.27    | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2035000 | PA      | $2044040.28    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5105920.08    | 0.04%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800000 | PA      | $6810948.00    | 0.05%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6300000 | PA      | $6316153.20    | 0.05%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1235000 | PA      | $1238157.52    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4690000 | PA      | $4701990.92    | 0.04%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501240.65     | 0.00%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501274.85     | 0.00%             | 2029-02-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2402501.28    | 0.02%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $458586.28     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2070145.25    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     879000 | PA      | $896316.83     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3335000 | PA      | $3233597.40    | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1811019.84    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2508533 | PA      | $2454494.01    | 0.02%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4800000 | PA      | $4648560.21    | 0.04%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6640000 | PA      | $6416466.02    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1250000 | PA      | $1313675.78    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     718000 | PA      | $709553.02     | 0.01%             | 2034-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                               | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1365101.63    | 0.01%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                        | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     360000 | PA      | $388627.74     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1058346.06    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                     | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    3741017 | PA      | $3058941.52    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                 | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     743000 | PA      | $746569.28     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6235000 | PA      | $6250787.29    | 0.05%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5080000 | PA      | $4972846.04    | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                          | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     588000 | PA      | $406241.45     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                         | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    3417126 | PA      | $3417115.78    | 0.03%             | 2032-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                     | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2879889.85    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2791815.31    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1049124.38    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $883372.33     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     835000 | PA      | $880316.73     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     990000 | PA      | $972739.93     | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22500000 | PA      | $18309974.40   | 0.14%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41875000 | PA      | $34063810.86   | 0.26%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4254677.35    | 0.03%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21800000 | PA      | $18544432.25   | 0.14%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54493000 | PA      | $48390605.75   | 0.38%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59875000 | PA      | $55375139.28   | 0.43%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3332081.17    | 0.03%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20036000 | PA      | $19080997.88   | 0.15%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45080000 | PA      | $44094846.47   | 0.34%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15625000 | PA      | $15294526.25   | 0.12%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4985863.85    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38510000 | PA      | $38428200.91   | 0.30%             | 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        |   20325000 | PA      | $20581217.56   | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                      | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1679656.42    | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                      | Ally Financial Inc                                                               | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8280000 | PA      | $8334463.14    | 0.06%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                             | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1620000 | PA      | $1622539.19    | 0.01%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     744205 | PA      | $745292.01     | 0.01%             | 2031-09-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     665000 | PA      | $684242.95     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1367260.08    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     452000 | PA      | $444459.92     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     880000 | PA      | $890017.79     | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4044763.19    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4998000 | PA      | $5079260.51    | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     919000 | PA      | $944758.14     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      77244 | PA      | $79541.73      | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     103569 | PA      | $100724.28     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                    | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $896812.87     | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     271000 | PA      | $208536.40     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     684000 | PA      | $502377.95     | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     325000 | PA      | $267282.84     | 0.00%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1233977.98    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     869000 | PA      | $919447.58     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     518000 | PA      | $468731.09     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1039435.80    | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9629000 | PA      | $9731529.45    | 0.08%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $2231090.48    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1996135.04    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2417860.16    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2317595.49    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                     | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    4614000 | PA      | $4777234.15    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1065945.12    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | Ameren Corp                                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589103.14     | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     617000 | PA      | $585317.01     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $2160569.12    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     358130 | PA      | $348264.09     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     952909 | PA      | $918585.65     | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     309417 | PA      | $304400.04     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                  | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50592 | PA      | $49778.31      | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2024-1                                  | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3165000 | PA      | $3191521.12    | 0.02%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    3115000 | PA      | $2853596.85    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1024773.99    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                            | American Credit Acceptance Receivables Trust 2025-2                              | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2280000 | PA      | $2293133.26    | 0.02%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                            | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1252876 | PA      | $1259171.56    | 0.01%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2776327.23    | 0.02%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5349759.66    | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                 | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2924628.71    | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1764000 | PA      | $1820677.18    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     989000 | PA      | $1001902.57    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     435000 | PA      | $455000.65     | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     527000 | PA      | $544625.46     | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2832164.39    | 0.02%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6194000 | PA      | $6170589.41    | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1114509.74    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     551000 | PA      | $575302.58     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1439619.08    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     199000 | PA      | $199478.55     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     755000 | PA      | $516079.08     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     208000 | PA      | $196241.92     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1353000 | PA      | $1402015.79    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                     | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     872000 | PA      | $840772.97     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                    | American National Global Funding                                                 | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3128720.89    | 0.02%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2246605.78    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2820000 | PA      | $2777423.14    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     555000 | PA      | $509190.24     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     477000 | PA      | $424946.01     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     533000 | PA      | $529641.79     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2614000 | PA      | $2361454.45    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4505000 | PA      | $4594923.40    | 0.04%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2021-3                                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1891368 | PA      | $1876236.91    | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3130000 | PA      | $3155531.72    | 0.02%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $780876.89     | 0.01%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                             | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     768000 | PA      | $792717.00     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     633000 | PA      | $657412.91     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     629000 | PA      | $666404.58     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     345000 | PA      | $278474.08     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2931000 | PA      | $2942867.07    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5250000 | PA      | $5256688.50    | 0.04%             | 2037-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMERICAN MONEY MANAGEMENT CORPORATION AMMC_25-31                                 | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3278743.98    | 0.03%             | 2038-02-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC Clo 28 Ltd                                                                  | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |    4670000 | PA      | $4683374.88    | 0.04%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                       | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1662100.76    | 0.01%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                        | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     409132 | PA      | $410019.60     | 0.00%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                      | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5356358.17    | 0.04%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-6                                                  | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13179105 | PA      | $13082115.70   | 0.10%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     431000 | PA      | $447991.45     | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                  | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1800000 | PA      | $1724466.36    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6328000 | PA      | $5955712.29    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     505000 | PA      | $485993.19     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2078875.15    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044032.31    | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                   | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1514330.06    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1184564.29    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2103000 | PA      | $2156321.43    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6235000 | PA      | $6222372.08    | 0.05%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     906000 | PA      | $906638.67     | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5622582.89    | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1389932.52    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4495000 | PA      | $4067054.52    | 0.03%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                   | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     437000 | PA      | $442333.63     | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                   | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $973473.84     | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    5818000 | PA      | $5872886.83    | 0.05%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | APIDOS CLO APID_16-24                                                            | CUSIP: 03759CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2903929.50    | 0.02%             | 2030-10-20      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19000000 | PA      | $19051072.00   | 0.15%             | 2038-01-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1847826.85    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1631850.86    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $7286701.76    | 0.06%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2792066.06    | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6795000 | PA      | $6849919.23    | 0.05%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                           | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1758060.91    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                           | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1454428.30    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     172360 | PA      | $167549.45     | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4563758 | PA      | $4427596.73    | 0.03%             | 2046-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706800 | PA      | $650465.71     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                         | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3251638.98    | 0.03%             | 2036-11-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage securities trust                             | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $16172746.20   | 0.13%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     970000 | PA      | $922455.69     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     745000 | PA      | $733926.33     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     250853 | PA      | $251148.77     | 0.00%             | 2027-12-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1057202.79    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $447193.17     | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                          | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3530000 | PA      | $3531101.01    | 0.03%             | 2042-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                            | ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                                     | CUSIP: 039955AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3000935.40    | 0.02%             | 2027-04-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     483000 | PA      | $518352.32     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                           | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5009375.00    | 0.04%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    2141471 | PA      | $2144762.52    | 0.02%             | 2041-08-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     737901 | PA      | $737932.19     | 0.01%             | 2037-01-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                       | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2861692.98    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3861535 | PA      | $3188244.49    | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                       | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    8078465 | PA      | $7029412.08    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares LXV CLO Ltd                                                                 | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7999184.00    | 0.06%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2845761.50    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                  | Arizona Public Service Co                                                        | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     111000 | PA      | $91223.35      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                  | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2366672.13    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                   | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5467000 | PA      | $5604755.00    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                   | ARROYO MORTGAGE TRUST ARRW_22-1                                                  | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $851331.70     | 0.01%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1902931.76    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $173856.08     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     340000 | PA      | $347286.43     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     490000 | PA      | $500145.34     | 0.00%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1702951.90    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                            | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2346229.74    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                 | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1539293.88    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1753098.90    | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     320000 | PA      | $303144.53     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1406758.79    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2974486.04    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2313730.79    | 0.02%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2734657.37    | 0.02%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3193000 | PA      | $3222052.70    | 0.03%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1921089.83    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1910000 | PA      | $1876379.43    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                              | ATLAS SENIOR LOAN FUND LTD ATCLO_24-23A                                          | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $25062775.00   | 0.19%             | 2037-07-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2317394.22    | 0.02%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2339244.43    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1569805.01    | 0.01%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2824991.86    | 0.02%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                              | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3658958 | PA      | $3575723.40    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1329986.03    | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AutoNation Inc                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5390000 | PA      | $5446674.68    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AutoNation Inc                                                                   | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6302562.63    | 0.05%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                         | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1612200.32    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     415000 | PA      | $413064.70     | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1029948.21    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     414000 | PA      | $438942.93     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                               | Auxilior Term Funding 2023-1 LLC                                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287016 | PA      | $288404.00     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                            | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     428000 | PA      | $422729.39     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2935411.73    | 0.02%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3902930.00    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8020000 | PA      | $8122669.63    | 0.06%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5325000 | PA      | $5497089.09    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $690719.68     | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1003000 | PA      | $970303.39     | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3532000 | PA      | $3574286.60    | 0.03%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6185000 | PA      | $6136544.82    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                  | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1295130.32    | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13160302.20   | 0.10%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $866670.48     | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $735605.10     | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790000 | PA      | $2639014.41    | 0.02%             | 2036-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58809363 | PA      | $1074688.18    | 0.01%             | 2051-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1039044.80    | 0.01%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2935000 | PA      | $3069276.25    | 0.02%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5498270.80    | 0.04%             | 2042-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                           | BHG Securitization Trust 2025-2CON                                               | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2160282 | PA      | $2180900.93    | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     247000 | PA      | $279527.25     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1763486.97    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3250690.64    | 0.03%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $667904.93     | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1428000 | PA      | $1474516.62    | 0.01%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     367000 | PA      | $363514.19     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1061823.84    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1852189.78    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13815.36      | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     384000 | PA      | $408057.04     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8056781.08    | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2973000 | PA      | $3123775.43    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     762000 | PA      | $795723.53     | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1123000 | PA      | $1165360.18    | 0.01%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                       | BCPE North Star US HoldCo 2 Inc Term Loan                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     479791 | PA      | $477219.33     | 0.00%             | 2028-06-09      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15495000 | PA      | $13960048.26   | 0.11%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C25                                                   | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3611556.45    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $8002659.40    | 0.06%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6952478 | PA      | $6952466.02    | 0.05%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                           | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1459110.86    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2005001.60    | 0.02%             | 2039-09-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2045369.20    | 0.02%             | 2057-09-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST BBCMS_25-5C36                                               | BBCMS TRUST BBCMS_25-5C36                                                        | CUSIP: 05556CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1049525.00    | 0.01%             | 2058-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4999993.00    | 0.04%             | 2043-03-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $3279093.75    | 0.03%             | 2042-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.04%             | 2043-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                     | BMD2_19-FRR1                                                                     | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2821000 | PA      | $2455105.86    | 0.02%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     638000 | PA      | $657319.13     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     541000 | PA      | $539029.74     | 0.00%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     696000 | PA      | $737536.35     | 0.01%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     843000 | PA      | $868320.19     | 0.01%             | 2035-03-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     820000 | PA      | $850739.06     | 0.01%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1920000 | PA      | $1984757.99    | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4025000 | PA      | $4216834.80    | 0.03%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     460000 | PA      | $452110.33     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1864371.58    | 0.01%             | 2029-06-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                               | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3026159.98    | 0.02%             | 2038-12-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $753489.15     | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2723939.40    | 0.02%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                               | BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                                        | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5147058.50    | 0.04%             | 2039-11-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2490288 | PA      | $2484065.77    | 0.02%             | 2030-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8113398 | PA      | $8113395.51    | 0.06%             | 2040-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3994561 | PA      | $3999548.16    | 0.03%             | 2040-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                          | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4033302.88    | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5006253.50    | 0.04%             | 2042-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-DELC                                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1635000 | PA      | $1637043.59    | 0.01%             | 2030-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                      | BX Trust 2019-OC11                                                               | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $1060207.67    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2020-VIV3                                           | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780000 | PA      | $5471031.26    | 0.04%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2822134 | PA      | $2745071.32    | 0.02%             | 2038-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2998139.70    | 0.02%             | 2036-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1922607.42    | 0.01%             | 2036-10-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                             | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6739427.80    | 0.05%             | 2036-08-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6977049.10    | 0.05%             | 2039-01-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2906484 | PA      | $2905650.22    | 0.02%             | 2036-09-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999993.40    | 0.02%             | 2038-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5918000 | PA      | $5929097.43    | 0.05%             | 2027-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3490000 | PA      | $3507447.56    | 0.03%             | 2027-06-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                               | BPR Trust 2023-BRK2                                                              | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5650434.18    | 0.04%             | 2038-10-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2656364 | PA      | $2659675.59    | 0.02%             | 2039-02-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $10999997.80   | 0.09%             | 2041-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3508983 | PA      | $3511169.69    | 0.03%             | 2041-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1442422 | PA      | $1443321.01    | 0.01%             | 2041-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5764669.33    | 0.04%             | 2041-06-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX MORTGAGE TRUST BX_24-PALM                                            | BX MORTGAGE TRUST BX_24-PALM                                                     | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730769 | PA      | $1721180.94    | 0.01%             | 2037-06-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust                                                          | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2665000 | PA      | $2671911.41    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3361331.28    | 0.03%             | 2041-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C10                                          | BMO MORTGAGE TRUST BMO_25-5C10                                                   | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1047579.00    | 0.01%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-COPT                                                     | BX TRUST BX_25-COPT                                                              | CUSIP: 05618XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $6203866.94    | 0.05%             | 2042-08-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                                      | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $999995.10     | 0.01%             | 2043-01-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5315000 | PA      | $5321651.19    | 0.04%             | 2044-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5006240.50    | 0.04%             | 2044-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                      | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    3970000 | PA      | $4111297.49    | 0.03%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2020-5 Ltd                                               | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7156763.68    | 0.06%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_17-2A                                       | BAIN CAPITAL CREDIT CLO BCC_17-2A                                                | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7024185.00    | 0.05%             | 2037-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1744750.94    | 0.01%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1028919.69    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_22-4A                                       | BAIN CAPITAL CREDIT CLO BCC_22-4A                                                | CUSIP: 05685BAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3258144.50    | 0.03%             | 2037-10-16      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    8050000 | PA      | $8065971.20    | 0.06%             | 2037-10-23      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3750000 | PA      | $3759862.50    | 0.03%             | 2037-04-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                             | Balboa Bay Loan Funding 2024-1 Ltd                                               | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14036750.00   | 0.11%             | 2037-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $922874.17     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_21-18A                                          | BALLYROCK CLO LTD BALLY_21-18A                                                   | CUSIP: 05875YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5210000 | PA      | $5230287.74    | 0.04%             | 2038-04-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181157 | PA      | $156179.36     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931BF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257491 | PA      | $236855.58     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-D Trust                                             | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     516657 | PA      | $460924.42     | 0.00%             | 2036-05-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2007-C Trust                                             | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1071893 | PA      | $1008638.18    | 0.01%             | 2047-05-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     875000 | PA      | $771664.94     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4148240.63    | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3119590.47    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1130000 | PA      | $1170564.29    | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000254.76    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     647000 | PA      | $639266.26     | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1677439.52    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34106000 | PA      | $33035473.30   | 0.26%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     508000 | PA      | $484692.94     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8712000 | PA      | $8144725.68    | 0.06%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1225643.26    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     278000 | PA      | $250535.25     | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3381668.42    | 0.03%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13191710.70   | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     585000 | PA      | $538622.77     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     238000 | PA      | $226680.58     | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     785000 | PA      | $704228.06     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7114000 | PA      | $6455695.47    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     293000 | PA      | $294094.47     | 0.00%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1178550.75    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1688972.48    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1717664.98    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     196000 | PA      | $203336.30     | 0.00%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1590103.31    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $3163211.96    | 0.02%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2023-5YR4                                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1207531 | PA      | $1273886.72    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4006301.60    | 0.03%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1994000 | PA      | $2022478.24    | 0.02%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2715000 | PA      | $2768602.08    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2779967.17    | 0.02%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3618691.22    | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     546000 | PA      | $569362.40     | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                     | Bank of New Zealand                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    2140000 | PA      | $2100978.57    | 0.02%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1951000 | PA      | $1979963.55    | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5625000 | PA      | $5623847.31    | 0.04%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | Bank of America NA                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5623234.38    | 0.04%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2019-BNK18                                                                  | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58287021 | PA      | $1442312.34    | 0.01%             | 2062-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2021-BNK37                                                                  | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5605000 | PA      | $5033328.67    | 0.04%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2017-BNK4                                                                   | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $2392972.23    | 0.02%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_25-5YR15                                                    | BANK5 BANK5_25-5YR15                                                             | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1756814.85    | 0.01%             | 2058-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6410000 | PA      | $6775016.17    | 0.05%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 BANK5_24-5YR10                                                             | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1500265.20    | 0.01%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2017-BNK8                                                                   | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25979997 | PA      | $253240.02     | 0.00%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2760000 | PA      | $2821859.99    | 0.02%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1431000 | PA      | $1446129.71    | 0.01%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1732000 | PA      | $1733741.14    | 0.01%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $1001060.38    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12020000 | PA      | $10969342.71   | 0.09%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1816000 | PA      | $1879977.53    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                         | Barings BDC Inc                                                                  | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3723043.16    | 0.03%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                          | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17532235.00   | 0.14%             | 2038-03-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BARNABAS HEALTH INC                                                     | Barnabas Health Inc                                                              | CUSIP: 06769QAA8<br>LEI: 549300P076255Y69C077 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3198718.84    | 0.02%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $386588.46     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $993996.79     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $146703.33     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $699160.64     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $810772.83     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $79554.21      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $431731.71     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                 | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    1920000 | PA      | $2068274.50    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5931270.23    | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $909950.09     | 0.01%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $2961704.70    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2258977.28    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                        | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3934255 | PA      | $3947975.62    | 0.03%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $511757.05     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    1005000 | PA      | $1060193.30    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                               | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-5                             | CUSIP: 07336JCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     906816 | PA      | $801554.12     | 0.01%             | 2051-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2                    | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2                             | CUSIP: 07336NCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1371867 | PA      | $1174655.54    | 0.01%             | 2051-12-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002162.20    | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                   | Becton Dickinson & Co                                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1402518.54    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2879982.53    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1149348.19    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16003000 | PA      | $17229742.62   | 0.13%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                | Belrose Funding Trust II                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1824799.78    | 0.01%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2159865.60    | 0.02%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2016777.36    | 0.02%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24436029 | PA      | $822006.02     | 0.01%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK_20-B20                                            | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12957303 | PA      | $649298.25     | 0.01%             | 2053-10-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $9603338.18    | 0.07%             | 2054-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17305000 | PA      | $17887533.42   | 0.14%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3014057.70    | 0.02%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3126398.70    | 0.02%             | 2058-08-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                         | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5099760.30    | 0.04%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7860000 | PA      | $8258212.75    | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1005334.80    | 0.01%             | 2058-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                | W R Berkley Corp                                                                 | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1157437.43    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1105000 | PA      | $1002671.21    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1033532.72    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $3246664.29    | 0.03%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    6438000 | PA      | $6623047.03    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1675987.61    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     782000 | PA      | $782154.46     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                           | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     452658 | PA      | $462157.28     | 0.00%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                     | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003142.00    | 0.04%             | 2042-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3154806.90    | 0.02%             | 2037-10-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3257003.75    | 0.03%             | 2038-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5984340.00    | 0.05%             | 2038-04-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     319000 | PA      | $303914.59     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     377000 | PA      | $403030.06     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3646000 | PA      | $3655509.29    | 0.03%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                         | Blackhawk Network Holdings Inc 2025 Term Loan B                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     700000 | PA      | $702100.00     | 0.01%             | 2029-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     123000 | PA      | $115164.42     | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     354000 | PA      | $331997.82     | 0.00%             | 2028-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1505790.64    | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                     | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3817479.44    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1449252.00    | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    1688768 | PA      | $1689213.74    | 0.01%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1042567 | PA      | $1043228.97    | 0.01%             | 2030-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8542372.50    | 0.07%             | 2030-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   18700000 | PA      | $18690687.40   | 0.15%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_20-30A                                       | BLUEMOUNTAIN CLO LTD BLUEM_20-30A                                                | CUSIP: 09630QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $2110065.41    | 0.02%             | 2035-04-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3535000 | PA      | $3388215.05    | 0.03%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5455000 | PA      | $4990433.66    | 0.04%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6240000 | PA      | $5706632.53    | 0.04%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1555000 | PA      | $1601566.36    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13230000 | PA      | $13807042.33   | 0.11%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                  | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3450815.61    | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3087314.10    | 0.02%             | 2058-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                          | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4000000.80    | 0.03%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-1                                                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1280140.06    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7710000 | PA      | $8089280.34    | 0.06%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $782238.51     | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2745113.14    | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1518553.54    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $4076238.65    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2521441.64    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     601000 | PA      | $595294.90     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2281410.30    | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16175000 | PA      | $16113126.26   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     139000 | PA      | $158366.69     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     808000 | PA      | $925568.82     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                   | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     698250 | PA      | $706847.83     | 0.01%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     303000 | PA      | $303000.00     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $391275.97     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1086371.68    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     940000 | PA      | $993666.05     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374387.03     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2973822.75    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                          | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     411000 | PA      | $425343.83     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                      | Boston Gas Co                                                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1449758.89    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                      | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     637000 | PA      | $677094.20     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     315000 | PA      | $322451.84     | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189962.47     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     951000 | PA      | $989635.56     | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     356000 | PA      | $140494.90     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     907000 | PA      | $324128.12     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5224000 | PA      | $1934940.67    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     350000 | PA      | $356319.87     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2675000 | PA      | $2718630.33    | 0.02%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1175000 | PA      | $1176854.07    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3728000 | PA      | $3857601.66    | 0.03%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                                   | Brazil Minas SPE via State of Minas Gerais                                       | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     600000 | PA      | $600113.55     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2025-3                             | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1114184.15    | 0.01%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2847170 | PA      | $2854927.95    | 0.02%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2024-3                             | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185000 | PA      | $1191558.03    | 0.01%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2025-2                             | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2125000 | PA      | $2131166.96    | 0.02%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                 | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5313650.83    | 0.04%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                          | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $557195.45     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $563059.92     | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     166000 | PA      | $152716.03     | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     555000 | PA      | $508443.99     | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     615000 | PA      | $643279.15     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1026956.61    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2470833.86    | 0.02%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $3996182.74    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1459331.76    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2353486.06    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     717000 | PA      | $748035.05     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1071011.55    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     806000 | PA      | $834137.23     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     387000 | PA      | $404378.61     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10399000 | PA      | $10687853.32   | 0.08%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1547924.71    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3122908.33    | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                  | Brookfield Finance Inc                                                           | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $749850.14     | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1560000 | PA      | $1560986.62    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2399690.98    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    9096000 | PA      | $9158078.83    | 0.07%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    2219000 | PA      | $2231045.57    | 0.02%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                   | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1966320.23    | 0.02%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1286263.78    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                  | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     433000 | PA      | $433345.09     | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4013294 | PA      | $4015795.48    | 0.03%             | 2039-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6309994.95    | 0.05%             | 2035-06-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6960000 | PA      | $6959935.27    | 0.05%             | 2044-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5101554.48    | 0.04%             | 2044-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4680976 | PA      | $4683905.90    | 0.04%             | 2041-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4968750.50    | 0.04%             | 2042-03-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $587076.08     | 0.00%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3580044 | PA      | $3580043.00    | 0.03%             | 2040-12-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                          | CAMB Commercial Mortgage Trust 2021-CX2                                          | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $6259422.24    | 0.05%             | 2046-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99109.00      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1804997.77    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAL8<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |    3169435 | PA      | $876485.33     | 0.01%             | 2037-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19621132.00   | 0.15%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | CCUBS_17-C1                                                                      | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505000 | PA      | $1434002.23    | 0.01%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     204897 | PA      | $64542.62      | 0.00%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3753141.52    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     664000 | PA      | $677815.52     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13995435 | PA      | $13883117.02   | 0.11%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44791442 | PA      | $1799200.57    | 0.01%             | 2057-08-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                       | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1215963.99    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                       | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3150525.74    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                         | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                                  | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36083352 | PA      | $1212689.29    | 0.01%             | 2052-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                   | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3391218 | PA      | $3333593.46    | 0.03%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                   | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $15145658.01   | 0.12%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                         | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4255135 | PA      | $4240289.06    | 0.03%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                         | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25148734 | PA      | $31493.76      | 0.00%             | 2058-05-10      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                 | CGI Inc                                                                          | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    5975000 | PA      | $6075469.76    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     755000 | PA      | $713578.44     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                  | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     276710 | PA      | $215740.60     | 0.00%             | 2047-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6312259.80    | 0.05%             | 2034-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     236000 | PA      | $228233.17     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1616827.37    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $3754202.77    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $854520.90     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1881571.68    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6953000 | PA      | $7127730.85    | 0.06%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_19-6A                                             | CIFC FUNDING LTD CIFC_19-6A                                                      | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2001920.00    | 0.02%             | 2037-07-16      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-R5                                                     | CIM TRUST CIM_19-R5                                                              | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1034359.48    | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-J2                                                     | CIM TRUST CIM_19-J2                                                              | CUSIP: 12558TBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     753816 | PA      | $696152.88     | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R6                                                                | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2849310 | PA      | $2630742.99    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R7                                                                | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4219192 | PA      | $3860006.41    | 0.03%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                                | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3485790 | PA      | $3201071.21    | 0.02%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                                | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4739223 | PA      | $4414493.48    | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2023-R1                                                                | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9523275 | PA      | $9574927.44    | 0.07%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2023-R3                                                                | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8198806 | PA      | $8035944.28    | 0.06%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                           | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1933844.38    | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10058247 | PA      | $10011179.13   | 0.08%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78800.88      | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1307000 | PA      | $1280498.25    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     253000 | PA      | $232396.95     | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1190631.88    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1295049.88    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2376408.02    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    6435000 | PA      | $6448330.11    | 0.05%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8238692 | PA      | $8170309.47    | 0.06%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                            | COMM_16-COR1                                                                     | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2777816.10    | 0.02%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                        | COMM MORTGAGE TRUST COMM_17-COR2                                                 | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2419701.25    | 0.02%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                                     | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $960184.20     | 0.01%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2907531.00    | 0.02%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3345000 | PA      | $3174057.79    | 0.02%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                                     | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2336370.60    | 0.02%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                                     | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345000 | PA      | $1881359.97    | 0.01%             | 2053-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                      | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3785254.54    | 0.03%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2172035 | PA      | $2157460.73    | 0.02%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3062303.28    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $614757.81     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $1981773.34    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $538170.91     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $284550.16     | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $793744.60     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $222036.47     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4604000 | PA      | $3209676.95    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   10495318 | PA      | $9664702.97    | 0.08%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   14800000 | PA      | $13687519.52   | 0.11%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL4 Trust                                                             | CUSIP: 12653MAM8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1137017 | PA      | $1080495.19    | 0.01%             | 2058-04-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12870000 | PA      | $13566335.21   | 0.11%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7580000 | PA      | $182468.03     | 0.00%             | 2044-08-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    3852507 | PA      | $3738615.15    | 0.03%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                                | CSMCM 2021-RPL11 Trust                                                           | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271544 | PA      | $214078.77     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2021-RPL11 Trust                                                            | CUSIP: 12659AAH9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    6568422 | PA      | $5498291.66    | 0.04%             | 2061-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     635000 | PA      | $634977.55     | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Csmc 2021-Nqm6 Trust                                                             | CUSIP: 12662KAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    5877492 | PA      | $5082880.91    | 0.04%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-RPL4 Trust                                                             | CUSIP: 12663TAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2076494 | PA      | $2007628.29    | 0.02%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     720000 | PA      | $713012.68     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8648000 | PA      | $8216146.45    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7042000 | PA      | $6320273.84    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     557000 | PA      | $480966.24     | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3407992.06    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     560000 | PA      | $492202.46     | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     509000 | PA      | $524063.42     | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     328000 | PA      | $338968.76     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63125.18      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5801012.49    | 0.05%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1423335.49    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3719369.88    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     123000 | PA      | $125855.19     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-ATH2                                                                   | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    4859411 | PA      | $4892278.90    | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2148278.05    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1282042.63    | 0.01%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                        | COOPR Residential Mortgage Trust 2025-CES2                                       | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6449299 | PA      | $6525997.53    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     980000 | PA      | $1012267.83    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                              | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1795107.28    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                    | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     829000 | PA      | $825792.83     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                  | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1036608.38    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4713543.02    | 0.04%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1138889.83    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $645753.75     | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3875000 | PA      | $3942592.45    | 0.03%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                        | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1740000 | PA      | $1295146.38    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2245959.23    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     575000 | PA      | $577143.99     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1989584.87    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4058444.19    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B10                                           | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    1077816 | PA      | $1076899.40    | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    1033000 | PA      | $1048628.77    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1291451.48    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                   | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     917000 | PA      | $943577.73     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5231927.79    | 0.04%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                   | Canadian National Railway Co                                                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2228000 | PA      | $2234307.67    | 0.02%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                   | Canadian National Railway Co                                                     | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1269000 | PA      | $1276801.98    | 0.01%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $796702.61     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1368000 | PA      | $1494209.66    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $783768.96     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     414000 | PA      | $395193.93     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3280000 | PA      | $2400140.56    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                    | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2445996.11    | 0.02%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     688000 | PA      | $673279.29     | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     485000 | PA      | $509120.74     | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4086220.19    | 0.03%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2732897.30    | 0.02%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1738442.85    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1220000 | PA      | $1266930.56    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2024-P4                                           | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1135000 | PA      | $1140683.85    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     210000 | PA      | $219410.71     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1438643.89    | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5737988.69    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     492000 | PA      | $452662.47     | 0.00%             | 2030-04-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     542000 | PA      | $479509.60     | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     447000 | PA      | $464676.12     | 0.00%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3257799.41    | 0.03%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust 2024-4                                                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7030000 | PA      | $7087547.58    | 0.06%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                              | CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                                       | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17250000 | PA      | $17312997.00   | 0.13%             | 2037-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2023-2                                                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1968974 | PA      | $1977484.73    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_21-6A                                           | CARLYLE US CLO LTD CGMS_21-6A                                                    | CUSIP: 143133AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13750000 | PA      | $13788073.75   | 0.11%             | 2038-01-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | CARLYLE US CLO 2019-3 LTD                                                        | CUSIP: 14314HBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3650000 | PA      | $3662844.35    | 0.03%             | 2037-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle US CLO 2021-7 LTD                                                        | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9850000 | PA      | $9847636.00    | 0.08%             | 2038-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                              | CGMS_21-7A                                                                       | CUSIP: 14316WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7499632.50    | 0.06%             | 2040-04-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_20-1                                            | CARLYLE US CLO LTD CGMS_20-1                                                     | CUSIP: 14317XBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1250000 | PA      | $1249088.75    | 0.01%             | 2038-01-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2023-3                                                   | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3040000 | PA      | $3105516.86    | 0.02%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                         | CarMax Select Receivables Trust 2025-A                                           | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3495000 | PA      | $3524002.21    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-2                                                   | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115000 | PA      | $2134514.47    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                         | Carmax Select Receivables Trust 2025-B                                           | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5301731.51    | 0.04%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-4                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060000 | PA      | $2058860.82    | 0.02%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1250000 | PA      | $1228745.16    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $25683.54      | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     990000 | PA      | $997939.92     | 0.01%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                     | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     190000 | PA      | $178813.40     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                     | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     201000 | PA      | $216990.20     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                          | Carrington Mortgage Loan Trust Series 2006-NC3                                   | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     797642 | PA      | $776928.66     | 0.01%             | 2036-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                          | Carrington Mortgage Loan Trust Series 2006-NC3                                   | CUSIP: 144528AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9300000 | PA      | $7989002.25    | 0.06%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1402502 | PA      | $1580830.24    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4417418.53    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2025-P3                                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630000 | PA      | $1627865.84    | 0.01%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2023-P1                                           | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     792679 | PA      | $794268.45     | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2024-P2                                           | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1649182 | PA      | $1661044.26    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2025-P2                                           | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4625000 | PA      | $4700967.01    | 0.04%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                    | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1020000 | PA      | $1021328.64    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $1207436.90    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     600000 | PA      | $633903.08     | 0.00%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    3431831 | PA      | $3479756.99    | 0.03%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                | Castlelake Aircraft Structured Trust 2025-3                                      | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5395000 | PA      | $5424348.80    | 0.04%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                         | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1407675.91    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     626000 | PA      | $643538.99     | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7017650.23    | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     120000 | PA      | $104627.83     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                 | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9142933.80    | 0.07%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                         | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     950000 | PA      | $984395.34     | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3961143.57    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     558000 | PA      | $540013.27     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2802000 | PA      | $2498050.86    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                      | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     123000 | PA      | $113772.64     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                      | Cenovus Energy Inc                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3750000 | PA      | $2663985.44    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     505000 | PA      | $523890.03     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4273267.49    | 0.03%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2830428.56    | 0.02%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7239150.77    | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1760877.77    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2475351.92    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1434003.12    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2492000 | PA      | $1910816.09    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $480374.98     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1075708.51    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274000 | PA      | $167803.70     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1383000 | PA      | $907759.44     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     284000 | PA      | $189577.19     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6050000 | PA      | $5628086.86    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2460000 | PA      | $1725533.92    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $655716.43     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4731000 | PA      | $4934922.00    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1547153.17    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000946.42    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                            | CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                                     | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1476862 | PA      | $1560520.87    | 0.01%             | 2055-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2025-12                                 | CUSIP: 16160CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3303800 | PA      | $3303800.00    | 0.03%             | 2056-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2024-RPL2                               | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1119084 | PA      | $1011467.73    | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075356 | PA      | $1086991.47    | 0.01%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     517000 | PA      | $517079.56     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     903169 | PA      | $908025.37     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     959162 | PA      | $968655.22     | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                         | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3975769.40    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                   | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1050818 | PA      | $1081993.78    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1783590.26    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2024-R1                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2359677 | PA      | $2353253.39    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2016-I Ltd                                                          | CUSIP: 17180TBN1<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8462090.00    | 0.07%             | 2031-10-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   39520000 | PA      | $39597459.20   | 0.31%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1038091.86    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1047745.87    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1663472.99    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     380000 | PA      | $394082.69     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                | CIT Education Loan Trust 2007-1                                                  | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     216355 | PA      | $193107.27     | 0.00%             | 2042-06-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1015255.10    | 0.01%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $336986.59     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5202385.18    | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     244000 | PA      | $226413.12     | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $4067128.99    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19715.98      | 0.00%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $8228433.02    | 0.06%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9150423.61    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13020000 | PA      | $12419872.56   | 0.10%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.                                      | Citicorp Mortgage Securities Trust Series 2007-8                                 | CUSIP: 17312DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137934 | PA      | $142431.20     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2015-GC31                                    | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329838 | PA      | $324276.95     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3362281.32    | 0.03%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1763349.74    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2575517.03    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $868273.73     | 0.01%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3985000 | PA      | $3798163.67    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9998671 | PA      | $9455135.29    | 0.07%             | 2052-11-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                           | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                                    | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435706 | PA      | $374394.93     | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                         | Citizens Auto Receivables Trust 2024-1                                           | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     992622 | PA      | $997815.16     | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                         | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                                  | CUSIP: 17332GBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300089 | PA      | $1315781.84    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10573395 | PA      | $10034749.71   | 0.08%             | 2064-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490540 | PA      | $373899.55     | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418608 | PA      | $302890.98     | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     261594 | PA      | $173153.41     | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196216 | PA      | $119962.05     | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124284 | PA      | $66368.75      | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156973 | PA      | $71835.71      | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149219 | PA      | $53605.52      | 0.00%             | 2064-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12466364 | PA      | $1246.64       | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      22869 | PA      | $20238.69      | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310002.75     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     550000 | PA      | $573190.38     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     825000 | PA      | $864318.55     | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     575000 | PA      | $587280.35     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     820000 | PA      | $845233.77     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     520000 | PA      | $538928.35     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1436300.37    | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1360318.05    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3068000 | PA      | $3029713.45    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1653809.94    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1431189.15    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                              | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10153785.95   | 0.08%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1927405.57    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809958.99     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1523203.10    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4364412.34    | 0.03%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                              | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |     403000 | PA      | $417783.46     | 0.00%             | 2030-01-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                  | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     920000 | PA      | $953774.60     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4897177.50    | 0.04%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $245549.24     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2584000 | PA      | $2785036.21    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     525000 | PA      | $550625.15     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1150000 | PA      | $1228762.71    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | 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        | 1108256924 | NS      | $1107924446.54 | 8.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10502.67      | 0.00%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3062170.37    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     671000 | PA      | $684250.54     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9753273.10    | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     220000 | PA      | $188294.46     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     234000 | PA      | $205391.67     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1306315.33    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     474000 | PA      | $446840.42     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     426000 | PA      | $379652.82     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     459000 | PA      | $399121.19     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     403000 | PA      | $416438.38     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    2797000 | PA      | $2764728.67    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1425000 | PA      | $1441048.46    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1975000 | PA      | $2021890.24    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $814544.84     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647685 | PA      | $582200.64     | 0.00%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAC7<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      73679 | PA      | $70539.61      | 0.00%             | 2046-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10260109.17   | 0.08%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2715000 | PA      | $2751106.12    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                      | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1745000 | PA      | $1746221.15    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1195000 | PA      | $1219346.33    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002139.61    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CART                                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1498127.25    | 0.01%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3400000 | PA      | $3520263.78    | 0.03%             | 2043-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2483595 | PA      | $2485198.97    | 0.02%             | 2044-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3400000 | PA      | $3452165.86    | 0.03%             | 2044-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1546031.55    | 0.01%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $788006.18     | 0.01%             | 2042-03-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1033384.60    | 0.01%             | 2042-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1507387.35    | 0.01%             | 2044-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1150841 | PA      | $1169541.85    | 0.01%             | 2039-07-25      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2844582.03    | 0.02%             | 2042-06-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5250000 | PA      | $5342715.00    | 0.04%             | 2040-01-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3750000 | PA      | $3938551.50    | 0.03%             | 2042-12-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1033044.30    | 0.01%             | 2044-03-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC        | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8690000 | PA      | $8890198.48    | 0.07%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                 | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92422.91      | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                 | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1049840.69    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                  | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     902000 | PA      | $923139.67     | 0.01%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     550000 | PA      | $522581.15     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     932000 | PA      | $992067.26     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     503000 | PA      | $525256.86     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1896343.62    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1130508.66    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    1425000 | PA      | $1313937.98    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                  | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     495000 | PA      | $511183.12     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1925000 | PA      | $2017700.69    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    2150000 | PA      | $2327538.83    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3350000 | PA      | $3566088.70    | 0.03%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1486000 | PA      | $1601648.76    | 0.01%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $580287.06     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72434000 | PA      | $62850495.04   | 0.49%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26494000 | PA      | $23899643.40   | 0.19%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64540000 | PA      | $59157464.69   | 0.46%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26067000 | PA      | $24711425.81   | 0.19%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18275000 | PA      | $17871307.99   | 0.14%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3356000 | PA      | $3348293.79    | 0.03%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46800000 | PA      | $46743723.00   | 0.36%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17750000 | PA      | $17925328.29   | 0.14%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6675000 | PA      | $6803161.67    | 0.05%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                    | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     246370 | PA      | $236310.32     | 0.00%             | 2032-03-26      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                          | CQS US CLO 2023-3 Ltd                                                            | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   20000000 | PA      | $20036580.00   | 0.16%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     282000 | PA      | $247002.43     | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10154164.03   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $4575106.82    | 0.04%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2023-1                                         | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706644 | PA      | $707771.47     | 0.01%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2023-3                                         | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695000 | PA      | $717856.88     | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2025-2                                         | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2695000 | PA      | $2710037.02    | 0.02%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2904000 | PA      | $2961825.97    | 0.02%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2405000 | PA      | $2412210.90    | 0.02%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2025-1                                         | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145000 | PA      | $3187124.44    | 0.02%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2024-2                                         | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4260000 | PA      | $4336815.04    | 0.03%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2023-2                                         | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1215000 | PA      | $1225626.27    | 0.01%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $2057577.11    | 0.02%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     289000 | PA      | $283711.22     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1070843.26    | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2397727 | PA      | $2425392.57    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H7 Mortgage Trust                                                     | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4752252 | PA      | $4751539.34    | 0.04%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5150676 | PA      | $5196111.94    | 0.04%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2098000 | PA      | $1992277.92    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     313000 | PA      | $306863.64     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     575000 | PA      | $506335.86     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4278000 | PA      | $3829778.80    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     533000 | PA      | $523875.49     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1252000 | PA      | $1268647.21    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     211000 | PA      | $213691.23     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4368000 | PA      | $4539514.35    | 0.04%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     375000 | PA      | $394563.91     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1327000 | PA      | $1348279.50    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                            | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     658000 | PA      | $622985.59     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                             | Cummins Inc                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3391006.97    | 0.03%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                      | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3305000 | PA      | $3385051.71    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                               | DLLMT 2023-1 LLC                                                                 | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1851695 | PA      | $1859084.97    | 0.01%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                            | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1153125 | PA      | $1140479.72    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1125000 | PA      | $1117225.35    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                 | DBJPM 20-C9 Mortgage Trust                                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36544742 | PA      | $1609547.40    | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                             | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499999.40    | 0.01%             | 2042-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                     | DBWF 2016-85T Mortgage Trust                                                     | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1192477.13    | 0.01%             | 2036-12-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                          | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2764138.70    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                | DSLA Mortgage Loan Trust 2006-AR2                                                | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575837 | PA      | $1071641.33    | 0.01%             | 2036-10-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                | DSLA Mortgage Loan Trust 2005-AR6                                                | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     954476 | PA      | $895842.02     | 0.01%             | 2045-10-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                           | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3265155.79    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                           | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1201148.54    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                            | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2748000 | PA      | $2812135.02    | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                                           | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2058167.40    | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1500466.65    | 0.01%             | 2034-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                       | DXC Technology Co                                                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5493225.83    | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                          | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     575629 | PA      | $536129.49     | 0.00%             | 2029-04-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2934808.97    | 0.02%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4093587.96    | 0.03%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800579.49     | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     844000 | PA      | $879496.69     | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     683000 | PA      | $689159.01     | 0.01%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4660000 | PA      | $4769527.54    | 0.04%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3385995.40    | 0.03%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                 | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4520000 | PA      | $4518529.04    | 0.04%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                              | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5162654.44    | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                            | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $7387479.73    | 0.06%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                    | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10350154 | PA      | $10443818.68   | 0.08%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                          | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                                   | CUSIP: 24381JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1620306.40    | 0.01%             | 2066-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1860754.38    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1542921.52    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     816000 | PA      | $840540.53     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $1035448.35    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $1027597.43    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                            | Dell Equipment Finance Trust 2023-3                                              | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2341262 | PA      | $2355408.99    | 0.02%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4885871.82    | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                     | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1288000 | PA      | $1322579.40    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                 | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4731955 | PA      | $4546792.39    | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                              | Denso Corp                                                                       | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    4070000 | PA      | $3978342.03    | 0.03%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                              | Denso Corp                                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     980000 | PA      | $989183.16     | 0.01%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                                | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     673000 | PA      | $661856.21     | 0.01%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $1896754.43    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1916000 | PA      | $1995047.65    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5525000 | PA      | $5676304.10    | 0.04%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2935000 | PA      | $2976071.13    | 0.02%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1225276.30    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1701551.87    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1132833.23    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                    | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     460827 | PA      | $460887.80     | 0.00%             | 2030-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                | Diamond Sports Group LLC 2025 PIK Exit Term Loan                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     387618 | PA      | $249366.15     | 0.00%             | 2028-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1889558.41    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1566102.54    | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     330000 | PA      | $261678.46     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1510667.77    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     765000 | PA      | $786409.66     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     279000 | PA      | $268770.50     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                  | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      51721 | PA      | $5223.77       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                  | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      17820 | PA      | $117.61        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3430000 | PA      | $3491998.78    | 0.03%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3674372.72    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5414000 | PA      | $5303764.24    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $280002.34     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $567461.33     | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1366477.18    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |    1500000 | PA      | $1320669.93    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1432114.42    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4515000 | PA      | $4566943.72    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2800000 | PA      | $2983607.95    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     750000 | PA      | $743105.45     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3822916.77    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4037000 | PA      | $4074367.62    | 0.03%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3812468.79    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                     | Dow Chemical Co/The                                                              | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $5973909.71    | 0.05%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                            | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3755000 | PA      | $3764913.58    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    2824742 | PA      | $2826354.44    | 0.02%             | 2031-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4990000.00    | 0.04%             | 2034-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     243000 | PA      | $223941.54     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                    | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     282000 | PA      | $259294.56     | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $671678.09     | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     940000 | PA      | $718690.38     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                  | Duke University Health System Inc                                                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     875000 | PA      | $719343.72     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     500000 | PA      | $348760.78     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     814000 | PA      | $736414.49     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $1117192.99    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     979000 | PA      | $981595.03     | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                   | DuPont de Nemours Inc                                                            | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2381053.98    | 0.02%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                                 | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     303000 | PA      | $274816.66     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    3904841 | PA      | $3936510.12    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                              | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     464187 | PA      | $447396.68     | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                              | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242284 | PA      | $224831.40     | 0.00%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5022771.50    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                         | EMD Finance LLC                                                                  | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1365750.93    | 0.01%             | 2032-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                       | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1872147.13    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                       | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     916000 | PA      | $949964.17     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                        | EOC Borrower LLC Term Loan A                                                     | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184231 | PA      | $184231.25     | 0.00%             | 2028-03-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    5520000 | PA      | $5502547.95    | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2825000 | PA      | $2867217.44    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                     | Eagle Materials Inc                                                              | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    4246000 | PA      | $4202109.28    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1620382.34    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2376789.92    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                | eBay Inc                                                                         | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3268133.73    | 0.03%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5295800 | PA      | $5838615.60    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     450000 | PA      | $457638.20     | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4080000 | PA      | $4382206.37    | 0.03%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3270000 | PA      | $3351937.69    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     995000 | PA      | $1145926.56    | 0.01%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1783000 | PA      | $1814538.57    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1711350.97    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4847000 | PA      | $4870554.14    | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                       | Elevation CLO 2013-1 Ltd                                                         | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5115254.10    | 0.04%             | 2038-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_25-18                                            | ELEVATION CLO LTD AWPT_25-18                                                     | CUSIP: 28623JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10009030.00   | 0.08%             | 2038-03-28      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                       | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $30044400.00   | 0.23%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                          | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3321007 | PA      | $3491672.67    | 0.03%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd                                                      | Elmwood CLO 39 Ltd                                                               | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19000000 | PA      | $18967700.00   | 0.15%             | 2038-04-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                      | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14049406.00   | 0.11%             | 2037-07-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                                      | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3270000 | PA      | $3274725.15    | 0.03%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD ELMW9_21-2                                           | ELMWOOD CLO IX LTD ELMW9_21-2                                                    | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6520000 | PA      | $6534526.56    | 0.05%             | 2038-04-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                                      | Elmwood CLO 40 Ltd                                                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20030800.00   | 0.16%             | 2038-03-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                            | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     900000 | PA      | $856432.67     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1772421.01    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5779582.97    | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     795000 | PA      | $802173.54     | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3925000 | PA      | $4502428.45    | 0.04%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1035194.91    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1740911.87    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      71000 | PA      | $69703.70      | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1452246.91    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     304000 | PA      | $297329.06     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     802000 | PA      | $829862.43     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8250000 | PA      | $8235394.11    | 0.06%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     336000 | PA      | $344664.57     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     950000 | PA      | $926743.75     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     229000 | PA      | $215089.97     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     496000 | PA      | $446824.36     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4337375.49    | 0.03%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                   | Entergy Louisiana LLC                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1851654.33    | 0.01%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     239000 | PA      | $238706.71     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      71121 | PA      | $71138.74      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2023-2 LLC                                            | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     902713 | PA      | $907745.94     | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1287395.81    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    2190000 | PA      | $2239424.14    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2025-3 LLC                                            | CUSIP: 29375UAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    3960000 | PA      | $4013722.15    | 0.03%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1289502.44    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     252000 | PA      | $251570.81     | 0.00%             | 2077-08-16      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     520000 | PA      | $529190.52     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2025-1 LLC                                            | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    1635000 | PA      | $1661098.69    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    7190000 | PA      | $7237486.03    | 0.06%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                  | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    1142000 | PA      | $1181797.34    | 0.01%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                             | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1987572.24    | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                             | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5807438.11    | 0.05%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                             | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     787000 | PA      | $801687.46     | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                             | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2965000 | PA      | $2981731.02    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                | Equitable America Global Funding                                                 | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     466000 | PA      | $463910.20     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1917222.67    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1739000 | PA      | $1793477.54    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     451000 | PA      | $482929.33     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1191509.13    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     378000 | PA      | $392553.32     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2748229.74    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                 | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    2300000 | PA      | $2307000.84    | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                   | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     548000 | PA      | $562289.29     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                            | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $346619.43     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                | Evergy Missouri West Inc                                                         | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5423734.29    | 0.04%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1899142.30    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     586000 | PA      | $574190.21     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1023268.49    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2689999.46    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     797000 | PA      | $816199.32     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     365000 | PA      | $370750.70     | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     774000 | PA      | $810176.81     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     468000 | PA      | $483022.20     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     575000 | PA      | $491529.84     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1311772.33    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     560000 | PA      | $576867.05     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2075000 | PA      | $2094613.52    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2025-4                                       | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $807456.22     | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4272549 | PA      | $4282171.59    | 0.03%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2025-2                                       | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5810000 | PA      | $5825929.86    | 0.05%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                              | Exeter Select Automobile Receivables Trust 2025-1                                | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     945000 | PA      | $951805.89     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                  | Export-Import Bank of India                                                      | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     860000 | PA      | $854556.57     | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                  | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1025000 | PA      | $1016675.02    | 0.01%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                             | Export-Import Bank of India                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1030000 | PA      | $930181.42     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1392000 | PA      | $1376062.92    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1245000 | PA      | $1286700.22    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     393000 | PA      | $390528.81     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2263000 | PA      | $2045635.70    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     330000 | PA      | $293108.30     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     523000 | PA      | $536588.37     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1005000 | PA      | $1006568.50    | 0.01%             | 2042-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1509375.30    | 0.01%             | 2042-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3278427.43    | 0.03%             | 2042-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2347465.26    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                       | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1944668.99    | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $911265.10     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     340000 | PA      | $225846.96     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2406879.66    | 0.02%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1531196.79    | 0.01%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3347981.83    | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1796227.12    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1321630.05    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1376128.30    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1833472.46    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1098642.95    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007041.79    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1073958.01    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3283000 | PA      | $3318854.39    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $10819022.91   | 0.08%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F&G Global Funding                                                               | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1406562.99    | 0.01%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1930405.27    | 0.02%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                    | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1243159 | PA      | $1243410.50    | 0.01%             | 2036-11-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                    | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4998463.50    | 0.04%             | 2042-08-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $5933255.17    | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                         | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $842395.56     | 0.01%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                         | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1366087.84    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                 | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2682047.45    | 0.02%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                        | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     405000 | PA      | $424889.72     | 0.00%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15429 | PA      | $16166.20      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31283HR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1427 | PA      | $1494.82       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27805 | PA      | $29132.18      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HV44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64955 | PA      | $68353.25      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5671 | PA      | $5941.34       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31288G4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107523 | PA      | $110033.22     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31288KA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37198 | PA      | $38146.54      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150536 | PA      | $157269.89     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M5DY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133091 | PA      | $140705.98     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9D90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     479800 | PA      | $471941.36     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3425322 | PA      | $3277539.83    | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326355 | PA      | $332063.36     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1177977 | PA      | $1174026.18    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1349973 | PA      | $1282471.06    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     684843 | PA      | $622396.31     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2799862 | PA      | $2561203.02    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     722729 | PA      | $658860.16     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     583511 | PA      | $554784.18     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2680844 | PA      | $2436392.85    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1586052 | PA      | $1441428.64    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2124963 | PA      | $2005669.54    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     253139 | PA      | $246169.96     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2415970 | PA      | $2209509.28    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31292GW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        213 | PA      | $222.69        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31292K4A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     292744 | PA      | $295980.02     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 312935C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136665 | PA      | $141921.41     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 312936KD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35609 | PA      | $36556.98      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 312942SZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271095 | PA      | $266822.77     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 312946PB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161819 | PA      | $163557.86     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31296NH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1638 | PA      | $1705.17       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1452 | PA      | $1486.83       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_264                                              | FREDDIEMAC STRIP FHSTR_264                                                       | CUSIP: 31325TL98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4811867 | PA      | $498765.69     | 0.00%             | 2042-07-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_274                                                   | FREDDIE MAC FHLMC_274                                                            | CUSIP: 31325TQJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6070087 | PA      | $671386.84     | 0.01%             | 2042-08-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                        | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                                 | CUSIP: 31325TVB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4270898 | PA      | $479369.39     | 0.00%             | 2042-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                              | FREDDIEMAC STRIP FHSTR_278                                                       | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5703391 | PA      | $613481.29     | 0.00%             | 2042-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_299                                                            | CUSIP: 31325TYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2431002 | PA      | $307773.27     | 0.00%             | 2043-01-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP                                                        | FREDDIE MAC FHLMC_300-S1                                                         | CUSIP: 31325TZH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6334354 | PA      | $730201.45     | 0.01%             | 2043-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                              | FREDDIEMAC STRIP FHSTR_303                                                       | CUSIP: 31325UEK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7691501 | PA      | $1181295.53    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                              | FREDDIEMAC STRIP FHSTR_303                                                       | CUSIP: 31325UEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4986139 | PA      | $727968.27     | 0.01%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_326                                                            | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10332691 | PA      | $1122483.65    | 0.01%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS FHS_336-S1                                           | FREDDIE MAC STRIPS FHS_336-S1                                                    | CUSIP: 31325VK29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4365243 | PA      | $501844.93     | 0.00%             | 2044-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | Freddie Mac Strips                                                               | CUSIP: 31325VL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7271373 | PA      | $797968.04     | 0.01%             | 2044-09-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHS_351                                               | FREDDIE MAC STRIP FHS_351                                                        | CUSIP: 31325WQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     240574 | PA      | $41264.97      | 0.00%             | 2046-02-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XD72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     259847 | PA      | $28517.23      | 0.00%             | 2046-12-15      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     278873 | PA      | $36192.46      | 0.00%             | 2046-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     268162 | PA      | $39649.43      | 0.00%             | 2046-12-15      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     145127 | PA      | $23817.39      | 0.00%             | 2046-12-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJ27<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     560348 | PA      | $98923.87      | 0.00%             | 2046-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3340354 | PA      | $503915.31     | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3305057 | PA      | $432927.82     | 0.00%             | 2046-12-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1857699 | PA      | $285759.09     | 0.00%             | 2046-12-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_390                                             | FREDDIE MAC STRIP FHSTR_390                                                      | CUSIP: 31325YXQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6841538 | PA      | $1593438.98    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_390                                                | FREDDIEMAC STRIP FHS_390                                                         | CUSIP: 31325YXT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7983325 | PA      | $2147916.61    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1615305 | PA      | $1565515.71    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18044543 | PA      | $15386479.38   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5705295 | PA      | $5187126.73    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DPE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3101091 | PA      | $2656825.45    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10525263 | PA      | $9368943.45    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11774960 | PA      | $10550328.75   | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2840280 | PA      | $2566933.26    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3066920 | PA      | $2890457.54    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     859728 | PA      | $809150.95     | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3570350 | PA      | $3360450.32    | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7854946 | PA      | $6816772.33    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1348581 | PA      | $1170446.78    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6918536 | PA      | $5938927.87    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     855962 | PA      | $701757.15     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     907362 | PA      | $743704.29     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14914747 | PA      | $12801378.50   | 0.10%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1363309 | PA      | $1117342.06    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16424029 | PA      | $14073421.89   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23344693 | PA      | $19130323.64   | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4476590 | PA      | $3832654.86    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441928 | PA      | $378660.10     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11654443 | PA      | $9954129.82    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19041180 | PA      | $16959768.00   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3656357 | PA      | $3397796.99    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9285030 | PA      | $8295503.17    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3729224 | PA      | $3189126.15    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14132969 | PA      | $11565861.55   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19506680 | PA      | $16664414.44   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4409772 | PA      | $4104869.48    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   89520177 | PA      | $76573117.02   | 0.60%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17295448 | PA      | $15421612.92   | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1658394 | PA      | $1589237.77    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22080442 | PA      | $18056042.13   | 0.14%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2923495 | PA      | $2500691.13    | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34969355 | PA      | $33472729.06   | 0.26%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34936368 | PA      | $34356612.16   | 0.27%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16442552 | PA      | $16173103.83   | 0.13%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4992535 | PA      | $5006999.83    | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     750961 | PA      | $753910.87     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1160889 | PA      | $992511.51     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9464922 | PA      | $9071183.37    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2733459 | PA      | $2741237.67    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20276446 | PA      | $19396307.19   | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6981046 | PA      | $6687746.15    | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1546600 | PA      | $1322277.22    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3751960 | PA      | $3689312.13    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10799631 | PA      | $10998713.58   | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2641563 | PA      | $2254174.76    | 0.02%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7498243 | PA      | $7594856.51    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15692328 | PA      | $15720006.94   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5114779 | PA      | $5107468.53    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4273869 | PA      | $4376193.77    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2994481 | PA      | $3034553.53    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9587625 | PA      | $9576275.23    | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2381708 | PA      | $2332092.46    | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13453944 | PA      | $13437323.20   | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9353025 | PA      | $9473766.40    | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16562728 | PA      | $16775696.41   | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12236077 | PA      | $12393415.09   | 0.10%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132FCJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11286285 | PA      | $11788180.81   | 0.09%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GEB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188964 | PA      | $193996.34     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GFTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77622 | PA      | $78575.61      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33556 | PA      | $33006.50      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132GMDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     985943 | PA      | $971018.44     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1725901 | PA      | $1650331.64    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132HL3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1083593 | PA      | $1065168.90    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_353                                                            | CUSIP: 3132J0LM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4290867 | PA      | $3992158.65    | 0.03%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132JAPW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3225306 | PA      | $3080462.42    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     476422 | PA      | $465417.97     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132L9Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396651 | PA      | $395770.21     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132VLMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2471377 | PA      | $2400256.15    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGW78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     637860 | PA      | $606028.59     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1209303 | PA      | $1105968.07    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10588970 | PA      | $9680050.91    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6296473 | PA      | $5962404.80    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455552 | PA      | $432158.76     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1207077 | PA      | $1173655.03    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1030538 | PA      | $1003117.18    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1826621 | PA      | $1742993.69    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1209528 | PA      | $1151013.54    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2380                                                  | FREDDIE MAC FHLMC_2380                                                           | CUSIP: 31339GVP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      14554 | PA      | $14549.76      | 0.00%             | 2031-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8020320 | PA      | $6857864.63    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AT4E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6455146 | PA      | $5564356.55    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6947923 | PA      | $6012860.96    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2997435 | PA      | $2701589.84    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1849634 | PA      | $1663023.72    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3187268 | PA      | $2756457.56    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5M74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1776416 | PA      | $1600042.92    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5NC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1620353 | PA      | $1401349.82    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2565351 | PA      | $2215569.10    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3353832 | PA      | $3021252.54    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2821443 | PA      | $2433223.35    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2143716 | PA      | $1851461.33    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B9AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4710590 | PA      | $4028080.49    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11425479 | PA      | $9320836.15    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3571931 | PA      | $3051644.38    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15868666 | PA      | $14699142.61   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1679783 | PA      | $1430514.58    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8905301 | PA      | $8756598.81    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20593263 | PA      | $19730523.13   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2001788 | PA      | $1744750.37    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5251465 | PA      | $4474620.67    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLA64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8099242 | PA      | $7027884.63    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7288703 | PA      | $5963022.10    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7202702 | PA      | $5903455.84    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KMYY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10427985 | PA      | $9300053.80    | 0.07%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6287296 | PA      | $5412080.97    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4576459 | PA      | $3975143.72    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5912791 | PA      | $5110279.23    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10002952 | PA      | $8562530.28    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10597146 | PA      | $10431139.52   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_368                                                | FREDDIEMAC STRIP FHS_368                                                         | CUSIP: 3133Q4J91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3426704 | PA      | $472310.45     | 0.00%             | 2048-01-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FHLMC_2060                                                              | FHLMC_2060                                                                       | CUSIP: 3133TDSX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      15700 | PA      | $15949.53      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2310                                                              | FHLMC_2310                                                                       | CUSIP: 3133TSQF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      19153 | PA      | $19702.51      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8953970 | PA      | $7633289.37    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_98-17                                                            | CUSIP: 31359TCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       2301 | PA      | $2304.89       | 0.00%             | 2028-04-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31365EJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        611 | PA      | $613.72        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-87                                                   | FANNIE MAE FNMA_11-87                                                            | CUSIP: 3136A03G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6957289 | PA      | $6921041.39    | 0.05%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_11-84                                                            | CUSIP: 3136A0A72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1319254 | PA      | $1362515.63    | 0.01%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136A2N58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12692278 | PA      | $2166979.24    | 0.02%             | 2041-12-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-1                                                    | FANNIE MAE FNMA_12-1                                                             | CUSIP: 3136A3TY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     558155 | PA      | $554215.71     | 0.00%             | 2042-02-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-17                                                   | FANNIE MAE FNMA_12-17                                                            | CUSIP: 3136A4D48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      62167 | PA      | $467.76        | 0.00%             | 2027-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-68                                                   | FANNIE MAE FNMA_12-68                                                            | CUSIP: 3136A7CL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6228557 | PA      | $5939110.62    | 0.05%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_12-105                                                             | FNMA_12-105                                                                      | CUSIP: 3136A86S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2113475 | PA      | $2019927.72    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-94                                                   | FANNIE MAE FNMA_12-94                                                            | CUSIP: 3136A8XR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7262949 | PA      | $6950614.53    | 0.05%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-115                                                  | FANNIE MAE FNMA_12-115                                                           | CUSIP: 3136A9CM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     310600 | PA      | $237596.52     | 0.00%             | 2042-10-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-121                                                  | FANNIE MAE FNMA_12-121                                                           | CUSIP: 3136A9WX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8001237 | PA      | $7648513.73    | 0.06%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                                   | FANNIE MAE FNMA_13-10                                                            | CUSIP: 3136ACBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4847858 | PA      | $330384.44     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                              | FANNIE MAE FNMA_13-10                                                            | CUSIP: 3136ACEL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2968795 | PA      | $360283.77     | 0.00%             | 2043-02-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-19                                                   | FANNIE MAE FNMA_13-19                                                            | CUSIP: 3136ACNH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2237405 | PA      | $179364.06     | 0.00%             | 2041-10-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                                   | FANNIE MAE FNMA_13-16                                                            | CUSIP: 3136ACRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2501168 | PA      | $204696.30     | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-18                                                   | FANNIE MAE FNMA_13-18                                                            | CUSIP: 3136ACZS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2823879 | PA      | $2623836.80    | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-23                                                   | FANNIE MAE FNMA_13-23                                                            | CUSIP: 3136ADAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3542276 | PA      | $555179.81     | 0.00%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-34                                                   | FANNIE MAE FNMA_13-34                                                            | CUSIP: 3136ADPZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8549933 | PA      | $1259929.31    | 0.01%             | 2043-04-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_13-35                                                            | CUSIP: 3136ADRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3193501 | PA      | $236674.18     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_13-41                                                            | CUSIP: 3136ADT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3099290 | PA      | $148522.32     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2013 70 JZ                                               | FNMA_13-70                                                                       | CUSIP: 3136AEZ67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14361771 | PA      | $13243580.89   | 0.10%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-66                                                   | FANNIE MAE FNMA_13-66                                                            | CUSIP: 3136AFWH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      38654 | PA      | $37415.28      | 0.00%             | 2043-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-106                                                  | FANNIE MAE FNMA_13-106                                                           | CUSIP: 3136AGG71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1184108 | PA      | $1170451.84    | 0.01%             | 2041-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AHGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10010256 | PA      | $1149277.47    | 0.01%             | 2043-12-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-136                                                  | FANNIE MAE FNMA_13-136                                                           | CUSIP: 3136AHWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7939063 | PA      | $874789.51     | 0.01%             | 2044-01-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FNMA_14-52                                                              | FNMA_14-52                                                                       | CUSIP: 3136AKH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3782522 | PA      | $446874.01     | 0.00%             | 2044-09-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AKMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2194442 | PA      | $338642.10     | 0.00%             | 2044-07-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_15-54                                                            | CUSIP: 3136APLU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15769761 | PA      | $2194348.11    | 0.02%             | 2045-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2015 86 MI                                               | FANNIE MAE FNMA_15-86                                                            | CUSIP: 3136AQJP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4432979 | PA      | $657556.23     | 0.01%             | 2045-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-81                                                   | FANNIE MAE FNMA_15-81                                                            | CUSIP: 3136AQPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1824609 | PA      | $142316.94     | 0.00%             | 2037-01-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ARC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2745111 | PA      | $241367.43     | 0.00%             | 2046-04-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ASTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32299 | PA      | $23593.68      | 0.00%             | 2043-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ASUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1250819 | PA      | $120295.97     | 0.00%             | 2034-10-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                                   | FANNIE MAE FNMA_16-60                                                            | CUSIP: 3136ATMX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21256490 | PA      | $1576893.59    | 0.01%             | 2046-09-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ATNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3538360 | PA      | $264227.40     | 0.00%             | 2046-09-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                                   | FANNIE MAE FNMA_16-60                                                            | CUSIP: 3136ATNL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3600471 | PA      | $372676.09     | 0.00%             | 2046-09-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AUBA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4950262 | PA      | $367363.41     | 0.00%             | 2046-11-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FNMA_16-78                                                                       | CUSIP: 3136AUEP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10666535 | PA      | $760152.77     | 0.01%             | 2039-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_16-88                                                            | CUSIP: 3136AUTF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9028590 | PA      | $1128079.84    | 0.01%             | 2046-12-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AUUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2024570 | PA      | $177884.62     | 0.00%             | 2046-12-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-14                                                   | FANNIE MAE FNMA_17-14                                                            | CUSIP: 3136AVWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7223652 | PA      | $928199.61     | 0.01%             | 2047-03-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AWBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3312059 | PA      | $240562.14     | 0.00%             | 2047-04-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-38                                                   | FANNIE MAE FNMA_17-38                                                            | CUSIP: 3136AWJB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12200259 | PA      | $1564390.43    | 0.01%             | 2047-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                                 | CUSIP: 3136AXDU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1939408 | PA      | $331793.41     | 0.00%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AXPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4712505 | PA      | $211516.53     | 0.00%             | 2047-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-43                                                   | FANNIE MAE FNMA_18-43                                                            | CUSIP: 3136B12F0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2905458 | PA      | $308665.11     | 0.00%             | 2038-09-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_18-11                                                            | CUSIP: 3136B1EY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7423131 | PA      | $7219136.88    | 0.06%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301669 | PA      | $294902.46     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B22X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2110268 | PA      | $1930246.61    | 0.02%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_18-45                                                            | CUSIP: 3136B2ET5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8841934 | PA      | $1164563.12    | 0.01%             | 2048-06-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                                   | FANNIE MAE FNMA_18-67                                                            | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3773086 | PA      | $502556.93     | 0.00%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-61                                                   | FANNIE MAE FNMA_18-61                                                            | CUSIP: 3136B2TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2120811 | PA      | $177167.46     | 0.00%             | 2048-08-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FNMA_19-9                                                                        | CUSIP: 3136B33F5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2653000 | PA      | $2533100.02    | 0.02%             | 2049-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     577349 | PA      | $529662.86     | 0.00%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29904060 | PA      | $3429547.17    | 0.03%             | 2049-06-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-35                                              | FANNIE MAE ACES FNMA_19-35                                                       | CUSIP: 3136B5GQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9024478 | PA      | $820286.24     | 0.01%             | 2049-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-39                                              | FANNIE MAE ACES FNMA_19-39                                                       | CUSIP: 3136B5XT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8586817 | PA      | $817983.60     | 0.01%             | 2049-08-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-70                                                   | FANNIE MAE FNMA_19-70                                                            | CUSIP: 3136B7LS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2185165 | PA      | $2036532.45    | 0.02%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-42                                                   | FANNIE MAE FNMA_20-42                                                            | CUSIP: 3136B95W3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15260681 | PA      | $1555289.23    | 0.01%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-47                                                   | FANNIE MAE FNMA_20-47                                                            | CUSIP: 3136BAR30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37503769 | PA      | $7233982.03    | 0.06%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-46                                                   | FANNIE MAE FNMA_20-46                                                            | CUSIP: 3136BAZJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1685228 | PA      | $1403849.06    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BB2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3774220 | PA      | $716730.35     | 0.01%             | 2040-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BB6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5460397 | PA      | $948507.03     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BBHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3435355 | PA      | $858280.96     | 0.01%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BBS94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31575812 | PA      | $1723038.36    | 0.01%             | 2034-08-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10569641 | PA      | $1901095.74    | 0.01%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                                  | CUSIP: 3136BDT65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11381777 | PA      | $1984044.13    | 0.02%             | 2061-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BF2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7765994 | PA      | $484932.73     | 0.00%             | 2059-03-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                                 | CUSIP: 3136BJL52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18715848 | PA      | $3935802.47    | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-94                                 | CUSIP: 3136BKU26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21950535 | PA      | $3685589.13    | 0.03%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                                  | CUSIP: 3136BLGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23809534 | PA      | $2737267.86    | 0.02%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-38                                                   | FANNIE MAE FNMA_22-38                                                            | CUSIP: 3136BNLE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2777777 | PA      | $570090.95     | 0.00%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_385                                               | FANNIEMAE STRIP FNSTR_385                                                        | CUSIP: 3136FEW40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1297808 | PA      | $230451.37     | 0.00%             | 2037-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371F3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        289 | PA      | $290.94        | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $161.00        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31371FQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        419 | PA      | $421.08        | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        926 | PA      | $969.30        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371HNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         38 | PA      | $39.27         | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2379 | PA      | $2495.00       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1151 | PA      | $1179.11       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31374TY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26767 | PA      | $28017.79      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3680                                                  | FREDDIE MAC FHLMC_3680                                                           | CUSIP: 3137A02F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     390617 | PA      | $395325.31     | 0.00%             | 2040-06-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4003238 | PA      | $4027022.04    | 0.03%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_3769                                                           | CUSIP: 3137A3YW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1981357 | PA      | $1994259.30    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_3833                                                              | FHLMC_3833                                                                       | CUSIP: 3137A7TH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3484593 | PA      | $343379.12     | 0.00%             | 2040-10-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_3841                                                  | FREDDIE_MAC FHLMC_3841                                                           | CUSIP: 3137A8S41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     182324 | PA      | $186229.71     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3843                                                  | FREDDIE MAC FHLMC_3843                                                           | CUSIP: 3137A9K96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1102994 | PA      | $1121837.83    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14036 | PA      | $13580.64      | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3892                                                 | FREDDIE MAC FHR_11-3892                                                          | CUSIP: 3137ACZP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2224746 | PA      | $242538.26     | 0.00%             | 2041-07-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3888                                                  | FREDDIE MAC FHLMC_3888                                                           | CUSIP: 3137ADHB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     380236 | PA      | $371237.83     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AE3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6309187 | PA      | $733095.34     | 0.01%             | 2039-06-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3928                                                  | FREDDIE MAC FHLMC_3928                                                           | CUSIP: 3137AEXW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     695867 | PA      | $698414.29     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3926                                                 | FREDDIE MAC FHR_11-3926                                                          | CUSIP: 3137AFCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     325997 | PA      | $323434.11     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3934                                                  | FREDDIE MAC FHLMC_3934                                                           | CUSIP: 3137AG6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2199145 | PA      | $2158228.47    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_11-3982                                                           | FHLMC_11-3982                                                                    | CUSIP: 3137AKBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     861392 | PA      | $848501.59     | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AMDJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2362945 | PA      | $198683.94     | 0.00%             | 2041-11-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4027                                                  | FREDDIE MAC FHLMC_4027                                                           | CUSIP: 3137ANQX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     924087 | PA      | $917865.49     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                                | CUSIP: 3137ARM29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4534888 | PA      | $4340084.58    | 0.03%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                                | CUSIP: 3137ARM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4978919 | PA      | $4785108.04    | 0.04%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4087                                                  | FREDDIE MAC FHLMC_4087                                                           | CUSIP: 3137AS5K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2976456 | PA      | $248454.88     | 0.00%             | 2042-07-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                                  | FREDDIE MAC FHLMC_4091                                                           | CUSIP: 3137ATEV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6500000 | PA      | $6190919.80    | 0.05%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4146                                                           | CUSIP: 3137AXFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2901481 | PA      | $227093.41     | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FHLMC_4186                                                                       | CUSIP: 3137B0RX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2869614 | PA      | $195010.06     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4236                                                              | FHLMC_4236                                                                       | CUSIP: 3137B3ZC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8216791 | PA      | $865611.85     | 0.01%             | 2043-08-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC_4257                                                              | FHLMC_4257                                                                       | CUSIP: 3137B5AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2619267 | PA      | $415604.61     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_4258                                                    | FREDDIE MAC FHR_4258                                                             | CUSIP: 3137B5BZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2409739 | PA      | $409829.84     | 0.00%             | 2043-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B5PL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8771296 | PA      | $866531.20     | 0.01%             | 2043-11-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B6R37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4891932 | PA      | $459690.42     | 0.00%             | 2043-12-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B8V53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2943194 | PA      | $281763.12     | 0.00%             | 2039-04-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B9H81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2656722 | PA      | $248756.03     | 0.00%             | 2044-03-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4372                                                  | FREDDIE MAC FHLMC_4372                                                           | CUSIP: 3137BDB47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2542401 | PA      | $2355606.62    | 0.02%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BEMT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2024401 | PA      | $1886409.86    | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4419                                                  | FREDDIE MAC FHLMC_4419                                                           | CUSIP: 3137BFNG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22419938 | PA      | $3029832.73    | 0.02%             | 2053-05-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4440                                                           | CUSIP: 3137BGFZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12603765 | PA      | $12291472.40   | 0.10%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4463                                                           | CUSIP: 3137BHHM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3699818 | PA      | $3593576.44    | 0.03%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BHL62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4509208 | PA      | $644041.65     | 0.01%             | 2045-04-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BKQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      71696 | PA      | $71181.83      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3801449 | PA      | $139974.68     | 0.00%             | 2031-01-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1775983 | PA      | $6002.82       | 0.00%             | 2026-03-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5421254 | PA      | $5380554.48    | 0.04%             | 2026-05-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2035025 | PA      | $10932.77      | 0.00%             | 2026-07-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4612                                                  | FREDDIE MAC FHLMC_4612                                                           | CUSIP: 3137BRS22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7547283 | PA      | $6571888.56    | 0.05%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                      | FREDDIE MAC FHLMC_4627                                                           | CUSIP: 3137BSBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     675447 | PA      | $10458.90      | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2191588 | PA      | $9189.55       | 0.00%             | 2026-08-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSRG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6128879 | PA      | $7091.73       | 0.00%             | 2026-09-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTAE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23890288 | PA      | $11328.77      | 0.00%             | 2026-10-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4635                                                           | CUSIP: 3137BTKP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7023220 | PA      | $449966.44     | 0.00%             | 2046-12-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BWFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6982279 | PA      | $4508.46       | 0.00%             | 2026-12-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4682                                                  | FREDDIE MAC FHLMC_4682                                                           | CUSIP: 3137BXYK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2540206 | PA      | $2397077.62    | 0.02%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4695                                                  | FREDDIE MAC FHLMC_4695                                                           | CUSIP: 3137F1F86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2486049 | PA      | $425450.30     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4698                                                  | FREDDIE MAC FHLMC_4698                                                           | CUSIP: 3137F1XC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8812138 | PA      | $1678632.96    | 0.01%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4715                                                  | FREDDIE MAC FHLMC_4715                                                           | CUSIP: 3137F2X43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4197458 | PA      | $522295.56     | 0.00%             | 2047-08-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8660000 | PA      | $8617708.89    | 0.07%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4787                                           | FREDDIE MAC REMICS FHLMC_4787                                                    | CUSIP: 3137F57L7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     854353 | PA      | $830899.07     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4795                                                  | FREDDIE MAC FHLMC_4795                                                           | CUSIP: 3137F5R92<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3541535 | PA      | $472287.38     | 0.00%             | 2048-06-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F6RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13067489 | PA      | $3260036.58    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F7E68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2189391 | PA      | $413424.26     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                                | CUSIP: 3137F8FM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13218893 | PA      | $2147132.88    | 0.02%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1039036 | PA      | $195566.91     | 0.00%             | 2044-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                                | CUSIP: 3137F9EC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7067918 | PA      | $1173730.20    | 0.01%             | 2051-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34594635 | PA      | $185638.27     | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4755                                                  | FREDDIE MAC FHLMC_4755                                                           | CUSIP: 3137FDNH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1214586 | PA      | $1090840.57    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                                | CUSIP: 3137FE2J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1264538 | PA      | $1040898.66    | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-4771                                               | FREDDIE MAC FHLMC_18-4771                                                        | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10488681 | PA      | $9795499.81    | 0.08%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                                  | FREDDIE MAC FHLMC_4765                                                           | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3793445 | PA      | $3065918.01    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FEXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     729222 | PA      | $664352.71     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                                  | FREDDIE MAC FHLMC_5078                                                           | CUSIP: 3137FF5R4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2740000 | PA      | $448011.92     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5088                                | CUSIP: 3137FFEG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21764748 | PA      | $3143510.79    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_5081                                                           | CUSIP: 3137FFWD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37500699 | PA      | $6349577.07    | 0.05%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                                | CUSIP: 3137FJGT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2192734 | PA      | $2128671.87    | 0.02%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33026153 | PA      | $4946568.08    | 0.04%             | 2056-08-15      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-4864                                                  | FREDDIE MAC FHLMC-4864                                                           | CUSIP: 3137FKYY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2377543 | PA      | $438719.85     | 0.00%             | 2048-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38222526 | PA      | $636634.39     | 0.00%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9796416 | PA      | $50349.66      | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72085134 | PA      | $2038445.05    | 0.02%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4910                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4910                                | CUSIP: 3137FNHW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12975998 | PA      | $1875136.85    | 0.01%             | 2049-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4927                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4927                                | CUSIP: 3137FPJT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7269574 | PA      | $1591080.80    | 0.01%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                                | CUSIP: 3137FQRX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1091747 | PA      | $982549.18     | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4942                                                           | CUSIP: 3137FQWJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9101465 | PA      | $1081922.08    | 0.01%             | 2050-01-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   92903282 | PA      | $4394353.12    | 0.03%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7020990 | PA      | $690849.26     | 0.01%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14443383 | PA      | $1557736.18    | 0.01%             | 2035-05-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                                  | FREDDIE MAC FHLMC_4999                                                           | CUSIP: 3137FV3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21762568 | PA      | $4691315.38    | 0.04%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                                  | FREDDIE MAC FHLMC_4999                                                           | CUSIP: 3137FV4S8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     165078 | PA      | $32167.82      | 0.00%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                                | CUSIP: 3137FWA26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7369083 | PA      | $1493023.33    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19874196 | PA      | $1825544.27    | 0.01%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                                | CUSIP: 3137FXMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24911739 | PA      | $4463117.48    | 0.03%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5095                                | CUSIP: 3137FXZF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17378181 | PA      | $3051509.60    | 0.02%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                                  | FREDDIE MAC FHLMC_5093                                                           | CUSIP: 3137FYJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7465850 | PA      | $1721248.80    | 0.01%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_5093                                                           | CUSIP: 3137FYL61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12769414 | PA      | $2943983.28    | 0.02%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FYQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12065681 | PA      | $852342.66     | 0.01%             | 2048-12-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                                  | FREDDIE MAC FHLMC_3740                                                           | CUSIP: 3137GAPL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     906482 | PA      | $888292.36     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5113                                                  | FREDDIE MAC FHLMC_5113                                                           | CUSIP: 3137H0J74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15699159 | PA      | $3030006.81    | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                                | CUSIP: 3137H0WK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9406067 | PA      | $1507641.03    | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12484247 | PA      | $532129.79     | 0.00%             | 2031-05-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12737566 | PA      | $444715.56     | 0.00%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23166815 | PA      | $1686599.76    | 0.01%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5153                                                  | FREDDIE MAC FHLMC-5153                                                           | CUSIP: 3137H33P5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7040972 | PA      | $1293392.74    | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC REMICS FHLMC_5148                                                    | CUSIP: 3137H3JW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38324525 | PA      | $5975920.17    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  273339698 | PA      | $2597410.48    | 0.02%             | 2031-11-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                                  | FREDDIE MAC FHLMC_5217                                                           | CUSIP: 3137H6SZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4266823 | PA      | $367563.30     | 0.00%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7237581 | PA      | $123800.26     | 0.00%             | 2032-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17533182 | PA      | $295264.04     | 0.00%             | 2032-03-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7907246 | PA      | $157768.53     | 0.00%             | 2055-04-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                                | CUSIP: 3137H7HR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7294523 | PA      | $1101321.96    | 0.01%             | 2042-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7MB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10352361 | PA      | $201538.72     | 0.00%             | 2032-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4642742 | PA      | $88335.14      | 0.00%             | 2032-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7ZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15700195 | PA      | $235628.53     | 0.00%             | 2032-06-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5237                                                  | FREDDIE MAC FHLMC_5237                                                           | CUSIP: 3137H7ZU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1744116 | PA      | $1715857.09    | 0.01%             | 2046-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11977164 | PA      | $274623.20     | 0.00%             | 2032-06-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20872516 | PA      | $373117.09     | 0.00%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26904542 | PA      | $558715.86     | 0.00%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137H9KH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2230149 | PA      | $472445.01     | 0.00%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514                     | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514                              | CUSIP: 3137HBLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67333189 | PA      | $1794860.42    | 0.01%             | 2028-12-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18999 | PA      | $19887.39      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385JFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4103 | PA      | $4288.21       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        714 | PA      | $747.59        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385W6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     338309 | PA      | $350912.18     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385XNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1589 | PA      | $1601.40       | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31386MZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17565 | PA      | $18386.29      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10003 | PA      | $10470.27      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31388KFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        591 | PA      | $618.31        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31388QVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        395 | PA      | $397.29        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31389TBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1461 | PA      | $1479.54       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138A24H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     133454 | PA      | $134760.35     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138A5GV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      73811 | PA      | $72587.18      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AAL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58026 | PA      | $59198.51      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ABBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     478997 | PA      | $483539.72     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AMUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9575 | PA      | $9710.70       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AVSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     865080 | PA      | $853146.53     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138E5TQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     383248 | PA      | $386332.15     | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EAE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     154493 | PA      | $151788.16     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239014 | PA      | $252416.30     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EHZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     187717 | PA      | $184625.26     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EM4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3604981 | PA      | $3341575.92    | 0.03%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4076060 | PA      | $3861330.99    | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ETJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4150867 | PA      | $3942641.57    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3089045 | PA      | $3042699.70    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138M1EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     217788 | PA      | $208015.31     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138M57K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462183 | PA      | $444878.21     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138MAC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     602429 | PA      | $575337.25     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138MQBV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     720632 | PA      | $707341.87     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138W6RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     994553 | PA      | $955474.60     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3524267 | PA      | $3366347.93    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WGYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1987642 | PA      | $1932127.51    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3788344 | PA      | $3578430.02    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1152934 | PA      | $1053192.62    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2283565 | PA      | $2159440.95    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440722 | PA      | $428157.72     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1060769 | PA      | $1030366.18    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WQBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2855486 | PA      | $2805188.61    | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WWCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     868018 | PA      | $828532.68     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138X5YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375339 | PA      | $368067.91     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2340994 | PA      | $2301915.57    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31390GZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34363 | PA      | $35969.22      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390SJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20839 | PA      | $21320.14      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390SKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8648 | PA      | $8847.59       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391BGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        808 | PA      | $839.69        | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391LXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65106 | PA      | $68296.70      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391LXQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9738 | PA      | $10192.68      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA_03-22                                                              | FNMA_03-22                                                                       | CUSIP: 31393APN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      54351 | PA      | $56589.23      | 0.00%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31393BHP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2264 | PA      | $2251.50       | 0.00%             | 2033-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                              | FHLMC_2557                                                                       | CUSIP: 31393JKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      40392 | PA      | $40369.16      | 0.00%             | 2033-01-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA_04-29                                                              | FNMA_04-29                                                                       | CUSIP: 31393YPJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     694126 | PA      | $85824.53      | 0.00%             | 2034-05-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA_04-93                                                              | FNMA_04-93                                                                       | CUSIP: 31394BKY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      98257 | PA      | $97837.71      | 0.00%             | 2034-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31394MWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1074658 | PA      | $1087133.74    | 0.01%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                                    | FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                                             | CUSIP: 31395DD63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     518932 | PA      | $60364.06      | 0.00%             | 2036-06-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC_2882                                                              | FHLMC_2882                                                                       | CUSIP: 31395JM78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2015736 | PA      | $2128441.13    | 0.02%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                                  | FREDDIE MAC FHLMC_2953                                                           | CUSIP: 31395PMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1543072 | PA      | $1629461.26    | 0.01%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_2962                                                              | FHLMC_2962                                                                       | CUSIP: 31395TRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      12439 | PA      | $12427.82      | 0.00%             | 2035-03-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC_2981                                                              | FHLMC_2981                                                                       | CUSIP: 31395U5T4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      95979 | PA      | $95513.63      | 0.00%             | 2030-05-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3028                                                  | FREDDIE MAC FHLMC_3028                                                           | CUSIP: 31396AGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     172372 | PA      | $175906.68     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_05-3032                                                 | FREDDIE MAC FHR_05-3032                                                          | CUSIP: 31396AHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     417541 | PA      | $439308.12     | 0.00%             | 2035-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3065                                                  | FREDDIE MAC FHLMC_3065                                                           | CUSIP: 31396EUD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     222352 | PA      | $246325.65     | 0.00%             | 2035-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3085                                                  | FREDDIE MAC FHLMC_3085                                                           | CUSIP: 31396FRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     298530 | PA      | $300065.51     | 0.00%             | 2035-08-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3081                                                  | FREDDIE MAC FHLMC_3081                                                           | CUSIP: 31396FXD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     348479 | PA      | $399092.18     | 0.00%             | 2035-12-15      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3121                                                  | FREDDIE MAC FHLMC_3121                                                           | CUSIP: 31396JFW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      53119 | PA      | $55862.86      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-71                                                   | FANNIE MAE FNMA_06-71                                                            | CUSIP: 31396KVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      95780 | PA      | $102385.61     | 0.00%             | 2035-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_3181                                                           | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      20682 | PA      | $21986.82      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31396V6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297498 | PA      | $309784.50     | 0.00%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_07-W7                                          | FANNIEMAE WHOLE LOAN FNW_07-W7                                                   | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      32558 | PA      | $44865.41      | 0.00%             | 2037-07-25      | Variable      | 13.40%                | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-90                                                   | FANNIE MAE FNMA_07-90                                                            | CUSIP: 31396XSN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4882 | PA      | $4875.88       | 0.00%             | 2037-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31396YE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149842 | PA      | $204784.35     | 0.00%             | 2036-08-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31397PSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1086230 | PA      | $112484.43     | 0.00%             | 2038-01-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-150                                                  | FANNIE MAE FNMA_10-150                                                           | CUSIP: 31397QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      73281 | PA      | $73191.89      | 0.00%             | 2040-10-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397QF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2282853 | PA      | $2263632.17    | 0.02%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3065651 | PA      | $305172.09     | 0.00%             | 2041-06-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397UPC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194585 | PA      | $196888.18     | 0.00%             | 2041-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398FR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2335293 | PA      | $224904.11     | 0.00%             | 2039-11-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-100                                                  | FANNIE MAE FNMA_09-100                                                           | CUSIP: 31398GCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1746306 | PA      | $206127.85     | 0.00%             | 2039-12-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3564                                                  | FREDDIE MAC FHLMC_3564                                                           | CUSIP: 31398JDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     136671 | PA      | $139294.30     | 0.00%             | 2037-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31398JW25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1523068 | PA      | $133964.16     | 0.00%             | 2036-04-15      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-21                                                   | FANNIE MAE FNMA_10-21                                                            | CUSIP: 31398MUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3680753 | PA      | $282438.92     | 0.00%             | 2040-03-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398N5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2219692 | PA      | $318768.68     | 0.00%             | 2040-11-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3747                                | CUSIP: 31398QTR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2352628 | PA      | $2386748.90    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-57                                                   | FANNIE MAE FNMA_10-57                                                            | CUSIP: 31398RG82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     949897 | PA      | $106126.32     | 0.00%             | 2040-06-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-142                                                  | FANNIE MAE FNMA_10-142                                                           | CUSIP: 31398SKU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     420858 | PA      | $311989.76     | 0.00%             | 2040-12-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1196502 | PA      | $1183820.74    | 0.01%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-139                                                  | FANNIE MAE FNMA_10-139                                                           | CUSIP: 31398SWG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1198850 | PA      | $1157470.15    | 0.01%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400B3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2887 | PA      | $3000.66       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400BSN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4938 | PA      | $5051.60       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400DRF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19512 | PA      | $19962.03      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8444 | PA      | $8638.92       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400Q3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      79219 | PA      | $82161.27      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31400QVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79089 | PA      | $80586.70      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400RCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      61226 | PA      | $63102.32      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60269 | PA      | $62201.91      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31403AZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1134.63       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31403DJG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10598 | PA      | $10880.29      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     595958 | PA      | $549322.82     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     827303 | PA      | $782155.52     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140EY5B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1786497 | PA      | $1745617.55    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F1UE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     487180 | PA      | $463550.64     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140F1UF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27814 | PA      | $26366.81      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14354047 | PA      | $13112301.57   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     667451 | PA      | $631068.59     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FECL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113263 | PA      | $107035.17     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FEDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403611 | PA      | $381251.91     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1284457 | PA      | $1218947.54    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FNHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      38122 | PA      | $36056.67      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FPU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1702795 | PA      | $1660339.89    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1495910 | PA      | $1477743.10    | 0.01%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2531332 | PA      | $2097941.38    | 0.02%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GYK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57977 | PA      | $54999.19      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140KSTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3212341 | PA      | $2641360.33    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15130075 | PA      | $12345281.16   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9648270 | PA      | $7872218.02    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     959974 | PA      | $821148.66     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3456590 | PA      | $2874688.84    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1522912 | PA      | $1265753.60    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2652511 | PA      | $2299117.32    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2152234 | PA      | $1789992.53    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2532765 | PA      | $2285871.28    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2469109 | PA      | $2224015.17    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MNMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3645130 | PA      | $3244001.11    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11964502 | PA      | $10652270.57   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3335898 | PA      | $3302472.98    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377156 | PA      | $355496.76     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     585164 | PA      | $579885.27     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2669478 | PA      | $2525387.60    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7013771 | PA      | $6080506.71    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1489692 | PA      | $1292132.63    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2260503 | PA      | $1872589.92    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3677008 | PA      | $3197575.56    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QEN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4597118 | PA      | $3988451.58    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6118107 | PA      | $5281106.25    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1340447 | PA      | $1248980.60    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17121306 | PA      | $15234705.96   | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2911041 | PA      | $2429560.80    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11813291 | PA      | $10179431.92   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15207340 | PA      | $12433794.16   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6192724 | PA      | $5291801.50    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20374363 | PA      | $18143492.75   | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7703451 | PA      | $7370025.69    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2889769 | PA      | $2362038.29    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11575297 | PA      | $9631922.71    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15365555 | PA      | $12551400.73   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3255720 | PA      | $2785543.86    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3226901 | PA      | $2693110.35    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14774450 | PA      | $12148169.15   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5654759 | PA      | $4629428.02    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3885752 | PA      | $3739747.68    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4018524 | PA      | $3738715.56    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QREG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7349160 | PA      | $7230244.98    | 0.06%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QULC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6565216 | PA      | $6733423.20    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47385888 | PA      | $47396236.50   | 0.37%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7278760 | PA      | $7140677.42    | 0.06%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W3EN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5080713 | PA      | $4521641.48    | 0.04%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X53W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     442443 | PA      | $412982.79     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X5WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1940594 | PA      | $1746708.53    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2267939 | PA      | $1971112.96    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     608999 | PA      | $553099.31     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2132727 | PA      | $1778243.68    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1422742 | PA      | $1228322.47    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3695380 | PA      | $3202208.42    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3727929 | PA      | $3235502.50    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     918378 | PA      | $766467.70     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     781579 | PA      | $651658.70     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14391464 | PA      | $12438143.80   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19795751 | PA      | $16193854.81   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6252808 | PA      | $5354235.25    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8619943 | PA      | $7702154.76    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4061588 | PA      | $3320098.15    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19259145 | PA      | $17873252.30   | 0.14%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XJR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15736874 | PA      | $13415713.66   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2141727 | PA      | $1906823.22    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7771664 | PA      | $7552803.77    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4287519 | PA      | $4063470.80    | 0.03%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175736 | PA      | $150238.59     | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1968831 | PA      | $1681046.32    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XP6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30333167 | PA      | $24799013.83   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XRFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2780956 | PA      | $2370720.66    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XRNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5703752 | PA      | $5072876.80    | 0.04%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3116577 | PA      | $2670731.08    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2190978 | PA      | $2152618.32    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31411JDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      56838 | PA      | $60816.38      | 0.00%             | 2038-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31412P2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226396 | PA      | $233248.88     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209406 | PA      | $211520.42     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31417Y6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86065 | PA      | $88671.92      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31418A3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     283631 | PA      | $285330.97     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424370 | PA      | $404453.47     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1085063 | PA      | $1053952.27    | 0.01%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1701404 | PA      | $1671539.61    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3287391 | PA      | $3189077.21    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1066175 | PA      | $1060704.58    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1644287 | PA      | $1560754.95    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196673 | PA      | $185921.72     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1665118 | PA      | $1623519.03    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3310367 | PA      | $3127852.25    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2244902 | PA      | $2035796.04    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2361180 | PA      | $2145942.33    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1969141 | PA      | $1852647.35    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6398341 | PA      | $5483007.91    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     902270 | PA      | $807045.02     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3854634 | PA      | $3157531.46    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5837009 | PA      | $5206475.09    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5714504 | PA      | $4438923.29    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15771131 | PA      | $13527890.65   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384842 | PA      | $343907.39     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197505 | PA      | $174547.14     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1023589 | PA      | $896353.21     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17252193 | PA      | $14151432.54   | 0.11%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8035065 | PA      | $6906521.88    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1255287 | PA      | $1079255.89    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4243595 | PA      | $3787965.90    | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1429597 | PA      | $1273721.31    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5038126 | PA      | $4324806.94    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2190847 | PA      | $1937017.90    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443645 | PA      | $344451.46     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10485885 | PA      | $8599064.39    | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     902425 | PA      | $700653.78     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12187603 | PA      | $9992619.65    | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27236447 | PA      | $23330929.12   | 0.18%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6523144 | PA      | $5349023.34    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30755571 | PA      | $23887166.76   | 0.19%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2742154 | PA      | $2352155.95    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31418DWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7324642 | PA      | $6845307.43    | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15199015 | PA      | $12457645.79   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4756766 | PA      | $4082244.36    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3557190 | PA      | $3138327.27    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13407401 | PA      | $10981485.98   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12021875 | PA      | $10307164.77   | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14027142 | PA      | $12023419.49   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11773713 | PA      | $10089409.14   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4791324 | PA      | $4962764.49    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1795882 | PA      | $1470246.34    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8268159 | PA      | $6763765.38    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13194870 | PA      | $10798197.06   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2468663 | PA      | $2114194.83    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12116132 | PA      | $10791666.52   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8574862 | PA      | $7989724.68    | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24864858 | PA      | $22142241.69   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64166316 | PA      | $54886102.47   | 0.43%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23513010 | PA      | $20951079.23   | 0.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10008585 | PA      | $9273901.34    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1658294 | PA      | $1418478.76    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3137564 | PA      | $2792880.28    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8759348 | PA      | $8115925.30    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53435206 | PA      | $51212369.60   | 0.40%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19348164 | PA      | $16549907.85   | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5922198 | PA      | $5666065.54    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1080367 | PA      | $923358.73     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60458861 | PA      | $53882635.08   | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10061590 | PA      | $9852037.30    | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27371462 | PA      | $26232880.47   | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8373203 | PA      | $8235986.23    | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8493609 | PA      | $7558990.35    | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5436811 | PA      | $5347151.36    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10907525 | PA      | $10938566.17   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2970625 | PA      | $2979078.96    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1321855 | PA      | $1344873.52    | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1058156 | PA      | $904903.91     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4872962 | PA      | $4671179.21    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3145800 | PA      | $3159617.94    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1065644 | PA      | $1083360.37    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4359586 | PA      | $4371993.61    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2164030 | PA      | $1850834.42    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8413150 | PA      | $8581020.31    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12676128 | PA      | $13043433.00   | 0.10%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3527922 | PA      | $3267679.86    | 0.03%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6519383 | PA      | $6537262.92    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4789303 | PA      | $4936128.16    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14055980 | PA      | $14100330.33   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2285082 | PA      | $2368257.76    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6114482 | PA      | $6288867.54    | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30068107 | PA      | $30144391.43   | 0.23%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     612726 | PA      | $643167.68     | 0.01%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22405517 | PA      | $21984095.11   | 0.17%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3797550 | PA      | $3898308.46    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37990629 | PA      | $38605803.64   | 0.30%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2771684 | PA      | $2776572.68    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7402545 | PA      | $7511593.21    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22611493 | PA      | $22958301.32   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8094438 | PA      | $8305994.36    | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3102620 | PA      | $3213636.89    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11665497 | PA      | $11937659.07   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37909252 | PA      | $38416563.43   | 0.30%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3562463 | PA      | $3558061.74    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19111481 | PA      | $19358199.11   | 0.15%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11325541 | PA      | $11471169.20   | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14996387 | PA      | $15189225.11   | 0.12%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553043 | PA      | $533881.17     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31419JS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1070697 | PA      | $1103118.81    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_426-C58                                                 | FANNIE MAE FNMA_426-C58                                                          | CUSIP: 31422M2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31046992 | PA      | $5203069.23    | 0.04%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                              | FANNIE MAE STRIP FNSTR_427                                                       | CUSIP: 31423XMT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8094871 | PA      | $710102.93     | 0.01%             | 2035-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                              | FANNIE MAE STRIP FNSTR_427                                                       | CUSIP: 31423XPK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   40775219 | PA      | $2212381.83    | 0.02%             | 2032-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP FNSTR_434                                     | FANNIE MAE INTEREST STRIP FNSTR_434                                              | CUSIP: 31423XY96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   27134502 | PA      | $5930538.46    | 0.05%             | 2053-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_437                                               | FANNIEMAE STRIP FNSTR_437                                                        | CUSIP: 31424UPY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2210027 | PA      | $566057.68     | 0.00%             | 2052-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31425W3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26377876 | PA      | $26922422.23   | 0.21%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427MG54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26967617 | PA      | $26506163.48   | 0.21%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1959170 | PA      | $2010843.73    | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6758187 | PA      | $6646738.02    | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427PYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4953726 | PA      | $4230941.57    | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                              | FedEx Corp                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      87000 | PA      | $73441.83      | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    2210000 | PA      | $2292821.81    | 0.02%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1791000 | PA      | $1856646.26    | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    3485000 | PA      | $3519233.51    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5512269 | PA      | $5712887.50    | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                   | Federal Express Corp 2020-1 Pass Through Trusts                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     353864 | PA      | $309622.42     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2207146.00    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1233501.69    | 0.01%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $842972.04     | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $672720.39     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2313188.86    | 0.02%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                     | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2124785.08    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE7                                                             | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7010987.99    | 0.05%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     272000 | PA      | $277379.92     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust Series 2006-FF18                              | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1016614 | PA      | $946787.20     | 0.01%             | 2037-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2943424 | PA      | $1405287.03    | 0.01%             | 2037-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                               | First Horizon Mortgage Pass-Through Trust 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197239 | PA      | $77511.49      | 0.00%             | 2037-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                     | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    1807000 | PA      | $1855801.57    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                        | First Investors Auto Owner Trust 2025-1                                          | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3275000 | PA      | $3278624.12    | 0.03%             | 2031-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1730000 | PA      | $1830490.76    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1125000 | PA      | $1185480.08    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     875000 | PA      | $901824.99     | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $3115741.90    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                    | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8580000 | PA      | $8453332.60    | 0.07%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1741920.23    | 0.01%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1073042.79    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2183987.85    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     414000 | PA      | $412190.42     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4520387.25    | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1122305.59    | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                              | Flagship Credit Auto Trust 2023-2                                                | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3240000 | PA      | $3232330.27    | 0.03%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                       | FLAGSTAR MORTGAGE TRUST FSMT_19-2                                                | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     797406 | PA      | $738265.88     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                       | FLAGSTAR MORTGAGE TRUST FSMT_19-2                                                | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     852840 | PA      | $790799.70     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-12                                      | FLAGSTAR MORTGAGE TRUST FSMT_21-12                                               | CUSIP: 33853GBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174535 | PA      | $980117.94     | 0.01%             | 2051-11-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_21-1A                                             | FLATIRON CLO LTD FLAT_21-1A                                                      | CUSIP: 33883PAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003010.00    | 0.02%             | 2037-10-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                  | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2021029 | PA      | $1989105.02    | 0.02%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2560000 | PA      | $2644462.53    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1412000 | PA      | $1442308.87    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     444000 | PA      | $453672.31     | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     632000 | PA      | $665105.69     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1049088.49    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001248.90    | 0.01%             | 2039-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2504685.00    | 0.02%             | 2039-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2025-A                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2055000 | PA      | $2070421.75    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3816918.30    | 0.03%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2254158.93    | 0.02%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV1                                           | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3415000 | PA      | $3379570.74    | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2023-REV1                                           | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3993732.60    | 0.03%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     836000 | PA      | $672841.06     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     880000 | PA      | $773230.77     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1767753.15    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     951000 | PA      | $868574.82     | 0.01%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3576854.30    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     450000 | PA      | $468860.69     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6745696.97    | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1536305.54    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1003390.15    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1053211.84    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2021289.21    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     472000 | PA      | $452796.01     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     635000 | PA      | $663810.45     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2889629.62    | 0.02%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     418000 | PA      | $433340.34     | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     533000 | PA      | $560727.00     | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     685000 | PA      | $711375.54     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1990741.54    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC - SCRT SCRT_17-3                                                     | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14949117 | PA      | $13514360.93   | 0.11%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC - SCRT SCRT 17-4                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1889734 | PA      | $1853949.11    | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     909443 | PA      | $803371.58     | 0.01%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3501601 | PA      | $3373234.12    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     310497 | PA      | $272498.87     | 0.00%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4598243 | PA      | $4478954.06    | 0.03%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PGZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     211242 | PA      | $184195.67     | 0.00%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PHZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     836244 | PA      | $735979.83     | 0.01%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SCRT_19-2                        | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150985 | PA      | $133353.58     | 0.00%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61915 | PA      | $54602.49      | 0.00%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1602510.15    | 0.01%             | 2042-08-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $6477058.20    | 0.05%             | 2042-09-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     389584 | PA      | $390448.01     | 0.00%             | 2034-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    2410000 | PA      | $2427535.88    | 0.02%             | 2041-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     620000 | PA      | $630071.28     | 0.00%             | 2041-09-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    9589003 | PA      | $9625621.74    | 0.07%             | 2041-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2036859.20    | 0.02%             | 2041-10-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     960000 | PA      | $965936.74     | 0.01%             | 2041-11-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     710000 | PA      | $726387.37     | 0.01%             | 2041-11-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3036138.90    | 0.02%             | 2041-12-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    4875000 | PA      | $4952179.05    | 0.04%             | 2042-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4638934.35    | 0.04%             | 2042-02-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2085739.00    | 0.02%             | 2042-02-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    4140000 | PA      | $4249216.10    | 0.03%             | 2042-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3519412.75    | 0.03%             | 2044-08-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1502878.20    | 0.01%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |    1805000 | PA      | $1986607.73    | 0.02%             | 2050-11-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1076520.57    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     740000 | PA      | $777225.01     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                  | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2758840.90    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3037966.90    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                            | Frontier Communications Corp 2025 Term Loan B                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     202887 | PA      | $202570.35     | 0.00%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1801758.65    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4475000 | PA      | $4520145.14    | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060000 | PA      | $2110018.86    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                          | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2340259.64    | 0.02%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4337128.97    | 0.03%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     530000 | PA      | $522344.81     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1739305.62    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     247000 | PA      | $253344.10     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                 | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1077061.27    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $745827.13     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                             | GECU Auto Receivables Trust 2023-1                                               | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1629797 | PA      | $1638055.48    | 0.01%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12678031 | PA      | $12886525.03   | 0.10%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8901588 | PA      | $8491466.14    | 0.07%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     829773 | PA      | $777514.04     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     789627 | PA      | $739894.76     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     781144 | PA      | $754796.08     | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     505441 | PA      | $473601.90     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3371030 | PA      | $3156891.61    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     460508 | PA      | $421660.54     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     833528 | PA      | $852405.71     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1146493 | PA      | $1074099.72    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1817206 | PA      | $1662753.30    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1468279 | PA      | $1373082.86    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537898 | PA      | $1407185.52    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     779482 | PA      | $730089.44     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1369236 | PA      | $1251972.40    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2648090 | PA      | $2464910.40    | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2376267 | PA      | $2370426.39    | 0.02%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2279505 | PA      | $2204008.23    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65650 | PA      | $67136.54      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     967309 | PA      | $905260.75     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1681803 | PA      | $1631641.72    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1802180 | PA      | $1692330.67    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     587043 | PA      | $546996.47     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     421250 | PA      | $430794.31     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19001 | PA      | $17331.70      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     564410 | PA      | $545134.12     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1671 | PA      | $1614.03       | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1096821 | PA      | $1024488.02    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4819201 | PA      | $4501382.51    | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     405276 | PA      | $359761.72     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U4A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2329759 | PA      | $2034441.47    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2219202 | PA      | $1939636.99    | 0.02%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1039958 | PA      | $970140.04     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2141984 | PA      | $2066153.27    | 0.02%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7321866 | PA      | $7294823.67    | 0.06%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273016 | PA      | $277569.27     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1784784 | PA      | $1661233.78    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5857818 | PA      | $5637219.22    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6401984 | PA      | $5925993.45    | 0.05%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     457136 | PA      | $414008.84     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6954428 | PA      | $5791218.99    | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5335339 | PA      | $4635701.97    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5323034 | PA      | $4432678.17    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3122733 | PA      | $2600423.08    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3687377 | PA      | $3201477.41    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18052731 | PA      | $16299132.06   | 0.13%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2250514 | PA      | $1954007.27    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5339712 | PA      | $4636115.69    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22753020 | PA      | $20555490.61   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6117668 | PA      | $5312678.49    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7770177 | PA      | $7016682.70    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16665999 | PA      | $13877891.85   | 0.11%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2253729 | PA      | $2034685.20    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4181044 | PA      | $3481547.84    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2531282 | PA      | $2489433.74    | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3257357 | PA      | $3265119.98    | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9688171 | PA      | $9546047.93    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2742860 | PA      | $2539545.33    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26220095 | PA      | $25072366.85   | 0.19%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6454515 | PA      | $6567144.97    | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12494301 | PA      | $12709868.32   | 0.10%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11951325 | PA      | $12142254.68   | 0.09%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8546955 | PA      | $8772268.94    | 0.07%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13672766 | PA      | $13879124.25   | 0.11%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2231403 | PA      | $2304559.84    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26882484 | PA      | $26309174.05   | 0.20%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     205000 | PA      | $209006.25     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     555000 | PA      | $538171.13     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     510000 | PA      | $488926.88     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    2323000 | PA      | $2333091.18    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7821974 | PA      | $7655156.89    | 0.06%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9008663 | PA      | $9109720.18    | 0.07%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    3661488 | PA      | $3170720.61    | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                       | CUSIP: 36193EWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27007 | PA      | $27211.74      | 0.00%             | 2066-03-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                       | CUSIP: 36193U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61934 | PA      | $62286.06      | 0.00%             | 2066-04-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1522575.00    | 0.01%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     309876 | PA      | $313224.18     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                    | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4957000 | PA      | $4961641.73    | 0.04%             | 2041-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                                | CUSIP: 36241LJF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     186757 | PA      | $192153.67     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                             | GSAMP Trust 2004-OPT                                                             | CUSIP: 36242DNU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     543126 | PA      | $529695.09     | 0.00%             | 2034-11-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1263679 | PA      | $1259847.08    | 0.01%             | 2049-05-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9838100.00    | 0.08%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS MORTGAGE SECURITIES TRUST GSMS_17-375H                                        | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $4859008.00    | 0.04%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19691538.00   | 0.15%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7388 | PA      | $6963.32       | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1708061.89    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS MORTGAGE SECURITIES TRUST GSMS_19-GC39                                        | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $908260.70     | 0.01%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2861336.70    | 0.02%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_21-PJ3                              | GS MORTGAGE_BACKED SECURITIES GSMBS_21-PJ3                                       | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     614818 | PA      | $497736.97     | 0.00%             | 2051-08-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     358000 | PA      | $376186.78     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ10                                 | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     671277 | PA      | $604937.98     | 0.00%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                         | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                                  | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     929414 | PA      | $799823.94     | 0.01%             | 2052-04-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ11                                    | CUSIP: 36263VBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886037 | PA      | $722032.73     | 0.01%             | 2052-04-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                           | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8364000 | PA      | $8674996.20    | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                     | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4874865 | PA      | $4892239.88    | 0.04%             | 2054-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                         | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                                  | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1687536 | PA      | $1713178.61    | 0.01%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1230000 | PA      | $1232405.39    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2024-HE2                                     | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |    3223788 | PA      | $3228958.89    | 0.03%             | 2055-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1261138 | PA      | $1264382.73    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1746522 | PA      | $1758452.24    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage Backed Securities Trust 2025 CES1                                    | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-MBS          | CORP              | US        |    5827382 | PA      | $5870490.95    | 0.05%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2025-1                                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2780000 | PA      | $2798424.73    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |    4168324 | PA      | $4208561.94    | 0.03%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1680000 | PA      | $1684747.51    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAA1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   10100000 | PA      | $10283711.93   | 0.08%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR                    | GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR                             | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2569000 | PA      | $2616505.18    | 0.02%             | 2029-08-10      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Issuer Trust 2025-4                                  | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1380000 | PA      | $1380865.67    | 0.01%             | 2031-02-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    4197230 | PA      | $4204027.44    | 0.03%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5959665 | PA      | $5957395.67    | 0.05%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                       | CUSIP: 36290TSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     729357 | PA      | $708545.29     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2006-AR2                                                 | CUSIP: 36297TAB8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |     765084 | PA      | $452406.34     | 0.00%             | 2036-04-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    3740000 | PA      | $3743272.50    | 0.03%             | 2034-04-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     597807 | PA      | $540002.23     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                               | GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                                        | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390416 | PA      | $383416.23     | 0.00%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                               | GFMT_19-1                                                                        | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1453340 | PA      | $1413955.14    | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                               | GFMT_19-1                                                                        | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     818343 | PA      | $802517.33     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                              | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32690 | PA      | $32223.59      | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                              | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473000 | PA      | $1431802.40    | 0.01%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                              | GAM RESECURITIZATION TRUST GAM_22-FRR3                                           | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3736000 | PA      | $3469880.24    | 0.03%             | 2052-01-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                             | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1470646.71    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                      | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    9790000 | PA      | $9905239.29    | 0.08%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GCAT_25-INV4                                                            | GCAT_25-INV4                                                                     | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2816967 | PA      | $3020008.96    | 0.02%             | 2055-08-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5059091.21    | 0.04%             | 2036-08-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299815.52     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2861000 | PA      | $2830970.13    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3371683.89    | 0.03%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1760160.44    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1646052.61    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1103836.08    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2686906.25    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1917552.29    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     367000 | PA      | $390365.29     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3372000 | PA      | $3497262.22    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1349005.64    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2156000 | PA      | $2254937.82    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2661857.22    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2702711.86    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1000000 | PA      | $1046750.27    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                        | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $4000652.16    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                        | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     447000 | PA      | $454073.88     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     580000 | PA      | $591560.43     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                     | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1973000 | PA      | $2040644.89    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                 | GLAXOSMITHKLINE CAPITAL                                                          | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1221204.85    | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2420238.53    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1239844.32    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4821125.10    | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    9794000 | PA      | $9823004.94    | 0.08%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3445000 | PA      | $3471684.97    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1862287.33    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355000 | PA      | $1377855.87    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1707218 | PA      | $1725092.37    | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-2                                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     470177 | PA      | $474280.20     | 0.00%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust 2023-4                        | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2876976.20    | 0.02%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2025-3                                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3550000 | PA      | $3563790.33    | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                              | Goal Capital Funding Trust 2006-1                                                | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |     291375 | PA      | $283095.09     | 0.00%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                  | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   10550000 | PA      | $10561172.45   | 0.08%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     415000 | PA      | $389886.96     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     518000 | PA      | $550679.87     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     518000 | PA      | $542545.68     | 0.00%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4322114.74    | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     535000 | PA      | $554723.97     | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1906367.26    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1317248.71    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     949000 | PA      | $986095.52     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11710000 | PA      | $11722269.04   | 0.09%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7361000 | PA      | $7388815.24    | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10839000 | PA      | $10756117.28   | 0.08%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12585000 | PA      | $11510379.24   | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9408350.63    | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3260557.14    | 0.03%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2104335.19    | 0.02%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     960000 | PA      | $962928.43     | 0.01%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4190366.00    | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1667140.54    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2181833.04    | 0.02%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     310000 | PA      | $315969.11     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     875000 | PA      | $879966.94     | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                        | GoodLeap Sustainable Home Solutions Trust 2021-3                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2303535 | PA      | $1886294.00    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67                              | CUSIP: 38373AZP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1366888 | PA      | $1435536.04    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38374BQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     137990 | PA      | $137705.26     | 0.00%             | 2045-11-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38374DBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     346009 | PA      | $484372.71     | 0.00%             | 2036-07-20      | Variable      | 14.79%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45                              | CUSIP: 38374LFS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1866585 | PA      | $1947646.15    | 0.02%             | 2035-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55                              | CUSIP: 38374VMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1239467 | PA      | $1247158.87    | 0.01%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103046 | PA      | $102978.04     | 0.00%             | 2063-06-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15770 | PA      | $15784.27      | 0.00%             | 2063-07-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B5N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87808 | PA      | $87962.68      | 0.00%             | 2063-08-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B7F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7983 | PA      | $7982.56       | 0.00%             | 2063-07-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BEL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1353 | PA      | $1364.58       | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BGS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6983 | PA      | $6974.30       | 0.00%             | 2058-08-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31393 | PA      | $31320.74      | 0.00%             | 2062-12-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BL75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1934 | PA      | $1915.75       | 0.00%             | 2062-02-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BN32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22553 | PA      | $22495.62      | 0.00%             | 2063-03-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                          | GNMA_13-H08                                                                      | CUSIP: 38375BN99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     291929 | PA      | $290659.19     | 0.00%             | 2063-03-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BVQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12075 | PA      | $12088.13      | 0.00%             | 2062-09-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $99.11         | 0.00%             | 2061-05-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BWC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         88 | PA      | $88.20         | 0.00%             | 2061-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28008 | PA      | $27607.42      | 0.00%             | 2061-12-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375UDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1069686 | PA      | $33844.88      | 0.00%             | 2064-02-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375ULS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2022792 | PA      | $50968.28      | 0.00%             | 2064-06-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375UQW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158143 | PA      | $10445.32      | 0.00%             | 2064-10-20      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376GL32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     681323 | PA      | $4713.33       | 0.00%             | 2053-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104                             | CUSIP: 38376JJZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1012965 | PA      | $1048591.87    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RGS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     706100 | PA      | $23778.06      | 0.00%             | 2065-09-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RJV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5456 | PA      | $5464.36       | 0.00%             | 2065-08-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RQ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179305 | PA      | $179686.53     | 0.00%             | 2066-06-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04                             | CUSIP: 38376RT63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        274 | PA      | $272.84        | 0.00%             | 2066-12-20      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38376UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2059015 | PA      | $298624.15     | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68                              | CUSIP: 38376UT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     837923 | PA      | $121048.42     | 0.00%             | 2047-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31                              | CUSIP: 38376XF40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5111392 | PA      | $392805.88     | 0.00%             | 2040-03-20      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70287 | PA      | $70341.13      | 0.00%             | 2060-03-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108                             | CUSIP: 38377JTZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1383967 | PA      | $1376851.79    | 0.01%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38377KNT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1301278 | PA      | $1288073.70    | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA_10-135                                                             | GNMA_10-135                                                                      | CUSIP: 38377KY38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3079671 | PA      | $3071532.87    | 0.02%             | 2040-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38377TCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3115947 | PA      | $329828.95     | 0.00%             | 2041-01-16      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30                              | CUSIP: 38377TUA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1459392 | PA      | $154862.56     | 0.00%             | 2041-02-20      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378FMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2451745 | PA      | $497936.92     | 0.00%             | 2043-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378NFC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11103551 | PA      | $18291.99      | 0.00%             | 2046-09-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378U8B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     920719 | PA      | $45001.96      | 0.00%             | 2064-05-20      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378X4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1825044 | PA      | $25269.01      | 0.00%             | 2051-02-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378X5P2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6005532 | PA      | $106271.48     | 0.00%             | 2049-02-16      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XFB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8897513 | PA      | $121547.14     | 0.00%             | 2056-04-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XSQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9261025 | PA      | $25738.24      | 0.00%             | 2055-01-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XTA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8273690 | PA      | $176574.62     | 0.00%             | 2056-07-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GNMA_14-3                                                               | GNMA_14-3                                                                        | CUSIP: 38378YYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3266118 | PA      | $3162225.85    | 0.02%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4737771 | PA      | $17076.82      | 0.00%             | 2055-07-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5062911 | PA      | $78469.56      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K5Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1495571 | PA      | $54203.82      | 0.00%             | 2057-12-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K6Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4143819 | PA      | $132629.97     | 0.00%             | 2055-11-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1095067 | PA      | $10078.45      | 0.00%             | 2057-03-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KAJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1978807 | PA      | $80253.10      | 0.00%             | 2056-07-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KBF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2544296 | PA      | $69865.87      | 0.00%             | 2056-07-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KDW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3649131 | PA      | $55628.81      | 0.00%             | 2049-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     708691 | PA      | $2113.53       | 0.00%             | 2056-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KF37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6093393 | PA      | $115524.64     | 0.00%             | 2057-03-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KGH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3313510 | PA      | $69656.61      | 0.00%             | 2049-09-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KMF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     986631 | PA      | $11008.92      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KQF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5042969 | PA      | $96064.03      | 0.00%             | 2049-12-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14277616 | PA      | $150651.69     | 0.00%             | 2055-07-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KU55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4961015 | PA      | $77550.59      | 0.00%             | 2055-01-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2568800 | PA      | $17969.01      | 0.00%             | 2052-03-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155                             | CUSIP: 38379QXB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2243546 | PA      | $236809.61     | 0.00%             | 2045-10-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379RHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2994837 | PA      | $78697.14      | 0.00%             | 2056-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379UAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5726489 | PA      | $153932.04     | 0.00%             | 2057-01-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| GOVERMENT NATIONAL MORTGAGE ASSO                                        | GOVERMENT NATIONAL MORTGAGE ASSO                                                 | CUSIP: 38379UTJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3993440 | PA      | $111765.20     | 0.00%             | 2055-12-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379UY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8737434 | PA      | $334954.76     | 0.00%             | 2058-08-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38379XRX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1715284 | PA      | $294675.48     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88                              | CUSIP: 38379XTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4615428 | PA      | $770356.96     | 0.01%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38379YU97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1097000 | PA      | $844389.75     | 0.01%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101                             | CUSIP: 38380F2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3078686 | PA      | $511959.65     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38380FHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6940729 | PA      | $1101830.33    | 0.01%             | 2047-06-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88                              | CUSIP: 38380FRG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1347285 | PA      | $226947.78     | 0.00%             | 2046-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380JDW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14170317 | PA      | $504569.57     | 0.00%             | 2059-12-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380JLX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6872121 | PA      | $295752.74     | 0.00%             | 2059-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380LPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116866 | PA      | $116787.04     | 0.00%             | 2068-12-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380LVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     476410 | PA      | $475758.34     | 0.00%             | 2069-05-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380MDM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19322910 | PA      | $575374.42     | 0.00%             | 2059-11-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8444138 | PA      | $489350.47     | 0.00%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QGX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     803493 | PA      | $801613.19     | 0.01%             | 2070-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QS86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     918089 | PA      | $7953.68       | 0.00%             | 2068-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QYD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6391620 | PA      | $53582.87      | 0.00%             | 2070-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6504964 | PA      | $402374.29     | 0.00%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380REH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5717895 | PA      | $385681.75     | 0.00%             | 2060-10-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9983305 | PA      | $548554.63     | 0.00%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7477377 | PA      | $482573.44     | 0.00%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1                               | CUSIP: 38380UE82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4682451 | PA      | $3859577.47    | 0.03%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53                              | CUSIP: 38380V6D8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     560419 | PA      | $554636.91     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380VPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     639377 | PA      | $637786.94     | 0.00%             | 2068-03-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104                             | CUSIP: 38380X5F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11196292 | PA      | $1409641.11    | 0.01%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115                             | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1135763 | PA      | $1038804.92    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147                             | CUSIP: 38381AFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3940072 | PA      | $3798203.22    | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                               | GNMA_19-6                                                                        | CUSIP: 38381BH98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6062245 | PA      | $725496.13     | 0.01%             | 2049-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA_19-13                                                              | GNMA_19-13                                                                       | CUSIP: 38381BPA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7166628 | PA      | $876267.17     | 0.01%             | 2049-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10522583 | PA      | $602729.37     | 0.00%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DK58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2404901 | PA      | $117560.69     | 0.00%             | 2061-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DM23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9995929 | PA      | $653219.96     | 0.01%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9064937 | PA      | $603588.84     | 0.00%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11456173 | PA      | $801365.02     | 0.01%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DZE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11512135 | PA      | $791044.87     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6010931 | PA      | $373612.41     | 0.00%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381EWF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12364303 | PA      | $640606.88     | 0.00%             | 2061-09-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381HET4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10698138 | PA      | $602335.13     | 0.00%             | 2064-02-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GNMA_19-30                                                              | GNMA_19-30                                                                       | CUSIP: 38381R6Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11573450 | PA      | $1237227.27    | 0.01%             | 2049-03-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86                              | CUSIP: 38381WE46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2674151 | PA      | $180921.30     | 0.00%             | 2049-07-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99                              | CUSIP: 38381XTL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4551250 | PA      | $938577.48     | 0.01%             | 2049-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110                             | CUSIP: 38381YWF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17945131 | PA      | $3368703.06    | 0.03%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123                             | CUSIP: 38382AMZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9458606 | PA      | $1219690.06    | 0.01%             | 2049-10-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-32                              | CUSIP: 38382DPH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7090452 | PA      | $1237793.75    | 0.01%             | 2047-03-16      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382FNL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29675511 | PA      | $3970485.42    | 0.03%             | 2050-05-20      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112                             | CUSIP: 38382HKN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3194224 | PA      | $466614.52     | 0.00%             | 2050-08-20      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134                             | CUSIP: 38382JFM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8077542 | PA      | $1352202.29    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129                             | CUSIP: 38382JYW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21704489 | PA      | $3535565.83    | 0.03%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7                               | CUSIP: 38382M4B2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35140671 | PA      | $4186304.62    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382M5R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6772961 | PA      | $987702.87     | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49                              | CUSIP: 38382PY97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16670411 | PA      | $2350641.32    | 0.02%             | 2051-03-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57                              | CUSIP: 38382QAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2657709 | PA      | $386423.96     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81                              | CUSIP: 38382TWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3047690 | PA      | $560363.74     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382YA45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1579032 | PA      | $1580077.94    | 0.01%             | 2072-09-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382YRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1726115 | PA      | $1718683.82    | 0.01%             | 2072-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38383T8X4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10656331 | PA      | $457613.76     | 0.00%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125                             | CUSIP: 38383TVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7924069 | PA      | $1305690.92    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-70                              | CUSIP: 38384AEP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2076233 | PA      | $346192.49     | 0.00%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38384B6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9737766 | PA      | $685908.75     | 0.01%             | 2058-07-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111                             | CUSIP: 38384CJJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3203625 | PA      | $3309726.32    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97                              | CUSIP: 38384PTK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   29551665 | PA      | $6746985.02    | 0.05%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-134                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-134                             | CUSIP: 38384VCE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7225475 | PA      | $637911.90     | 0.00%             | 2054-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $526225.89     | 0.00%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     985000 | PA      | $990794.28     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     116000 | PA      | $116831.10     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                                  | Greenacre Park CLO LLC                                                           | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6950000 | PA      | $6976389.15    | 0.05%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1745000 | PA      | $1801919.63    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | 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        |     325783 | PA      | $331174.83     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                        | GREYWOLF CLO VII Ltd                                                             | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    1038525 | PA      | $1038309.97    | 0.01%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2                   | GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2                            | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9190225 | PA      | $8179300.30    | 0.06%             | 2028-08-31      | Variable      | 7.71%                 | No            |                  3 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2507747.75    | 0.02%             | 2043-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1650000 | PA      | $1717891.58    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $850259.27     | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1185255.77    | 0.01%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                                         | HGI CRE CLO 2021-FL3 Ltd                                                         | CUSIP: 403950AA6<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |     546538 | PA      | $546553.69     | 0.00%             | 2037-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1169693.05    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1085538.07    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2419415.14    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     558000 | PA      | $556994.96     | 0.00%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     706000 | PA      | $690500.59     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2176866.15    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1104187.33    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     838000 | PA      | $876741.45     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136941.77     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     407950 | PA      | $408207.01     | 0.00%             | 2032-02-11      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2929000 | PA      | $2819541.90    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1829000 | PA      | $1673876.47    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1403000 | PA      | $1332420.42    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $790152.48     | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3767376.87    | 0.03%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2275000 | PA      | $2350493.92    | 0.02%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3175000 | PA      | $3196163.54    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2537000 | PA      | $2560719.89    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                                                     | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2418771.06    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5565292.70    | 0.04%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                  | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     564000 | PA      | $510284.97     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $2066511.35    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1959062.15    | 0.02%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2006-10                                           | CUSIP: 41162CAA9<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    4843607 | PA      | $3933851.96    | 0.03%             | 2036-11-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1123518.01    | 0.01%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XII LTD HAYFN_21-14A                                          | HAYFIN US XII LTD HAYFN_21-14A                                                   | CUSIP: 42088AAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   20000000 | PA      | $20040360.00   | 0.16%             | 2038-10-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                                      | Hayfin US XV Ltd                                                                 | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24750000 | PA      | $24799401.00   | 0.19%             | 2037-04-28      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1350538.04    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     761000 | PA      | $721209.70     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     435000 | PA      | $428890.74     | 0.00%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     400000 | PA      | $348242.36     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-08-20      | Floating      | 4.76%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-02-22      | Floating      | 4.76%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    2244162 | PA      | $2204889.26    | 0.02%             | 2029-03-01      | Floating      | 4.86%                 | No            |                  3 | On Loan: No      |
| HECLA MINING CO                                                         | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     374000 | PA      | $375726.68     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                              | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $1404096.27    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                   | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2835465.80    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1208553.87    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     525000 | PA      | $555487.10     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                    | Hercules Capital Inc                                                             | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3615378.29    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                         | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2157185.56    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    3830000 | PA      | $3732152.69    | 0.03%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    4660000 | PA      | $4731050.55    | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3815000 | PA      | $3897455.88    | 0.03%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1486347.12    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1473657.49    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     959000 | PA      | $896172.17     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5343487.86    | 0.04%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1097789.11    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2208300.92    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995000 | PA      | $1020451.95    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                            | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95766 | PA      | $96704.89      | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    2082792 | PA      | $2090206.68    | 0.02%             | 2030-11-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                             | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAA8<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    7600832 | PA      | $7658296.97    | 0.06%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                             | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4002991.60    | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    6993000 | PA      | $7084145.28    | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1126000 | PA      | $1156846.54    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                 | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     429000 | PA      | $439819.76     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                 | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1482072.41    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    1144000 | PA      | $1140136.73    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     760000 | PA      | $772379.99     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2608000 | PA      | $2719016.60    | 0.02%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1145000 | PA      | $1143821.89    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3003603.45    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $717130.63     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1024094.18    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT HLM_24-21                                           | HPS LOAN MANAGEMENT HLM_24-21                                                    | CUSIP: 442913AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13000000 | PA      | $13023829.00   | 0.10%             | 2037-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    3463000 | PA      | $3306649.38    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     590000 | PA      | $497269.66     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      55000 | PA      | $53668.97      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2065801.32    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                              | Hudsons Bay Simon JV Trust 2015-HBS                                              | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1818188.37    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     875000 | PA      | $905033.86     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1820753.18    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                 | Hungary Government International Bond                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     977000 | PA      | $838562.02     | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                            | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2027867.70    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                                 | Kestrel Acquisition LLC 2025 Term Loan                                           | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     199165 | PA      | $199201.02     | 0.00%             | 2031-11-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                                   | Huntington Auto Trust 2024-1                                                     | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2070727 | PA      | $2091373.26    | 0.02%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4243311.37    | 0.03%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1414674.02    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1278539.61    | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2077701.50    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $6301502.54    | 0.05%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1257417.55    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3617000 | PA      | $3755397.63    | 0.03%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3962000 | PA      | $4076157.22    | 0.03%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     669000 | PA      | $675540.26     | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     860000 | PA      | $888386.21     | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $4156169.43    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     880000 | PA      | $933239.90     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     993000 | PA      | $1022878.86    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $5522124.59    | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1614154.86    | 0.01%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4631275.48    | 0.04%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1788851.49    | 0.01%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                    | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1123000 | PA      | $1148666.05    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                          | ICG US CLO 2016-1 Ltd                                                            | CUSIP: 44931NBE0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3251225.25    | 0.03%             | 2034-04-29      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-B                                            | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1615000 | PA      | $1629051.31    | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                               | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4072317.20    | 0.03%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1262953.97    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1592486.82    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $342327.36     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1474000 | PA      | $1539077.78    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                          | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2548284.25    | 0.02%             | 2042-07-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                               | ILLINOIS ST SALES TAX REV                                                        | CUSIP: 452227GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2455438.75    | 0.02%             | 2028-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2853860.43    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3839279.09    | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1076762.22    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1474000 | PA      | $1532659.19    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     734000 | PA      | $768942.70     | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4630000 | PA      | $4671831.73    | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $998105.04     | 0.01%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                  | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    1110000 | PA      | $1058390.34    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     212776 | PA      | $191836.77     | 0.00%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                   | Indonesia Government International Bond                                          | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1247873.39    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1355000 | PA      | $1375493.00    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1233391.14    | 0.01%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     456000 | PA      | $471746.99     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     364000 | PA      | $377000.54     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     269000 | PA      | $281336.47     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2501688.69    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1112664.06    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1506828.96    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     480000 | PA      | $340753.90     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     196000 | PA      | $116224.37     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1339392.68    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      76000 | PA      | $72501.60      | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                 | Inter-American Development Bank                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    4000000 | PA      | $4165782.32    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1601110.78    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1933747.45    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1071750.73    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     939000 | PA      | $971629.94     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     906000 | PA      | $915339.07     | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     455000 | PA      | $434968.44     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4576651.35    | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     365000 | PA      | $283655.66     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $1049377.87    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                   | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1380001.52    | 0.01%             | 2042-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                   | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6608226.90    | 0.05%             | 2042-03-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                              | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     440000 | PA      | $454259.78     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                     | Inversiones CMPC SA                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1539312.17    | 0.01%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                         | Invesco CLO 2021-2 Ltd                                                           | CUSIP: 46149MAN6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3995260.00    | 0.03%             | 2034-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    3206777 | PA      | $3198759.98    | 0.02%             | 2028-09-09      | Floating      | 4.91%                 | No            |                  3 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2412000 | PA      | $2102897.92    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     624000 | PA      | $593151.99     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     517000 | PA      | $538134.83     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     546000 | PA      | $543144.12     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1024611.56    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $8122319.48    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     710000 | PA      | $725953.15     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                         | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     590000 | PA      | $610335.28     | 0.00%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1425488.68    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     335000 | PA      | $302334.84     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1399000 | PA      | $1464106.19    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2810000 | PA      | $2942362.50    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120527 | PA      | $113341.57     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102654 | PA      | $93623.60      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_19-8                                              | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1682892 | PA      | $1518458.23    | 0.01%             | 2050-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224327 | PA      | $201733.48     | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-9                                     | JP MORGAN MORTGAGE TRUST JPMMT_24-9                                              | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1208929 | PA      | $1208928.95    | 0.01%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     470970 | PA      | $471351.44     | 0.00%             | 2054-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3915000 | PA      | $3907662.51    | 0.03%             | 2042-01-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6973745.10    | 0.05%             | 2042-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     259867 | PA      | $260969.05     | 0.00%             | 2054-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-10                                    | JP MORGAN MORTGAGE TRUST JPMMT_23-10                                             | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     968592 | PA      | $976120.26     | 0.01%             | 2054-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2023-6                                                | CUSIP: 465989AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     853387 | PA      | $866688.31     | 0.01%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXX LLC                                                                    | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1134797 | PA      | $1090673.75    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXXII LLC                                                                  | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    1406055 | PA      | $1288517.61    | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                      | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1712242 | PA      | $1649598.24    | 0.01%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1698941.07    | 0.01%             | 2038-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP MORGAN MORTGAGE TRUST JPMMT_1                                                 | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300034 | PA      | $284521.31     | 0.00%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12350260.00   | 0.10%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5094949 | PA      | $5007401.08    | 0.04%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2036135.66    | 0.02%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $10234528.20   | 0.08%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2035562.08    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $2217074.65    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2568448.54    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3441935.14    | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12522293.10   | 0.10%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6435000 | PA      | $5906188.22    | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1213276.42    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1560725.14    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3912247.29    | 0.03%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2194292.54    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4004000 | PA      | $3950277.32    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     885000 | PA      | $908333.35     | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1150652.89    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     996000 | PA      | $1041763.30    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     578000 | PA      | $621848.38     | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     771000 | PA      | $793220.43     | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1228712.44    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     289000 | PA      | $299571.40     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     510000 | PA      | $538462.99     | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1443874.41    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3327465.26    | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10465000 | PA      | $10523314.91   | 0.08%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT                                          | JP MORGAN MORTGAGE TRUST JPMMT                                                   | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     986612 | PA      | $924632.33     | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                        | JP MORGAN MORTGAGE TRUST JPMMT_1                                                 | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     341474 | PA      | $315023.62     | 0.00%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1471377.75    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460057 | PA      | $425853.17     | 0.00%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP MORGAN MORTGAGE TRUST JPMMT_18-5                                              | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     754850 | PA      | $685467.19     | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306697 | PA      | $301341.20     | 0.00%             | 2046-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182944 | PA      | $171274.80     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-6                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-6                                              | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     108681 | PA      | $99126.37      | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-8                                              | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976964 | PA      | $911633.71     | 0.01%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-8                                              | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     814137 | PA      | $759381.06     | 0.01%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                                           | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1051053 | PA      | $1025538.48    | 0.01%             | 2049-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47382 | PA      | $44813.10      | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892893 | PA      | $1809633.88    | 0.01%             | 2049-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                           | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     791743 | PA      | $768352.09     | 0.01%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                           | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     659785 | PA      | $640293.33     | 0.00%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825967 | PA      | $782486.62     | 0.01%             | 2049-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-INV2                                               | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97107 | PA      | $89931.89      | 0.00%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $1991776.49    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-HYB1                                               | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850100 | PA      | $861285.90     | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                                           | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1422240 | PA      | $1342046.06    | 0.01%             | 2050-03-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341136 | PA      | $309577.29     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_20-8                                              | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1715452 | PA      | $1537248.99    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166748 | PA      | $144827.22     | 0.00%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     870186 | PA      | $783589.18     | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-14                                    | JP MORGAN MORTGAGE TRUST JPMMT_21-14                                             | CUSIP: 46653QCD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1358085 | PA      | $1166021.33    | 0.01%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2023-8                                                | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1934455 | PA      | $1941823.00    | 0.02%             | 2054-02-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239221 | PA      | $240300.00     | 0.00%             | 2054-03-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-1                                     | JP MORGAN MORTGAGE TRUST JPMMT_24-1                                              | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     745913 | PA      | $753984.32     | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4668065 | PA      | $4712611.80    | 0.04%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2025-VIS2                                               | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    5783009 | PA      | $5833106.98    | 0.05%             | 2055-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2025-DSC2                                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    8489010 | PA      | $8537344.74    | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5328531.06    | 0.04%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1227330.36    | 0.01%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3086858.03    | 0.02%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     750000 | PA      | $723020.57     | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     880212 | PA      | $871031.37     | 0.01%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $842744.78     | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1336846.94    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     788000 | PA      | $819022.10     | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6711000 | PA      | $6804299.93    | 0.05%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2364000 | PA      | $2623088.62    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                 | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3795701.69    | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2159553.34    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     167000 | PA      | $150591.18     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2977500 | PA      | $3037551.11    | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                       | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     623000 | PA      | $643162.71     | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2997547.31    | 0.02%             | 2026-01-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4872000 | PA      | $4767386.47    | 0.04%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6984257.25    | 0.05%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                            | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    7635000 | PA      | $7631362.07    | 0.06%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                            | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2777570.56    | 0.02%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                   | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   16800000 | PA      | $16807291.20   | 0.13%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                   | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    5350000 | PA      | $5352305.85    | 0.04%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                           | KSL Commercial Mortgage Trust 2025-MH                                            | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997256.64     | 0.01%             | 2042-12-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                             | KAYNE CLO LTD KAYNE_21-10A                                                       | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1601843.20    | 0.01%             | 2034-04-23      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                 | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1017892.56    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $301152.27     | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Term Loan                                                   | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422909 | PA      | $421851.64     | 0.00%             | 2029-12-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Delayed Draw Term Loan                                      | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19900 | PA      | $19850.25      | 0.00%             | 2029-12-30      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                   | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     256000 | PA      | $269442.48     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     549000 | PA      | $561617.56     | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     907000 | PA      | $928481.03     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    1015000 | PA      | $994695.47     | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                 | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5365494.85    | 0.04%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                                       | KeyCorp Capital I                                                                | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1080510.51    | 0.01%             | 2028-07-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                       | National Grid USA                                                                | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     670000 | PA      | $768339.51     | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                   | KeySpan Gas East Corp                                                            | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4911723.02    | 0.04%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    3780000 | PA      | $3786084.88    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     635000 | PA      | $739942.50     | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1094677.89    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     151000 | PA      | $139127.20     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1415336.93    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                          | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2498434.00    | 0.02%             | 2041-08-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                       | Kinross Gold Corp                                                                | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    1239000 | PA      | $1246504.01    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                    | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     248000 | PA      | $247356.04     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                           | KSL COMMERCIAL MORTGAGE TRUST KSL_24-HT2                                         | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4854537 | PA      | $4846947.92    | 0.04%             | 2039-12-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     800000 | PA      | $779087.65     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                               | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1022444.52    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                                | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $618120.01     | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                              | KUEHG Corp 2025 Term Loan                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     198690 | PA      | $187799.77     | 0.00%             | 2030-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2492000 | PA      | $2384265.88    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1015000 | PA      | $1020872.08    | 0.01%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1367813.65    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3519888.67    | 0.03%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC                       | LCCM 2017-LC26                                                                   | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4431348.45    | 0.03%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 30 Ltd                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     990182 | PA      | $992092.43     | 0.01%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2015867.60    | 0.02%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5151686.97    | 0.04%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2024-RTL5                                                   | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5019741.50    | 0.04%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | Lhome Mortgage Trust 2025-Rtl2                                                   | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3017132.40    | 0.02%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     791000 | PA      | $806036.63     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1223746.35    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4087000 | PA      | $4178486.81    | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1164289.61    | 0.01%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1101122.87    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5092035.00    | 0.04%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4012267.51    | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1432000 | PA      | $1436683.53    | 0.01%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     811000 | PA      | $812433.32     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9545607.35    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-3                                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1610000 | PA      | $1614926.92    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2025-1                                                | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4465000 | PA      | $4484622.78    | 0.03%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2023-4                                                | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1515000 | PA      | $1531891.80    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     996000 | PA      | $981500.86     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2025-2                                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1440000 | PA      | $1444081.82    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-2                                                | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1519145 | PA      | $1527262.40    | 0.01%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                                   | LAKESIDE PARK CLO LTD                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3673117.44    | 0.03%             | 2038-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                          | LAMAR TX CONSOL INDEP SCH DIST                                                   | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2280000 | PA      | $2360068.81    | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1674301.60    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     575000 | PA      | $550422.68     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                  | Lending Funding Trust 2020-2                                                     | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     623593 | PA      | $612725.91     | 0.00%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4811733.93    | 0.04%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3116908.51    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                             | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775922 | PA      | $776323.53     | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                             | Legacy Mortgage Asset Trust 2025-PR1                                             | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9263964 | PA      | $9284434.21    | 0.07%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                         | Lehman XS Trust Series 2006-2N                                                   | CUSIP: 525221HA8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     915942 | PA      | $837522.95     | 0.01%             | 2046-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     845000 | PA      | $760721.68     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                  | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4858158.50    | 0.04%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     225000 | PA      | $215204.33     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1062696.51    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1655046.47    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2534226.36    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    3805000 | PA      | $3327703.72    | 0.03%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1569833.07    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                    | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     996000 | PA      | $1030931.12    | 0.01%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                    | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1182764.61    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     885000 | PA      | $890433.07     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                           | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1445624.85    | 0.01%             | 2039-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1123078.61    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1049303.41    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     835000 | PA      | $856694.55     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                          | Eli Lilly & Co                                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   12370000 | PA      | $12603343.43   | 0.10%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3741862.93    | 0.03%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                   | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1053826.97    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                   | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5688350.35    | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2763198.49    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1925252.58    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1501517.47    | 0.01%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1998754.80    | 0.02%             | 2042-08-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                 | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108528 | PA      | $948167.11     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-11                                           | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27644326 | PA      | $9518563.44    | 0.07%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-10                                           | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2986260 | PA      | $2133694.81    | 0.02%             | 2036-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                   | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     256000 | PA      | $269351.20     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      47000 | PA      | $37461.42      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72204.42      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1804045.22    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6340920.30    | 0.05%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                         | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $787611.44     | 0.01%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1575000 | PA      | $1445862.77    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                                     | M&T Equipment 2023-LEAF1 Notes                                                   | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1217128 | PA      | $1223308.24    | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2789216.55    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    7009000 | PA      | $7065817.90    | 0.05%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                        | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2137304.42    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6992043.80    | 0.05%             | 2036-07-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2127332 | PA      | $2127995.99    | 0.02%             | 2037-06-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                               | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5181820.28    | 0.04%             | 2041-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2850000 | PA      | $2849992.31    | 0.02%             | 2040-02-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3007451.40    | 0.02%             | 2042-05-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                              | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |    7542346 | PA      | $7611675.58    | 0.06%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                         | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1441252.70    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Merit                                                                   | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2397000.48    | 0.02%             | 2039-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     188000 | PA      | $187909.05     | 0.00%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1510121.65    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1569179.69    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1663503.18    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     650000 | PA      | $647557.32     | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                            | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1421300.16    | 0.01%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1349239.94    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $1206751.18    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258340.79     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     304000 | PA      | $312100.32     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     426000 | PA      | $431310.82     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     907000 | PA      | $915161.84     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1454130.59    | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1056263.60    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1251607.20    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3007499.70    | 0.02%             | 2039-03-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2838136.17    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                    | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3620000 | PA      | $3652185.42    | 0.03%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1547935.95    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXVIII Ltd                                                  | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $17058514.00   | 0.13%             | 2038-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6016482.00    | 0.05%             | 2037-07-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5100804 | PA      | $5100803.74    | 0.04%             | 2033-04-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1520000 | PA      | $1520000.00    | 0.01%             | 2033-04-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     218000 | PA      | $163563.97     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     843000 | PA      | $673735.52     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1361419.94    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $376258.24     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite Inc 2025 Repriced Term Loan B                                            | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     498831 | PA      | $497583.44     | 0.00%             | 2031-02-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_25-45                                           | MAGNETITE CLO LTD MAGNE_25-45                                                    | CUSIP: 55956CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3910000 | PA      | $3923391.75    | 0.03%             | 2038-04-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | Main Street Capital Corp                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     256000 | PA      | $252900.32     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | Main Street Capital Corp                                                         | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2380446.19    | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | Main Street Capital Corp                                                         | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1503385.90    | 0.01%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                              | MajorDrive Holdings IV LLC Term Loan B                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     122379 | PA      | $109393.39     | 0.00%             | 2028-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                  | Province of Manitoba Canada                                                      | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $297035.58     | 0.00%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     449000 | PA      | $452645.97     | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     973000 | PA      | $1010515.25    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                         | Marex Group PLC                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    3040000 | PA      | $3141199.09    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                         | Marex Group PLC                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2946063.94    | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                        | Markel Group Inc                                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4576131.28    | 0.04%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     858000 | PA      | $885636.09     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1549754.01    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     649000 | PA      | $663940.50     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1043498.09    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3182433.12    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     843000 | PA      | $861749.56     | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     627000 | PA      | $648374.91     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1818159.20    | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1653713.73    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2530813.66    | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                  | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $585273.64     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                           | Massachusetts Educational Financing Authority                                    | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     744321 | PA      | $718827.89     | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     758000 | PA      | $650038.68     | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1331340.37    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5308667.30    | 0.04%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MALT_04-12                                                              | MALT_04-12                                                                       | CUSIP: 576434YG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     242619 | PA      | $241960.98     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1057518.36    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4363662.87    | 0.03%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                                   | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $1036413.51    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                             | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     750000 | PA      | $618946.31     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1288968.77    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     112387 | PA      | $103577.19     | 0.00%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                         | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     910000 | PA      | $681886.16     | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     732000 | PA      | $737082.20     | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1403435.59    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1132133.56    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                               | MEDINA VLY TX INDEP SCH DIST                                                     | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1284516.85    | 0.01%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                         | MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                                  | CUSIP: 58549KBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1818602 | PA      | $1525280.99    | 0.01%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1123404.88    | 0.01%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                             | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    1715443 | PA      | $1723761.36    | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2648248.86    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                              | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3155000 | PA      | $3177009.91    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2012837.52    | 0.02%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                   | CUSIP: 59023LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14308727 | PA      | $5394732.24    | 0.04%             | 2037-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                      | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2015000 | PA      | $2046177.49    | 0.02%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1328058.77    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1435000 | PA      | $1430597.10    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2303000 | PA      | $2025212.39    | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     420000 | PA      | $409996.04     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    5582000 | PA      | $4906308.10    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_25-MHIL2                                                      | MERIT MHP_25-MHIL2                                                               | CUSIP: 59317DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998981.46     | 0.01%             | 2030-09-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Merit                                                                   | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499151.99    | 0.01%             | 2040-09-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4250000 | PA      | $4257918.18    | 0.03%             | 2043-02-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3113596.14    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1076536.29    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $3286618.72    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                  | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     727000 | PA      | $760282.07     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                  | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    7000000 | PA      | $7021031.19    | 0.05%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                         | Mid-State Capital Corp 2006-1 Trust                                              | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322838 | PA      | $324599.77     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     705000 | PA      | $684673.88     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $709290.57     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2173999.36    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Ltd.                                        | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     793389 | PA      | $725525.32     | 0.01%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                               | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     732786 | PA      | $691780.50     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1048345.00    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     530000 | PA      | $551129.23     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1421627.26    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                   | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955000 | PA      | $2976881.18    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                         | Mitsubishi Corp                                                                  | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    2655000 | PA      | $2734051.57    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                                  | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5710151.73    | 0.04%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $620714.63     | 0.00%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4038000 | PA      | $4264300.93    | 0.03%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4740000 | PA      | $4935485.15    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6620000 | PA      | $6719284.41    | 0.05%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     133148 | PA      | $130339.58     | 0.00%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                    | CUSIP: 60783LAJ9<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     166567 | PA      | $161569.99     | 0.00%             | 2026-02-22      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | ModivCare Inc                                                                    | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    3187800 | PA      | $31878.00      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     233000 | PA      | $243115.68     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320774.37     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1159342.67    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                    | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     617000 | PA      | $656714.26     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                    | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $476443.88     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                        | MORGAN STANLEY BAML TRUST MSBAM_                                                 | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $985000.00     | 0.01%             | 2047-12-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     275000 | PA      | $280613.18     | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   31252730 | PA      | $1367181.91    | 0.01%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBP4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     781000 | PA      | $708629.03     | 0.01%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $9059584.44    | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2906044.06    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      78000 | PA      | $68623.13      | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     484000 | PA      | $483437.09     | 0.00%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1671916.23    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4419328.58    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4286188.80    | 0.03%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     156000 | PA      | $147510.95     | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     479000 | PA      | $471052.34     | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $5696989.15    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     576000 | PA      | $507356.63     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2346182.63    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     777000 | PA      | $762791.82     | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3310060.84    | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     406000 | PA      | $421938.40     | 0.00%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     791000 | PA      | $809773.39     | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $4011733.07    | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2490367.10    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     223000 | PA      | $229485.49     | 0.00%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2482871.97    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     544000 | PA      | $559344.96     | 0.00%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $7048932.23    | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1747975.47    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4312820.88    | 0.03%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     705000 | PA      | $743869.82     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     517000 | PA      | $517014.08     | 0.00%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7246000 | PA      | $7267319.84    | 0.06%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     301000 | PA      | $299265.98     | 0.00%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3010000 | PA      | $2966510.02    | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2285000 | PA      | $2255856.42    | 0.02%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FAZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    8300158 | PA      | $8205152.99    | 0.06%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2708325.79    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                   | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     898000 | PA      | $918174.21     | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    8815000 | PA      | $8965143.58    | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001889.60    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    8530000 | PA      | $8576730.88    | 0.07%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4                         | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1475382 | PA      | $1542999.25    | 0.01%             | 2054-09-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5169670 | PA      | $5212638.43    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6061562 | PA      | $6061219.58    | 0.05%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                         | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3009077.70    | 0.02%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM4                         | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3144160 | PA      | $3173561.78    | 0.02%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2023-3                                                   | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1958531 | PA      | $1927897.73    | 0.01%             | 2053-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3001072 | PA      | $3021660.11    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1913155 | PA      | $1862390.09    | 0.01%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                        | MortgageIT Trust 2005-5                                                          | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     272412 | PA      | $272682.88     | 0.00%             | 2035-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1712385.02    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-1                                                   | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     687666 | PA      | $651423.43     | 0.01%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     337260 | PA      | $318459.74     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     345842 | PA      | $327203.99     | 0.00%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     428689 | PA      | $390814.31     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1258231 | PA      | $1062838.15    | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     809370 | PA      | $671986.45     | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     712849 | PA      | $555656.91     | 0.00%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2727915 | PA      | $2635860.28    | 0.02%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     654000 | PA      | $670839.29     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     839000 | PA      | $874289.01     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                 | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2001250.00    | 0.02%             | 2039-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD                                                        | MP CLO VIII Ltd                                                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   16100000 | PA      | $16114103.60   | 0.13%             | 2034-04-28      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4103882.03    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1878924.69    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                  | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1219527.46    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                         | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     753551 | PA      | $765051.06     | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                               | Mylan Inc                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2072639.37    | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $3001013.28    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     290000 | PA      | $239888.70     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     581000 | PA      | $574322.17     | 0.00%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1030000 | PA      | $1003939.13    | 0.01%             | 2027-01-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     624000 | PA      | $561711.34     | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     704000 | PA      | $768498.10     | 0.01%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $1007945.79    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $101050.69     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1550000 | PA      | $1574261.00    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     875000 | PA      | $894323.80     | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                         | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     412000 | PA      | $413067.61     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                      | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1313117.48    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                      | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $5672153.55    | 0.04%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NMLT TRUST NLT_25-CES1                                                  | NMLT TRUST NLT_25-CES1                                                           | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4044222 | PA      | $4042986.89    | 0.03%             | 2060-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7363817 | PA      | $7457067.18    | 0.06%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     825345 | PA      | $833021.15     | 0.01%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1417173 | PA      | $1429605.75    | 0.01%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     631000 | PA      | $639883.22     | 0.00%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     443000 | PA      | $441338.00     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348000 | PA      | $339176.53     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     218000 | PA      | $199757.02     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11246356 | PA      | $253043.00     | 0.00%             | 2070-02-25      | Variable      | 0.89%                 | No            |                  3 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11246356 | PA      | $84303.81      | 0.00%             | 2070-02-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                        | NMEF Funding 2025-B LLC                                                          | CUSIP: 62919WAE9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    6200000 | PA      | $6217084.10    | 0.05%             | 2033-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     560000 | PA      | $559786.18     | 0.00%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2328557.56    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $518211.89     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1052667.29    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $654789.17     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $725219.66     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                  | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     868000 | PA      | $868224.28     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                   | NYU Langone Hospitals                                                            | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     705000 | PA      | $735399.75     | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     279000 | PA      | $279238.21     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2800000 | PA      | $2806947.33    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     370621 | PA      | $264731.12     | 0.00%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      68895 | PA      | $25534.57      | 0.00%             | 2030-01-24      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                                   | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $1997904.80    | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1320524.47    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4260000 | PA      | $4311369.99    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                       | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     947000 | PA      | $987627.39     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                            | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1166000 | PA      | $1175487.12    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     784000 | PA      | $780799.36     | 0.01%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1307451.03    | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     883000 | PA      | $825721.37     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     593000 | PA      | $517408.35     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     611000 | PA      | $553671.56     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     161000 | PA      | $158276.10     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     104000 | PA      | $111977.87     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     926000 | PA      | $948405.50     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                  | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     842000 | PA      | $863148.85     | 0.01%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                 | Nationwide Building Society                                                      | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3292000 | PA      | $3397230.10    | 0.03%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                 | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    6155000 | PA      | $6160246.63    | 0.05%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                          | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2157806.47    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     968000 | PA      | $1029714.29    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1651000 | PA      | $1719472.00    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4870000 | PA      | $4955040.99    | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     577158 | PA      | $552474.69     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    2761872 | PA      | $2625648.08    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     690077 | PA      | $646043.38     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     365475 | PA      | $346476.30     | 0.00%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     397927 | PA      | $366181.13     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     834090 | PA      | $762664.20     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd           | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd                  | CUSIP: 640977AS3<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |    9000000 | PA      | $9013851.00    | 0.07%             | 2036-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                              | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     779000 | PA      | $814202.58     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                             | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1120108.68    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3508792.00    | 0.03%             | 2038-07-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCJ2<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1656124.80    | 0.01%             | 2038-07-22      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_25-33                                     | NEUBERGER BERMAN CLO LTD NEUB_25-33                                              | CUSIP: 64132TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2007536.00    | 0.02%             | 2039-04-16      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                   | New Economy Assets - Phase 1 Sponsor LLC                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5030000 | PA      | $4261862.16    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                | New Mountain Finance Corp                                                        | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1289664.87    | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    8749844 | PA      | $8900128.37    | 0.07%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2018-4                                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524549 | PA      | $522628.74     | 0.00%             | 2048-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    6739338 | PA      | $6772401.04    | 0.05%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    3755443 | PA      | $3786183.21    | 0.03%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     305000 | PA      | $215129.50     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                                                     | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5150272.88    | 0.04%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1536724.65    | 0.01%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                      | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3294924.90    | 0.03%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2393098.50    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1080000 | PA      | $1106100.36    | 0.01%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    3700000 | PA      | $3825935.05    | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3500000 | PA      | $3625431.60    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1440000 | PA      | $1481242.75    | 0.01%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     585000 | PA      | $551516.21     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     480000 | PA      | $460620.08     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     760000 | PA      | $792729.21     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     899000 | PA      | $877683.48     | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1137344.93    | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3214279.13    | 0.02%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     897000 | PA      | $930100.03     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     939000 | PA      | $994056.98     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     916000 | PA      | $958599.10     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                      | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     675000 | PA      | $691064.28     | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                   | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2260000 | PA      | $2262098.41    | 0.02%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     927000 | PA      | $841305.32     | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     136000 | PA      | $134903.81     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     605000 | PA      | $530197.90     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     930000 | PA      | $966750.62     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1095978.25    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3216190.50    | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                                       | NJ Trust 2023-GSP                                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $7148363.32    | 0.06%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1100000 | PA      | $996514.35     | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7560000 | PA      | $7903957.01    | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      92000 | PA      | $95546.11      | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     320000 | PA      | $339359.29     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49276.96      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    2705000 | PA      | $2731515.04    | 0.02%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                 | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1519159.82    | 0.01%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1035000 | PA      | $1055380.71    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                       | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2406677.92    | 0.02%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     698000 | PA      | $752288.52     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     985000 | PA      | $933522.23     | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5490316.76    | 0.04%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                 | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1000499.82    | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                     | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     770000 | PA      | $818555.48     | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    8190000 | PA      | $8218425.50    | 0.06%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6246429.08    | 0.05%             | 2040-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1031258.63    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1476814.07    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     535000 | PA      | $539851.78     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     324000 | PA      | $286859.35     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     279000 | PA      | $290747.86     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1801627.77    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                              | Nucor Corp                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1167865.36    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                              | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1440402.52    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                                | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     740000 | PA      | $663589.76     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $86992.14      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                              | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     826000 | PA      | $863229.12     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                         | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     329000 | PA      | $341810.26     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-19RR                                                 | OCP CLO LTD OCP_20-19RR                                                          | CUSIP: 670881AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10034520.00   | 0.08%             | 2038-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     357000 | PA      | $332407.55     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    4695000 | PA      | $5047177.12    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                        | OAK HILL CREDIT PARTNERS OAKC_12                                                 | CUSIP: 67102QBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $4999920.00    | 0.04%             | 2038-02-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                   | OnDeck Asset Securitization IV LLC                                               | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2150000 | PA      | $2162324.45    | 0.02%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | ONSLOW BAY FINANCIAL LLC OBX_19-INV2                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      66316 | PA      | $62003.91      | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    2270000 | PA      | $2277715.73    | 0.02%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                 | NYMT Loan Trust 2024-CP1                                                         | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2474661 | PA      | $2358446.95    | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                          | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4982590.50    | 0.04%             | 2041-11-05      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                               | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5004687.50    | 0.04%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                 | OHA Credit Partners XVII Ltd                                                     | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   34750000 | PA      | $34808936.00   | 0.27%             | 2038-01-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    4137814 | PA      | $4163623.59    | 0.03%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3476088.70    | 0.03%             | 2042-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1496265.60    | 0.01%             | 2042-02-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    5774615 | PA      | $5802203.72    | 0.05%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    3074620 | PA      | $3098626.04    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    6051165 | PA      | $6100666.75    | 0.05%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM15 Trust                                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    3835840 | PA      | $3849192.93    | 0.03%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-11X                                | NYC COMMERCIAL MORTGAGE TRUST NYC_25-11X                                         | CUSIP: 67122NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503129.25    | 0.02%             | 2040-10-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1229810 | PA      | $1241024.13    | 0.01%             | 2034-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2000000 | PA      | $2037296.60    | 0.02%             | 2034-04-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     252600 | PA      | $253482.34     | 0.00%             | 2033-10-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                         | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4050000 | PA      | $4060841.85    | 0.03%             | 2037-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_24-25                                             | OAKTREE CLO LTD OAKCL_24-25                                                      | CUSIP: 67402PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1950000 | PA      | $1956563.70    | 0.02%             | 2037-04-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     448000 | PA      | $451499.53     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    7659835 | PA      | $7721791.97    | 0.06%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM11 Trust                                                             | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    5593009 | PA      | $5635182.41    | 0.04%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     663000 | PA      | $678432.31     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     180000 | PA      | $187499.99     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     166000 | PA      | $173966.18     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1376374.78    | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     560000 | PA      | $573290.92     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     330000 | PA      | $320734.63     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                                          | Octagon 55 Ltd                                                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27000000 | PA      | $27012555.00   | 0.21%             | 2038-03-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LTD                                         | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7916455.70    | 0.06%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                | Octane Receivables Trust 2024-2                                                  | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1988322 | PA      | $2007819.77    | 0.02%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                | Octane Receivables Trust 2025-1                                                  | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4210000 | PA      | $4207332.54    | 0.03%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                                    | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAL6<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |    6925000 | PA      | $6926530.43    | 0.05%             | 2030-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                    | Octagon Investment Partners 29 Ltd                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    5345000 | PA      | $5356138.98    | 0.04%             | 2037-07-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 OCT50_20-4A                              | OCTAGON INVESTMENT PARTNERS 50 OCT50_20-4A                                       | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $4151788.65    | 0.03%             | 2035-01-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                              | OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                                       | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2163970.08    | 0.02%             | 2038-04-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Octagon 68 Ltd                                                          | Octagon 68 Ltd                                                                   | CUSIP: 675949AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18750000 | PA      | $18776493.75   | 0.15%             | 2038-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                               | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990538.72     | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    5115000 | PA      | $5214912.76    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                             | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     423000 | PA      | $436423.59     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     775000 | PA      | $739455.46     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1497730.50    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2893279.83    | 0.02%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3059169 | PA      | $3054698.47    | 0.02%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1515432.30    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $255021.72     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2576219.17    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1126060.53    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4122000 | PA      | $4190851.69    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6663854.72    | 0.05%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2023-1                                     | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3189167.47    | 0.02%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2021-1                                     | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7367000 | PA      | $7334588.15    | 0.06%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2021-1                                     | CUSIP: 682687AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $896168.61     | 0.01%             | 2030-11-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                       | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     205000 | PA      | $210383.13     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6280000 | PA      | $6314156.92    | 0.05%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2427408.79    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2230921 | PA      | $2193753.92    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1543790.25    | 0.01%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1650274.72    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $104995.88     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5702896.26    | 0.04%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                              | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6060000 | PA      | $6071359.47    | 0.05%             | 2042-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1365000 | PA      | $1412793.62    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                          | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2546004.75    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |      59000 | PA      | $57905.34      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $673994.28     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1468141.67    | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Corporation                                  | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-4    | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10274439 | PA      | $10148300.53   | 0.08%             | 2035-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      13000 | PA      | $9501.52       | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1837725.12    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2069711.71    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     631000 | PA      | $587240.15     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     156000 | PA      | $101846.87     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     703000 | PA      | $670576.38     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1417408.44    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     691000 | PA      | $582792.15     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2813084.27    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1200752.89    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     531000 | PA      | $493800.25     | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8847198.42    | 0.07%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     811000 | PA      | $794544.98     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2715500 | PA      | $2559994.81    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17611000 | PA      | $16467464.85   | 0.13%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1104718.54    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     570445 | PA      | $181652.21     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2320000 | PA      | $1943036.75    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $422642.02     | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                  | Oscar US Funding XII LLC                                                         | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     135648 | PA      | $135031.06     | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $723668.41     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $5587775.17    | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012361.78    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1228875.20    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                                | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1859512.06    | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                | Blue Owl Technology Finance Corp II                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3057896.08    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3803171 | PA      | $3814927.17    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                   | PK Alift Loan Funding 7 LP                                                       | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     965000 | PA      | $956721.55     | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                 | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1994726 | PA      | $2000491.54    | 0.02%             | 2039-09-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                          | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2184994.71    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362589.05     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1305311.42    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3234264.11    | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     880000 | PA      | $1000160.43    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      76000 | PA      | $78765.93      | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                      | PPG Industries Inc                                                               | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4751021.96    | 0.04%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1160511.00    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1412633.60    | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                | PVH Corp                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    5403000 | PA      | $5521393.40    | 0.04%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     545000 | PA      | $552609.60     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2024-RPL2 LLC                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007554 | PA      | $983448.18     | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11095206 | PA      | $11206299.18   | 0.09%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                    | PRET 2024-RPL2 Trust                                                             | CUSIP: 69392CAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    3333039 | PA      | $3222835.95    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust 2025-J3                                                           | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1447568 | PA      | $1447568.15    | 0.01%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                 | PMT Issuer Trust - FMSR                                                          | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10088829.00   | 0.08%             | 2027-12-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6622340 | PA      | $6688011.88    | 0.05%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                 | Nuvei Technologies Corp 2025 Repriced Term Loan B                                | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |     248752 | PA      | $248798.81     | 0.00%             | 2031-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     160000 | PA      | $134128.03     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     269000 | PA      | $216784.76     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2714027.75    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     545000 | PA      | $469845.47     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5142103.19    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2637077.67    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4239566.29    | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1426760.66    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5412986.32    | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                              | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     680000 | PA      | $439870.39     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1990129 | PA      | $2004683.01    | 0.02%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_21-3A                                       | PALMER SQUARE CLO LTD PLMRS_21-3A                                                | CUSIP: 69688FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5918697.10    | 0.05%             | 2038-10-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                   | Panama Government International Bonds                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     250000 | PA      | $217674.56     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                   | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1300000 | PA      | $1429952.58    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                   | Panama Government International Bonds                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1720000 | PA      | $1979756.86    | 0.02%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                 | Panasonic Holdings Corp                                                          | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     748000 | PA      | $778882.77     | 0.01%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1060077.88    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     775000 | PA      | $745958.35     | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7895394.30    | 0.06%             | 2034-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   12050000 | PA      | $12049734.90   | 0.09%             | 2034-02-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2019-2                                | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15005070.00   | 0.12%             | 2034-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     990000 | PA      | $1010446.07    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     414399 | PA      | $368301.46     | 0.00%             | 2028-12-29      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     900000 | PA      | $847561.15     | 0.01%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     229000 | PA      | $208565.64     | 0.00%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                     | PenFed Auto Receivables Owner Trust                                              | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715000 | PA      | $1721927.23    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1945560.80    | 0.02%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     688000 | PA      | $689876.05     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                        | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1620000 | PA      | $1762438.18    | 0.01%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1857020.76    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1837863.33    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     962000 | PA      | $948831.35     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2567000 | PA      | $2649382.85    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1402059.79    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1314087.11    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                             | PepsiCo Inc                                                                      | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3153073.85    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1049808.37    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    1025000 | PA      | $1002459.72    | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6281000 | PA      | $6229860.13    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1257000 | PA      | $1023225.65    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     625000 | PA      | $634313.94     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4810000 | PA      | $4874840.12    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3025000 | PA      | $2922832.69    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $3206348.48    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     520000 | PA      | $532540.27     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     589000 | PA      | $600472.94     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2418517.65    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10645027.82   | 0.08%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1065129.22    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1011869.79    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | Phillips 66 Co                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1113079.20    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                              | DOC DR LLC                                                                       | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    1100000 | PA      | $989566.49     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3479067.94    | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    2050000 | PA      | $1756419.19    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    6479000 | PA      | $5987983.98    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1944937.75    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4716797.62    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     356973 | PA      | $357418.95     | 0.00%             | 2028-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1999452.60    | 0.02%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2422910.46    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                        | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     129350 | PA      | $125631.19     | 0.00%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                   | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     745000 | PA      | $673729.75     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                             | Polaris Inc                                                                      | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1908806.50    | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701997.82     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1313559.90    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     895000 | PA      | $846145.53     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1778910.26    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                             | Post Road Equipment Finance 2024-1 LLC                                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290753 | PA      | $291949.82     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                  | Power Finance Corp Ltd                                                           | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     546000 | PA      | $572907.70     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Prairie Provident Resources Inc                                         | Prairie Provident Resources Inc                                                  | CUSIP: 73965Q102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1728 | NS      | $28.43         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $917991.72     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2264712.25    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1576474.23    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                    | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    4638583 | PA      | $4647790.57    | 0.04%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                         | Prestige Auto Receivables Trust 2023-1                                           | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1631278 | PA      | $1633855.76    | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                 | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4562118.71    | 0.04%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740000 | PA      | $717466.29     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2465271.13    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                 | Procter & Gamble Co/The                                                          | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7495171.99    | 0.06%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                               | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997736.10     | 0.01%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PRM6 TRUST PRM6_25-PRM6                                                 | PRM6 TRUST PRM6_25-PRM6                                                          | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996500.10     | 0.01%             | 2033-07-05      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                               | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2006762.00    | 0.02%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PRM7 Trust                                                              | PRM7 Trust 2025-PRM7                                                             | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2996902.46    | 0.02%             | 2042-11-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDI                                        | PROJECT ALPHA INTERMEDIATE HOLDI                                                 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490724 | PA      | $490007.90     | 0.00%             | 2033-05-09      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    1579000 | PA      | $1630809.47    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |     330000 | PA      | $345191.34     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    1685000 | PA      | $1677807.67    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                    | Protective Life Corp                                                             | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2783212.37    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-3                              | PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-3                                       | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1429187 | PA      | $1445544.44    | 0.01%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                              | PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                                       | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1267502 | PA      | $1280920.02    | 0.01%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3198914 | PA      | $3178600.75    | 0.02%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3831952 | PA      | $3776784.64    | 0.03%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     758000 | PA      | $713475.53     | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447000 | PA      | $415709.96     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436000 | PA      | $408221.35     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154000 | PA      | $140977.78     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5378111 | PA      | $5433010.36    | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                 | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2656415.69    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM2                                                   | PRPM LLC PRPM_24-NQM2                                                            | CUSIP: 74448PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7172998 | PA      | $7305034.80    | 0.06%             | 2069-06-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                 | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4102119.50    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                        | Public Service Co of New Hampshire                                               | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2695433.19    | 0.02%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                 | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     475000 | PA      | $493397.28     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     305000 | PA      | $270228.46     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     914000 | PA      | $818271.82     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     697000 | PA      | $719877.38     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1191656.40    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     772000 | PA      | $791053.98     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     334000 | PA      | $345669.87     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     380000 | PA      | $390107.16     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     230000 | PA      | $238592.57     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     866000 | PA      | $890548.61     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                      | Province of Quebec Canada                                                        | CUSIP: 74815HCA8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $231861.67     | 0.00%             | 2026-03-02      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     249000 | PA      | $236052.56     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     263000 | PA      | $243173.78     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     474000 | PA      | $527904.65     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1351412.58    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     609000 | PA      | $620482.16     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $757512.93     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2277420.53    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     190000 | PA      | $198184.63     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                        | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16850643 | PA      | $113981.12     | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                             | RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                                      | CUSIP: 74922RAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14542220 | PA      | $248769.39     | 0.00%             | 2036-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_19-1                                   | WOODWARD CAPITAL MANAGEMENT RCKT_19-1                                            | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3187231 | PA      | $2906835.59    | 0.02%             | 2049-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    5460808 | PA      | $5491497.97    | 0.04%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8685956 | PA      | $8743592.92    | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                           | RFMSI Series 2006-SA4 Trust                                                      | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102761 | PA      | $86521.25      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                            | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $410840.51     | 0.00%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2165000 | PA      | $2149399.11    | 0.02%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2578000 | PA      | $2732481.88    | 0.02%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                               | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8180000 | PA      | $8368868.84    | 0.07%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                      | RWE Finance US LLC                                                               | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    4686000 | PA      | $4621278.43    | 0.04%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     825000 | PA      | $711228.62     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $815407.20     | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4115000 | PA      | $3591109.34    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                       | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1438110.58    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST RATE_25-J3                                          | RATE MORTGAGE TRUST RATE_25-J3                                                   | CUSIP: 75410EBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2976000 | PA      | $3010061.21    | 0.02%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1052290.48    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $2036836.61    | 0.02%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     150000 | PA      | $149983.85     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LLC RCTTE_15-1A                                             | RECETTE CLO LLC RCTTE_15-1A                                                      | CUSIP: 75620TBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4200000 | PA      | $4199613.60    | 0.03%             | 2034-04-20      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     411900 | PA      | $384561.99     | 0.00%             | 2030-03-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                               | Regatta XXIX Funding Ltd                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   34000000 | PA      | $34101456.00   | 0.27%             | 2037-09-06      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                      | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1325000 | PA      | $1352346.41    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                      | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475551 | PA      | $474502.32     | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115000 | PA      | $2136365.94    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                           | RFMSI Series 2005-SA5 Trust                                                      | CUSIP: 76111XZA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418441 | PA      | $196553.21     | 0.00%             | 2035-11-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                                                | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2360000 | PA      | $1998960.91    | 0.02%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                     | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    4110000 | PA      | $3521895.22    | 0.03%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    2402000 | PA      | $2111517.27    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     143000 | PA      | $148172.28     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6862781.21    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     403000 | PA      | $401105.85     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     253000 | PA      | $262700.97     | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA Global Funding                                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    7065000 | PA      | $7111757.68    | 0.06%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $4406321.55    | 0.03%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1090000 | PA      | $1126620.27    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                      | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1623189.30    | 0.01%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                      | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     520000 | PA      | $523274.80     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $830484.08     | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1126767.48    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1365362.43    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     670000 | PA      | $702833.78     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2021-1 Ltd                                                    | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7907362.80    | 0.06%             | 2034-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2021-2 Ltd                                                    | CUSIP: 77341LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8940000 | PA      | $8940348.66    | 0.07%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3620000 | PA      | $3717957.20    | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                  | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1466401.94    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     799000 | PA      | $817912.46     | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     325000 | PA      | $330827.21     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1690000 | PA      | $1747903.78    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     772000 | PA      | $791735.82     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3682000 | PA      | $3801874.38    | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9250000 | PA      | $9350818.94    | 0.07%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     929000 | PA      | $943690.66     | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1268000 | PA      | $1287616.34    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     401000 | PA      | $385014.01     | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3138000 | PA      | $2845028.10    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     327000 | PA      | $256053.60     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     663000 | PA      | $681286.35     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     592000 | PA      | $663852.44     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     119000 | PA      | $123310.60     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     870000 | PA      | $909007.89     | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     615000 | PA      | $629924.61     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1177687.41    | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1695000 | PA      | $1723401.76    | 0.01%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                        | SBL Holdings Inc                                                                 | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3970424.13    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                        | SBL Holdings Inc                                                                 | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    2752000 | PA      | $2728129.20    | 0.02%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2023-1                                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715195 | PA      | $1726143.84    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-C                                                     | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890060 | PA      | $891892.51     | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-2                                 | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4580000 | PA      | $4625212.84    | 0.04%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                    | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4999996.00    | 0.04%             | 2042-09-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                          | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     388000 | PA      | $341758.40     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                          | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     738000 | PA      | $708711.33     | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-A                                                     | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     458299 | PA      | $459248.18     | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                 | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    5120000 | PA      | $5056969.22    | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                         | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2070000 | PA      | $2119977.05    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2024-3                                 | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1305627.31    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2025-1 LLC                                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3006000 | PA      | $3055775.15    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                              | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1006716.90    | 0.01%             | 2042-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-B                                                     | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2038184 | PA      | $2050284.82    | 0.02%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2025-2 LLC                                                 | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4150000 | PA      | $4159078.13    | 0.03%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-2                                                    | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1221496.09    | 0.01%             | 2083-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-3                                                    | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1196745.78    | 0.01%             | 2083-04-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-5                                                    | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |    4060000 | PA      | $4261272.88    | 0.03%             | 2073-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-4                                                    | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1215069.84    | 0.01%             | 2073-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    1155948 | PA      | $1149531.77    | 0.01%             | 2083-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1197249.76    | 0.01%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1153869.01    | 0.01%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-2                                                    | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2855787 | PA      | $2773559.29    | 0.02%             | 2029-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375780 | PA      | $1334228.54    | 0.01%             | 2026-05-26      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4869171 | PA      | $4612990.05    | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3830837.78    | 0.03%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2019-A LLC                                        | CUSIP: 78471HAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2354223.25    | 0.02%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                                | SPGN 2022-TFLM Mortgage Trust                                                    | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5670000 | PA      | $5657329.82    | 0.04%             | 2039-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                          | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2469316.70    | 0.02%             | 2042-02-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                          | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2474421.49    | 0.02%             | 2042-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                     | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     950000 | PA      | $326589.98     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER LLC PALMER_25-2                                            | SABAL ISSUER LLC PALMER_25-2                                                     | CUSIP: 78517MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4950000 | PA      | $4875232.70    | 0.04%             | 2061-04-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1935404.75    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80140.02      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                    | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     397000 | PA      | $363186.03     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                                | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1068700.20    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6401383.15    | 0.05%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     382000 | PA      | $387941.11     | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                               | Sanofi SA                                                                        | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    9867000 | PA      | $9870135.87    | 0.08%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |    6872071 | PA      | $6880513.07    | 0.05%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-NQM3                              | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5214765 | PA      | $5262602.37    | 0.04%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-Ces1                              | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    3948340 | PA      | $3947033.90    | 0.03%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1762000 | PA      | $1737239.94    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2585000 | PA      | $2579725.37    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-3                                    | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1160000 | PA      | $1181916.69    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-5                                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3885000 | PA      | $3948764.12    | 0.03%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1553358.15    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $620924.82     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     752064 | PA      | $756879.84     | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | 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        |    2037805 | PA      | $2045962.06    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3080000 | PA      | $3095184.40    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10151463.00   | 0.08%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2205000 | PA      | $2210259.59    | 0.02%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2530897 | PA      | $2536946.82    | 0.02%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                 | Santander Bank Auto Credit-Linked Notes Series 2024-A                            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1699139 | PA      | $1716064.95    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400249 | PA      | $2405563.20    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2690000 | PA      | $2692657.18    | 0.02%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2410000 | PA      | $2434499.34    | 0.02%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                      | Santos Finance Ltd                                                               | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1340000 | PA      | $1469698.62    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                      | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1970000 | PA      | $1975504.56    | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2513514.21    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                 | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     837000 | PA      | $862904.26     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                 | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     564000 | PA      | $529751.53     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     418000 | PA      | $443528.16     | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $943116.35     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                                    | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340000 | PA      | $3429387.54    | 0.03%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                   | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $185534.82     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                           | SDR Commercial Mortgage Trust 2024-DSNY                                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2493758.00    | 0.02%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     667000 | PA      | $650506.89     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $989670.92     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                     | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     735000 | PA      | $729556.82     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                  | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1233366.99    | 0.01%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5612882 | PA      | $5632405.11    | 0.04%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                        | SEQUOIA MORTGAGE TRUST SEMT_25-2                                                 | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174303 | PA      | $1187009.20    | 0.01%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_23-3                                        | SEQUOIA MORTGAGE TRUST SEMT_23-3                                                 | CUSIP: 816943BC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1349320 | PA      | $1358192.14    | 0.01%             | 2053-09-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      25000 | PA      | $23993.41      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-4                                        | SEQUOIA MORTGAGE TRUST SEMT_24-4                                                 | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     911516 | PA      | $921379.02     | 0.01%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-2                                        | SEQUOIA MORTGAGE TRUST SEMT_19-2                                                 | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1506521 | PA      | $1464448.61    | 0.01%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                      | Serbia International Bond                                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6640000 | PA      | $5788897.52    | 0.05%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2018-6                                                    | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972044 | PA      | $936479.61     | 0.01%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_20-3                                        | SEQUOIA MORTGAGE TRUST SEMT_20-3                                                 | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     909009 | PA      | $815168.52     | 0.01%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110268 | PA      | $99944.69      | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_21-5                                        | SEQUOIA MORTGAGE TRUST SEMT_21-5                                                 | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     573765 | PA      | $479490.94     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | SEQUOIA MORTGAGE TRUST SEMT_24-3                                                 | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2332397 | PA      | $2357634.17    | 0.02%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-8                                        | SEQUOIA MORTGAGE TRUST SEMT_24-8                                                 | CUSIP: 81749NAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     588489 | PA      | $588488.93     | 0.00%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-10                                                   | CUSIP: 81750CBD6<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    3366607 | PA      | $3405138.43    | 0.03%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     645000 | PA      | $659502.16     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                              | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2210625 | PA      | $2276352.41    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                      | Shackleton 2014-V-R CLO Ltd                                                      | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     284459 | PA      | $284553.89     | 0.00%             | 2031-05-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-1                                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390000 | PA      | $1406220.05    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                    | Shell Finance US Inc                                                             | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3411000 | PA      | $3427579.39    | 0.03%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                      | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5090000 | PA      | $5119379.48    | 0.04%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                       | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1667290 | PA      | $1686794.03    | 0.01%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD SLVRK_23-3                                          | SILVER ROCK CLO LTD SLVRK_23-3                                                   | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19031027.00   | 0.15%             | 2036-01-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740000 | PA      | $712598.95     | 0.01%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     140000 | PA      | $145787.22     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1090964.79    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                         | SiriusPoint Ltd                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    2776000 | PA      | $2915625.34    | 0.02%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    3145000 | PA      | $3250817.58    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3101133.93    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    7222978 | PA      | $7270785.97    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4047355 | PA      | $3971841.94    | 0.03%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2491444.75    | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1866625.81    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                  | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2025000 | PA      | $2093521.47    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                  | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     737000 | PA      | $765442.20     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $689766.24     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     841000 | PA      | $866331.20     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1132441.68    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1300000 | PA      | $1303067.62    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     480000 | PA      | $434187.47     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10380000 | PA      | $9483809.43    | 0.07%             | 2033-01-21      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2130000 | PA      | $2330013.12    | 0.02%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1110000 | PA      | $1121946.40    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5385000 | PA      | $5572213.30    | 0.04%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2697674 | PA      | $2630029.64    | 0.02%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2298635.75    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $1827383.58    | 0.01%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                           | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    4633000 | PA      | $4666459.84    | 0.04%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                        | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1271234 | PA      | $1275712.50    | 0.01%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     680000 | PA      | $683566.12     | 0.01%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    4012000 | PA      | $4149098.89    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     865000 | PA      | $904137.57     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     582000 | PA      | $608226.94     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                       | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    1800250 | PA      | $1776549.24    | 0.01%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                      | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     674000 | PA      | $679787.92     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1023570.23    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                     | Sound Point CLO II Ltd                                                           | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     427413 | PA      | $427716.37     | 0.00%             | 2031-01-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_21-1A                                         | SOUND POINT CLO LTD SNDPT_21-1A                                                  | CUSIP: 83614VAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10810000 | PA      | $10813783.50   | 0.08%             | 2034-04-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                     | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7483046 | PA      | $7490978.24    | 0.06%             | 2032-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     750000 | PA      | $775121.09     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300000 | PA      | $2371317.15    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1875000 | PA      | $2016823.41    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     925000 | PA      | $991735.39     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | 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        |     229600 | PA      | $231034.72     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                                 | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1230876.11    | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                     | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3813659.09    | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $560448.33     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     726000 | PA      | $737427.73     | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     874000 | PA      | $861911.55     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $5894890.60    | 0.05%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3246131.32    | 0.03%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                   | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1683409.16    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                   | Southwest Airlines Co                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3269824.04    | 0.03%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6379141.96    | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     854000 | PA      | $847775.29     | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     364000 | PA      | $374459.74     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1678695.77    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1533160.44    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     156000 | PA      | $162107.16     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3099000 | PA      | $3184860.21    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     479000 | PA      | $391224.04     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $2379161.91    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1697000 | PA      | $2065551.76    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4137500 | PA      | $4169466.51    | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11890000 | PA      | $11878938.73   | 0.09%             | 2036-11-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538000 | PA      | $4533778.30    | 0.04%             | 2036-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6275000 | PA      | $6257416.20    | 0.05%             | 2034-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     310000 | PA      | $320029.79     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3085627.12    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                     | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4142111.90    | 0.03%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     770000 | PA      | $805131.21     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    1000000 | PA      | $1044344.74    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     835000 | PA      | $841182.22     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                                          | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    2124670 | PA      | $1284384.55    | 0.01%             | 2027-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2021-3                                       | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660012 | PA      | $3251222.36    | 0.03%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $2295044.66    | 0.02%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1289758.97    | 0.01%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     706000 | PA      | $724042.07     | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1401838.11    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1437376.36    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     582000 | PA      | $556836.36     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                   | Stellantis Finance US Inc                                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3192331.64    | 0.02%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5770998.72    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4165000 | PA      | $4186540.96    | 0.03%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                   | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3682103.35    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                         | Stream Innovations 2024-1 Issuer Trust                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     407893 | PA      | $430688.41     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                         | Stream Innovations 2024-2 Issuer Trust                                           | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3865081 | PA      | $3883005.94    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                          | Structured Adjustable Rate Mortgage Loan Trust Series 2004-20                    | CUSIP: 863579GZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     228286 | PA      | $219757.96     | 0.00%             | 2035-01-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                         | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUR6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      39726 | PA      | $39711.31      | 0.00%             | 2035-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                          | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86360NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509433 | PA      | $468865.91     | 0.00%             | 2036-06-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                            | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1185097.22    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                      | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800000 | PA      | $1799995.14    | 0.01%             | 2042-11-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                      | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $999997.10     | 0.01%             | 2042-11-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $601418.91     | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1349000 | PA      | $1417905.58    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1252000 | PA      | $1302243.30    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     782000 | PA      | $822519.64     | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | SUMITOMO MITSUI FINL GRP                                                         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3160000 | PA      | $3207596.81    | 0.02%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3628130.51    | 0.03%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $954570.39     | 0.01%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2560776 | PA      | $2206043.38    | 0.02%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                              | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2020255 | PA      | $1726331.54    | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                          | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4112707 | PA      | $3598763.39    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                          | Sunnova Helios IV Issuer LLC                                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     852181 | PA      | $781816.27     | 0.01%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     352000 | PA      | $321547.89     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1263505.45    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2528188.37    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunrun Artemis Issuer                                                   | Sunrun Artemis Issuer 2024-2 LLC                                                 | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6830799 | PA      | $6844601.72    | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                           | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5559286 | PA      | $5635634.63    | 0.04%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                    | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1516176 | PA      | $1481005.69    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                                  | SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                                           | CUSIP: 86772YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1639585 | PA      | $1633082.79    | 0.01%             | 2059-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                           | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1032468 | PA      | $985167.37     | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                                    | Suntory Holdings Ltd                                                             | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    2100000 | PA      | $2160067.94    | 0.02%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    4840000 | PA      | $4900986.76    | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3305000 | PA      | $3357269.49    | 0.03%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3135000 | PA      | $3256067.14    | 0.03%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                  | Switch ABS Issuer LLC                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8800000 | PA      | $8694547.84    | 0.07%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     802000 | PA      | $822187.08     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2848499.72    | 0.02%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2660008.31    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1722347.51    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                        | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    2322411 | PA      | $2323490.53    | 0.02%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                        | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4261621 | PA      | $4261740.82    | 0.03%             | 2032-01-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_25-47                                             | SYMPHONY CLO LTD SYMP_25-47                                                      | CUSIP: 87170XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4370000 | PA      | $4375829.58    | 0.03%             | 2038-04-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                       | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     471000 | PA      | $490573.10     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                 | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2278385.56    | 0.02%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                               | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535000 | PA      | $2534999.24    | 0.02%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                        | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4475916.39    | 0.03%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     961000 | PA      | $961723.83     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $918701.12     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3498171.57    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4153406.05    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $2973860.48    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      77000 | PA      | $76662.50      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     410000 | PA      | $391219.08     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3556278.86    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2047663.66    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     607000 | PA      | $581575.79     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4809924.10    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2159389.97    | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1062464.55    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                  | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4770582.20    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                   | TRK 2022-INV2 Trust                                                              | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4338561 | PA      | $4317190.22    | 0.03%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME                       | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    2124477 | PA      | $2126115.14    | 0.02%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                  | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2456250 | PA      | $2380559.18    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                  | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3400893.52    | 0.03%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3713078.83    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     656000 | PA      | $680030.83     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                   | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $363210.28     | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                   | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $752639.00     | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                           | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1093141.92    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     660000 | PA      | $682487.68     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142000 | PA      | $141925.82     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $537734.83     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                             | Target Corp                                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2885617.52    | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $4127011.61    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     933000 | PA      | $957516.40     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5543141.80    | 0.04%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1280010.77    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     147000 | PA      | $150228.38     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1072917.93    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     989000 | PA      | $993702.72     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     265000 | PA      | $273219.96     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1881640.37    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4001463.99    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                                                 | Technimark Holdings LLC 2024 Term Loan                                           | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     597883 | PA      | $585674.13     | 0.00%             | 2031-04-14      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $487668.39     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     665000 | PA      | $623513.65     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1454660.76    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $416859.16     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4017345.46    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1027542.23    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4524364.75    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2975000 | PA      | $2908062.50    | 0.02%             | 2028-11-17      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1071811.29    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     460363 | PA      | $460696.36     | 0.00%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                  | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     700000 | PA      | $604013.06     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     302000 | PA      | $308439.28     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1158712.16    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                              | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     662000 | PA      | $684432.32     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                      | Tikehau US CLO IV Ltd                                                            | CUSIP: 88675CAA0<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   28000000 | PA      | $28000000.00   | 0.22%             | 2034-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                      | Tikehau US CLO III Ltd                                                           | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   