# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-002176
**Filing Date:** 2023-1
**Character Count:** 2492072
**Document Hash:** c29b67aa1cba80ed3ed6fc1a45c6cb7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002176.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002176

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757
- **IRS NUMBER:** 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:** 23546582

**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           |
| C000216709 | Multi-Manager Total Return Bond Strategies Fund Institutional 3 Class | CTREX           |

## Nport-Ex

![](img737543a71.jpg)

First Quarter Report<br> November 30, 2022 (Unaudited)

![](img949d84c62.jpg)

Multi-Manager Total Return Bond Strategies Fund

Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value

------

## Portfolio of Investments<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 11.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 11.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 11.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 11.4%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A |
| &nbsp;&nbsp;08/17/2026 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;2510000 | &nbsp;&nbsp;&nbsp;&nbsp;2366180 |
| &nbsp;&nbsp;Series 2022-A Class A | &nbsp;&nbsp;Series 2022-A Class A | &nbsp;&nbsp;Series 2022-A Class A | &nbsp;&nbsp;Series 2022-A Class A |
| &nbsp;&nbsp;05/17/2027 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497560 |
| &nbsp;&nbsp;AGL CLO 11 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 11 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 11 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 11 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-11A Class AJ | &nbsp;&nbsp;Series 2021-11A Class AJ | &nbsp;&nbsp;Series 2021-11A Class AJ | &nbsp;&nbsp;Series 2021-11A Class AJ |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 04/15/2034 | &nbsp;&nbsp;5.429% | 12200000 | &nbsp;&nbsp;11550118 |
| &nbsp;&nbsp;AGL CLO 12 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 12 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 12 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO 12 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-12A Class C | &nbsp;&nbsp;Series 2021-12A Class C | &nbsp;&nbsp;Series 2021-12A Class C | &nbsp;&nbsp;Series 2021-12A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 07/20/2034 | &nbsp;&nbsp;6.093% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921542 |
| &nbsp;&nbsp;AGL CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AGL CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-13A Class A1 | &nbsp;&nbsp;Series 2021-13A Class A1 | &nbsp;&nbsp;Series 2021-13A Class A1 | &nbsp;&nbsp;Series 2021-13A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.160%<br> Floor 1.160%<br> 10/20/2034 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;5250000 | &nbsp;&nbsp;&nbsp;&nbsp;5074073 |
| &nbsp;&nbsp;AIG CLO<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 04/22/2034 | &nbsp;&nbsp;6.075% | &nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1619333 |
| &nbsp;&nbsp;AIG CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIG CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 10/25/2033 | &nbsp;&nbsp;5.458% | 12500000 | &nbsp;&nbsp;12186162 |
| &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.170%<br> Floor 1.170%<br> 07/20/2034 | &nbsp;&nbsp;5.413% | &nbsp;&nbsp;6950000 | &nbsp;&nbsp;&nbsp;&nbsp;6731131 |
| &nbsp;&nbsp;AIMCO CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIMCO CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIMCO CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;AIMCO CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-11A Class AR | &nbsp;&nbsp;Series 2020-11A Class AR | &nbsp;&nbsp;Series 2020-11A Class AR | &nbsp;&nbsp;Series 2020-11A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.130%<br> Floor 1.130%<br> 10/17/2034 | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3876228 |
| &nbsp;&nbsp;Allegro CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Allegro CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Allegro CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Allegro CLO VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 06/13/2031 | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7341180 |
| &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C |
| &nbsp;&nbsp;12/14/2026 | &nbsp;&nbsp;1.310% | &nbsp;&nbsp;1904786 | &nbsp;&nbsp;&nbsp;&nbsp;1866501 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;02/13/2026 | &nbsp;&nbsp;0.660% | &nbsp;&nbsp;1564422 | &nbsp;&nbsp;&nbsp;&nbsp;1556564 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2022-4 Class C | &nbsp;&nbsp;Subordinated Series 2022-4 Class C | &nbsp;&nbsp;Subordinated Series 2022-4 Class C | &nbsp;&nbsp;Subordinated Series 2022-4 Class C |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;7.860% | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583716 |
| &nbsp;&nbsp;Americredit Automobile Receivables Trust | &nbsp;&nbsp;Americredit Automobile Receivables Trust | &nbsp;&nbsp;Americredit Automobile Receivables Trust | &nbsp;&nbsp;Americredit Automobile Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B |
| &nbsp;&nbsp;04/19/2027 | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;2175000 | &nbsp;&nbsp;&nbsp;&nbsp;2083960 |
| &nbsp;&nbsp;AmeriCredit Automobile Receivables Trust | &nbsp;&nbsp;AmeriCredit Automobile Receivables Trust | &nbsp;&nbsp;AmeriCredit Automobile Receivables Trust | &nbsp;&nbsp;AmeriCredit Automobile Receivables Trust |
| &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D |
| &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906001 |
| &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D |
| &nbsp;&nbsp;03/18/2026 | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463435 |
| &nbsp;&nbsp;Series 2021-2 Class B | &nbsp;&nbsp;Series 2021-2 Class B | &nbsp;&nbsp;Series 2021-2 Class B | &nbsp;&nbsp;Series 2021-2 Class B |
| &nbsp;&nbsp;01/19/2027 | &nbsp;&nbsp;0.690% | &nbsp;&nbsp;2380000 | &nbsp;&nbsp;&nbsp;&nbsp;2214737 |
| &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 |
| &nbsp;&nbsp;04/18/2028 | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;2090000 | &nbsp;&nbsp;&nbsp;&nbsp;2044966 |
| &nbsp;&nbsp;Subordinated Series 2019-1 Class D | &nbsp;&nbsp;Subordinated Series 2019-1 Class D | &nbsp;&nbsp;Subordinated Series 2019-1 Class D | &nbsp;&nbsp;Subordinated Series 2019-1 Class D |
| &nbsp;&nbsp;03/18/2025 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2204382 |
| &nbsp;&nbsp;Subordinated Series 2019-3 Class D | &nbsp;&nbsp;Subordinated Series 2019-3 Class D | &nbsp;&nbsp;Subordinated Series 2019-3 Class D | &nbsp;&nbsp;Subordinated Series 2019-3 Class D |
| &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;1407381 |
| &nbsp;&nbsp;Subordinated Series 2020-2 Class B | &nbsp;&nbsp;Subordinated Series 2020-2 Class B | &nbsp;&nbsp;Subordinated Series 2020-2 Class B | &nbsp;&nbsp;Subordinated Series 2020-2 Class B |
| &nbsp;&nbsp;02/18/2026 | &nbsp;&nbsp;0.970% | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526361 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C |
| &nbsp;&nbsp;01/19/2027 | &nbsp;&nbsp;1.010% | &nbsp;&nbsp;2905000 | &nbsp;&nbsp;&nbsp;&nbsp;2636866 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C |
| &nbsp;&nbsp;08/18/2027 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;3080000 | &nbsp;&nbsp;&nbsp;&nbsp;2793436 |
| &nbsp;&nbsp;Anchorage Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Anchorage Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Anchorage Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Anchorage Capital CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.250%<br> 10/13/2030 | &nbsp;&nbsp;5.191% | &nbsp;&nbsp;5250000 | &nbsp;&nbsp;&nbsp;&nbsp;5177944 |
| &nbsp;&nbsp;Series 2016-8A Class AR2 | &nbsp;&nbsp;Series 2016-8A Class AR2 | &nbsp;&nbsp;Series 2016-8A Class AR2 | &nbsp;&nbsp;Series 2016-8A Class AR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 10/27/2034 | &nbsp;&nbsp;5.558% | 11500000 | &nbsp;&nbsp;11116095 |
| &nbsp;&nbsp;Series 2021-21A Class B | &nbsp;&nbsp;Series 2021-21A Class B | &nbsp;&nbsp;Series 2021-21A Class B | &nbsp;&nbsp;Series 2021-21A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 10/20/2034 | &nbsp;&nbsp;4.460% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9591680 |
| &nbsp;&nbsp;Apidos CLO XXII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXII<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-22A Class A1R | &nbsp;&nbsp;Series 2015-22A Class A1R | &nbsp;&nbsp;Series 2015-22A Class A1R | &nbsp;&nbsp;Series 2015-22A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.060%<br> Floor 1.060%<br> 04/20/2031 | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;6400000 | &nbsp;&nbsp;&nbsp;&nbsp;6284832 |
| &nbsp;&nbsp;Apidos CLO XXIV<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXIV<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXIV<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXIV<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-24A | &nbsp;&nbsp;Series 2016-24A | &nbsp;&nbsp;Series 2016-24A | &nbsp;&nbsp;Series 2016-24A |
| &nbsp;&nbsp;3-month USD LIBOR + 2.050%<br> Floor 2.050%<br> 10/20/2030 | &nbsp;&nbsp;6.293% | &nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp;2736124 |

---

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| | |
|:---|:---|
| 2 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I |
| &nbsp;&nbsp;06/07/2049 | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;1039500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983272 |
| &nbsp;&nbsp;Series 2019-1A Class AII | &nbsp;&nbsp;Series 2019-1A Class AII | &nbsp;&nbsp;Series 2019-1A Class AII | &nbsp;&nbsp;Series 2019-1A Class AII |
| &nbsp;&nbsp;06/07/2049 | &nbsp;&nbsp;4.723% | &nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450713 |
| &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A |
| &nbsp;&nbsp;07/17/2046 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;764595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718654 |
| &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A |
| &nbsp;&nbsp;07/17/2046 | &nbsp;&nbsp;1.540% | &nbsp;&nbsp;2208025 | &nbsp;&nbsp;&nbsp;&nbsp;2011485 |
| &nbsp;&nbsp;ArrowMark Colorado Holdings<sup>(a),(b)</sup> | &nbsp;&nbsp;ArrowMark Colorado Holdings<sup>(a),(b)</sup> | &nbsp;&nbsp;ArrowMark Colorado Holdings<sup>(a),(b)</sup> | &nbsp;&nbsp;ArrowMark Colorado Holdings<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-6A Class A1 | &nbsp;&nbsp;Series 2017-6A Class A1 | &nbsp;&nbsp;Series 2017-6A Class A1 | &nbsp;&nbsp;Series 2017-6A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.280%<br> 07/15/2029 | &nbsp;&nbsp;5.359% | &nbsp;&nbsp;1866065 | &nbsp;&nbsp;&nbsp;&nbsp;1838315 |
| &nbsp;&nbsp;Atrium XII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XII<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012A Class AR | &nbsp;&nbsp;Series 2012A Class AR | &nbsp;&nbsp;Series 2012A Class AR | &nbsp;&nbsp;Series 2012A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 0.830%<br> 04/22/2027 | &nbsp;&nbsp;5.155% | 12547323 | &nbsp;&nbsp;12408136 |
| &nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup> | &nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup> | &nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup> | &nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105438 |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;02/20/2027 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1433888 |
| &nbsp;&nbsp;Series 2022-5A Class A | &nbsp;&nbsp;Series 2022-5A Class A | &nbsp;&nbsp;Series 2022-5A Class A | &nbsp;&nbsp;Series 2022-5A Class A |
| &nbsp;&nbsp;04/20/2027 | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;3240000 | &nbsp;&nbsp;&nbsp;&nbsp;3238851 |
| &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-3A Class AR | &nbsp;&nbsp;Series 2019-3A Class AR | &nbsp;&nbsp;Series 2019-3A Class AR | &nbsp;&nbsp;Series 2019-3A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.160%<br> Floor 1.160%<br> 10/21/2034 | &nbsp;&nbsp;5.438% | 17250000 | &nbsp;&nbsp;16636555 |
| &nbsp;&nbsp;Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class AR | &nbsp;&nbsp;Series 2020-1A Class AR | &nbsp;&nbsp;Series 2020-1A Class AR | &nbsp;&nbsp;Series 2020-1A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.120%<br> Floor 1.120%<br> 01/20/2032 | &nbsp;&nbsp;3.830% | 13750000 | &nbsp;&nbsp;13461855 |
| &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.010%<br> Floor 1.010%<br> 10/15/2033 | &nbsp;&nbsp;5.089% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7336350 |
| &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.220%<br> Floor 1.220%<br> 01/20/2032 | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6380601 |
| &nbsp;&nbsp;Beacon Container Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Beacon Container Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Beacon Container Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Beacon Container Finance II LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;10/22/2046 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2140000 | &nbsp;&nbsp;&nbsp;&nbsp;1787008 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-10A Class BRR | &nbsp;&nbsp;Series 2016-10A Class BRR | &nbsp;&nbsp;Series 2016-10A Class BRR | &nbsp;&nbsp;Series 2016-10A Class BRR |
| &nbsp;&nbsp;3-month USD LIBOR + 2.150%<br> Floor 2.150%<br> 04/20/2034 | &nbsp;&nbsp;6.393% | &nbsp;&nbsp;2810000 | &nbsp;&nbsp;&nbsp;&nbsp;2615393 |
| &nbsp;&nbsp;BHG Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;BHG Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;BHG Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;BHG Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-C Class A | &nbsp;&nbsp;Series 2022-C Class A | &nbsp;&nbsp;Series 2022-C Class A | &nbsp;&nbsp;Series 2022-C Class A |
| &nbsp;&nbsp;10/17/2035 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;&nbsp;&nbsp;920248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911764 |
| &nbsp;&nbsp;BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-28A Class C | &nbsp;&nbsp;Series 2021-28A Class C | &nbsp;&nbsp;Series 2021-28A Class C | &nbsp;&nbsp;Series 2021-28A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 04/15/2034 | &nbsp;&nbsp;6.079% | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1200258 |
| &nbsp;&nbsp;BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-31A Class A2 | &nbsp;&nbsp;Series 2021-31A Class A2 | &nbsp;&nbsp;Series 2021-31A Class A2 | &nbsp;&nbsp;Series 2021-31A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 04/19/2034 | &nbsp;&nbsp;5.627% | &nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp;&nbsp;3436542 |
| &nbsp;&nbsp;BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-2A Class A1AR | &nbsp;&nbsp;Series 2017-2A Class A1AR | &nbsp;&nbsp;Series 2017-2A Class A1AR | &nbsp;&nbsp;Series 2017-2A Class A1AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.000%<br> 10/20/2030 | &nbsp;&nbsp;3.710% | 11500000 | &nbsp;&nbsp;11312757 |
| &nbsp;&nbsp;Bojangles Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Bojangles Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Bojangles Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Bojangles Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class A2 | &nbsp;&nbsp;Series 2020-1A Class A2 | &nbsp;&nbsp;Series 2020-1A Class A2 | &nbsp;&nbsp;Series 2020-1A Class A2 |
| &nbsp;&nbsp;10/20/2050 | &nbsp;&nbsp;3.832% | &nbsp;&nbsp;1588000 | &nbsp;&nbsp;&nbsp;&nbsp;1417760 |
| &nbsp;&nbsp;Canyon Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Canyon Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Canyon Capital CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Canyon Capital CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 04/15/2032 | &nbsp;&nbsp;5.179% | 17500000 | &nbsp;&nbsp;17108542 |
| &nbsp;&nbsp;CARDS II Trust<sup>(a)</sup> | &nbsp;&nbsp;CARDS II Trust<sup>(a)</sup> | &nbsp;&nbsp;CARDS II Trust<sup>(a)</sup> | &nbsp;&nbsp;CARDS II Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;0.931% | &nbsp;&nbsp;2850000 | &nbsp;&nbsp;&nbsp;&nbsp;2678540 |
| &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-3A Class A1AR | &nbsp;&nbsp;Series 2013-3A Class A1AR | &nbsp;&nbsp;Series 2013-3A Class A1AR | &nbsp;&nbsp;Series 2013-3A Class A1AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 10/15/2030 | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;3975454 | &nbsp;&nbsp;&nbsp;&nbsp;3917770 |
| &nbsp;&nbsp;Series 2014-3RA Class A1A | &nbsp;&nbsp;Series 2014-3RA Class A1A | &nbsp;&nbsp;Series 2014-3RA Class A1A | &nbsp;&nbsp;Series 2014-3RA Class A1A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.050%<br> 07/27/2031 | &nbsp;&nbsp;5.408% | 21572361 | &nbsp;&nbsp;21168052 |
| &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-2A Class A2R | &nbsp;&nbsp;Series 2017-2A Class A2R | &nbsp;&nbsp;Series 2017-2A Class A2R | &nbsp;&nbsp;Series 2017-2A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.600%<br> Floor 1.600%<br> 07/20/2031 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;1980634 |
| &nbsp;&nbsp;Series 2020-1A Class BR | &nbsp;&nbsp;Series 2020-1A Class BR | &nbsp;&nbsp;Series 2020-1A Class BR | &nbsp;&nbsp;Series 2020-1A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 07/20/2034 | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1154810 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>3</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust |
| &nbsp;&nbsp;Series 2019-2 Class C | &nbsp;&nbsp;Series 2019-2 Class C | &nbsp;&nbsp;Series 2019-2 Class C | &nbsp;&nbsp;Series 2019-2 Class C |
| &nbsp;&nbsp;02/18/2025 | &nbsp;&nbsp;3.160% | 3270000 | &nbsp;&nbsp;3242244 |
| &nbsp;&nbsp;Carvana Auto Receivables Trust | &nbsp;&nbsp;Carvana Auto Receivables Trust | &nbsp;&nbsp;Carvana Auto Receivables Trust | &nbsp;&nbsp;Carvana Auto Receivables Trust |
| &nbsp;&nbsp;Series 2021-N2 Class B | &nbsp;&nbsp;Series 2021-N2 Class B | &nbsp;&nbsp;Series 2021-N2 Class B | &nbsp;&nbsp;Series 2021-N2 Class B |
| &nbsp;&nbsp;03/10/2028 | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;529160 | &nbsp;&nbsp;&nbsp;&nbsp;488993 |
| &nbsp;&nbsp;Series 2021-P4 Class A3 | &nbsp;&nbsp;Series 2021-P4 Class A3 | &nbsp;&nbsp;Series 2021-P4 Class A3 | &nbsp;&nbsp;Series 2021-P4 Class A3 |
| &nbsp;&nbsp;01/11/2027 | &nbsp;&nbsp;1.310% | 6320000 | &nbsp;&nbsp;5984878 |
| &nbsp;&nbsp;Series 2022-P3 Class A3 | &nbsp;&nbsp;Series 2022-P3 Class A3 | &nbsp;&nbsp;Series 2022-P3 Class A3 | &nbsp;&nbsp;Series 2022-P3 Class A3 |
| &nbsp;&nbsp;11/10/2027 | &nbsp;&nbsp;4.610% | 1165000 | &nbsp;&nbsp;1132738 |
| &nbsp;&nbsp;Subordinated Series 2021-N4 Class C | &nbsp;&nbsp;Subordinated Series 2021-N4 Class C | &nbsp;&nbsp;Subordinated Series 2021-N4 Class C | &nbsp;&nbsp;Subordinated Series 2021-N4 Class C |
| &nbsp;&nbsp;09/11/2028 | &nbsp;&nbsp;1.720% | 1795000 | &nbsp;&nbsp;1715264 |
| &nbsp;&nbsp;Chancelight, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;Chancelight, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;Chancelight, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;Chancelight, Inc.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.730%<br> Floor 0.730%<br> 04/25/2039 | &nbsp;&nbsp;4.746% | &nbsp;&nbsp;&nbsp;355616 | &nbsp;&nbsp;&nbsp;&nbsp;354705 |
| &nbsp;&nbsp;CIFC Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding IV Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-4A Class BR2 | &nbsp;&nbsp;Series 2015-4A Class BR2 | &nbsp;&nbsp;Series 2015-4A Class BR2 | &nbsp;&nbsp;Series 2015-4A Class BR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.900%<br> Floor 1.900%<br> 04/20/2034 | &nbsp;&nbsp;6.143% | 6300000 | &nbsp;&nbsp;5846696 |
| &nbsp;&nbsp;CIFC Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;CIFC Funding Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 01/16/2033 | &nbsp;&nbsp;5.829% | 2000000 | &nbsp;&nbsp;1912968 |
| &nbsp;&nbsp;CIT Education Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIT Education Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIT Education Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIT Education Loan Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2007-1 Class B | &nbsp;&nbsp;Series 2007-1 Class B | &nbsp;&nbsp;Series 2007-1 Class B | &nbsp;&nbsp;Series 2007-1 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 0.300%<br> Floor 0.300%<br> 06/25/2042 | &nbsp;&nbsp;3.941% | &nbsp;&nbsp;&nbsp;429660 | &nbsp;&nbsp;&nbsp;&nbsp;401652 |
| &nbsp;&nbsp;CLI Funding VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;CLI Funding VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;CLI Funding VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;CLI Funding VIII LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1A Class A1 | &nbsp;&nbsp;Series 2022-1A Class A1 | &nbsp;&nbsp;Series 2022-1A Class A1 | &nbsp;&nbsp;Series 2022-1A Class A1 |
| &nbsp;&nbsp;01/18/2047 | &nbsp;&nbsp;2.720% | 2774400 | &nbsp;&nbsp;2331109 |
| &nbsp;&nbsp;Commonbond Student Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Commonbond Student Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Commonbond Student Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Commonbond Student Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-CGS Class B | &nbsp;&nbsp;Series 2018-CGS Class B | &nbsp;&nbsp;Series 2018-CGS Class B | &nbsp;&nbsp;Series 2018-CGS Class B |
| &nbsp;&nbsp;02/25/2046 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;173196 | &nbsp;&nbsp;&nbsp;&nbsp;166593 |
| &nbsp;&nbsp;Series 2020-AGS Class A | &nbsp;&nbsp;Series 2020-AGS Class A | &nbsp;&nbsp;Series 2020-AGS Class A | &nbsp;&nbsp;Series 2020-AGS Class A |
| &nbsp;&nbsp;08/25/2050 | &nbsp;&nbsp;1.980% | 1134519 | &nbsp;&nbsp;1001322 |
| &nbsp;&nbsp;Credit Acceptance Auto Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Credit Acceptance Auto Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Credit Acceptance Auto Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Credit Acceptance Auto Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;07/16/2029 | &nbsp;&nbsp;1.370% | 1285942 | &nbsp;&nbsp;1267828 |
| &nbsp;&nbsp;Series 2020-3A Class B | &nbsp;&nbsp;Series 2020-3A Class B | &nbsp;&nbsp;Series 2020-3A Class B | &nbsp;&nbsp;Series 2020-3A Class B |
| &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;1.770% | 2105000 | &nbsp;&nbsp;2102250 |
| &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;1.000% | 2125000 | &nbsp;&nbsp;2000767 |
| &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;1.260% | 1890000 | &nbsp;&nbsp;1758060 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A |
| &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;6.570% | &nbsp;&nbsp;6030000 | &nbsp;&nbsp;&nbsp;&nbsp;6049648 |
| &nbsp;&nbsp;Crown Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Crown Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Crown Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Crown Point CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-11A Class A | &nbsp;&nbsp;Series 2021-11A Class A | &nbsp;&nbsp;Series 2021-11A Class A | &nbsp;&nbsp;Series 2021-11A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.120%<br> Floor 1.120%<br> 01/17/2034 | &nbsp;&nbsp;5.199% | 14250000 | &nbsp;&nbsp;13879343 |
| &nbsp;&nbsp;DB Master Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;DB Master Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;DB Master Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;DB Master Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A2II | &nbsp;&nbsp;Series 2017-1A Class A2II | &nbsp;&nbsp;Series 2017-1A Class A2II | &nbsp;&nbsp;Series 2017-1A Class A2II |
| &nbsp;&nbsp;11/20/2047 | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;1190625 | &nbsp;&nbsp;&nbsp;&nbsp;1077364 |
| &nbsp;&nbsp;Series 2019-1A Class A23 | &nbsp;&nbsp;Series 2019-1A Class A23 | &nbsp;&nbsp;Series 2019-1A Class A23 | &nbsp;&nbsp;Series 2019-1A Class A23 |
| &nbsp;&nbsp;05/20/2049 | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;1161000 | &nbsp;&nbsp;&nbsp;&nbsp;1043941 |
| &nbsp;&nbsp;Series 2019-1A Class A2II | &nbsp;&nbsp;Series 2019-1A Class A2II | &nbsp;&nbsp;Series 2019-1A Class A2II | &nbsp;&nbsp;Series 2019-1A Class A2II |
| &nbsp;&nbsp;05/20/2049 | &nbsp;&nbsp;4.021% | &nbsp;&nbsp;&nbsp;&nbsp;628875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593263 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class A23 | &nbsp;&nbsp;Subordinated Series 2021-1A Class A23 | &nbsp;&nbsp;Subordinated Series 2021-1A Class A23 | &nbsp;&nbsp;Subordinated Series 2021-1A Class A23 |
| &nbsp;&nbsp;11/20/2051 | &nbsp;&nbsp;2.791% | &nbsp;&nbsp;4356000 | &nbsp;&nbsp;&nbsp;&nbsp;3299130 |
| &nbsp;&nbsp;Diamond Resorts Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Diamond Resorts Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Diamond Resorts Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Diamond Resorts Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A |
| &nbsp;&nbsp;01/21/2031 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;703836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682150 |
| &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A2I | &nbsp;&nbsp;Series 2018-1A Class A2I | &nbsp;&nbsp;Series 2018-1A Class A2I | &nbsp;&nbsp;Series 2018-1A Class A2I |
| &nbsp;&nbsp;07/25/2048 | &nbsp;&nbsp;4.116% | &nbsp;&nbsp;1440000 | &nbsp;&nbsp;&nbsp;&nbsp;1348501 |
| &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II |
| &nbsp;&nbsp;04/25/2051 | &nbsp;&nbsp;3.151% | &nbsp;&nbsp;3152000 | &nbsp;&nbsp;&nbsp;&nbsp;2504059 |
| &nbsp;&nbsp;Donlen Fleet Lease Funding 2 LLC<sup>(a)</sup> | &nbsp;&nbsp;Donlen Fleet Lease Funding 2 LLC<sup>(a)</sup> | &nbsp;&nbsp;Donlen Fleet Lease Funding 2 LLC<sup>(a)</sup> | &nbsp;&nbsp;Donlen Fleet Lease Funding 2 LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-2 Class A2 | &nbsp;&nbsp;Series 2021-2 Class A2 | &nbsp;&nbsp;Series 2021-2 Class A2 | &nbsp;&nbsp;Series 2021-2 Class A2 |
| &nbsp;&nbsp;12/11/2034 | &nbsp;&nbsp;0.560% | &nbsp;&nbsp;2766130 | &nbsp;&nbsp;&nbsp;&nbsp;2672269 |
| &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;0.650% | &nbsp;&nbsp;&nbsp;&nbsp;395574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394952 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;0.580% | &nbsp;&nbsp;3255000 | &nbsp;&nbsp;&nbsp;&nbsp;3209864 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;1.110% | &nbsp;&nbsp;2745000 | &nbsp;&nbsp;&nbsp;&nbsp;2649834 |
| &nbsp;&nbsp;Driven Brands Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Driven Brands Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Driven Brands Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Driven Brands Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 |
| &nbsp;&nbsp;04/20/2049 | &nbsp;&nbsp;4.641% | &nbsp;&nbsp;1732500 | &nbsp;&nbsp;&nbsp;&nbsp;1553067 |
| &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-86A Class CR | &nbsp;&nbsp;Series 2020-86A Class CR | &nbsp;&nbsp;Series 2020-86A Class CR | &nbsp;&nbsp;Series 2020-86A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 07/17/2034 | &nbsp;&nbsp;6.079% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2775117 |
| &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-75A Class AR2 | &nbsp;&nbsp;Series 2019-75A Class AR2 | &nbsp;&nbsp;Series 2019-75A Class AR2 | &nbsp;&nbsp;Series 2019-75A Class AR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.040%<br> Floor 1.040%<br> 04/15/2034 | &nbsp;&nbsp;5.119% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3863956 |

---

---

| | |
|:---|:---|
| 4 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2019-75A Class CR2 | &nbsp;&nbsp;Series 2019-75A Class CR2 | &nbsp;&nbsp;Series 2019-75A Class CR2 | &nbsp;&nbsp;Series 2019-75A Class CR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.800%<br> Floor 1.800%<br> 04/15/2034 | &nbsp;&nbsp;5.879% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4573145 |
| &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C |
| &nbsp;&nbsp;03/16/2026 | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;&nbsp;&nbsp;941419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929459 |
| &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;0.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51862 |
| &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;0.810% | &nbsp;&nbsp;1795000 | &nbsp;&nbsp;&nbsp;&nbsp;1750118 |
| &nbsp;&nbsp;Subordinated Series 2021-4A Class C | &nbsp;&nbsp;Subordinated Series 2021-4A Class C | &nbsp;&nbsp;Subordinated Series 2021-4A Class C | &nbsp;&nbsp;Subordinated Series 2021-4A Class C |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2550000 | &nbsp;&nbsp;&nbsp;&nbsp;2397593 |
| &nbsp;&nbsp;Subordinated Series 2022-2A Class B | &nbsp;&nbsp;Subordinated Series 2022-2A Class B | &nbsp;&nbsp;Subordinated Series 2022-2A Class B | &nbsp;&nbsp;Subordinated Series 2022-2A Class B |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;4445000 | &nbsp;&nbsp;&nbsp;&nbsp;4299165 |
| &nbsp;&nbsp;Subordinated Series 2022-3A Class B | &nbsp;&nbsp;Subordinated Series 2022-3A Class B | &nbsp;&nbsp;Subordinated Series 2022-3A Class B | &nbsp;&nbsp;Subordinated Series 2022-3A Class B |
| &nbsp;&nbsp;07/17/2028 | &nbsp;&nbsp;6.740% | &nbsp;&nbsp;3155000 | &nbsp;&nbsp;&nbsp;&nbsp;3160218 |
| &nbsp;&nbsp;Eaton Vance CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eaton Vance CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eaton Vance CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eaton Vance CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 04/15/2031 | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;4670000 | &nbsp;&nbsp;&nbsp;&nbsp;4568385 |
| &nbsp;&nbsp;Education Loan Asset-Backed Trust I<sup>(a),(b)</sup> | &nbsp;&nbsp;Education Loan Asset-Backed Trust I<sup>(a),(b)</sup> | &nbsp;&nbsp;Education Loan Asset-Backed Trust I<sup>(a),(b)</sup> | &nbsp;&nbsp;Education Loan Asset-Backed Trust I<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-1 Class A2 | &nbsp;&nbsp;Series 2013-1 Class A2 | &nbsp;&nbsp;Series 2013-1 Class A2 | &nbsp;&nbsp;Series 2013-1 Class A2 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.800%<br> Floor 0.800%<br> 04/26/2032 | &nbsp;&nbsp;4.816% | &nbsp;&nbsp;2518792 | &nbsp;&nbsp;&nbsp;&nbsp;2488341 |
| &nbsp;&nbsp;EFS Volunteer No. 2 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;EFS Volunteer No. 2 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;EFS Volunteer No. 2 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;EFS Volunteer No. 2 LLC<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012-1 Class A2 | &nbsp;&nbsp;Series 2012-1 Class A2 | &nbsp;&nbsp;Series 2012-1 Class A2 | &nbsp;&nbsp;Series 2012-1 Class A2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 03/25/2036 | &nbsp;&nbsp;5.366% | &nbsp;&nbsp;1188880 | &nbsp;&nbsp;&nbsp;&nbsp;1172972 |
| &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-A Class A | &nbsp;&nbsp;Series 2019-A Class A | &nbsp;&nbsp;Series 2019-A Class A | &nbsp;&nbsp;Series 2019-A Class A |
| &nbsp;&nbsp;03/25/2044 | &nbsp;&nbsp;2.540% | &nbsp;&nbsp;&nbsp;&nbsp;793583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729429 |
| &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;ELFI Graduate Loan Program LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-A Class B | &nbsp;&nbsp;Subordinated Series 2019-A Class B | &nbsp;&nbsp;Subordinated Series 2019-A Class B | &nbsp;&nbsp;Subordinated Series 2019-A Class B |
| &nbsp;&nbsp;03/25/2044 | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp;411012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371844 |
| &nbsp;&nbsp;Ellington CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ellington CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ellington CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ellington CLO II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 02/15/2029 | &nbsp;&nbsp;6.306% | &nbsp;&nbsp;6356218 | &nbsp;&nbsp;&nbsp;&nbsp;6295376 |
| &nbsp;&nbsp;Elmwood CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR | &nbsp;&nbsp;Series 2019-2A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 04/20/2034 | &nbsp;&nbsp;5.393% | 27250000 | &nbsp;&nbsp;26493540 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Elmwood CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Elmwood CLO VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A | &nbsp;&nbsp;Series 2020-4A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.390%<br> Floor 1.390%<br> 01/17/2034 | &nbsp;&nbsp;5.469% | 2000000 | &nbsp;&nbsp;1965968 |
| &nbsp;&nbsp;Enterprise Fleet Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Enterprise Fleet Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Enterprise Fleet Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Enterprise Fleet Financing LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-3 Class A2 | &nbsp;&nbsp;Series 2022-3 Class A2 | &nbsp;&nbsp;Series 2022-3 Class A2 | &nbsp;&nbsp;Series 2022-3 Class A2 |
| &nbsp;&nbsp;07/20/2029 | &nbsp;&nbsp;4.380% | 1175000 | &nbsp;&nbsp;1145194 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;3.280% | &nbsp;&nbsp;&nbsp;566471 | &nbsp;&nbsp;&nbsp;&nbsp;563122 |
| &nbsp;&nbsp;Subordinated Series 2022-1A Class E | &nbsp;&nbsp;Subordinated Series 2022-1A Class E | &nbsp;&nbsp;Subordinated Series 2022-1A Class E | &nbsp;&nbsp;Subordinated Series 2022-1A Class E |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;5.020% | 2900000 | &nbsp;&nbsp;2418440 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust |
| &nbsp;&nbsp;Series 2022-3A Class B | &nbsp;&nbsp;Series 2022-3A Class B | &nbsp;&nbsp;Series 2022-3A Class B | &nbsp;&nbsp;Series 2022-3A Class B |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;4.860% | 3815000 | &nbsp;&nbsp;3748927 |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;1.320% | &nbsp;&nbsp;&nbsp;357475 | &nbsp;&nbsp;&nbsp;&nbsp;352371 |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;382007 |
| &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;0.570% | 1156453 | &nbsp;&nbsp;1144141 |
| &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;0.690% | 2640000 | &nbsp;&nbsp;2587979 |
| &nbsp;&nbsp;Subordinated Series 2021-4 Class B | &nbsp;&nbsp;Subordinated Series 2021-4 Class B | &nbsp;&nbsp;Subordinated Series 2021-4 Class B | &nbsp;&nbsp;Subordinated Series 2021-4 Class B |
| &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;1.050% | 4250000 | &nbsp;&nbsp;4103570 |
| &nbsp;&nbsp;SubordinatedSeries 2022-5A Class B | &nbsp;&nbsp;SubordinatedSeries 2022-5A Class B | &nbsp;&nbsp;SubordinatedSeries 2022-5A Class B | &nbsp;&nbsp;SubordinatedSeries 2022-5A Class B |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.970% | 4890000 | &nbsp;&nbsp;4867845 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(d)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(d)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(d)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(d)</sup> |
| &nbsp;&nbsp;Series 2022-6 Class B | &nbsp;&nbsp;Series 2022-6 Class B | &nbsp;&nbsp;Series 2022-6 Class B | &nbsp;&nbsp;Series 2022-6 Class B |
| &nbsp;&nbsp;08/16/2027 | &nbsp;&nbsp;6.650% | 1540000 | &nbsp;&nbsp;1539916 |
| &nbsp;&nbsp;Flagship Credit Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;Flagship Credit Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;Flagship Credit Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;Flagship Credit Auto Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2 Class C | &nbsp;&nbsp;Series 2020-2 Class C | &nbsp;&nbsp;Series 2020-2 Class C | &nbsp;&nbsp;Series 2020-2 Class C |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;204185 | &nbsp;&nbsp;&nbsp;&nbsp;202650 |
| &nbsp;&nbsp;Series 2022-4 Class A3 | &nbsp;&nbsp;Series 2022-4 Class A3 | &nbsp;&nbsp;Series 2022-4 Class A3 | &nbsp;&nbsp;Series 2022-4 Class A3 |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;6.320% | 3475000 | &nbsp;&nbsp;3476710 |
| &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B |
| &nbsp;&nbsp;02/17/2025 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;270840 | &nbsp;&nbsp;&nbsp;&nbsp;270267 |
| &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C |
| &nbsp;&nbsp;02/16/2027 | &nbsp;&nbsp;1.280% | &nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;559255 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;0.930% | 1800000 | &nbsp;&nbsp;1728739 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;0.950% | 1325000 | &nbsp;&nbsp;1242781 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>5</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Flatiron CLO 21 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Flatiron CLO 21 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Flatiron CLO 21 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Flatiron CLO 21 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 07/19/2034 | &nbsp;&nbsp;6.077% | 2000000 | &nbsp;&nbsp;1850050 |
| &nbsp;&nbsp;Ford Credit Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Ford Credit Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Ford Credit Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;Ford Credit Auto Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;3.190% | 7110000 | &nbsp;&nbsp;6805758 |
| &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A |
| &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;1.370% | 3415000 | &nbsp;&nbsp;3034892 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C |
| &nbsp;&nbsp;05/15/2034 | &nbsp;&nbsp;2.110% | 3900000 | &nbsp;&nbsp;3379014 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D |
| &nbsp;&nbsp;05/15/2034 | &nbsp;&nbsp;2.600% | 2300000 | &nbsp;&nbsp;1952977 |
| &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;1.830% | 2405000 | &nbsp;&nbsp;2292305 |
| &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 | &nbsp;&nbsp;Series 2022-2 Class A3 |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.590% | 2130000 | &nbsp;&nbsp;2080671 |
| &nbsp;&nbsp;Global SC Finance II SRL<sup>(a)</sup> | &nbsp;&nbsp;Global SC Finance II SRL<sup>(a)</sup> | &nbsp;&nbsp;Global SC Finance II SRL<sup>(a)</sup> | &nbsp;&nbsp;Global SC Finance II SRL<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2014-1A Class A2 | &nbsp;&nbsp;Series 2014-1A Class A2 | &nbsp;&nbsp;Series 2014-1A Class A2 | &nbsp;&nbsp;Series 2014-1A Class A2 |
| &nbsp;&nbsp;07/17/2029 | &nbsp;&nbsp;3.090% | &nbsp;&nbsp;&nbsp;634897 | &nbsp;&nbsp;&nbsp;&nbsp;609163 |
| &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-4A Class B | &nbsp;&nbsp;Subordinated Series 2019-4A Class B | &nbsp;&nbsp;Subordinated Series 2019-4A Class B | &nbsp;&nbsp;Subordinated Series 2019-4A Class B |
| &nbsp;&nbsp;09/16/2024 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp;63193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63122 |
| &nbsp;&nbsp;Subordinated Series 2020-4A Class C | &nbsp;&nbsp;Subordinated Series 2020-4A Class C | &nbsp;&nbsp;Subordinated Series 2020-4A Class C | &nbsp;&nbsp;Subordinated Series 2020-4A Class C |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;1.140% | 1461182 | &nbsp;&nbsp;1432396 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;&nbsp;451641 | &nbsp;&nbsp;&nbsp;&nbsp;450220 |
| &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B | &nbsp;&nbsp;Subordinated Series 2021-3A Class B |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;0.780% | 2060000 | &nbsp;&nbsp;1998480 |
| &nbsp;&nbsp;Subordinated Series 2021-4A Class B | &nbsp;&nbsp;Subordinated Series 2021-4A Class B | &nbsp;&nbsp;Subordinated Series 2021-4A Class B | &nbsp;&nbsp;Subordinated Series 2021-4A Class B |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;1.530% | 5855000 | &nbsp;&nbsp;5565545 |
| &nbsp;&nbsp;GM Financial Automobile Leasing Trust | &nbsp;&nbsp;GM Financial Automobile Leasing Trust | &nbsp;&nbsp;GM Financial Automobile Leasing Trust | &nbsp;&nbsp;GM Financial Automobile Leasing Trust |
| &nbsp;&nbsp;Subordinated Series 2022-3 Class C | &nbsp;&nbsp;Subordinated Series 2022-3 Class C | &nbsp;&nbsp;Subordinated Series 2022-3 Class C | &nbsp;&nbsp;Subordinated Series 2022-3 Class C |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;5.130% | 2350000 | &nbsp;&nbsp;2297845 |
| &nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust | &nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust | &nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust | &nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust |
| &nbsp;&nbsp;Series 2020-2 Class A3 | &nbsp;&nbsp;Series 2020-2 Class A3 | &nbsp;&nbsp;Series 2020-2 Class A3 | &nbsp;&nbsp;Series 2020-2 Class A3 |
| &nbsp;&nbsp;12/16/2024 | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;&nbsp;301350 | &nbsp;&nbsp;&nbsp;&nbsp;298340 |
| &nbsp;&nbsp;GMF Floorplan Owner Revolving Trust<sup>(a)</sup> | &nbsp;&nbsp;GMF Floorplan Owner Revolving Trust<sup>(a)</sup> | &nbsp;&nbsp;GMF Floorplan Owner Revolving Trust<sup>(a)</sup> | &nbsp;&nbsp;GMF Floorplan Owner Revolving Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;0.680% | 1115000 | &nbsp;&nbsp;1082665 |
| &nbsp;&nbsp;Goal Capital Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Goal Capital Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Goal Capital Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Goal Capital Funding Trust<sup>(b)</sup> |
| &nbsp;&nbsp;Series 2006-1 Class B | &nbsp;&nbsp;Series 2006-1 Class B | &nbsp;&nbsp;Series 2006-1 Class B | &nbsp;&nbsp;Series 2006-1 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 0.450%<br> Floor 0.450%<br> 08/25/2042 | &nbsp;&nbsp;5.149% | &nbsp;&nbsp;&nbsp;530667 | &nbsp;&nbsp;&nbsp;&nbsp;481927 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup> | &nbsp;&nbsp;GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup> | &nbsp;&nbsp;GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup> | &nbsp;&nbsp;GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-3CS Class A | &nbsp;&nbsp;Series 2021-3CS Class A | &nbsp;&nbsp;Series 2021-3CS Class A | &nbsp;&nbsp;Series 2021-3CS Class A |
| &nbsp;&nbsp;05/20/2048 | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3044668 | &nbsp;&nbsp;&nbsp;&nbsp;2178739 |
| &nbsp;&nbsp;Greenwood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greenwood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greenwood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greenwood Park CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.010%<br> Floor 1.010%<br> 04/15/2031 | &nbsp;&nbsp;5.089% | 15000000 | &nbsp;&nbsp;14704320 |
| &nbsp;&nbsp;Greywolf CLO III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO III Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-3RA Class A1R | &nbsp;&nbsp;Series 2020-3RA Class A1R | &nbsp;&nbsp;Series 2020-3RA Class A1R | &nbsp;&nbsp;Series 2020-3RA Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.290%<br> Floor 1.290%<br> 04/15/2033 | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6324636 |
| &nbsp;&nbsp;Greywolf CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Greywolf CLO VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-2A Class A1 | &nbsp;&nbsp;Series 2018-2A Class A1 | &nbsp;&nbsp;Series 2018-2A Class A1 | &nbsp;&nbsp;Series 2018-2A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.180%<br> Floor 1.180%<br> 10/20/2031 | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;6250000 | &nbsp;&nbsp;&nbsp;&nbsp;6134988 |
| &nbsp;&nbsp;Helios Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Helios Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Helios Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Helios Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A |
| &nbsp;&nbsp;06/20/2047 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;1060927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891252 |
| &nbsp;&nbsp;Henderson Receivables LLC<sup>(a)</sup> | &nbsp;&nbsp;Henderson Receivables LLC<sup>(a)</sup> | &nbsp;&nbsp;Henderson Receivables LLC<sup>(a)</sup> | &nbsp;&nbsp;Henderson Receivables LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2013-3A Class A | &nbsp;&nbsp;Series 2013-3A Class A | &nbsp;&nbsp;Series 2013-3A Class A | &nbsp;&nbsp;Series 2013-3A Class A |
| &nbsp;&nbsp;01/17/2073 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;1554549 | &nbsp;&nbsp;&nbsp;&nbsp;1408800 |
| &nbsp;&nbsp;Series 2014-2A Class A | &nbsp;&nbsp;Series 2014-2A Class A | &nbsp;&nbsp;Series 2014-2A Class A | &nbsp;&nbsp;Series 2014-2A Class A |
| &nbsp;&nbsp;01/17/2073 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;1952385 | &nbsp;&nbsp;&nbsp;&nbsp;1728022 |
| &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-2A Class C | &nbsp;&nbsp;Subordinated Series 2022-2A Class C | &nbsp;&nbsp;Subordinated Series 2022-2A Class C | &nbsp;&nbsp;Subordinated Series 2022-2A Class C |
| &nbsp;&nbsp;01/25/2037 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp;277783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267306 |
| &nbsp;&nbsp;HPS Loan Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;HPS Loan Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;HPS Loan Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;HPS Loan Management Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2010-A16 Class A1RR | &nbsp;&nbsp;Series 2010-A16 Class A1RR | &nbsp;&nbsp;Series 2010-A16 Class A1RR | &nbsp;&nbsp;Series 2010-A16 Class A1RR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.140%<br> Floor 1.140%<br> 04/20/2034 | &nbsp;&nbsp;5.383% | &nbsp;&nbsp;9750000 | &nbsp;&nbsp;&nbsp;&nbsp;9442621 |
| &nbsp;&nbsp;Series 2021-16A Class A1 | &nbsp;&nbsp;Series 2021-16A Class A1 | &nbsp;&nbsp;Series 2021-16A Class A1 | &nbsp;&nbsp;Series 2021-16A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.140%<br> Floor 1.140%<br> 01/23/2035 | &nbsp;&nbsp;5.465% | &nbsp;&nbsp;7300000 | &nbsp;&nbsp;&nbsp;&nbsp;7040719 |
| &nbsp;&nbsp;ICG US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ICG US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ICG US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ICG US CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-3A Class A1RR | &nbsp;&nbsp;Series 2014-3A Class A1RR | &nbsp;&nbsp;Series 2014-3A Class A1RR | &nbsp;&nbsp;Series 2014-3A Class A1RR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.030%<br> 04/25/2031 | &nbsp;&nbsp;5.388% | &nbsp;&nbsp;7232319 | &nbsp;&nbsp;&nbsp;&nbsp;7062858 |
| &nbsp;&nbsp;JG Wentworth XLIII LLC<sup>(a)</sup> | &nbsp;&nbsp;JG Wentworth XLIII LLC<sup>(a)</sup> | &nbsp;&nbsp;JG Wentworth XLIII LLC<sup>(a)</sup> | &nbsp;&nbsp;JG Wentworth XLIII LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;08/17/2071 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1006714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865234 |
| &nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-3 Class E | &nbsp;&nbsp;Series 2021-3 Class E | &nbsp;&nbsp;Series 2021-3 Class E | &nbsp;&nbsp;Series 2021-3 Class E |
| &nbsp;&nbsp;02/26/2029 | &nbsp;&nbsp;2.102% | &nbsp;&nbsp;&nbsp;&nbsp;471282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430337 |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D |
| &nbsp;&nbsp;09/25/2028 | &nbsp;&nbsp;1.174% | &nbsp;&nbsp;&nbsp;&nbsp;419404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402078 |