15000000 | PA      | $15027435.00   | 0.12%             | 2036-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1838813.73    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2586862.52    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1377705.45    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                   | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     951000 | PA      | $1046455.17    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $965733.31     | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1098000 | PA      | $1152238.24    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3330000 | PA      | $3362442.93    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4085000 | PA      | $4118992.05    | 0.03%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                                      | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1841500 | PA      | $1753050.76    | 0.01%             | 2032-12-31      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |   12112380 | PA      | $12222571.37   | 0.10%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                       | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1842000 | PA      | $1869729.07    | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                       | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3442820.79    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     577000 | PA      | $613626.01     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     795000 | PA      | $809801.82     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1163577.97    | 0.01%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     671000 | PA      | $708110.49     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1646216.55    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4191420.54    | 0.03%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2025-B                                                  | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |    3090000 | PA      | $3092054.85    | 0.02%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $194622.96     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1293429.70    | 0.01%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4263239.11    | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     423000 | PA      | $405201.63     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     775000 | PA      | $810580.20     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     512308 | PA      | $513030.62     | 0.00%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     454312 | PA      | $454756.83     | 0.00%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     266250 | PA      | $277658.05     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     645000 | PA      | $655938.44     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corporation                                    | GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                                | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114527 | PA      | $114683.41     | 0.00%             | 2034-02-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                       | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19948040.00   | 0.16%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                                                | Trustage Financial Group Inc                                                     | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2064748.32    | 0.02%             | 2032-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                            | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     493514 | PA      | $482533.11     | 0.00%             | 2027-11-02      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                             | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5561104.70    | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                             | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $4136207.50    | 0.03%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     265000 | PA      | $262984.13     | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     440000 | PA      | $475728.05     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     736000 | PA      | $784381.85     | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2558998.05    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2397605.10    | 0.02%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                | Tucson Electric Power Co                                                         | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2085680.11    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     950000 | PA      | $978182.53     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     563650 | PA      | $548431.35     | 0.00%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                | Tyco Electronics Group SA                                                        | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4870000 | PA      | $4972189.96    | 0.04%             | 2030-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                         | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     614000 | PA      | $634843.67     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     712000 | PA      | $708494.13     | 0.01%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     460000 | PA      | $451445.61     | 0.00%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     594000 | PA      | $649856.23     | 0.01%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8530000 | PA      | $8592754.40    | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust 2018-C10                                           | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4698987 | PA      | $4660871.47    | 0.04%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     675000 | PA      | $711218.80     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2980147.94    | 0.02%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                   | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5646504.30    | 0.04%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     634000 | PA      | $634149.26     | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     832000 | PA      | $836854.30     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1943923.43    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                    | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $676275.15     | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     293248 | PA      | $211217.98     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     513185 | PA      | $300489.39     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     586497 | PA      | $338054.65     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      73312 | PA      | $41678.58      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      80093 | PA      | $44337.14      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     299297 | PA      | $137045.34     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     252927 | PA      | $142842.48     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     210772 | PA      | $118421.91     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                   | Unilever Capital Corp                                                            | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1313927.29    | 0.01%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                      | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     813000 | PA      | $843842.16     | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                 | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242462 | PA      | $247982.38     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2770548.69    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     690000 | PA      | $687034.70     | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4472663 | PA      | $4695239.26    | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $244425.86     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     987000 | PA      | $953027.54     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     470000 | PA      | $495157.43     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2117000 | PA      | $2280222.30    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     734000 | PA      | $805220.76     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1201000 | PA      | $1238932.55    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     978000 | PA      | $1031407.26    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3885000 | PA      | $3872811.57    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2309000 | PA      | $2288019.94    | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     440872 | PA      | $443296.90     | 0.00%             | 2031-05-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1773107.23    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bills                                                              | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     193000 | PA      | $191919.48     | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Principal                                                   | CUSIP: 912803EL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8770000 | PA      | $3529097.35    | 0.03%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32165000 | PA      | $25224396.09   | 0.20%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4995000 | PA      | $4401063.28    | 0.03%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7360000 | PA      | $4749500.00    | 0.04%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6315000 | PA      | $3132832.03    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31720000 | PA      | $17222968.75   | 0.13%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40675000 | PA      | $27989484.38   | 0.22%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34415000 | PA      | $24493800.78   | 0.19%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35245000 | PA      | $26439257.03   | 0.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52060000 | PA      | $44267268.75   | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30725000 | PA      | $26476308.59   | 0.21%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19435000 | PA      | $17798208.59   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $22727818.75   | 0.18%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29925000 | PA      | $29176875.00   | 0.23%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8130000 | PA      | $8212570.31    | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22835000 | PA      | $23309539.84   | 0.18%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7070000 | PA      | $6628125.00    | 0.05%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17284900 | PA      | $16790659.89   | 0.13%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $2126660.16    | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45590000 | PA      | $45219581.25   | 0.35%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41411300 | PA      | $42071292.60   | 0.33%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25835000 | PA      | $26149864.06   | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10220000 | PA      | $10715031.25   | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66782600 | PA      | $67617382.50   | 0.53%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39975000 | PA      | $41230464.85   | 0.32%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169134000 | PA      | $167918349.37  | 1.31%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136398800 | PA      | $136292238.43  | 1.06%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25858900 | PA      | $26010416.99   | 0.20%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     209500 | PA      | $212609.77     | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27110000 | PA      | $27673379.69   | 0.22%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30884700 | PA      | $30920893.01   | 0.24%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  216264000 | PA      | $216483643.13  | 1.68%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53224000 | PA      | $53213604.69   | 0.41%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140818000 | PA      | $140509960.63  | 1.09%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62524300 | PA      | $62426605.78   | 0.49%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34953500 | PA      | $34961692.22   | 0.27%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80793300 | PA      | $80610252.68   | 0.63%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30864900 | PA      | $30726249.08   | 0.24%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8725000 | PA      | $4272555.99    | 0.03%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7485000 | PA      | $3620253.77    | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6400000 | PA      | $3051452.80    | 0.02%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4710000 | PA      | $2214779.47    | 0.02%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $2469978.99    | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23610000 | PA      | $10625898.22   | 0.08%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970000 | PA      | $430740.06     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     895000 | PA      | $391137.47     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17045000 | PA      | $7344723.68    | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2110000 | PA      | $895716.66     | 0.01%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8059000 | PA      | $3380194.01    | 0.03%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $404268.32     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1165000 | PA      | $474523.74     | 0.00%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1255000 | PA      | $503721.85     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     695000 | PA      | $272187.65     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2120000 | PA      | $799851.22     | 0.01%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1775000 | PA      | $652606.82     | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1910000 | PA      | $628444.68     | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $641641.93     | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     576000 | PA      | $547444.57     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $270082.99     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $7831177.05    | 0.06%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     126000 | PA      | $95565.82      | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2581794.51    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1400016.54    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2105586.22    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4553472.90    | 0.04%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     173000 | PA      | $166315.27     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1453791.87    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     499000 | PA      | $515500.11     | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     859000 | PA      | $860582.54     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2268345.56    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2434438.96    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2541966.40    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                  | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3235144.04    | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1368657.76    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                | University of Southern California                                                | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2873843.41    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $554767.39     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2020000 | PA      | $1275827.35    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                   | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $677818.37     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                          | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1724371.65    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                            | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     495000 | PA      | $515536.41     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                  | Valmont Industries Inc                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1950011.40    | 0.02%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                          | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4995000 | PA      | $5042393.13    | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                          | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    3580000 | PA      | $3790896.85    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     405000 | PA      | $419087.44     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     865000 | PA      | $907114.65     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     750000 | PA      | $704994.16     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $917588.78     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2424637.00    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD VENTR_17-2                                        | VENTURE XXVII CLO LTD VENTR_17-2                                                 | CUSIP: 92331LBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4100000 | PA      | $4104407.50    | 0.03%             | 2030-07-20      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2210659.59    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1445974.87    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    7041000 | PA      | $5984295.17    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                         | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   11062540 | PA      | $11062429.84   | 0.09%             | 2032-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     962000 | PA      | $933574.62     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     363000 | PA      | $320343.24     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     361000 | PA      | $330315.56     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4754000 | PA      | $4198177.99    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1666235.71    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     504000 | PA      | $515259.35     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1271033.27    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1966388.85    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1513829.61    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    6930557 | PA      | $6979730.40    | 0.05%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1063767.74    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     733000 | PA      | $668027.72     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    4344000 | PA      | $3319781.06    | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $1511270.79    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    2000000 | PA      | $1983249.47    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |     249000 | PA      | $241600.04     | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1915000 | PA      | $1916083.10    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     475000 | PA      | $480489.38     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     410000 | PA      | $401840.09     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2065000 | PA      | $2088753.84    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                  | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     755000 | PA      | $729286.35     | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1473145.05    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                   | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1119034.33    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4948347.11    | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4751236.02    | 0.04%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2177760.29    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2972936.86    | 0.02%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2075225.02    | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2006124.25    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     885000 | PA      | $878013.77     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1055893.48    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                              | VMware LLC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $1101858.53    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1193926.49    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1710149.25    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2326019.94    | 0.02%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6505562.32    | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     360000 | PA      | $374009.46     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     440000 | PA      | $456938.77     | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005569.42    | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     975000 | PA      | $985167.98     | 0.01%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                             | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2144184 | PA      | $2189860.54    | 0.02%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                           | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995088.85    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                           | VTR Commercial Mortgage Trust 2025-STEM                                          | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5035852.50    | 0.04%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                                          | VStrong Auto Receivables Trust 2024-A                                            | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     409000 | PA      | $414864.16     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2016-1 Ltd                                                              | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |     787614 | PA      | $787760.46     | 0.01%             | 2031-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2716674.57    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                                     | Voya Global Funding                                                              | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1416238.17    | 0.01%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391677 | PA      | $394421.50     | 0.00%             | 2045-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1416058 | PA      | $1320820.17    | 0.01%             | 2045-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2003-AR8 Trust                    | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140431 | PA      | $138248.50     | 0.00%             | 2033-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290530 | PA      | $292578.79     | 0.00%             | 2045-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189470 | PA      | $1163284.15    | 0.01%             | 2034-06-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                          | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384166 | PA      | $363599.90     | 0.00%             | 2034-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332655 | PA      | $327455.50     | 0.00%             | 2045-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1755597 | PA      | $1509398.87    | 0.01%             | 2037-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    4080000 | PA      | $3448533.96    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     852000 | PA      | $812419.19     | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     512000 | PA      | $484783.53     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     332000 | PA      | $338447.45     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5484995.02    | 0.04%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                              | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2545378.18    | 0.02%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     533846 | PA      | $534646.79     | 0.00%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                             | Wachovia Student Loan Trust 2006-1                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2206654 | PA      | $2181797.54    | 0.02%             | 2040-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                         | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5171250.00    | 0.04%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                             | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3534584.15    | 0.03%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR5 Trust                    | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281869 | PA      | $268161.05     | 0.00%             | 2046-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                          | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2982463 | PA      | $1361987.65    | 0.01%             | 2037-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331728 | PA      | $278691.63     | 0.00%             | 2037-03-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     655000 | PA      | $690466.99     | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                    | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     949448 | PA      | $908560.01     | 0.01%             | 2046-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1084347.10    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                          | Weir Group Inc                                                                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2983643.24    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_18-1                          | CUSIP: 94989UBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     927299 | PA      | $842567.10     | 0.01%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2517240.72    | 0.02%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $2971555.55    | 0.02%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     258000 | PA      | $256082.00     | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6345663.28    | 0.05%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3670266.68    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8378000 | PA      | $8173041.84    | 0.06%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     845000 | PA      | $792954.50     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15051843.68   | 0.12%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2799563.38    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1409428.03    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5947120.63    | 0.05%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     221000 | PA      | $247036.10     | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     744000 | PA      | $782174.00     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $8174659.11    | 0.06%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6884000 | PA      | $7294310.31    | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10065000 | PA      | $9870831.05    | 0.08%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1616616.99    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | Wells Fargo Mortgage Backed Securities 2019-1 Trust                              | CUSIP: 95001TAA3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      19567 | PA      | $18687.96      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3407709 | PA      | $3197298.99    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1                 | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1                          | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1731367 | PA      | $1550589.20    | 0.01%             | 2049-12-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                       | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                                | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2590000 | PA      | $2156804.89    | 0.02%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20022775 | PA      | $1145442.90    | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3989585 | PA      | $267421.50     | 0.00%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2022-C62                                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5330000 | PA      | $5128316.53    | 0.04%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6061749.60    | 0.05%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7990000 | PA      | $7205326.87    | 0.06%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP                               | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003148.00    | 0.02%             | 2038-04-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1265245.25    | 0.01%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4998436.00    | 0.04%             | 2042-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    6320000 | PA      | $5894074.15    | 0.05%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2160000 | PA      | $2006106.55    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                      | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     922256 | PA      | $905312.54     | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                      | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3044177 | PA      | $3024621.60    | 0.02%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     572000 | PA      | $497398.50     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1187867.56    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                 | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5560073.20    | 0.04%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                    | Western Union Co/The                                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138744.22     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1141753.42    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                           | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3830685.09    | 0.03%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4530000 | PA      | $4582239.96    | 0.04%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1318039.34    | 0.01%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4218963.84    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1815000 | PA      | $1823641.03    | 0.01%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2355000 | PA      | $2362358.43    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-3                                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1935000 | PA      | $1937890.50    | 0.02%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4622749.76    | 0.04%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4795000 | PA      | $4821853.92    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                 | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    1331000 | PA      | $1348810.27    | 0.01%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                         | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     124000 | PA      | $124310.29     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1890580 | PA      | $1901256.52    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1552724 | PA      | $1567925.04    | 0.01%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1841668 | PA      | $1856614.31    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1851364 | PA      | $1866153.08    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273490.79     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $745437.09     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $4242349.21    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3260300.27    | 0.03%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2433739.93    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72050.80      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                      | Wind River 2021-2 CLO Ltd                                                        | CUSIP: 97315VAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3850000 | PA      | $3851867.25    | 0.03%             | 2034-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                      | Wind River 2024-1 CLO Ltd                                                        | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3107554.70    | 0.02%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     529000 | PA      | $502146.81     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                 | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4510509.69    | 0.04%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                | Wisconsin Public Service Corp                                                    | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1686692.25    | 0.01%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                    | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1297000 | PA      | $1337328.49    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                    | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1211000 | PA      | $1262471.56    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                    | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1360000 | PA      | $1425766.09    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2024-C                                         | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2520000 | PA      | $2532965.90    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2025-C                                         | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4660009.85    | 0.04%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $801297.70     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004918.74    | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2245798.51    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                                                   | Wynnton Funding Trust                                                            | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1676390.77    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                                | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2834000 | PA      | $2876799.62    | 0.02%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                 | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     575000 | PA      | $586737.67     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1181744.84    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     941000 | PA      | $981141.52     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                                                          | YEOMAN CAP S A                                                                   | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |     132091 | NS      | $660455.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     170447 | PA      | $157063.04     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5700000 | PA      | $5855735.40    | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     274160 | PA      | $259651.56     | 0.00%             | 2030-03-11      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                     | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5409875 | PA      | $5122061.54    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                      | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1726000 | PA      | $1827766.82    | 0.01%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     536000 | PA      | $518890.36     | 0.00%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 1.350000 11-MAY-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | GB        |    5710000 | OU      | $181651.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.497000 13-MAY-2027 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   74475000 | OU      | $1248674.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.253000 13-MAY-2029 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   46350000 | OU      | $-1480378.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.750000 11-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   60000000 | OU      | $339476.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.663000 17-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  164695000 | OU      | $-991179.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | FSWP: OIS 3.135500 14-DEC-2054 SOF                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   33500000 | OU      | $648590.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.805000 16-DEC-2049 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   25535000 | OU      | $-851117.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.719000 16-DEC-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   22610000 | OU      | $1101231.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.825000 20-DEC-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   28885000 | OU      | $876659.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.004000 20-DEC-2044 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   37895000 | OU      | $92495.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     962000 | PA      | $982909.82     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1041589.08    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66191 | PA      | $66145.79      | 0.00%             | 2028-04-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     599584 | PA      | $524959.44     | 0.00%             | 2028-02-01      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    2325000 | PA      | $2451212.93    | 0.02%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC                                                     | MICHAELS STORES INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1207222 | PA      | $1155794.68    | 0.01%             | 2028-04-09      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                            | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1121795.14    | 0.01%             | 2033-09-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $706421.90     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                         | CAST & CREW LLC                                                                  | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     177366 | PA      | $118815.70     | 0.00%             | 2028-12-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                      | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     316096 | PA      | $318071.81     | 0.00%             | 2029-07-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                      | MATIV HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     162661 | PA      | $161033.96     | 0.00%             | 2027-05-06      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                  | BARRACUDA NETWORKS INC                                                           | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     223061 | PA      | $187980.53     | 0.00%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     402681 | PA      | $124078.11     | 0.00%             | 2028-03-06      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     885000 | PA      | $1049731.42    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                   | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    2745000 | PA      | $3330636.65    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                     | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     162270 | PA      | $146300.80     | 0.00%             | 2028-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1200000 | PA      | $1489607.14    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                             | TENNECO LLC                                                                      | CUSIP: 000000000<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2380841 | PA      | $2322439.25    | 0.02%             | 2028-11-17      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                      | BAUSCH + LOMB CORP                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     435776 | PA      | $436595.48     | 0.00%             | 2028-09-14      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     146325 | PA      | $146494.81     | 0.00%             | 2030-09-27      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                      | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     249086 | PA      | $248931.65     | 0.00%             | 2030-10-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                       | XEROX CORPORATION                                                                | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    1116863 | PA      | $1008147.79    | 0.01%             | 2029-11-14      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1579437.57    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | CALPINE CORP                                                                     | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     831577 | PA      | $830928.27     | 0.01%             | 2032-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     332872 | PA      | $333164.87     | 0.00%             | 2031-01-27      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    1540000 | PA      | $1795454.92    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     308472 | PA      | $300569.25     | 0.00%             | 2030-03-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                          | 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     406680 | PA      | $406069.82     | 0.00%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2328239.76    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    1560643 | PA      | $639863.48     | 0.00%             | 2031-06-20      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     402047 | PA      | $403498.76     | 0.00%             | 2028-05-05      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                        | TTF Holdings LLC 2024 Term Loan                                                  | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |     713954 | PA      | $597936.49     | 0.00%             | 2031-07-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                                   | TRIPADVISOR INC (PRE-REINCORPORATION)                                            | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     338214 | PA      | $311369.83     | 0.00%             | 2031-07-08      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                                  | RESEARCH NOW GROUP LLC                                                           | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |      92940 | PA      | $91964.15      | 0.00%             | 2029-07-16      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                | SHOWTIME ACQUISITION LLC                                                         | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     586593 | PA      | $574860.90     | 0.00%             | 2031-08-13      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    9225000 | PA      | $5838497.34    | 0.05%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2883320.38    | 0.02%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2122000 | PA      | $2081261.09    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                                      | DAVE & BUSTERS INC                                                               | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     462388 | PA      | $407942.12     | 0.00%             | 2031-11-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                          | AVOLON TLB BORROWER 1 (US) LLC                                                   | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    1801186 | PA      | $1807165.77    | 0.01%             | 2030-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                              | CORNERSTONE GENERATION LLC                                                       | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     181122 | PA      | $182839.18     | 0.00%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    2185000 | PA      | $2468502.64    | 0.02%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                              | SOPHOS INTERMEDIATE II LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     663105 | PA      | $663032.00     | 0.01%             | 2027-03-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                        | CHARTER COMMUNICATIONS OPERATING                                                 | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     659628 | PA      | $657794.67     | 0.01%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                                | RENAISSANCE HOLDING CORP                                                         | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     978313 | PA      | $845262.79     | 0.01%             | 2030-04-08      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                     | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     609360 | PA      | $495360.78     | 0.00%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     507147 | PA      | $504930.56     | 0.00%             | 2030-11-30      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     370000 | PA      | $423964.09     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     920000 | PA      | $1056259.25    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                           | DSG TOPCO INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54244 | NS      | $280251.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                           | DSG TOPCO INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     101455 | NS      | $0.10          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     727804 | PA      | $298399.58     | 0.00%             | 2026-01-12      | Floating      | 15.44%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                  | GENESYS CLOUD SERVICES HOLDINGS II LLC                                           | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     306732 | PA      | $301940.51     | 0.00%             | 2032-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     386751 | PA      | $387524.17     | 0.00%             | 2032-01-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     221156 | PA      | $219037.43     | 0.00%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                          | DRAFTKINGS INC                                                                   | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |     413726 | PA      | $410845.97     | 0.00%             | 2032-03-04      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE EMPIRE HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     534993 | PA      | $534243.54     | 0.00%             | 2030-12-26      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA INC                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     638935 | PA      | $642289.08     | 0.00%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                               | POTOMAC ENERGY CENTER LLC                                                        | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     222498 | PA      | $223610.89     | 0.00%             | 2032-08-05      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                               | EAGLEVIEW TECHNOLOGY CORP                                                        | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |     683146 | PA      | $665001.36     | 0.01%             | 2028-08-14      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | NAKED JUICE LLC                                                                  | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1922195 | PA      | $1925559.27    | 0.01%             | 2029-01-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | VOYAGER PARENT LLC                                                               | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     666001 | PA      | $665947.71     | 0.01%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                          | ARCHIMEDES DEBT MERGER SUB LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     325530 | PA      | $323251.04     | 0.00%             | 2032-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                                  | CLEANOVA MIDCO LIMITED                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     220115 | PA      | $220115.09     | 0.00%             | 2032-05-24      | Floating      | 8.81%                 | No            |                  3 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                                   | FIRST EAGLE INVESTMENT MANAGEMENT LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     214279 | PA      | $213848.41     | 0.00%             | 2032-06-06      | Floating      | 7.71%                 | 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        |     550000 | PA      | $550858.00     | 0.00%             | 2032-07-09      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                         | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    2500000 | PA      | $3301503.35    | 0.03%             | 2035-08-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    3905000 | PA      | $2504342.49    | 0.02%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                                   | C&S WHOLESALE GROCERS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     769860 | PA      | $757349.62     | 0.01%             | 2030-08-06      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                    | HEARTLAND DENTAL LLC                                                             | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     597283 | PA      | $599397.31     | 0.00%             | 2032-08-07      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TRANSDIGM INC                                                                    | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     597327 | PA      | $598497.43     | 0.00%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                  | SOUTH FIELD ENERGY LLC                                                           | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      13800 | PA      | $13886.45      | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     312627 | PA      | $303248.19     | 0.00%             | 2026-02-22      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                                                  | TACALA INVESTMENT CORP                                                           | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     688592 | PA      | $691360.21     | 0.01%             | 2031-01-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                             | ZIGGO FINANCING PARTNERSHIP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     433535 | PA      | $426220.93     | 0.00%             | 2033-01-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CELSIUS INC                                                             | CELSIUS INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     352421 | PA      | $354183.00     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                              | Arbour CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-MBS          | CORP              | IE        |    4600000 | PA      | $5337460.55    | 0.04%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                    | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    1050000 | PA      | $1215002.98    | 0.01%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTEGO CLO XIII DAC CONTE_12A                                          | CONTEGO CLO XIII DAC CONTE_12A                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    5000000 | PA      | $5801750.00    | 0.05%             | 2040-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                  | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |          1 | NC      | $-6700.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                  | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |          1 | NC      | $0.06          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                         | QazaqGaz NC JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $198463.06     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                              | GC FERRY ACQUISITION I INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      36584 | PA      | $36510.71      | 0.00%             | 2032-06-06      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  172000000 | NC      | $2442.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  172000000 | NC      | $8359.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  172000000 | NC      | $21947.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   71000000 | NC      | $2854.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   71000000 | NC      | $9464.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   71000000 | NC      | $22918.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |    3985000 | PA      | $4267124.97    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     213000 | PA      | $219672.64     | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     970000 | PA      | $586691.42     | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    1814462 | PA      | $2044355.26    | 0.02%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                 | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     703000 | PA      | $634819.35     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                  | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4605000 | PA      | $2102905.71    | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     980000 | PA      | $977488.69     | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                           | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | NUSS              | NL        |    1035000 | PA      | $1314441.37    | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     600000 | PA      | $529141.68     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     940838 | PA      | $873730.51     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    1555000 | PA      | $1696834.26    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                              | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2522341.71    | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                               | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     670000 | PA      | $836418.20     | 0.01%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $196160.33     | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                    | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2704898.12    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |     423000 | PA      | $449284.70     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $907527.61     | 0.01%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                           | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $466863.42     | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9225000 | PA      | $5764582.83    | 0.04%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    4925000 | PA      | $3185672.29    | 0.02%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1880289.13    | 0.01%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1831195.21    | 0.01%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                                    | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |     350000 | PA      | $418158.52     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1357918.81    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $365919.90     | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     718775 | PA      | $719975.12     | 0.01%             | 2029-12-12      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                                 | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |     330000 | PA      | $382335.46     | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                           | Blackrock Inc                                                                    | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2878215.82    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     500000 | PA      | $598369.39     | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     925000 | PA      | $1228271.17    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $5327028.20    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2504000 | PA      | $2607821.02    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4338000 | PA      | $4478168.22    | 0.03%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1090000 | PA      | $702322.78     | 0.01%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     130000 | PA      | $148944.05     | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | OREGON TOOL LUX LP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     595628 | PA      | $434314.10     | 0.00%             | 2029-10-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                   | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $1771542.14    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $174160.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-3891.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-1102.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-9568.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |          1 | NC      | $10321.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |          1 | NC      | $-18924.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-SCHATZ DEC 25                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -5 | NC      | $550.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    2839000 | PA      | $3456155.77    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2773 | NC      | $628995.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3232 | NC      | $1423018.07    | 0.01%             |  |  |  | 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        |        -15 | NC      | $-18716.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL HLDGS BERMUDA LTD                                               | DIGICEL HLDGS BERMUDA LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      59381 | NS      | $1076280.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL HLDGS BERMUDA LTD                                               | DIGICEL HLDGS BERMUDA LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       3868 | NS      | $38680.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      78776 | PA      | $78700.68      | 0.00%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $23457.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-5107.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $106524.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |          1 | NC      | $24743.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |          1 | NC      | $-14559.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |          1 | NC      | $517067.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |          1 | NC      | $1833.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |          1 | NC      | $-4484.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-6377.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -20 | NC      | $424.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     850000 | PA      | $852015.93     | 0.01%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -31 | NC      | $6628.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -168 | NC      | $-168463.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -24500000 | PA      | $-24789707.11  | -0.19%            | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2820 | NC      | $661696.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $108.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -264 | NC      | $3313.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1190 | NC      | $643596.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        430 | NC      | $-32333.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | EURO BUXL 30YR BOND DEC 25                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -42 | NC      | $-38251.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1623 | NC      | $1279192.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1466 | NC      | $1003693.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1395 | NC      | $1176108.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        478 | NC      | $487949.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -522 | NC      | $-312811.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1382 | NC      | $1667905.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1569 | NC      | $1706080.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                     | AUST 10YR BOND DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -344 | NC      | $448283.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                     | AUST 3YR BOND DEC 25                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -31 | NC      | $27717.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | ICE: (CDX.NA.HY.45.V1)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |  -35000000 | OU      | $355040.59     | 0.00%             |  |  |  | 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