---

---

| | |
|:---|:---|
| 6 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D |
| &nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;1.138% | &nbsp;&nbsp;&nbsp;&nbsp;916520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866240 |
| &nbsp;&nbsp;Kayne CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 | &nbsp;&nbsp;Series 2019-6A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 01/20/2033 | &nbsp;&nbsp;6.093% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1445736 |
| &nbsp;&nbsp;Kayne Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Kayne Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 07/15/2031 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;1708885 |
| &nbsp;&nbsp;Series 2021-10A Class C | &nbsp;&nbsp;Series 2021-10A Class C | &nbsp;&nbsp;Series 2021-10A Class C | &nbsp;&nbsp;Series 2021-10A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 04/23/2034 | &nbsp;&nbsp;6.075% | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1480616 |
| &nbsp;&nbsp;KKR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2032A Class A1 | &nbsp;&nbsp;Series 2032A Class A1 | &nbsp;&nbsp;Series 2032A Class A1 | &nbsp;&nbsp;Series 2032A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.320%<br> Floor 1.320%<br> 01/15/2032 | &nbsp;&nbsp;5.399% | 17000000 | &nbsp;&nbsp;16730380 |
| &nbsp;&nbsp;Lending Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lending Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lending Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lending Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;04/21/2031 | &nbsp;&nbsp;2.320% | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609123 |
| &nbsp;&nbsp;Lendmark Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendmark Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendmark Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendmark Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A |
| &nbsp;&nbsp;04/20/2028 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;1787090 | &nbsp;&nbsp;&nbsp;&nbsp;1730447 |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4215535 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162889 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C |
| &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81206 |
| &nbsp;&nbsp;loanDepot GMSR Master Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;loanDepot GMSR Master Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;loanDepot GMSR Master Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;loanDepot GMSR Master Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-GT1 Class A | &nbsp;&nbsp;Series 2018-GT1 Class A | &nbsp;&nbsp;Series 2018-GT1 Class A | &nbsp;&nbsp;Series 2018-GT1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.800%<br> Floor 2.800%<br> 10/16/2023 | &nbsp;&nbsp;6.687% | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1201654 |
| &nbsp;&nbsp;Loanpal Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Loanpal Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Loanpal Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Loanpal Solar Loan Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2GF Class A | &nbsp;&nbsp;Series 2020-2GF Class A | &nbsp;&nbsp;Series 2020-2GF Class A | &nbsp;&nbsp;Series 2020-2GF Class A |
| &nbsp;&nbsp;07/20/2047 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1476679 | &nbsp;&nbsp;&nbsp;&nbsp;1230265 |
| &nbsp;&nbsp;Logan CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Logan CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Logan CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Logan CLO I Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.160%<br> Floor 1.160%<br> 07/20/2034 | &nbsp;&nbsp;5.403% | 15000000 | &nbsp;&nbsp;14602935 |
| &nbsp;&nbsp;Madison Park Funding LIX Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding LIX Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding LIX Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding LIX Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-59A Class A | &nbsp;&nbsp;Series 2021-59A Class A | &nbsp;&nbsp;Series 2021-59A Class A | &nbsp;&nbsp;Series 2021-59A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.140%<br> Floor 1.140%<br> 01/18/2034 | &nbsp;&nbsp;5.334% | 12500000 | &nbsp;&nbsp;12220662 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 04/19/2033 | &nbsp;&nbsp;5.377% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6375291 |
| &nbsp;&nbsp;Series 2021-48A Class C | &nbsp;&nbsp;Series 2021-48A Class C | &nbsp;&nbsp;Series 2021-48A Class C | &nbsp;&nbsp;Series 2021-48A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 04/19/2033 | &nbsp;&nbsp;6.227% | &nbsp;&nbsp;1520000 | &nbsp;&nbsp;&nbsp;&nbsp;1442887 |
| &nbsp;&nbsp;Madison Park Funding XXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-21A Class AARR | &nbsp;&nbsp;Series 2016-21A Class AARR | &nbsp;&nbsp;Series 2016-21A Class AARR | &nbsp;&nbsp;Series 2016-21A Class AARR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.080%<br> Floor 1.080%<br> 10/15/2032 | &nbsp;&nbsp;5.159% | 17000000 | &nbsp;&nbsp;16608116 |
| &nbsp;&nbsp;Series 2016-21A Class ABRR | &nbsp;&nbsp;Series 2016-21A Class ABRR | &nbsp;&nbsp;Series 2016-21A Class ABRR | &nbsp;&nbsp;Series 2016-21A Class ABRR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 10/15/2032 | &nbsp;&nbsp;5.479% | &nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1673835 |
| &nbsp;&nbsp;Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-38A Class A | &nbsp;&nbsp;Series 2021-38A Class A | &nbsp;&nbsp;Series 2021-38A Class A | &nbsp;&nbsp;Series 2021-38A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.120%<br> Floor 1.120%<br> 07/17/2034 | &nbsp;&nbsp;5.199% | 15000000 | &nbsp;&nbsp;14552430 |
| &nbsp;&nbsp;Magnetite XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XVII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-17A Class AR | &nbsp;&nbsp;Series 2016-17A Class AR | &nbsp;&nbsp;Series 2016-17A Class AR | &nbsp;&nbsp;Series 2016-17A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> 07/20/2031 | &nbsp;&nbsp;5.343% | &nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;1036163 |
| &nbsp;&nbsp;Marathon CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Marathon CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Marathon CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Marathon CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-15A Class A1S | &nbsp;&nbsp;Series 2020-15A Class A1S | &nbsp;&nbsp;Series 2020-15A Class A1S | &nbsp;&nbsp;Series 2020-15A Class A1S |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 11/15/2031 | &nbsp;&nbsp;6.306% | 20500000 | &nbsp;&nbsp;20194119 |
| &nbsp;&nbsp;Mariner Finance Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Mariner Finance Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Mariner Finance Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Mariner Finance Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A |
| &nbsp;&nbsp;07/20/2032 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;&nbsp;&nbsp;926535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914262 |
| &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A | &nbsp;&nbsp;Series 2020-AA Class A |
| &nbsp;&nbsp;08/21/2034 | &nbsp;&nbsp;2.190% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942201 |
| &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C |
| &nbsp;&nbsp;06/16/2031 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662333 |
| &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A | &nbsp;&nbsp;Series 2021-3A Class A |
| &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;0.650% | &nbsp;&nbsp;1005352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995836 |
| &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A | &nbsp;&nbsp;Series 2022-3A Class A |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;7406385 | &nbsp;&nbsp;&nbsp;&nbsp;7325011 |
| &nbsp;&nbsp;Subordinated Series 2018-4A Class C | &nbsp;&nbsp;Subordinated Series 2018-4A Class C | &nbsp;&nbsp;Subordinated Series 2018-4A Class C | &nbsp;&nbsp;Subordinated Series 2018-4A Class C |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp;123483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123237 |
| &nbsp;&nbsp;Massachusetts Educational Financing Authority | &nbsp;&nbsp;Massachusetts Educational Financing Authority | &nbsp;&nbsp;Massachusetts Educational Financing Authority | &nbsp;&nbsp;Massachusetts Educational Financing Authority |
| &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A |
| &nbsp;&nbsp;05/25/2033 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1529601 | &nbsp;&nbsp;&nbsp;&nbsp;1496359 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>7</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Merlin Aviation Holdings DAC<sup>(a)</sup> | &nbsp;&nbsp;Merlin Aviation Holdings DAC<sup>(a)</sup> | &nbsp;&nbsp;Merlin Aviation Holdings DAC<sup>(a)</sup> | &nbsp;&nbsp;Merlin Aviation Holdings DAC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A |
| &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;701994 | &nbsp;&nbsp;&nbsp;&nbsp;531018 |
| &nbsp;&nbsp;MF1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;MF1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;MF1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;MF1 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-FL6 Class D | &nbsp;&nbsp;Series 2021-FL6 Class D | &nbsp;&nbsp;Series 2021-FL6 Class D | &nbsp;&nbsp;Series 2021-FL6 Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.550%<br> Floor 2.550%<br> 07/16/2036 | &nbsp;&nbsp;6.461% | 7000000 | &nbsp;&nbsp;6506746 |
| &nbsp;&nbsp;Series 2022-FL8 Class A | &nbsp;&nbsp;Series 2022-FL8 Class A | &nbsp;&nbsp;Series 2022-FL8 Class A | &nbsp;&nbsp;Series 2022-FL8 Class A |
| &nbsp;&nbsp;30-day Average SOFR + 1.350%<br> Floor 1.350%<br> 02/19/2037 | &nbsp;&nbsp;4.742% | 3450000 | &nbsp;&nbsp;3272957 |
| &nbsp;&nbsp;MidOcean Credit CLO VIII<sup>(a),(b)</sup> | &nbsp;&nbsp;MidOcean Credit CLO VIII<sup>(a),(b)</sup> | &nbsp;&nbsp;MidOcean Credit CLO VIII<sup>(a),(b)</sup> | &nbsp;&nbsp;MidOcean Credit CLO VIII<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-8A Class B | &nbsp;&nbsp;Series 2018-8A Class B | &nbsp;&nbsp;Series 2018-8A Class B | &nbsp;&nbsp;Series 2018-8A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.650%<br> 02/20/2031 | &nbsp;&nbsp;6.325% | 6600000 | &nbsp;&nbsp;6266462 |
| &nbsp;&nbsp;Mid-State Capital Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;Mid-State Capital Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;Mid-State Capital Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;Mid-State Capital Corp. Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2006-1 Class A | &nbsp;&nbsp;Series 2006-1 Class A | &nbsp;&nbsp;Series 2006-1 Class A | &nbsp;&nbsp;Series 2006-1 Class A |
| &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;5.787% | &nbsp;&nbsp;&nbsp;613978 | &nbsp;&nbsp;&nbsp;&nbsp;591447 |
| &nbsp;&nbsp;Mill City Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mill City Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mill City Solar Loan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mill City Solar Loan Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;03/20/2043 | &nbsp;&nbsp;4.340% | 1061950 | &nbsp;&nbsp;&nbsp;&nbsp;998139 |
| &nbsp;&nbsp;Series 2019-2GS Class A | &nbsp;&nbsp;Series 2019-2GS Class A | &nbsp;&nbsp;Series 2019-2GS Class A | &nbsp;&nbsp;Series 2019-2GS Class A |
| &nbsp;&nbsp;07/20/2043 | &nbsp;&nbsp;3.690% | 1126838 | &nbsp;&nbsp;1034383 |
| &nbsp;&nbsp;Mosaic Solar Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A | &nbsp;&nbsp;Series 2018-1A Class A |
| &nbsp;&nbsp;06/22/2043 | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;&nbsp;543559 | &nbsp;&nbsp;&nbsp;&nbsp;502465 |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;12/21/2043 | &nbsp;&nbsp;4.370% | 1126596 | &nbsp;&nbsp;1065382 |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;08/20/2046 | &nbsp;&nbsp;1.440% | 2015331 | &nbsp;&nbsp;1699016 |
| &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B | &nbsp;&nbsp;Series 2021-2A Class B |
| &nbsp;&nbsp;04/22/2047 | &nbsp;&nbsp;2.090% | 1017232 | &nbsp;&nbsp;&nbsp;&nbsp;826203 |
| &nbsp;&nbsp;Subordinated Series 2018-2GS Class B | &nbsp;&nbsp;Subordinated Series 2018-2GS Class B | &nbsp;&nbsp;Subordinated Series 2018-2GS Class B | &nbsp;&nbsp;Subordinated Series 2018-2GS Class B |
| &nbsp;&nbsp;02/22/2044 | &nbsp;&nbsp;4.740% | 1323212 | &nbsp;&nbsp;1234703 |
| &nbsp;&nbsp;Subordinated Series 2020-2A Class B | &nbsp;&nbsp;Subordinated Series 2020-2A Class B | &nbsp;&nbsp;Subordinated Series 2020-2A Class B | &nbsp;&nbsp;Subordinated Series 2020-2A Class B |
| &nbsp;&nbsp;08/20/2046 | &nbsp;&nbsp;2.210% | 1285139 | &nbsp;&nbsp;1094770 |
| &nbsp;&nbsp;Mosaic Solar Loans LLC<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loans LLC<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loans LLC<sup>(a)</sup> | &nbsp;&nbsp;Mosaic Solar Loans LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A |
| &nbsp;&nbsp;06/22/2043 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;571515 | &nbsp;&nbsp;&nbsp;&nbsp;530335 |
| &nbsp;&nbsp;Navient Private Education Refi Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Navient Private Education Refi Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Navient Private Education Refi Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Navient Private Education Refi Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-BA Class A2 | &nbsp;&nbsp;Series 2020-BA Class A2 | &nbsp;&nbsp;Series 2020-BA Class A2 | &nbsp;&nbsp;Series 2020-BA Class A2 |
| &nbsp;&nbsp;01/15/2069 | &nbsp;&nbsp;2.120% | 1247889 | &nbsp;&nbsp;1131351 |
| &nbsp;&nbsp;Series 2020-DA Class A | &nbsp;&nbsp;Series 2020-DA Class A | &nbsp;&nbsp;Series 2020-DA Class A | &nbsp;&nbsp;Series 2020-DA Class A |
| &nbsp;&nbsp;05/15/2069 | &nbsp;&nbsp;1.690% | &nbsp;&nbsp;&nbsp;897644 | &nbsp;&nbsp;&nbsp;&nbsp;797475 |
| &nbsp;&nbsp;Series 2020-FA Class A | &nbsp;&nbsp;Series 2020-FA Class A | &nbsp;&nbsp;Series 2020-FA Class A | &nbsp;&nbsp;Series 2020-FA Class A |
| &nbsp;&nbsp;07/15/2069 | &nbsp;&nbsp;1.220% | &nbsp;&nbsp;&nbsp;835172 | &nbsp;&nbsp;&nbsp;&nbsp;763112 |
| &nbsp;&nbsp;Series 2020-GA Class A | &nbsp;&nbsp;Series 2020-GA Class A | &nbsp;&nbsp;Series 2020-GA Class A | &nbsp;&nbsp;Series 2020-GA Class A |
| &nbsp;&nbsp;09/16/2069 | &nbsp;&nbsp;1.170% | 1543837 | &nbsp;&nbsp;1357941 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2020-HA Class A | &nbsp;&nbsp;Series 2020-HA Class A | &nbsp;&nbsp;Series 2020-HA Class A | &nbsp;&nbsp;Series 2020-HA Class A |
| &nbsp;&nbsp;01/15/2069 | &nbsp;&nbsp;1.310% | &nbsp;&nbsp;&nbsp;806768 | &nbsp;&nbsp;&nbsp;&nbsp;716097 |
| &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A |
| &nbsp;&nbsp;05/15/2069 | &nbsp;&nbsp;0.840% | &nbsp;&nbsp;&nbsp;798109 | &nbsp;&nbsp;&nbsp;&nbsp;680146 |
| &nbsp;&nbsp;Navient Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Navient Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Navient Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Navient Student Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;Series 2014-3 Class A | &nbsp;&nbsp;Series 2014-3 Class A | &nbsp;&nbsp;Series 2014-3 Class A | &nbsp;&nbsp;Series 2014-3 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.620%<br> Floor 0.620%<br> 03/25/2083 | &nbsp;&nbsp;4.206% | 4088278 | &nbsp;&nbsp;3882485 |
| &nbsp;&nbsp;Series 2014-4 Class A | &nbsp;&nbsp;Series 2014-4 Class A | &nbsp;&nbsp;Series 2014-4 Class A | &nbsp;&nbsp;Series 2014-4 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.620%<br> Floor 0.620%<br> 03/25/2083 | &nbsp;&nbsp;4.636% | 1783801 | &nbsp;&nbsp;1771606 |
| &nbsp;&nbsp;Nelnet Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Nelnet Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Nelnet Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Nelnet Student Loan Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 |
| &nbsp;&nbsp;3-month USD LIBOR + 0.450%<br> 08/23/2036 | &nbsp;&nbsp;5.142% | 5991833 | &nbsp;&nbsp;5734012 |
| &nbsp;&nbsp;Series 2014-4A Class A2 | &nbsp;&nbsp;Series 2014-4A Class A2 | &nbsp;&nbsp;Series 2014-4A Class A2 | &nbsp;&nbsp;Series 2014-4A Class A2 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> Floor 0.950%<br> 11/25/2048 | &nbsp;&nbsp;4.966% | 4210000 | &nbsp;&nbsp;4118837 |
| &nbsp;&nbsp;Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-17A Class CR2 | &nbsp;&nbsp;Series 2014-17A Class CR2 | &nbsp;&nbsp;Series 2014-17A Class CR2 | &nbsp;&nbsp;Series 2014-17A Class CR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 04/22/2029 | &nbsp;&nbsp;6.325% | 2000000 | &nbsp;&nbsp;1897090 |
| &nbsp;&nbsp;Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-33A Class CR | &nbsp;&nbsp;Series 2019-33A Class CR | &nbsp;&nbsp;Series 2019-33A Class CR | &nbsp;&nbsp;Series 2019-33A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.900%<br> Floor 1.900%<br> 10/16/2033 | &nbsp;&nbsp;5.979% | 2000000 | &nbsp;&nbsp;1876020 |
| &nbsp;&nbsp;Series 2021-40A Class C | &nbsp;&nbsp;Series 2021-40A Class C | &nbsp;&nbsp;Series 2021-40A Class C | &nbsp;&nbsp;Series 2021-40A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 04/16/2033 | &nbsp;&nbsp;5.829% | 4650000 | &nbsp;&nbsp;4355102 |
| &nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup> | &nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup> | &nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup> | &nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1 Class A1 | &nbsp;&nbsp;Series 2021-1 Class A1 | &nbsp;&nbsp;Series 2021-1 Class A1 | &nbsp;&nbsp;Series 2021-1 Class A1 |
| &nbsp;&nbsp;10/20/2061 | &nbsp;&nbsp;1.910% | 5030000 | &nbsp;&nbsp;4252795 |
| &nbsp;&nbsp;NextGear Floorplan Master Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;NextGear Floorplan Master Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;NextGear Floorplan Master Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;NextGear Floorplan Master Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class A2 | &nbsp;&nbsp;Subordinated Series 2020-1A Class A2 | &nbsp;&nbsp;Subordinated Series 2020-1A Class A2 | &nbsp;&nbsp;Subordinated Series 2020-1A Class A2 |
| &nbsp;&nbsp;02/18/2025 | &nbsp;&nbsp;1.550% | 2515000 | &nbsp;&nbsp;2493818 |
| &nbsp;&nbsp;OCP CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OCP CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OCP CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OCP CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-18A Class CR | &nbsp;&nbsp;Series 2020-18A Class CR | &nbsp;&nbsp;Series 2020-18A Class CR | &nbsp;&nbsp;Series 2020-18A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 07/20/2032 | &nbsp;&nbsp;6.193% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;466211 |
| &nbsp;&nbsp;Octagon Investment Partners 32 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 32 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 32 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 32 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A2R | &nbsp;&nbsp;Series 2017-1A Class A2R | &nbsp;&nbsp;Series 2017-1A Class A2R | &nbsp;&nbsp;Series 2017-1A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 07/15/2029 | &nbsp;&nbsp;5.279% | 7400000 | &nbsp;&nbsp;7102860 |

---

---

| | |
|:---|:---|
| 8 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR | &nbsp;&nbsp;Series 2020-2A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.160%<br> Floor 1.160%<br> 07/15/2036 | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;7650194 |
| &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-8A Class C | &nbsp;&nbsp;Series 2021-8A Class C | &nbsp;&nbsp;Series 2021-8A Class C | &nbsp;&nbsp;Series 2021-8A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.900%<br> Floor 1.900%<br> 01/18/2034 | &nbsp;&nbsp;6.094% | &nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1266473 |
| &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012-7A Class CR3 | &nbsp;&nbsp;Series 2012-7A Class CR3 | &nbsp;&nbsp;Series 2012-7A Class CR3 | &nbsp;&nbsp;Series 2012-7A Class CR3 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.800%<br> Floor 1.800%<br> 02/20/2034 | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4650295 |
| &nbsp;&nbsp;OneMain Direct Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Direct Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Direct Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Direct Auto Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;09/14/2027 | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;6900000 | &nbsp;&nbsp;&nbsp;&nbsp;6586151 |
| &nbsp;&nbsp;Subordinated Series 2019-1A Class B | &nbsp;&nbsp;Subordinated Series 2019-1A Class B | &nbsp;&nbsp;Subordinated Series 2019-1A Class B | &nbsp;&nbsp;Subordinated Series 2019-1A Class B |
| &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1404516 |
| &nbsp;&nbsp;Subordinated Series 2019-1A Class D | &nbsp;&nbsp;Subordinated Series 2019-1A Class D | &nbsp;&nbsp;Subordinated Series 2019-1A Class D | &nbsp;&nbsp;Subordinated Series 2019-1A Class D |
| &nbsp;&nbsp;04/14/2031 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp;2608654 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C |
| &nbsp;&nbsp;07/14/2028 | &nbsp;&nbsp;1.420% | &nbsp;&nbsp;7367000 | &nbsp;&nbsp;&nbsp;&nbsp;6251260 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D |
| &nbsp;&nbsp;11/14/2030 | &nbsp;&nbsp;1.620% | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752038 |
| &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;09/14/2035 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2359777 |
| &nbsp;&nbsp;Series 2022-S1 Class A | &nbsp;&nbsp;Series 2022-S1 Class A | &nbsp;&nbsp;Series 2022-S1 Class A | &nbsp;&nbsp;Series 2022-S1 Class A |
| &nbsp;&nbsp;05/14/2035 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;7275000 | &nbsp;&nbsp;&nbsp;&nbsp;6844524 |
| &nbsp;&nbsp;Subordinated Series 2022-2 Class D | &nbsp;&nbsp;Subordinated Series 2022-2 Class D | &nbsp;&nbsp;Subordinated Series 2022-2 Class D | &nbsp;&nbsp;Subordinated Series 2022-2 Class D |
| &nbsp;&nbsp;10/14/2034 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6280000 | &nbsp;&nbsp;&nbsp;&nbsp;6012273 |
| &nbsp;&nbsp;Oscar US Funding XII LLC<sup>(a)</sup> | &nbsp;&nbsp;Oscar US Funding XII LLC<sup>(a)</sup> | &nbsp;&nbsp;Oscar US Funding XII LLC<sup>(a)</sup> | &nbsp;&nbsp;Oscar US Funding XII LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A4 | &nbsp;&nbsp;Series 2021-1A Class A4 | &nbsp;&nbsp;Series 2021-1A Class A4 | &nbsp;&nbsp;Series 2021-1A Class A4 |
| &nbsp;&nbsp;04/10/2028 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2050000 | &nbsp;&nbsp;&nbsp;&nbsp;1861091 |
| &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-4A | &nbsp;&nbsp;Series 2013-4A | &nbsp;&nbsp;Series 2013-4A | &nbsp;&nbsp;Series 2013-4A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 10/22/2030 | &nbsp;&nbsp;5.575% | 13736345 | &nbsp;&nbsp;13523074 |
| &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;2.030% | &nbsp;&nbsp;1979845 | &nbsp;&nbsp;&nbsp;&nbsp;1899725 |
| &nbsp;&nbsp;Palmer Square CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-1A Class A1R2 | &nbsp;&nbsp;Series 2014-1A Class A1R2 | &nbsp;&nbsp;Series 2014-1A Class A1R2 | &nbsp;&nbsp;Series 2014-1A Class A1R2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.130%<br> Floor 1.130%<br> 01/17/2031 | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7897304 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2020-3A Class BR | &nbsp;&nbsp;Series 2020-3A Class BR | &nbsp;&nbsp;Series 2020-3A Class BR | &nbsp;&nbsp;Series 2020-3A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 11/15/2031 | &nbsp;&nbsp;6.556% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1893344 |
| &nbsp;&nbsp;Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A1R | &nbsp;&nbsp;Series 2017-1A Class A1R | &nbsp;&nbsp;Series 2017-1A Class A1R | &nbsp;&nbsp;Series 2017-1A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.240%<br> Floor 1.240%<br> 02/14/2034 | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4823925 |
| &nbsp;&nbsp;Series 2019-2A Class A1 | &nbsp;&nbsp;Series 2019-2A Class A1 | &nbsp;&nbsp;Series 2019-2A Class A1 | &nbsp;&nbsp;Series 2019-2A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.180%<br> Floor 1.180%<br> 10/15/2034 | &nbsp;&nbsp;5.259% | 15000000 | &nbsp;&nbsp;14392845 |
| &nbsp;&nbsp;Planet Fitness Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Planet Fitness Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Planet Fitness Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Planet Fitness Master Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II |
| &nbsp;&nbsp;09/05/2048 | &nbsp;&nbsp;4.666% | &nbsp;&nbsp;3868800 | &nbsp;&nbsp;&nbsp;&nbsp;3619850 |
| &nbsp;&nbsp;Prestige Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Prestige Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Prestige Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Prestige Auto Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C | &nbsp;&nbsp;Subordinated Series 2021-1A Class C |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;2525000 | &nbsp;&nbsp;&nbsp;&nbsp;2343954 |
| &nbsp;&nbsp;Primose Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Primose Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Primose Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Primose Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 | &nbsp;&nbsp;Series 2019-1A Class A2 |
| &nbsp;&nbsp;07/30/2049 | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;1455000 | &nbsp;&nbsp;&nbsp;&nbsp;1325736 |
| &nbsp;&nbsp;Regional Management Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Regional Management Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Regional Management Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Regional Management Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A | &nbsp;&nbsp;Series 2022-1 Class A |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2576906 |
| &nbsp;&nbsp;Rockford Tower CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Rockford Tower CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Rockford Tower CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Rockford Tower CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.650%<br> Floor 1.650%<br> 07/20/2034 | &nbsp;&nbsp;5.893% | &nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;7486056 |
| &nbsp;&nbsp;Series 2021-3A Class B | &nbsp;&nbsp;Series 2021-3A Class B | &nbsp;&nbsp;Series 2021-3A Class B | &nbsp;&nbsp;Series 2021-3A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 10/20/2034 | &nbsp;&nbsp;5.993% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9442960 |
| &nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes<sup>(a)</sup> | &nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes<sup>(a)</sup> | &nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes<sup>(a)</sup> | &nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C |
| &nbsp;&nbsp;05/15/2032 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1262272 | &nbsp;&nbsp;&nbsp;&nbsp;1240490 |
| &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-AA Class C | &nbsp;&nbsp;Series 2020-AA Class C | &nbsp;&nbsp;Series 2020-AA Class C | &nbsp;&nbsp;Series 2020-AA Class C |
| &nbsp;&nbsp;02/17/2026 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1295688 |
| &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;2.220% | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678718 |
| &nbsp;&nbsp;Series 2022-7 Class A3 | &nbsp;&nbsp;Series 2022-7 Class A3 | &nbsp;&nbsp;Series 2022-7 Class A3 | &nbsp;&nbsp;Series 2022-7 Class A3 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776068 |
| &nbsp;&nbsp;Subordinated Series 2020-2 Class C | &nbsp;&nbsp;Subordinated Series 2020-2 Class C | &nbsp;&nbsp;Subordinated Series 2020-2 Class C | &nbsp;&nbsp;Subordinated Series 2020-2 Class C |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;&nbsp;&nbsp;710597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706474 |
| &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D |
| &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp;2765064 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>9</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C | &nbsp;&nbsp;Subordinated Series 2020-4 Class C |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;1.010% | &nbsp;&nbsp;1744730 | &nbsp;&nbsp;&nbsp;&nbsp;1723524 |
| &nbsp;&nbsp;Subordinated Series 2020-4 Class D | &nbsp;&nbsp;Subordinated Series 2020-4 Class D | &nbsp;&nbsp;Subordinated Series 2020-4 Class D | &nbsp;&nbsp;Subordinated Series 2020-4 Class D |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;1.480% | &nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1708716 |
| &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B |
| &nbsp;&nbsp;08/17/2026 | &nbsp;&nbsp;2.360% | &nbsp;&nbsp;4005000 | &nbsp;&nbsp;&nbsp;&nbsp;3873048 |
| &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B |
| &nbsp;&nbsp;08/16/2027 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;3710000 | &nbsp;&nbsp;&nbsp;&nbsp;3599328 |
| &nbsp;&nbsp;Subordinated Series 2022-4 Class B | &nbsp;&nbsp;Subordinated Series 2022-4 Class B | &nbsp;&nbsp;Subordinated Series 2022-4 Class B | &nbsp;&nbsp;Subordinated Series 2022-4 Class B |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3505000 | &nbsp;&nbsp;&nbsp;&nbsp;3411051 |
| &nbsp;&nbsp;Subordinated Series 2022-5 Class B | &nbsp;&nbsp;Subordinated Series 2022-5 Class B | &nbsp;&nbsp;Subordinated Series 2022-5 Class B | &nbsp;&nbsp;Subordinated Series 2022-5 Class B |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;1880000 | &nbsp;&nbsp;&nbsp;&nbsp;1837808 |
| &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1A Class A3 | &nbsp;&nbsp;Series 2022-1A Class A3 | &nbsp;&nbsp;Series 2022-1A Class A3 | &nbsp;&nbsp;Series 2022-1A Class A3 |
| &nbsp;&nbsp;07/20/2029 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;2440000 | &nbsp;&nbsp;&nbsp;&nbsp;2283739 |
| &nbsp;&nbsp;Shackleton VR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Shackleton VR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Shackleton VR CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Shackleton VR CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-5RA Class A | &nbsp;&nbsp;Series 2014-5RA Class A | &nbsp;&nbsp;Series 2014-5RA Class A | &nbsp;&nbsp;Series 2014-5RA Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 05/07/2031 | &nbsp;&nbsp;5.632% | 11000000 | &nbsp;&nbsp;10777228 |
| &nbsp;&nbsp;Sixth Street CLO XVI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sixth Street CLO XVI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sixth Street CLO XVI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sixth Street CLO XVI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-16A Class A1A | &nbsp;&nbsp;Series 2020-16A Class A1A | &nbsp;&nbsp;Series 2020-16A Class A1A | &nbsp;&nbsp;Series 2020-16A Class A1A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.320%<br> Floor 1.320%<br> 10/20/2032 | &nbsp;&nbsp;5.563% | 25250000 | &nbsp;&nbsp;24877840 |
| &nbsp;&nbsp;S-Jets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;S-Jets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;S-Jets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;S-Jets Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-1 Class A | &nbsp;&nbsp;Series 2017-1 Class A | &nbsp;&nbsp;Series 2017-1 Class A | &nbsp;&nbsp;Series 2017-1 Class A |
| &nbsp;&nbsp;08/15/2042 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;1422799 | &nbsp;&nbsp;&nbsp;&nbsp;1091998 |
| &nbsp;&nbsp;SLM Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;SLM Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;SLM Student Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;SLM Student Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;Series 2008-2 Class B | &nbsp;&nbsp;Series 2008-2 Class B | &nbsp;&nbsp;Series 2008-2 Class B | &nbsp;&nbsp;Series 2008-2 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 01/25/2083 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895162 |
| &nbsp;&nbsp;Series 2008-3 Class B | &nbsp;&nbsp;Series 2008-3 Class B | &nbsp;&nbsp;Series 2008-3 Class B | &nbsp;&nbsp;Series 2008-3 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 04/26/2083 | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956793 |
| &nbsp;&nbsp;Series 2008-4 Class B | &nbsp;&nbsp;Series 2008-4 Class B | &nbsp;&nbsp;Series 2008-4 Class B | &nbsp;&nbsp;Series 2008-4 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 04/25/2073 | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;1119169 |
| &nbsp;&nbsp;Series 2008-5 Class B | &nbsp;&nbsp;Series 2008-5 Class B | &nbsp;&nbsp;Series 2008-5 Class B | &nbsp;&nbsp;Series 2008-5 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 07/25/2073 | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;4060000 | &nbsp;&nbsp;&nbsp;&nbsp;3788995 |
| &nbsp;&nbsp;Series 2008-6 Class A4 | &nbsp;&nbsp;Series 2008-6 Class A4 | &nbsp;&nbsp;Series 2008-6 Class A4 | &nbsp;&nbsp;Series 2008-6 Class A4 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 07/25/2023 | &nbsp;&nbsp;5.458% | &nbsp;&nbsp;3956323 | &nbsp;&nbsp;&nbsp;&nbsp;3820013 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2008-6 Class B | &nbsp;&nbsp;Series 2008-6 Class B | &nbsp;&nbsp;Series 2008-6 Class B | &nbsp;&nbsp;Series 2008-6 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 07/26/2083 | &nbsp;&nbsp;6.208% | 1165000 | &nbsp;&nbsp;1049582 |
| &nbsp;&nbsp;Series 2008-7 Class B | &nbsp;&nbsp;Series 2008-7 Class B | &nbsp;&nbsp;Series 2008-7 Class B | &nbsp;&nbsp;Series 2008-7 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.850%<br> 07/26/2083 | &nbsp;&nbsp;6.208% | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp;994763 |
| &nbsp;&nbsp;Series 2008-8 Class B | &nbsp;&nbsp;Series 2008-8 Class B | &nbsp;&nbsp;Series 2008-8 Class B | &nbsp;&nbsp;Series 2008-8 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> Floor 2.250%<br> 10/25/2075 | &nbsp;&nbsp;6.608% | 1165000 | &nbsp;&nbsp;1108716 |
| &nbsp;&nbsp;Series 2008-9 Class B | &nbsp;&nbsp;Series 2008-9 Class B | &nbsp;&nbsp;Series 2008-9 Class B | &nbsp;&nbsp;Series 2008-9 Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> Floor 2.250%<br> 10/25/2083 | &nbsp;&nbsp;6.608% | 1165000 | &nbsp;&nbsp;1070739 |
| &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A | &nbsp;&nbsp;Series 2012-2 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%<br> 01/25/2029 | &nbsp;&nbsp;4.716% | 4748066 | &nbsp;&nbsp;4538768 |
| &nbsp;&nbsp;Series 2012-7 Class A3 | &nbsp;&nbsp;Series 2012-7 Class A3 | &nbsp;&nbsp;Series 2012-7 Class A3 | &nbsp;&nbsp;Series 2012-7 Class A3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.650%<br> Floor 0.650%<br> 05/26/2026 | &nbsp;&nbsp;4.236% | 2301409 | &nbsp;&nbsp;2205943 |
| &nbsp;&nbsp;SMB Private Education Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;SMB Private Education Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;SMB Private Education Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;SMB Private Education Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-PTA Class A2A | &nbsp;&nbsp;Series 2020-PTA Class A2A | &nbsp;&nbsp;Series 2020-PTA Class A2A | &nbsp;&nbsp;Series 2020-PTA Class A2A |
| &nbsp;&nbsp;09/15/2054 | &nbsp;&nbsp;1.600% | 2648841 | &nbsp;&nbsp;2333314 |
| &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2016-B Class A2B | &nbsp;&nbsp;Series 2016-B Class A2B | &nbsp;&nbsp;Series 2016-B Class A2B | &nbsp;&nbsp;Series 2016-B Class A2B |
| &nbsp;&nbsp;10/25/2032 | &nbsp;&nbsp;2.740% | &nbsp;&nbsp;&nbsp;&nbsp;18447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18409 |
| &nbsp;&nbsp;Series 2017-A Class A2B | &nbsp;&nbsp;Series 2017-A Class A2B | &nbsp;&nbsp;Series 2017-A Class A2B | &nbsp;&nbsp;Series 2017-A Class A2B |
| &nbsp;&nbsp;03/26/2040 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;33751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33508 |
| &nbsp;&nbsp;Series 2017-D Class A2FX | &nbsp;&nbsp;Series 2017-D Class A2FX | &nbsp;&nbsp;Series 2017-D Class A2FX | &nbsp;&nbsp;Series 2017-D Class A2FX |
| &nbsp;&nbsp;09/25/2040 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;275202 | &nbsp;&nbsp;&nbsp;&nbsp;263762 |
| &nbsp;&nbsp;Series 2017-E Class A2B | &nbsp;&nbsp;Series 2017-E Class A2B | &nbsp;&nbsp;Series 2017-E Class A2B | &nbsp;&nbsp;Series 2017-E Class A2B |
| &nbsp;&nbsp;11/26/2040 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;&nbsp;&nbsp;15142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14995 |
| &nbsp;&nbsp;Series 2018-A Class A2B | &nbsp;&nbsp;Series 2018-A Class A2B | &nbsp;&nbsp;Series 2018-A Class A2B | &nbsp;&nbsp;Series 2018-A Class A2B |
| &nbsp;&nbsp;02/25/2042 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;85151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80214 |
| &nbsp;&nbsp;Series 2019-A Class BFX | &nbsp;&nbsp;Series 2019-A Class BFX | &nbsp;&nbsp;Series 2019-A Class BFX | &nbsp;&nbsp;Series 2019-A Class BFX |
| &nbsp;&nbsp;06/15/2048 | &nbsp;&nbsp;4.110% | 2500000 | &nbsp;&nbsp;2355067 |
| &nbsp;&nbsp;Subordinated Series 2018-B Class BFX | &nbsp;&nbsp;Subordinated Series 2018-B Class BFX | &nbsp;&nbsp;Subordinated Series 2018-B Class BFX | &nbsp;&nbsp;Subordinated Series 2018-B Class BFX |
| &nbsp;&nbsp;08/25/2047 | &nbsp;&nbsp;3.830% | 2700000 | &nbsp;&nbsp;2430808 |
| &nbsp;&nbsp;Subordinated Series 2019-B Class BFX | &nbsp;&nbsp;Subordinated Series 2019-B Class BFX | &nbsp;&nbsp;Subordinated Series 2019-B Class BFX | &nbsp;&nbsp;Subordinated Series 2019-B Class BFX |
| &nbsp;&nbsp;08/17/2048 | &nbsp;&nbsp;3.730% | 2500000 | &nbsp;&nbsp;2263854 |
| &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program LLC<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-D Class A1 | &nbsp;&nbsp;Series 2016-D Class A1 | &nbsp;&nbsp;Series 2016-D Class A1 | &nbsp;&nbsp;Series 2016-D Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> 01/25/2039 | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;&nbsp;&nbsp;36509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36390 |

---

---

| | |
|:---|:---|
| 10 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;SoFi Professional Loan Program Trust<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program Trust<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program Trust<sup>(a)</sup> | &nbsp;&nbsp;SoFi Professional Loan Program Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-B Class BFX | &nbsp;&nbsp;Subordinated Series 2020-B Class BFX | &nbsp;&nbsp;Subordinated Series 2020-B Class BFX | &nbsp;&nbsp;Subordinated Series 2020-B Class BFX |
| &nbsp;&nbsp;05/15/2046 | &nbsp;&nbsp;2.730% | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2010071 |
| &nbsp;&nbsp;Sonic Capital LLC<sup>(a)</sup> | &nbsp;&nbsp;Sonic Capital LLC<sup>(a)</sup> | &nbsp;&nbsp;Sonic Capital LLC<sup>(a)</sup> | &nbsp;&nbsp;Sonic Capital LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class A2I | &nbsp;&nbsp;Series 2020-1A Class A2I | &nbsp;&nbsp;Series 2020-1A Class A2I | &nbsp;&nbsp;Series 2020-1A Class A2I |
| &nbsp;&nbsp;01/20/2050 | &nbsp;&nbsp;3.845% | &nbsp;&nbsp;1857250 | &nbsp;&nbsp;&nbsp;&nbsp;1644821 |
| &nbsp;&nbsp;Sound Point CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sound Point CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sound Point CLO II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Sound Point CLO II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R | &nbsp;&nbsp;Series 2013-1A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.070%<br> Floor 1.070%<br> 01/26/2031 | &nbsp;&nbsp;5.397% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5876874 |
| &nbsp;&nbsp;Sunnova Sol II Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol II Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol II Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol II Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A | &nbsp;&nbsp;Series 2020-2A Class A |
| &nbsp;&nbsp;11/01/2055 | &nbsp;&nbsp;2.730% | &nbsp;&nbsp;2847324 | &nbsp;&nbsp;&nbsp;&nbsp;2245358 |
| &nbsp;&nbsp;Sunnova Sol III Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol III Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol III Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunnova Sol III Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A |
| &nbsp;&nbsp;04/28/2056 | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;2474951 | &nbsp;&nbsp;&nbsp;&nbsp;2045541 |
| &nbsp;&nbsp;Sunrun Athena Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Athena Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Athena Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Athena Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A | &nbsp;&nbsp;Series 2018-1 Class A |
| &nbsp;&nbsp;04/30/2049 | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;1813580 | &nbsp;&nbsp;&nbsp;&nbsp;1669937 |
| &nbsp;&nbsp;Sunrun Callisto Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Callisto Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Callisto Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Sunrun Callisto Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;06/30/2054 | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;1458639 | &nbsp;&nbsp;&nbsp;&nbsp;1296863 |
| &nbsp;&nbsp;Taco Bell Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Taco Bell Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Taco Bell Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Taco Bell Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A2I | &nbsp;&nbsp;Series 2021-1A Class A2I | &nbsp;&nbsp;Series 2021-1A Class A2I | &nbsp;&nbsp;Series 2021-1A Class A2I |
| &nbsp;&nbsp;08/25/2051 | &nbsp;&nbsp;1.946% | &nbsp;&nbsp;2475000 | &nbsp;&nbsp;&nbsp;&nbsp;2080152 |
| &nbsp;&nbsp;TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR | &nbsp;&nbsp;Series 2018-1A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 01/29/2032 | &nbsp;&nbsp;6.165% | &nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;2161618 |
| &nbsp;&nbsp;TCW CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCW CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCW CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TCW CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A1RR | &nbsp;&nbsp;Series 2017-1A Class A1RR | &nbsp;&nbsp;Series 2017-1A Class A1RR | &nbsp;&nbsp;Series 2017-1A Class A1RR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.180%<br> Floor 1.180%<br> 10/29/2034 | &nbsp;&nbsp;3.986% | &nbsp;&nbsp;6750000 | &nbsp;&nbsp;&nbsp;&nbsp;6555897 |
| &nbsp;&nbsp;Series 2017-1A Class BRR | &nbsp;&nbsp;Series 2017-1A Class BRR | &nbsp;&nbsp;Series 2017-1A Class BRR | &nbsp;&nbsp;Series 2017-1A Class BRR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 10/29/2034 | &nbsp;&nbsp;4.506% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6186687 |
| &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 1.900%<br> Floor 1.900%<br> 03/18/2034 | &nbsp;&nbsp;6.143% | &nbsp;&nbsp;3150000 | &nbsp;&nbsp;&nbsp;&nbsp;2921562 |
| &nbsp;&nbsp;Telos CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Telos CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Telos CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Telos CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-4A Class AR | &nbsp;&nbsp;Series 2013-4A Class AR | &nbsp;&nbsp;Series 2013-4A Class AR | &nbsp;&nbsp;Series 2013-4A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.240%<br> Floor 1.240%<br> 01/17/2030 | &nbsp;&nbsp;5.319% | 11056067 | &nbsp;&nbsp;10875012 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Textainer Marine Containers VII Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Textainer Marine Containers VII Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Textainer Marine Containers VII Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Textainer Marine Containers VII Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A |
| &nbsp;&nbsp;04/20/2046 | &nbsp;&nbsp;2.230% | &nbsp;&nbsp;3842672 | &nbsp;&nbsp;&nbsp;&nbsp;3281571 |
| &nbsp;&nbsp;THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR | &nbsp;&nbsp;Series 2019-1A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.160%<br> Floor 1.160%<br> 07/20/2034 | &nbsp;&nbsp;5.403% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9676620 |
| &nbsp;&nbsp;TIAA CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TIAA CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TIAA CLO I Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;TIAA CLO I Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-1A Class AR | &nbsp;&nbsp;Series 2016-1A Class AR | &nbsp;&nbsp;Series 2016-1A Class AR | &nbsp;&nbsp;Series 2016-1A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 07/20/2031 | &nbsp;&nbsp;5.443% | &nbsp;&nbsp;6750000 | &nbsp;&nbsp;&nbsp;&nbsp;6583045 |
| &nbsp;&nbsp;Toyota Auto Loan Extended Note Trust<sup>(a)</sup> | &nbsp;&nbsp;Toyota Auto Loan Extended Note Trust<sup>(a)</sup> | &nbsp;&nbsp;Toyota Auto Loan Extended Note Trust<sup>(a)</sup> | &nbsp;&nbsp;Toyota Auto Loan Extended Note Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A | &nbsp;&nbsp;Series 2020-1A Class A |
| &nbsp;&nbsp;05/25/2033 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;1405000 | &nbsp;&nbsp;&nbsp;&nbsp;1283026 |
| &nbsp;&nbsp;Trafigura Securitisation Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Trafigura Securitisation Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Trafigura Securitisation Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Trafigura Securitisation Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;1.780% | &nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1359798 |
| &nbsp;&nbsp;Tralee CLO VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-6A Class A1R | &nbsp;&nbsp;Series 2019-6A Class A1R | &nbsp;&nbsp;Series 2019-6A Class A1R | &nbsp;&nbsp;Series 2019-6A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.170%<br> Floor 1.170%<br> 10/25/2032 | &nbsp;&nbsp;5.528% | 25000000 | &nbsp;&nbsp;24261675 |
| &nbsp;&nbsp;Tralee CLO VII Ltd<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VII Ltd<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VII Ltd<sup>(a),(b)</sup> | &nbsp;&nbsp;Tralee CLO VII Ltd<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-7A Class A1 | &nbsp;&nbsp;Series 2021-7A Class A1 | &nbsp;&nbsp;Series 2021-7A Class A1 | &nbsp;&nbsp;Series 2021-7A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.320%<br> Floor 1.320%<br> 04/25/2034 | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;9250000 | &nbsp;&nbsp;&nbsp;&nbsp;8980131 |
| &nbsp;&nbsp;Trestles CLO V LTD.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trestles CLO V LTD.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trestles CLO V LTD.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trestles CLO V LTD.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-5A Class B1 | &nbsp;&nbsp;Series 2021-5A Class B1 | &nbsp;&nbsp;Series 2021-5A Class B1 | &nbsp;&nbsp;Series 2021-5A Class B1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.650%<br> Floor 1.650%<br> 10/20/2034 | &nbsp;&nbsp;5.893% | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;&nbsp;6469268 |
| &nbsp;&nbsp;Trinitas CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trinitas CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trinitas CLO VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Trinitas CLO VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-7A Class A1R | &nbsp;&nbsp;Series 2017-7A Class A1R | &nbsp;&nbsp;Series 2017-7A Class A1R | &nbsp;&nbsp;Series 2017-7A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 01/25/2035 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3849936 |
| &nbsp;&nbsp;Triton Container Finance VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;Triton Container Finance VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;Triton Container Finance VIII LLC<sup>(a)</sup> | &nbsp;&nbsp;Triton Container Finance VIII LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;03/20/2046 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;2746667 | &nbsp;&nbsp;&nbsp;&nbsp;2295346 |
| &nbsp;&nbsp;United Auto Credit Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;United Auto Credit Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;United Auto Credit Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;United Auto Credit Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1 Class B | &nbsp;&nbsp;Series 2022-1 Class B | &nbsp;&nbsp;Series 2022-1 Class B | &nbsp;&nbsp;Series 2022-1 Class B |
| &nbsp;&nbsp;03/10/2025 | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;1205000 | &nbsp;&nbsp;&nbsp;&nbsp;1190627 |
| &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C |
| &nbsp;&nbsp;05/10/2027 | &nbsp;&nbsp;5.810% | &nbsp;&nbsp;1995000 | &nbsp;&nbsp;&nbsp;&nbsp;1969619 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>11</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Venture CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-28AA Class A1R | &nbsp;&nbsp;Series 2017-28AA Class A1R | &nbsp;&nbsp;Series 2017-28AA Class A1R | &nbsp;&nbsp;Series 2017-28AA Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.210%<br> Floor 1.210%<br> 10/20/2034 | &nbsp;&nbsp;5.453% | 12500000 | &nbsp;&nbsp;12032525 |
| &nbsp;&nbsp;Venture XXVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture XXVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture XXVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Venture XXVII CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-27A Class CR | &nbsp;&nbsp;Series 2017-27A Class CR | &nbsp;&nbsp;Series 2017-27A Class CR | &nbsp;&nbsp;Series 2017-27A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 2.300%<br> 07/20/2030 | &nbsp;&nbsp;6.543% | &nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp;&nbsp;3795251 |
| &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-1A Class A1AR | &nbsp;&nbsp;Series 2013-1A Class A1AR | &nbsp;&nbsp;Series 2013-1A Class A1AR | &nbsp;&nbsp;Series 2013-1A Class A1AR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.210%<br> Floor 1.210%<br> 10/15/2030 | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;7469179 | &nbsp;&nbsp;&nbsp;&nbsp;7365133 |
| &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2016-1A Class A1R | &nbsp;&nbsp;Series 2016-1A Class A1R | &nbsp;&nbsp;Series 2016-1A Class A1R | &nbsp;&nbsp;Series 2016-1A Class A1R |
| &nbsp;&nbsp;01/20/2031 | &nbsp;&nbsp;5.295% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9855770 |
| &nbsp;&nbsp;Wachovia Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wachovia Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wachovia Student Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wachovia Student Loan Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 | &nbsp;&nbsp;Series 2006-1 Class A6 |
| &nbsp;&nbsp;3-month USD LIBOR + 0.170%<br> Floor 0.170%<br> 04/25/2040 | &nbsp;&nbsp;4.528% | &nbsp;&nbsp;4813283 | &nbsp;&nbsp;&nbsp;&nbsp;4601749 |
| &nbsp;&nbsp;Wellfleet CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wellfleet CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wellfleet CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wellfleet CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R | &nbsp;&nbsp;Series 2019-1A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.120%<br> Floor 1.120%<br> 07/20/2032 | &nbsp;&nbsp;3.830% | 15000000 | &nbsp;&nbsp;14590605 |
| &nbsp;&nbsp;Wendy's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Wendy's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Wendy's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Wendy's Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II | &nbsp;&nbsp;Series 2018-1A Class A2II |
| &nbsp;&nbsp;03/15/2048 | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;&nbsp;&nbsp;952500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844486 |
| &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I | &nbsp;&nbsp;Series 2019-1A Class A2I |
| &nbsp;&nbsp;06/15/2049 | &nbsp;&nbsp;3.783% | &nbsp;&nbsp;3148125 | &nbsp;&nbsp;&nbsp;&nbsp;2888281 |
| &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II | &nbsp;&nbsp;Series 2021-1A Class A2II |
| &nbsp;&nbsp;06/15/2051 | &nbsp;&nbsp;2.775% | &nbsp;&nbsp;2271250 | &nbsp;&nbsp;&nbsp;&nbsp;1756156 |
| &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C | &nbsp;&nbsp;Series 2020-2A Class C |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;2.010% | &nbsp;&nbsp;1145261 | &nbsp;&nbsp;&nbsp;&nbsp;1131335 |
| &nbsp;&nbsp;Series 2021-2A Class C | &nbsp;&nbsp;Series 2021-2A Class C | &nbsp;&nbsp;Series 2021-2A Class C | &nbsp;&nbsp;Series 2021-2A Class C |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;0.890% | &nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;1556932 |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;1.240% | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203605 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;03/16/2026 | &nbsp;&nbsp;0.640% | &nbsp;&nbsp;4960000 | &nbsp;&nbsp;&nbsp;&nbsp;4866494 |
| &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B | &nbsp;&nbsp;Subordinated Series 2021-2A Class B |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;0.620% | &nbsp;&nbsp;2170000 | &nbsp;&nbsp;&nbsp;&nbsp;2093436 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C | &nbsp;&nbsp;Subordinated Series 2021-3 Class C |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;1.580% | &nbsp;&nbsp;6225000 | &nbsp;&nbsp;&nbsp;&nbsp;5854899 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wind River CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Wind River CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-1A Class A1R2 | &nbsp;&nbsp;Series 2016-1A Class A1R2 | &nbsp;&nbsp;Series 2016-1A Class A1R2 | &nbsp;&nbsp;Series 2016-1A Class A1R2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.210%<br> Floor 1.210%<br> 10/15/2034 | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4107090 |
| &nbsp;&nbsp;World Omni Select Auto Trust | &nbsp;&nbsp;World Omni Select Auto Trust | &nbsp;&nbsp;World Omni Select Auto Trust | &nbsp;&nbsp;World Omni Select Auto Trust |
| &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;684813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678841 |
| &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B |
| &nbsp;&nbsp;08/16/2027 | &nbsp;&nbsp;0.850% | &nbsp;&nbsp;2170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988820 |
| &nbsp;&nbsp;York CLO-4 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;York CLO-4 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;York CLO-4 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;York CLO-4 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-2A Class A1R | &nbsp;&nbsp;Series 2016-2A Class A1R | &nbsp;&nbsp;Series 2016-2A Class A1R | &nbsp;&nbsp;Series 2016-2A Class A1R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.090%<br> 04/20/2032 | &nbsp;&nbsp;5.333% | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10322928 |
| &nbsp;&nbsp;Zais CLO 7 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 7 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 7 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 7 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A | &nbsp;&nbsp;Series 2017-2A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.290%<br> 04/15/2030 | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;3553450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490807 |
| &nbsp;&nbsp;Zais CLO 9 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 9 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 9 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Zais CLO 9 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 07/20/2031 | &nbsp;&nbsp;5.443% | 12613399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12299313 |
| &nbsp;&nbsp;Zaxby's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Zaxby's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Zaxby's Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Zaxby's Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A2 | &nbsp;&nbsp;Series 2021-1A Class A2 | &nbsp;&nbsp;Series 2021-1A Class A2 | &nbsp;&nbsp;Series 2021-1A Class A2 |
| &nbsp;&nbsp;07/30/2051 | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;5579375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586366 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $1,209,698,526) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $1,209,698,526) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $1,209,698,526) | &nbsp;&nbsp;**1156855750** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 1.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 1.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 1.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 1.1%** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily ML Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily ML Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily ML Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily ML Certificates<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2021-ML08 Class XUS | &nbsp;&nbsp;Series 2021-ML08 Class XUS | &nbsp;&nbsp;Series 2021-ML08 Class XUS | &nbsp;&nbsp;Series 2021-ML08 Class XUS |
| &nbsp;&nbsp;07/25/2037 | &nbsp;&nbsp;1.869% | &nbsp;&nbsp;7814651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175752 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series K028 Class X1 | &nbsp;&nbsp;CMO Series K028 Class X1 | &nbsp;&nbsp;CMO Series K028 Class X1 | &nbsp;&nbsp;CMO Series K028 Class X1 |
| &nbsp;&nbsp;02/25/2023 | &nbsp;&nbsp;0.305% | 69864470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 |
| &nbsp;&nbsp;CMO Series K055 Class X1 | &nbsp;&nbsp;CMO Series K055 Class X1 | &nbsp;&nbsp;CMO Series K055 Class X1 | &nbsp;&nbsp;CMO Series K055 Class X1 |
| &nbsp;&nbsp;03/25/2026 | &nbsp;&nbsp;1.481% | &nbsp;&nbsp;2005438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72969 |
| &nbsp;&nbsp;CMO Series K057 Class X1 | &nbsp;&nbsp;CMO Series K057 Class X1 | &nbsp;&nbsp;CMO Series K057 Class X1 | &nbsp;&nbsp;CMO Series K057 Class X1 |
| &nbsp;&nbsp;07/25/2026 | &nbsp;&nbsp;1.303% | &nbsp;&nbsp;2354237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78881 |
| &nbsp;&nbsp;CMO Series K059 Class X1 | &nbsp;&nbsp;CMO Series K059 Class X1 | &nbsp;&nbsp;CMO Series K059 Class X1 | &nbsp;&nbsp;CMO Series K059 Class X1 |
| &nbsp;&nbsp;09/25/2026 | &nbsp;&nbsp;0.424% | &nbsp;&nbsp;7039126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65468 |
| &nbsp;&nbsp;CMO Series K060 Class X1 | &nbsp;&nbsp;CMO Series K060 Class X1 | &nbsp;&nbsp;CMO Series K060 Class X1 | &nbsp;&nbsp;CMO Series K060 Class X1 |
| &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;0.192% | 25623505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75259 |
| &nbsp;&nbsp;CMO Series K152 Class X1 | &nbsp;&nbsp;CMO Series K152 Class X1 | &nbsp;&nbsp;CMO Series K152 Class X1 | &nbsp;&nbsp;CMO Series K152 Class X1 |
| &nbsp;&nbsp;01/25/2031 | &nbsp;&nbsp;1.101% | &nbsp;&nbsp;4054165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223309 |
| &nbsp;&nbsp;Series 20K129 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K129 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K129 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K129 Class X1 (FHLMC) |
| &nbsp;&nbsp;05/25/2031 | &nbsp;&nbsp;1.160% | 12589681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800973 |

---

---

| | |
|:---|:---|
| 12 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 20K141 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K141 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K141 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K141 Class X1 (FHLMC) |
| &nbsp;&nbsp;02/25/2032 | &nbsp;&nbsp;0.407% | &nbsp;&nbsp;&nbsp;&nbsp;7249442 | &nbsp;&nbsp;&nbsp;&nbsp;174385 |
| &nbsp;&nbsp;Series 20K142 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K142 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K142 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K142 Class X1 (FHLMC) |
| &nbsp;&nbsp;12/25/2031 | &nbsp;&nbsp;0.403% | &nbsp;&nbsp;17580767 | &nbsp;&nbsp;&nbsp;&nbsp;409871 |
| &nbsp;&nbsp;Series 20K143 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K143 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K143 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K143 Class X1 (FHLMC) |
| &nbsp;&nbsp;04/25/2055 | &nbsp;&nbsp;0.450% | &nbsp;&nbsp;&nbsp;&nbsp;7946465 | &nbsp;&nbsp;&nbsp;&nbsp;213197 |
| &nbsp;&nbsp;Series 20K144 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K144 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K144 Class X1 (FHLMC) | &nbsp;&nbsp;Series 20K144 Class X1 (FHLMC) |
| &nbsp;&nbsp;04/25/2032 | &nbsp;&nbsp;0.436% | &nbsp;&nbsp;10396418 | &nbsp;&nbsp;&nbsp;&nbsp;277355 |
| &nbsp;&nbsp;Series K069 Class X1 | &nbsp;&nbsp;Series K069 Class X1 | &nbsp;&nbsp;Series K069 Class X1 | &nbsp;&nbsp;Series K069 Class X1 |
| &nbsp;&nbsp;09/25/2027 | &nbsp;&nbsp;0.477% | &nbsp;&nbsp;36671824 | &nbsp;&nbsp;&nbsp;&nbsp;541404 |
| &nbsp;&nbsp;Series K091 Class X1 | &nbsp;&nbsp;Series K091 Class X1 | &nbsp;&nbsp;Series K091 Class X1 | &nbsp;&nbsp;Series K091 Class X1 |
| &nbsp;&nbsp;03/25/2029 | &nbsp;&nbsp;0.705% | &nbsp;&nbsp;39292189 | &nbsp;&nbsp;1149701 |
| &nbsp;&nbsp;Series K095 Class X1 | &nbsp;&nbsp;Series K095 Class X1 | &nbsp;&nbsp;Series K095 Class X1 | &nbsp;&nbsp;Series K095 Class X1 |
| &nbsp;&nbsp;06/25/2029 | &nbsp;&nbsp;1.084% | &nbsp;&nbsp;75174250 | &nbsp;&nbsp;3727831 |
| &nbsp;&nbsp;Series K106 Class X1 | &nbsp;&nbsp;Series K106 Class X1 | &nbsp;&nbsp;Series K106 Class X1 | &nbsp;&nbsp;Series K106 Class X1 |
| &nbsp;&nbsp;01/25/2030 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;99590254 | &nbsp;&nbsp;7530806 |
| &nbsp;&nbsp;Series K108 Class X1 | &nbsp;&nbsp;Series K108 Class X1 | &nbsp;&nbsp;Series K108 Class X1 | &nbsp;&nbsp;Series K108 Class X1 |
| &nbsp;&nbsp;03/25/2030 | &nbsp;&nbsp;1.810% | &nbsp;&nbsp;&nbsp;&nbsp;2258643 | &nbsp;&nbsp;&nbsp;&nbsp;216071 |
| &nbsp;&nbsp;Series K131 Class X1 (FHLMC) | &nbsp;&nbsp;Series K131 Class X1 (FHLMC) | &nbsp;&nbsp;Series K131 Class X1 (FHLMC) | &nbsp;&nbsp;Series K131 Class X1 (FHLMC) |
| &nbsp;&nbsp;07/25/2031 | &nbsp;&nbsp;0.830% | &nbsp;&nbsp;12803512 | &nbsp;&nbsp;&nbsp;&nbsp;626171 |
| &nbsp;&nbsp;Series K137 Class X1 | &nbsp;&nbsp;Series K137 Class X1 | &nbsp;&nbsp;Series K137 Class X1 | &nbsp;&nbsp;Series K137 Class X1 |
| &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;0.299% | 275033798 | &nbsp;&nbsp;3893984 |
| &nbsp;&nbsp;Series K145 Class X1 | &nbsp;&nbsp;Series K145 Class X1 | &nbsp;&nbsp;Series K145 Class X1 | &nbsp;&nbsp;Series K145 Class X1 |
| &nbsp;&nbsp;06/25/2055 | &nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp;4662614 | &nbsp;&nbsp;&nbsp;&nbsp;120696 |
| &nbsp;&nbsp;Series K146 Class X1 | &nbsp;&nbsp;Series K146 Class X1 | &nbsp;&nbsp;Series K146 Class X1 | &nbsp;&nbsp;Series K146 Class X1 |
| &nbsp;&nbsp;06/25/2032 | &nbsp;&nbsp;0.352% | &nbsp;&nbsp;15768219 | &nbsp;&nbsp;&nbsp;&nbsp;319977 |
| &nbsp;&nbsp;Series K147 Class X1 | &nbsp;&nbsp;Series K147 Class X1 | &nbsp;&nbsp;Series K147 Class X1 | &nbsp;&nbsp;Series K147 Class X1 |
| &nbsp;&nbsp;06/25/2032 | &nbsp;&nbsp;0.487% | &nbsp;&nbsp;12195783 | &nbsp;&nbsp;&nbsp;&nbsp;360041 |
| &nbsp;&nbsp;Series K149 Class X1 (FHLMC) | &nbsp;&nbsp;Series K149 Class X1 (FHLMC) | &nbsp;&nbsp;Series K149 Class X1 (FHLMC) | &nbsp;&nbsp;Series K149 Class X1 (FHLMC) |
| &nbsp;&nbsp;08/25/2032 | &nbsp;&nbsp;0.403% | &nbsp;&nbsp;20994443 | &nbsp;&nbsp;&nbsp;&nbsp;489830 |
| &nbsp;&nbsp;Series K-150 Class X1 (FHLMC) | &nbsp;&nbsp;Series K-150 Class X1 (FHLMC) | &nbsp;&nbsp;Series K-150 Class X1 (FHLMC) | &nbsp;&nbsp;Series K-150 Class X1 (FHLMC) |
| &nbsp;&nbsp;09/25/2032 | &nbsp;&nbsp;0.446% | &nbsp;&nbsp;18244651 | &nbsp;&nbsp;&nbsp;&nbsp;488792 |
| &nbsp;&nbsp;Series K-1516 Class X1 | &nbsp;&nbsp;Series K-1516 Class X1 | &nbsp;&nbsp;Series K-1516 Class X1 | &nbsp;&nbsp;Series K-1516 Class X1 |
| &nbsp;&nbsp;05/25/2035 | &nbsp;&nbsp;1.629% | &nbsp;&nbsp;14664278 | &nbsp;&nbsp;1772952 |
| &nbsp;&nbsp;Series K-1517 Class X1 | &nbsp;&nbsp;Series K-1517 Class X1 | &nbsp;&nbsp;Series K-1517 Class X1 | &nbsp;&nbsp;Series K-1517 Class X1 |
| &nbsp;&nbsp;07/25/2035 | &nbsp;&nbsp;1.436% | &nbsp;&nbsp;19955937 | &nbsp;&nbsp;2125423 |
| &nbsp;&nbsp;Series K1521 Class X1 | &nbsp;&nbsp;Series K1521 Class X1 | &nbsp;&nbsp;Series K1521 Class X1 | &nbsp;&nbsp;Series K1521 Class X1 |
| &nbsp;&nbsp;08/25/2036 | &nbsp;&nbsp;1.095% | &nbsp;&nbsp;23428402 | &nbsp;&nbsp;1952933 |
| &nbsp;&nbsp;Series K728 Class X1 | &nbsp;&nbsp;Series K728 Class X1 | &nbsp;&nbsp;Series K728 Class X1 | &nbsp;&nbsp;Series K728 Class X1 |
| &nbsp;&nbsp;08/25/2024 | &nbsp;&nbsp;0.504% | 255079157 | &nbsp;&nbsp;1632124 |
| &nbsp;&nbsp;Series K729 Class X1 | &nbsp;&nbsp;Series K729 Class X1 | &nbsp;&nbsp;Series K729 Class X1 | &nbsp;&nbsp;Series K729 Class X1 |
| &nbsp;&nbsp;10/25/2024 | &nbsp;&nbsp;0.466% | 159311570 | &nbsp;&nbsp;&nbsp;&nbsp;785151 |
| &nbsp;&nbsp;Series K735 Class X1 | &nbsp;&nbsp;Series K735 Class X1 | &nbsp;&nbsp;Series K735 Class X1 | &nbsp;&nbsp;Series K735 Class X1 |
| &nbsp;&nbsp;05/25/2026 | &nbsp;&nbsp;1.094% | &nbsp;&nbsp;12721476 | &nbsp;&nbsp;&nbsp;&nbsp;340975 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |
| &nbsp;&nbsp;Series K056 Class A2 | &nbsp;&nbsp;Series K056 Class A2 | &nbsp;&nbsp;Series K056 Class A2 | &nbsp;&nbsp;Series K056 Class A2 |
| &nbsp;&nbsp;05/25/2026 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6137000 | &nbsp;&nbsp;&nbsp;&nbsp;5766215 |
| &nbsp;&nbsp;Series K074 Class A2 | &nbsp;&nbsp;Series K074 Class A2 | &nbsp;&nbsp;Series K074 Class A2 | &nbsp;&nbsp;Series K074 Class A2 |
| &nbsp;&nbsp;01/25/2028 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8660000 | &nbsp;&nbsp;&nbsp;&nbsp;8378171 |
| &nbsp;&nbsp;Series K155 Class A3 | &nbsp;&nbsp;Series K155 Class A3 | &nbsp;&nbsp;Series K155 Class A3 | &nbsp;&nbsp;Series K155 Class A3 |
| &nbsp;&nbsp;04/25/2033 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6935000 | &nbsp;&nbsp;&nbsp;&nbsp;6551194 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> |
| &nbsp;&nbsp;Series K157 Class A3 | &nbsp;&nbsp;Series K157 Class A3 | &nbsp;&nbsp;Series K157 Class A3 | &nbsp;&nbsp;Series K157 Class A3 |
| &nbsp;&nbsp;08/25/2033 | &nbsp;&nbsp;3.990% | 11850000 | &nbsp;&nbsp;11414911 |
| &nbsp;&nbsp;Series Q006 Class APT1 | &nbsp;&nbsp;Series Q006 Class APT1 | &nbsp;&nbsp;Series Q006 Class APT1 | &nbsp;&nbsp;Series Q006 Class APT1 |
| &nbsp;&nbsp;07/25/2026 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3652203 | &nbsp;&nbsp;&nbsp;&nbsp;3448583 |
| &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association |
| &nbsp;&nbsp;11/01/2031 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1359963 |
| &nbsp;&nbsp;09/01/2033 | &nbsp;&nbsp;1.820% | &nbsp;&nbsp;6595000 | &nbsp;&nbsp;&nbsp;&nbsp;5131120 |
| &nbsp;&nbsp;03/01/2035 | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2437843 |
| &nbsp;&nbsp;06/01/2037 | &nbsp;&nbsp;3.560% | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;9171178 |
| &nbsp;&nbsp;04/01/2040 | &nbsp;&nbsp;2.455% | &nbsp;&nbsp;3495000 | &nbsp;&nbsp;&nbsp;&nbsp;2477067 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2020-M43 Class X1 | &nbsp;&nbsp;Series 2020-M43 Class X1 | &nbsp;&nbsp;Series 2020-M43 Class X1 | &nbsp;&nbsp;Series 2020-M43 Class X1 |
| &nbsp;&nbsp;08/25/2034 | &nbsp;&nbsp;2.185% | 38393573 | &nbsp;&nbsp;&nbsp;&nbsp;4113345 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2011-38 Class IO | &nbsp;&nbsp;CMO Series 2011-38 Class IO | &nbsp;&nbsp;CMO Series 2011-38 Class IO | &nbsp;&nbsp;CMO Series 2011-38 Class IO |
| &nbsp;&nbsp;04/16/2053 | &nbsp;&nbsp;0.530% | &nbsp;&nbsp;1364440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11918 |
| &nbsp;&nbsp;CMO Series 2013-162 Class IO | &nbsp;&nbsp;CMO Series 2013-162 Class IO | &nbsp;&nbsp;CMO Series 2013-162 Class IO | &nbsp;&nbsp;CMO Series 2013-162 Class IO |
| &nbsp;&nbsp;09/16/2046 | &nbsp;&nbsp;0.057% | 17329714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45506 |
| &nbsp;&nbsp;CMO Series 2014-134 Class IA | &nbsp;&nbsp;CMO Series 2014-134 Class IA | &nbsp;&nbsp;CMO Series 2014-134 Class IA | &nbsp;&nbsp;CMO Series 2014-134 Class IA |
| &nbsp;&nbsp;01/16/2055 | &nbsp;&nbsp;0.148% | 12504067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64295 |
| &nbsp;&nbsp;CMO Series 2015-101 Class IO | &nbsp;&nbsp;CMO Series 2015-101 Class IO | &nbsp;&nbsp;CMO Series 2015-101 Class IO | &nbsp;&nbsp;CMO Series 2015-101 Class IO |
| &nbsp;&nbsp;03/16/2052 | &nbsp;&nbsp;0.287% | &nbsp;&nbsp;3000542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40804 |
| &nbsp;&nbsp;CMO Series 2015-114 | &nbsp;&nbsp;CMO Series 2015-114 | &nbsp;&nbsp;CMO Series 2015-114 | &nbsp;&nbsp;CMO Series 2015-114 |
| &nbsp;&nbsp;03/15/2057 | &nbsp;&nbsp;0.371% | &nbsp;&nbsp;1515251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24928 |
| &nbsp;&nbsp;CMO Series 2015-120 Class IO | &nbsp;&nbsp;CMO Series 2015-120 Class IO | &nbsp;&nbsp;CMO Series 2015-120 Class IO | &nbsp;&nbsp;CMO Series 2015-120 Class IO |
| &nbsp;&nbsp;03/16/2057 | &nbsp;&nbsp;0.686% | &nbsp;&nbsp;7727530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169813 |
| &nbsp;&nbsp;CMO Series 2015-125 Class IB | &nbsp;&nbsp;CMO Series 2015-125 Class IB | &nbsp;&nbsp;CMO Series 2015-125 Class IB | &nbsp;&nbsp;CMO Series 2015-125 Class IB |
| &nbsp;&nbsp;01/16/2055 | &nbsp;&nbsp;1.053% | 10660777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292145 |
| &nbsp;&nbsp;CMO Series 2015-125 Class IO | &nbsp;&nbsp;CMO Series 2015-125 Class IO | &nbsp;&nbsp;CMO Series 2015-125 Class IO | &nbsp;&nbsp;CMO Series 2015-125 Class IO |
| &nbsp;&nbsp;07/16/2055 | &nbsp;&nbsp;0.636% | 18454668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310919 |
| &nbsp;&nbsp;CMO Series 2015-146 Class IC | &nbsp;&nbsp;CMO Series 2015-146 Class IC | &nbsp;&nbsp;CMO Series 2015-146 Class IC | &nbsp;&nbsp;CMO Series 2015-146 Class IC |
| &nbsp;&nbsp;07/16/2055 | &nbsp;&nbsp;0.276% | &nbsp;&nbsp;6134641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54675 |
| &nbsp;&nbsp;CMO Series 2015-171 Class IO | &nbsp;&nbsp;CMO Series 2015-171 Class IO | &nbsp;&nbsp;CMO Series 2015-171 Class IO | &nbsp;&nbsp;CMO Series 2015-171 Class IO |
| &nbsp;&nbsp;11/16/2055 | &nbsp;&nbsp;0.848% | &nbsp;&nbsp;4949081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152023 |
| &nbsp;&nbsp;CMO Series 2015-174 Class IO | &nbsp;&nbsp;CMO Series 2015-174 Class IO | &nbsp;&nbsp;CMO Series 2015-174 Class IO | &nbsp;&nbsp;CMO Series 2015-174 Class IO |
| &nbsp;&nbsp;11/16/2055 | &nbsp;&nbsp;0.414% | &nbsp;&nbsp;6156467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129094 |
| &nbsp;&nbsp;CMO Series 2015-21 Class IO | &nbsp;&nbsp;CMO Series 2015-21 Class IO | &nbsp;&nbsp;CMO Series 2015-21 Class IO | &nbsp;&nbsp;CMO Series 2015-21 Class IO |
| &nbsp;&nbsp;07/16/2056 | &nbsp;&nbsp;0.677% | &nbsp;&nbsp;3849029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98014 |
| &nbsp;&nbsp;CMO Series 2015-29 Class EI | &nbsp;&nbsp;CMO Series 2015-29 Class EI | &nbsp;&nbsp;CMO Series 2015-29 Class EI | &nbsp;&nbsp;CMO Series 2015-29 Class EI |
| &nbsp;&nbsp;09/16/2049 | &nbsp;&nbsp;0.709% | &nbsp;&nbsp;6761301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135142 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022<sub>13</sub>

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2015-41 Class IO | &nbsp;&nbsp;CMO Series 2015-41 Class IO | &nbsp;&nbsp;CMO Series 2015-41 Class IO | &nbsp;&nbsp;CMO Series 2015-41 Class IO |
| &nbsp;&nbsp;09/16/2056 | &nbsp;&nbsp;0.276% | &nbsp;&nbsp;1197337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16375 |
| &nbsp;&nbsp;CMO Series 2015-6 Class IO | &nbsp;&nbsp;CMO Series 2015-6 Class IO | &nbsp;&nbsp;CMO Series 2015-6 Class IO | &nbsp;&nbsp;CMO Series 2015-6 Class IO |
| &nbsp;&nbsp;02/16/2051 | &nbsp;&nbsp;0.486% | &nbsp;&nbsp;2086022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24132 |
| &nbsp;&nbsp;CMO Series 2015-70 Class IO | &nbsp;&nbsp;CMO Series 2015-70 Class IO | &nbsp;&nbsp;CMO Series 2015-70 Class IO | &nbsp;&nbsp;CMO Series 2015-70 Class IO |
| &nbsp;&nbsp;12/16/2049 | &nbsp;&nbsp;0.573% | &nbsp;&nbsp;5787894 | &nbsp;&nbsp;&nbsp;&nbsp;112951 |
| &nbsp;&nbsp;CMO Series 2016-39 Class IO | &nbsp;&nbsp;CMO Series 2016-39 Class IO | &nbsp;&nbsp;CMO Series 2016-39 Class IO | &nbsp;&nbsp;CMO Series 2016-39 Class IO |
| &nbsp;&nbsp;01/16/2056 | &nbsp;&nbsp;0.689% | &nbsp;&nbsp;3626749 | &nbsp;&nbsp;&nbsp;&nbsp;100477 |
| &nbsp;&nbsp;CMO Series 2022-17 Class IO | &nbsp;&nbsp;CMO Series 2022-17 Class IO | &nbsp;&nbsp;CMO Series 2022-17 Class IO | &nbsp;&nbsp;CMO Series 2022-17 Class IO |
| &nbsp;&nbsp;06/16/2064 | &nbsp;&nbsp;0.802% | &nbsp;&nbsp;6395234 | &nbsp;&nbsp;&nbsp;&nbsp;422162 |
| &nbsp;&nbsp;CMO Series 2022-4 Class IO | &nbsp;&nbsp;CMO Series 2022-4 Class IO | &nbsp;&nbsp;CMO Series 2022-4 Class IO | &nbsp;&nbsp;CMO Series 2022-4 Class IO |
| &nbsp;&nbsp;03/16/2064 | &nbsp;&nbsp;0.860% | 15711746 | &nbsp;&nbsp;1082093 |
| &nbsp;&nbsp;CMO Series 2022-43 Class IO | &nbsp;&nbsp;CMO Series 2022-43 Class IO | &nbsp;&nbsp;CMO Series 2022-43 Class IO | &nbsp;&nbsp;CMO Series 2022-43 Class IO |
| &nbsp;&nbsp;09/16/2061 | &nbsp;&nbsp;0.741% | 13076521 | &nbsp;&nbsp;&nbsp;&nbsp;792510 |
| &nbsp;&nbsp;Series 2014-101 Class IO | &nbsp;&nbsp;Series 2014-101 Class IO | &nbsp;&nbsp;Series 2014-101 Class IO | &nbsp;&nbsp;Series 2014-101 Class IO |
| &nbsp;&nbsp;04/16/2056 | &nbsp;&nbsp;0.611% | 10134318 | &nbsp;&nbsp;&nbsp;&nbsp;158769 |
| &nbsp;&nbsp;Series 2016-152 Class IO | &nbsp;&nbsp;Series 2016-152 Class IO | &nbsp;&nbsp;Series 2016-152 Class IO | &nbsp;&nbsp;Series 2016-152 Class IO |
| &nbsp;&nbsp;08/15/2058 | &nbsp;&nbsp;0.728% | 11940566 | &nbsp;&nbsp;&nbsp;&nbsp;426781 |
| &nbsp;&nbsp;Series 2017-168 Class IO | &nbsp;&nbsp;Series 2017-168 Class IO | &nbsp;&nbsp;Series 2017-168 Class IO | &nbsp;&nbsp;Series 2017-168 Class IO |
| &nbsp;&nbsp;12/16/2059 | &nbsp;&nbsp;0.577% | 16991008 | &nbsp;&nbsp;&nbsp;&nbsp;618430 |
| &nbsp;&nbsp;Series 2018-110 Class IA | &nbsp;&nbsp;Series 2018-110 Class IA | &nbsp;&nbsp;Series 2018-110 Class IA | &nbsp;&nbsp;Series 2018-110 Class IA |
| &nbsp;&nbsp;11/16/2059 | &nbsp;&nbsp;0.631% | 21821445 | &nbsp;&nbsp;&nbsp;&nbsp;853738 |
| &nbsp;&nbsp;Series 2018-2 Class IO | &nbsp;&nbsp;Series 2018-2 Class IO | &nbsp;&nbsp;Series 2018-2 Class IO | &nbsp;&nbsp;Series 2018-2 Class IO |
| &nbsp;&nbsp;12/16/2059 | &nbsp;&nbsp;0.707% | &nbsp;&nbsp;7331387 | &nbsp;&nbsp;&nbsp;&nbsp;335547 |
| &nbsp;&nbsp;Series 2020-108 Class IO | &nbsp;&nbsp;Series 2020-108 Class IO | &nbsp;&nbsp;Series 2020-108 Class IO | &nbsp;&nbsp;Series 2020-108 Class IO |
| &nbsp;&nbsp;06/16/2062 | &nbsp;&nbsp;0.847% | &nbsp;&nbsp;9037913 | &nbsp;&nbsp;&nbsp;&nbsp;552750 |
| &nbsp;&nbsp;Series 2021-106 Class IO | &nbsp;&nbsp;Series 2021-106 Class IO | &nbsp;&nbsp;Series 2021-106 Class IO | &nbsp;&nbsp;Series 2021-106 Class IO |
| &nbsp;&nbsp;04/16/2063 | &nbsp;&nbsp;0.858% | &nbsp;&nbsp;9642301 | &nbsp;&nbsp;&nbsp;&nbsp;668291 |
| &nbsp;&nbsp;Series 2021-132 Class BI | &nbsp;&nbsp;Series 2021-132 Class BI | &nbsp;&nbsp;Series 2021-132 Class BI | &nbsp;&nbsp;Series 2021-132 Class BI |
| &nbsp;&nbsp;04/16/2063 | &nbsp;&nbsp;0.924% | 12399006 | &nbsp;&nbsp;&nbsp;&nbsp;876073 |
| &nbsp;&nbsp;Series 2021-133 Class IO | &nbsp;&nbsp;Series 2021-133 Class IO | &nbsp;&nbsp;Series 2021-133 Class IO | &nbsp;&nbsp;Series 2021-133 Class IO |
| &nbsp;&nbsp;07/16/2063 | &nbsp;&nbsp;0.879% | 12125680 | &nbsp;&nbsp;&nbsp;&nbsp;861300 |
| &nbsp;&nbsp;Series 2021-144 Class IO | &nbsp;&nbsp;Series 2021-144 Class IO | &nbsp;&nbsp;Series 2021-144 Class IO | &nbsp;&nbsp;Series 2021-144 Class IO |
| &nbsp;&nbsp;04/16/2063 | &nbsp;&nbsp;0.825% | 12212620 | &nbsp;&nbsp;&nbsp;&nbsp;807912 |
| &nbsp;&nbsp;Series 2021-145 Class IO | &nbsp;&nbsp;Series 2021-145 Class IO | &nbsp;&nbsp;Series 2021-145 Class IO | &nbsp;&nbsp;Series 2021-145 Class IO |
| &nbsp;&nbsp;07/16/2061 | &nbsp;&nbsp;0.772% | &nbsp;&nbsp;2568672 | &nbsp;&nbsp;&nbsp;&nbsp;147754 |
| &nbsp;&nbsp;Series 2021-151 Class IO | &nbsp;&nbsp;Series 2021-151 Class IO | &nbsp;&nbsp;Series 2021-151 Class IO | &nbsp;&nbsp;Series 2021-151 Class IO |
| &nbsp;&nbsp;04/16/2063 | &nbsp;&nbsp;0.916% | 10880312 | &nbsp;&nbsp;&nbsp;&nbsp;819650 |
| &nbsp;&nbsp;Series 2021-163 Class IO | &nbsp;&nbsp;Series 2021-163 Class IO | &nbsp;&nbsp;Series 2021-163 Class IO | &nbsp;&nbsp;Series 2021-163 Class IO |
| &nbsp;&nbsp;03/16/2064 | &nbsp;&nbsp;0.797% | 11462700 | &nbsp;&nbsp;&nbsp;&nbsp;760814 |
| &nbsp;&nbsp;Series 2021-186 Class IO | &nbsp;&nbsp;Series 2021-186 Class IO | &nbsp;&nbsp;Series 2021-186 Class IO | &nbsp;&nbsp;Series 2021-186 Class IO |
| &nbsp;&nbsp;05/16/2063 | &nbsp;&nbsp;0.765% | 12724366 | &nbsp;&nbsp;&nbsp;&nbsp;786903 |
| &nbsp;&nbsp;Series 2021-52 Class IO | &nbsp;&nbsp;Series 2021-52 Class IO | &nbsp;&nbsp;Series 2021-52 Class IO | &nbsp;&nbsp;Series 2021-52 Class IO |
| &nbsp;&nbsp;04/16/2063 | &nbsp;&nbsp;0.718% | 10633080 | &nbsp;&nbsp;&nbsp;&nbsp;593823 |
| &nbsp;&nbsp;Series 2022-132 Class IO | &nbsp;&nbsp;Series 2022-132 Class IO | &nbsp;&nbsp;Series 2022-132 Class IO | &nbsp;&nbsp;Series 2022-132 Class IO |
| &nbsp;&nbsp;10/16/2064 | &nbsp;&nbsp;0.539% | 11049578 | &nbsp;&nbsp;&nbsp;&nbsp;593593 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2022-166 Class IO | &nbsp;&nbsp;Series 2022-166 Class IO | &nbsp;&nbsp;Series 2022-166 Class IO | &nbsp;&nbsp;Series 2022-166 Class IO |
| &nbsp;&nbsp;04/16/2065 | &nbsp;&nbsp;0.792% | 13022784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840407 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2013-H08 Class FA | &nbsp;&nbsp;CMO Series 2013-H08 Class FA | &nbsp;&nbsp;CMO Series 2013-H08 Class FA | &nbsp;&nbsp;CMO Series 2013-H08 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.350%<br> Floor 0.350%, Cap 10.550%<br> 03/20/2063 | &nbsp;&nbsp;3.493% | &nbsp;&nbsp;&nbsp;&nbsp;152527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150989 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $138,390,498) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $138,390,498) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $138,390,498) | &nbsp;&nbsp;**106831079** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.0%** |
| &nbsp;&nbsp;Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-MF2 Class A4 | &nbsp;&nbsp;Series 2021-MF2 Class A4 | &nbsp;&nbsp;Series 2021-MF2 Class A4 | &nbsp;&nbsp;Series 2021-MF2 Class A4 |
| &nbsp;&nbsp;06/15/2054 | &nbsp;&nbsp;2.252% | 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;14761915 |
| &nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-FL4 Class D | &nbsp;&nbsp;Series 2021-FL4 Class D | &nbsp;&nbsp;Series 2021-FL4 Class D | &nbsp;&nbsp;Series 2021-FL4 Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.900%<br> Floor 2.900%<br> 11/15/2036 | &nbsp;&nbsp;6.775% | &nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;2998849 |
| &nbsp;&nbsp;Series 2022-FL1 Class A | &nbsp;&nbsp;Series 2022-FL1 Class A | &nbsp;&nbsp;Series 2022-FL1 Class A | &nbsp;&nbsp;Series 2022-FL1 Class A |
| &nbsp;&nbsp;30-day Average SOFR + 1.450%<br> Floor 1.450%<br> 01/15/2037 | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;7100000 | &nbsp;&nbsp;&nbsp;&nbsp;6860724 |
| &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-BPR Class AM | &nbsp;&nbsp;Series 2019-BPR Class AM | &nbsp;&nbsp;Series 2019-BPR Class AM | &nbsp;&nbsp;Series 2019-BPR Class AM |
| &nbsp;&nbsp;11/05/2032 | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;6325000 | &nbsp;&nbsp;&nbsp;&nbsp;5855467 |
| &nbsp;&nbsp;Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(c),(e)</sup> | &nbsp;&nbsp;Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(c),(e)</sup> | &nbsp;&nbsp;Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(c),(e)</sup> | &nbsp;&nbsp;Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2019-BN18 Class XA | &nbsp;&nbsp;Series 2019-BN18 Class XA | &nbsp;&nbsp;Series 2019-BN18 Class XA | &nbsp;&nbsp;Series 2019-BN18 Class XA |
| &nbsp;&nbsp;05/15/2062 | &nbsp;&nbsp;1.038% | 59635310 | &nbsp;&nbsp;&nbsp;&nbsp;2598764 |
| &nbsp;&nbsp;BANK<sup>(c),(e)</sup> | &nbsp;&nbsp;BANK<sup>(c),(e)</sup> | &nbsp;&nbsp;BANK<sup>(c),(e)</sup> | &nbsp;&nbsp;BANK<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2017-BNK8 Class XA | &nbsp;&nbsp;Series 2017-BNK8 Class XA | &nbsp;&nbsp;Series 2017-BNK8 Class XA | &nbsp;&nbsp;Series 2017-BNK8 Class XA |
| &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;0.850% | 26913550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755097 |
| &nbsp;&nbsp;BANK<sup>(c)</sup> | &nbsp;&nbsp;BANK<sup>(c)</sup> | &nbsp;&nbsp;BANK<sup>(c)</sup> | &nbsp;&nbsp;BANK<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2021-BN37 Class A5 | &nbsp;&nbsp;Series 2021-BN37 Class A5 | &nbsp;&nbsp;Series 2021-BN37 Class A5 | &nbsp;&nbsp;Series 2021-BN37 Class A5 |
| &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;5605000 | &nbsp;&nbsp;&nbsp;&nbsp;4622626 |
| &nbsp;&nbsp;Series 2022-BNK40 Class A4 | &nbsp;&nbsp;Series 2022-BNK40 Class A4 | &nbsp;&nbsp;Series 2022-BNK40 Class A4 | &nbsp;&nbsp;Series 2022-BNK40 Class A4 |
| &nbsp;&nbsp;03/15/2064 | &nbsp;&nbsp;3.507% | &nbsp;&nbsp;2945000 | &nbsp;&nbsp;&nbsp;&nbsp;2591852 |
| &nbsp;&nbsp;BANK<sup>(a)</sup> | &nbsp;&nbsp;BANK<sup>(a)</sup> | &nbsp;&nbsp;BANK<sup>(a)</sup> | &nbsp;&nbsp;BANK<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2017-BNK6 Class D | &nbsp;&nbsp;Subordinated Series 2017-BNK6 Class D | &nbsp;&nbsp;Subordinated Series 2017-BNK6 Class D | &nbsp;&nbsp;Subordinated Series 2017-BNK6 Class D |
| &nbsp;&nbsp;07/15/2060 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2380000 | &nbsp;&nbsp;&nbsp;&nbsp;1743486 |
| &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2016-ETC Class A | &nbsp;&nbsp;Series 2016-ETC Class A | &nbsp;&nbsp;Series 2016-ETC Class A | &nbsp;&nbsp;Series 2016-ETC Class A |
| &nbsp;&nbsp;08/14/2036 | &nbsp;&nbsp;2.937% | 13500000 | &nbsp;&nbsp;&nbsp;&nbsp;11995646 |
| &nbsp;&nbsp;Subordinated Series 2016-ETC Class B | &nbsp;&nbsp;Subordinated Series 2016-ETC Class B | &nbsp;&nbsp;Subordinated Series 2016-ETC Class B | &nbsp;&nbsp;Subordinated Series 2016-ETC Class B |
| &nbsp;&nbsp;08/14/2036 | &nbsp;&nbsp;3.189% | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773655 |
| &nbsp;&nbsp;Subordinated Series 2016-ETC Class C | &nbsp;&nbsp;Subordinated Series 2016-ETC Class C | &nbsp;&nbsp;Subordinated Series 2016-ETC Class C | &nbsp;&nbsp;Subordinated Series 2016-ETC Class C |
| &nbsp;&nbsp;08/14/2036 | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625526 |
| &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2018-C2 Class XA | &nbsp;&nbsp;Series 2018-C2 Class XA | &nbsp;&nbsp;Series 2018-C2 Class XA | &nbsp;&nbsp;Series 2018-C2 Class XA |
| &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;0.924% | 60949357 | &nbsp;&nbsp;&nbsp;&nbsp;2114211 |

---

---

| | |
|:---|:---|
| 14 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-BID Class A | &nbsp;&nbsp;Series 2020-BID Class A | &nbsp;&nbsp;Series 2020-BID Class A | &nbsp;&nbsp;Series 2020-BID Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.140%<br> Floor 2.140%<br> 10/15/2037 | &nbsp;&nbsp;6.015% | &nbsp;&nbsp;3850000 | &nbsp;&nbsp;&nbsp;&nbsp;3732180 |
| &nbsp;&nbsp;BBCMS Mortgage Trust | &nbsp;&nbsp;BBCMS Mortgage Trust | &nbsp;&nbsp;BBCMS Mortgage Trust | &nbsp;&nbsp;BBCMS Mortgage Trust |
| &nbsp;&nbsp;Series 2021-C12 Class A5 | &nbsp;&nbsp;Series 2021-C12 Class A5 | &nbsp;&nbsp;Series 2021-C12 Class A5 | &nbsp;&nbsp;Series 2021-C12 Class A5 |
| &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;5580000 | &nbsp;&nbsp;&nbsp;&nbsp;4620328 |
| &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BBCMS Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-ETC Class D | &nbsp;&nbsp;Subordinated Series 2016-ETC Class D | &nbsp;&nbsp;Subordinated Series 2016-ETC Class D | &nbsp;&nbsp;Subordinated Series 2016-ETC Class D |
| &nbsp;&nbsp;08/14/2036 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;2790000 | &nbsp;&nbsp;&nbsp;&nbsp;2201923 |
| &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2012-TFT Class A | &nbsp;&nbsp;Series 2012-TFT Class A | &nbsp;&nbsp;Series 2012-TFT Class A | &nbsp;&nbsp;Series 2012-TFT Class A |
| &nbsp;&nbsp;06/05/2030 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;2435199 | &nbsp;&nbsp;&nbsp;&nbsp;2355272 |
| &nbsp;&nbsp;Benchmark Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Benchmark Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Benchmark Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Benchmark Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;03/15/2053 | &nbsp;&nbsp;1.539% | 25321194 | &nbsp;&nbsp;&nbsp;&nbsp;1531580 |
| &nbsp;&nbsp;Series 2019-B10 Class XA | &nbsp;&nbsp;Series 2019-B10 Class XA | &nbsp;&nbsp;Series 2019-B10 Class XA | &nbsp;&nbsp;Series 2019-B10 Class XA |
| &nbsp;&nbsp;03/15/2062 | &nbsp;&nbsp;1.384% | 29744156 | &nbsp;&nbsp;&nbsp;&nbsp;1568603 |
| &nbsp;&nbsp;Series 2020-B20 Class XA | &nbsp;&nbsp;Series 2020-B20 Class XA | &nbsp;&nbsp;Series 2020-B20 Class XA | &nbsp;&nbsp;Series 2020-B20 Class XA |
| &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;1.733% | 14502507 | &nbsp;&nbsp;&nbsp;&nbsp;1134820 |
| &nbsp;&nbsp;Benchmark Mortgage Trust | &nbsp;&nbsp;Benchmark Mortgage Trust | &nbsp;&nbsp;Benchmark Mortgage Trust | &nbsp;&nbsp;Benchmark Mortgage Trust |
| &nbsp;&nbsp;Series 2021-B26 Class A4 | &nbsp;&nbsp;Series 2021-B26 Class A4 | &nbsp;&nbsp;Series 2021-B26 Class A4 | &nbsp;&nbsp;Series 2021-B26 Class A4 |
| &nbsp;&nbsp;06/15/2054 | &nbsp;&nbsp;2.295% | 10600000 | &nbsp;&nbsp;&nbsp;&nbsp;8895066 |
| &nbsp;&nbsp;Series 2021-B31 Class A5 | &nbsp;&nbsp;Series 2021-B31 Class A5 | &nbsp;&nbsp;Series 2021-B31 Class A5 | &nbsp;&nbsp;Series 2021-B31 Class A5 |
| &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;4440000 | &nbsp;&nbsp;&nbsp;&nbsp;3677237 |
| &nbsp;&nbsp;BMD2 Re-Remic Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;BMD2 Re-Remic Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;BMD2 Re-Remic Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;BMD2 Re-Remic Trust<sup>(a),(f)</sup> |
| &nbsp;&nbsp;Series 2019-FRR1 Class 3AB | &nbsp;&nbsp;Series 2019-FRR1 Class 3AB | &nbsp;&nbsp;Series 2019-FRR1 Class 3AB | &nbsp;&nbsp;Series 2019-FRR1 Class 3AB |
| &nbsp;&nbsp;05/25/2052 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2821000 | &nbsp;&nbsp;&nbsp;&nbsp;1674402 |
| &nbsp;&nbsp;Subordinated Series 2019-FRR1 Class 2C | &nbsp;&nbsp;Subordinated Series 2019-FRR1 Class 2C | &nbsp;&nbsp;Subordinated Series 2019-FRR1 Class 2C | &nbsp;&nbsp;Subordinated Series 2019-FRR1 Class 2C |
| &nbsp;&nbsp;05/25/2052 | &nbsp;&nbsp;0.000% | 14258000 | &nbsp;&nbsp;11655889 |
| &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-NRD Class A | &nbsp;&nbsp;Series 2021-NRD Class A | &nbsp;&nbsp;Series 2021-NRD Class A | &nbsp;&nbsp;Series 2021-NRD Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.525%<br> Floor 1.525%<br> 12/15/2023 | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;3045000 | &nbsp;&nbsp;&nbsp;&nbsp;2887076 |
| &nbsp;&nbsp;Series 2022-OANA Class A | &nbsp;&nbsp;Series 2022-OANA Class A | &nbsp;&nbsp;Series 2022-OANA Class A | &nbsp;&nbsp;Series 2022-OANA Class A |
| &nbsp;&nbsp;1-month Term SOFR + 1.898%<br> Floor 1.898%<br> 04/15/2037 | &nbsp;&nbsp;5.692% | &nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;2238026 |
| &nbsp;&nbsp;BWAY Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BWAY Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BWAY Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BWAY Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2015-1740 Class A | &nbsp;&nbsp;Series 2015-1740 Class A | &nbsp;&nbsp;Series 2015-1740 Class A | &nbsp;&nbsp;Series 2015-1740 Class A |
| &nbsp;&nbsp;01/10/2035 | &nbsp;&nbsp;2.917% | &nbsp;&nbsp;6850000 | &nbsp;&nbsp;&nbsp;&nbsp;6059028 |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-VKNG Class A | &nbsp;&nbsp;Series 2020-VKNG Class A | &nbsp;&nbsp;Series 2020-VKNG Class A | &nbsp;&nbsp;Series 2020-VKNG Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.930%<br> Floor 0.930%<br> 10/15/2037 | &nbsp;&nbsp;4.805% | &nbsp;&nbsp;6704526 | &nbsp;&nbsp;&nbsp;&nbsp;6486613 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2021-VOLT Class G | &nbsp;&nbsp;Series 2021-VOLT Class G | &nbsp;&nbsp;Series 2021-VOLT Class G | &nbsp;&nbsp;Series 2021-VOLT Class G |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 09/15/2036 | &nbsp;&nbsp;6.725% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2741551 |
| &nbsp;&nbsp;Series 2022-CSMO Class A | &nbsp;&nbsp;Series 2022-CSMO Class A | &nbsp;&nbsp;Series 2022-CSMO Class A | &nbsp;&nbsp;Series 2022-CSMO Class A |
| &nbsp;&nbsp;1-month Term SOFR + 2.115%<br> Floor 2.115%<br> 06/15/2027 | &nbsp;&nbsp;5.909% | &nbsp;&nbsp;5918000 | &nbsp;&nbsp;&nbsp;&nbsp;5855002 |
| &nbsp;&nbsp;Subordinated Series 2021-IRON Class E | &nbsp;&nbsp;Subordinated Series 2021-IRON Class E | &nbsp;&nbsp;Subordinated Series 2021-IRON Class E | &nbsp;&nbsp;Subordinated Series 2021-IRON Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.350%<br> Floor 2.350%<br> 02/15/2038 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2804650 |
| &nbsp;&nbsp;Subordinated Series 2021-SOAR Class F | &nbsp;&nbsp;Subordinated Series 2021-SOAR Class F | &nbsp;&nbsp;Subordinated Series 2021-SOAR Class F | &nbsp;&nbsp;Subordinated Series 2021-SOAR Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 2.350%<br> Floor 2.350%<br> 06/15/2038 | &nbsp;&nbsp;6.225% | 17690987 | &nbsp;&nbsp;16406924 |
| &nbsp;&nbsp;Subordinated Series 2022-CSMO Class B | &nbsp;&nbsp;Subordinated Series 2022-CSMO Class B | &nbsp;&nbsp;Subordinated Series 2022-CSMO Class B | &nbsp;&nbsp;Subordinated Series 2022-CSMO Class B |
| &nbsp;&nbsp;1-month Term SOFR + 3.141%<br> Floor 3.141%<br> 06/15/2027 | &nbsp;&nbsp;6.935% | &nbsp;&nbsp;3490000 | &nbsp;&nbsp;&nbsp;&nbsp;3448469 |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-VIV3 Class B | &nbsp;&nbsp;Subordinated Series 2020-VIV3 Class B | &nbsp;&nbsp;Subordinated Series 2020-VIV3 Class B | &nbsp;&nbsp;Subordinated Series 2020-VIV3 Class B |
| &nbsp;&nbsp;03/09/2044 | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;5780000 | &nbsp;&nbsp;&nbsp;&nbsp;4610205 |
| &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A |
| &nbsp;&nbsp;12/09/2041 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942371 |
| &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-VAMF Class E | &nbsp;&nbsp;Subordinated Series 2022-VAMF Class E | &nbsp;&nbsp;Subordinated Series 2022-VAMF Class E | &nbsp;&nbsp;Subordinated Series 2022-VAMF Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.700%<br> Floor 2.700%<br> 01/15/2039 | &nbsp;&nbsp;6.494% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4624404 |
| &nbsp;&nbsp;BXHPP Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BXHPP Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BXHPP Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BXHPP Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-FILM Class A | &nbsp;&nbsp;Series 2021-FILM Class A | &nbsp;&nbsp;Series 2021-FILM Class A | &nbsp;&nbsp;Series 2021-FILM Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.650%<br> Floor 0.650%<br> 08/15/2036 | &nbsp;&nbsp;4.525% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6550816 |
| &nbsp;&nbsp;CALI Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CALI Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CALI Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CALI Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-101C Class A | &nbsp;&nbsp;Series 2019-101C Class A | &nbsp;&nbsp;Series 2019-101C Class A | &nbsp;&nbsp;Series 2019-101C Class A |
| &nbsp;&nbsp;03/10/2039 | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;2380000 | &nbsp;&nbsp;&nbsp;&nbsp;2079004 |
| &nbsp;&nbsp;CAMB Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CAMB Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CAMB Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CAMB Commercial Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-CX2 Class A | &nbsp;&nbsp;Series 2021-CX2 Class A | &nbsp;&nbsp;Series 2021-CX2 Class A | &nbsp;&nbsp;Series 2021-CX2 Class A |
| &nbsp;&nbsp;11/10/2046 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7200000 | &nbsp;&nbsp;&nbsp;&nbsp;5809746 |
| &nbsp;&nbsp;Cantor Commercial Real Estate Lending<sup>(c),(e)</sup> | &nbsp;&nbsp;Cantor Commercial Real Estate Lending<sup>(c),(e)</sup> | &nbsp;&nbsp;Cantor Commercial Real Estate Lending<sup>(c),(e)</sup> | &nbsp;&nbsp;Cantor Commercial Real Estate Lending<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2019-CF2 Class XA | &nbsp;&nbsp;Series 2019-CF2 Class XA | &nbsp;&nbsp;Series 2019-CF2 Class XA | &nbsp;&nbsp;Series 2019-CF2 Class XA |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;1.325% | 43972877 | &nbsp;&nbsp;&nbsp;&nbsp;2435895 |
| &nbsp;&nbsp;Cantor Commercial Real Estate Lending | &nbsp;&nbsp;Cantor Commercial Real Estate Lending | &nbsp;&nbsp;Cantor Commercial Real Estate Lending | &nbsp;&nbsp;Cantor Commercial Real Estate Lending |
| &nbsp;&nbsp;Series 2019-CF3 Class A3 | &nbsp;&nbsp;Series 2019-CF3 Class A3 | &nbsp;&nbsp;Series 2019-CF3 Class A3 | &nbsp;&nbsp;Series 2019-CF3 Class A3 |
| &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;2.752% | 16100000 | &nbsp;&nbsp;13479031 |
| &nbsp;&nbsp;CD Mortgage Trust | &nbsp;&nbsp;CD Mortgage Trust | &nbsp;&nbsp;CD Mortgage Trust | &nbsp;&nbsp;CD Mortgage Trust |
| &nbsp;&nbsp;Series 2016-CD1 Class A3 | &nbsp;&nbsp;Series 2016-CD1 Class A3 | &nbsp;&nbsp;Series 2016-CD1 Class A3 | &nbsp;&nbsp;Series 2016-CD1 Class A3 |
| &nbsp;&nbsp;08/10/2049 | &nbsp;&nbsp;2.459% | 14750906 | &nbsp;&nbsp;13548875 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 15 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2017-CD6 Class A4 | &nbsp;&nbsp;Series 2017-CD6 Class A4 | &nbsp;&nbsp;Series 2017-CD6 Class A4 | &nbsp;&nbsp;Series 2017-CD6 Class A4 |
| &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;3.190% | 20000000 | &nbsp;&nbsp;18353436 |
| &nbsp;&nbsp;CD Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CD Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CD Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CD Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2019-CD8 Class XA | &nbsp;&nbsp;Series 2019-CD8 Class XA | &nbsp;&nbsp;Series 2019-CD8 Class XA | &nbsp;&nbsp;Series 2019-CD8 Class XA |
| &nbsp;&nbsp;08/15/2057 | &nbsp;&nbsp;1.546% | 46776516 | &nbsp;&nbsp;&nbsp;&nbsp;3150347 |
| &nbsp;&nbsp;CFCRE Commercial Mortgage Trust | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2016-C4 Class A4 | &nbsp;&nbsp;Series 2016-C4 Class A4 | &nbsp;&nbsp;Series 2016-C4 Class A4 | &nbsp;&nbsp;Series 2016-C4 Class A4 |
| &nbsp;&nbsp;05/10/2058 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5900000 | &nbsp;&nbsp;&nbsp;&nbsp;5518324 |
| &nbsp;&nbsp;CFCRE Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;CFCRE Commercial Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2016-C4 Class XA | &nbsp;&nbsp;Series 2016-C4 Class XA | &nbsp;&nbsp;Series 2016-C4 Class XA | &nbsp;&nbsp;Series 2016-C4 Class XA |
| &nbsp;&nbsp;05/10/2058 | &nbsp;&nbsp;1.769% | 54027379 | &nbsp;&nbsp;&nbsp;&nbsp;2192485 |
| &nbsp;&nbsp;Citigroup Commercial Mortgage Trust | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2015-GC35 Class A3 | &nbsp;&nbsp;Series 2015-GC35 Class A3 | &nbsp;&nbsp;Series 2015-GC35 Class A3 | &nbsp;&nbsp;Series 2015-GC35 Class A3 |
| &nbsp;&nbsp;11/10/2048 | &nbsp;&nbsp;3.549% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9524382 |
| &nbsp;&nbsp;Series 2019-C7 Class A4 | &nbsp;&nbsp;Series 2019-C7 Class A4 | &nbsp;&nbsp;Series 2019-C7 Class A4 | &nbsp;&nbsp;Series 2019-C7 Class A4 |
| &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;3985000 | &nbsp;&nbsp;&nbsp;&nbsp;3478702 |
| &nbsp;&nbsp;Series 2019-GC43 Class A3 | &nbsp;&nbsp;Series 2019-GC43 Class A3 | &nbsp;&nbsp;Series 2019-GC43 Class A3 | &nbsp;&nbsp;Series 2019-GC43 Class A3 |
| &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;2.782% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;8696910 |
| &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-PRM2 Class F | &nbsp;&nbsp;Series 2021-PRM2 Class F | &nbsp;&nbsp;Series 2021-PRM2 Class F | &nbsp;&nbsp;Series 2021-PRM2 Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 3.750%<br> 10/15/2036 | &nbsp;&nbsp;7.623% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1385247 |
| &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-C2 Class E | &nbsp;&nbsp;Subordinated Series 2016-C2 Class E | &nbsp;&nbsp;Subordinated Series 2016-C2 Class E | &nbsp;&nbsp;Subordinated Series 2016-C2 Class E |
| &nbsp;&nbsp;08/10/2049 | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;2420000 | &nbsp;&nbsp;&nbsp;&nbsp;1630673 |
| &nbsp;&nbsp;CityLine Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CityLine Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CityLine Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CityLine Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-CLNE Class B | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class B | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class B | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class B |
| &nbsp;&nbsp;11/10/2031 | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp;&nbsp;3428500 |
| &nbsp;&nbsp;Subordinated Series 2016-CLNE Class C | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class C | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class C | &nbsp;&nbsp;Subordinated Series 2016-CLNE Class C |
| &nbsp;&nbsp;11/10/2031 | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1275942 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2013-CR7 Class AM | &nbsp;&nbsp;Series 2013-CR7 Class AM | &nbsp;&nbsp;Series 2013-CR7 Class AM | &nbsp;&nbsp;Series 2013-CR7 Class AM |
| &nbsp;&nbsp;03/10/2046 | &nbsp;&nbsp;3.314% | &nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;4210481 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2013-CR10 Class E | &nbsp;&nbsp;Subordinated Series 2013-CR10 Class E | &nbsp;&nbsp;Subordinated Series 2013-CR10 Class E | &nbsp;&nbsp;Subordinated Series 2013-CR10 Class E |
| &nbsp;&nbsp;08/10/2046 | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp;&nbsp;1117407 |
| &nbsp;&nbsp;Subordinated Series 2013-CR7 Class D | &nbsp;&nbsp;Subordinated Series 2013-CR7 Class D | &nbsp;&nbsp;Subordinated Series 2013-CR7 Class D | &nbsp;&nbsp;Subordinated Series 2013-CR7 Class D |
| &nbsp;&nbsp;03/10/2046 | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;8575000 | &nbsp;&nbsp;&nbsp;&nbsp;8128382 |
| &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F |
| &nbsp;&nbsp;02/10/2037 | &nbsp;&nbsp;3.754% | &nbsp;&nbsp;2513000 | &nbsp;&nbsp;&nbsp;&nbsp;2163423 |
| &nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates<sup>(a)</sup> | &nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates<sup>(a)</sup> | &nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates<sup>(a)</sup> | &nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2012-LTRT Class A2 | &nbsp;&nbsp;Series 2012-LTRT Class A2 | &nbsp;&nbsp;Series 2012-LTRT Class A2 | &nbsp;&nbsp;Series 2012-LTRT Class A2 |
| &nbsp;&nbsp;10/05/2030 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3725755 | &nbsp;&nbsp;&nbsp;&nbsp;3181196 |
| &nbsp;&nbsp;Commercial Mortgage Trust | &nbsp;&nbsp;Commercial Mortgage Trust | &nbsp;&nbsp;Commercial Mortgage Trust | &nbsp;&nbsp;Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2013-CR13 Class A3 | &nbsp;&nbsp;Series 2013-CR13 Class A3 | &nbsp;&nbsp;Series 2013-CR13 Class A3 | &nbsp;&nbsp;Series 2013-CR13 Class A3 |
| &nbsp;&nbsp;11/12/2046 | &nbsp;&nbsp;3.928% | &nbsp;&nbsp;2644161 | &nbsp;&nbsp;&nbsp;&nbsp;2588172 |
| &nbsp;&nbsp;Series 2014-UBS2 Class A5 | &nbsp;&nbsp;Series 2014-UBS2 Class A5 | &nbsp;&nbsp;Series 2014-UBS2 Class A5 | &nbsp;&nbsp;Series 2014-UBS2 Class A5 |
| &nbsp;&nbsp;03/10/2047 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;1134512 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2014-UBS4 Class A5 | &nbsp;&nbsp;Series 2014-UBS4 Class A5 | &nbsp;&nbsp;Series 2014-UBS4 Class A5 | &nbsp;&nbsp;Series 2014-UBS4 Class A5 |
| &nbsp;&nbsp;08/10/2047 | &nbsp;&nbsp;3.694% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4812615 |
| &nbsp;&nbsp;Series 2014-UBS6 Class A4 | &nbsp;&nbsp;Series 2014-UBS6 Class A4 | &nbsp;&nbsp;Series 2014-UBS6 Class A4 | &nbsp;&nbsp;Series 2014-UBS6 Class A4 |
| &nbsp;&nbsp;12/10/2047 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;2984606 | &nbsp;&nbsp;&nbsp;&nbsp;2846089 |
| &nbsp;&nbsp;Series 2015-DC1 Class A5 | &nbsp;&nbsp;Series 2015-DC1 Class A5 | &nbsp;&nbsp;Series 2015-DC1 Class A5 | &nbsp;&nbsp;Series 2015-DC1 Class A5 |
| &nbsp;&nbsp;02/10/2048 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751319 |
| &nbsp;&nbsp;Series 2015-LC19 Class A4 | &nbsp;&nbsp;Series 2015-LC19 Class A4 | &nbsp;&nbsp;Series 2015-LC19 Class A4 | &nbsp;&nbsp;Series 2015-LC19 Class A4 |
| &nbsp;&nbsp;02/10/2048 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791894 |
| &nbsp;&nbsp;Series 2015-PC1 Class A5 | &nbsp;&nbsp;Series 2015-PC1 Class A5 | &nbsp;&nbsp;Series 2015-PC1 Class A5 | &nbsp;&nbsp;Series 2015-PC1 Class A5 |
| &nbsp;&nbsp;07/10/2050 | &nbsp;&nbsp;3.902% | &nbsp;&nbsp;2755000 | &nbsp;&nbsp;&nbsp;&nbsp;2635589 |
| &nbsp;&nbsp;Series 2016-COR1 Class A3 | &nbsp;&nbsp;Series 2016-COR1 Class A3 | &nbsp;&nbsp;Series 2016-COR1 Class A3 | &nbsp;&nbsp;Series 2016-COR1 Class A3 |
| &nbsp;&nbsp;10/10/2049 | &nbsp;&nbsp;2.826% | &nbsp;&nbsp;8410989 | &nbsp;&nbsp;&nbsp;&nbsp;7744225 |
| &nbsp;&nbsp;Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Commercial Mortgage Trust<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2013-CR9 Class A4 | &nbsp;&nbsp;Series 2013-CR9 Class A4 | &nbsp;&nbsp;Series 2013-CR9 Class A4 | &nbsp;&nbsp;Series 2013-CR9 Class A4 |
| &nbsp;&nbsp;07/10/2045 | &nbsp;&nbsp;4.409% | &nbsp;&nbsp;2217662 | &nbsp;&nbsp;&nbsp;&nbsp;2196994 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;3.953% | 14090000 | &nbsp;&nbsp;12723456 |
| &nbsp;&nbsp;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2019-C18 Class A4 | &nbsp;&nbsp;Series 2019-C18 Class A4 | &nbsp;&nbsp;Series 2019-C18 Class A4 | &nbsp;&nbsp;Series 2019-C18 Class A4 |
| &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;2.968% | &nbsp;&nbsp;3345000 | &nbsp;&nbsp;&nbsp;&nbsp;2840101 |
| &nbsp;&nbsp;CSAIL Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-C19 Class E | &nbsp;&nbsp;Subordinated Series 2020-C19 Class E | &nbsp;&nbsp;Subordinated Series 2020-C19 Class E | &nbsp;&nbsp;Subordinated Series 2020-C19 Class E |
| &nbsp;&nbsp;03/15/2053 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480170 |
| &nbsp;&nbsp;CSWF Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CSWF Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CSWF Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CSWF Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-SOP2 Class E | &nbsp;&nbsp;Subordinated Series 2021-SOP2 Class E | &nbsp;&nbsp;Subordinated Series 2021-SOP2 Class E | &nbsp;&nbsp;Subordinated Series 2021-SOP2 Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 3.367%<br> Floor 3.367%<br> 06/15/2034 | &nbsp;&nbsp;7.242% | 16000000 | &nbsp;&nbsp;14695458 |
| &nbsp;&nbsp;DBGS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBGS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBGS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBGS Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-BIOD Class E | &nbsp;&nbsp;Series 2018-BIOD Class E | &nbsp;&nbsp;Series 2018-BIOD Class E | &nbsp;&nbsp;Series 2018-BIOD Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 05/15/2035 | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;2741288 | &nbsp;&nbsp;&nbsp;&nbsp;2624804 |
| &nbsp;&nbsp;Series 2018-BIOD Class F | &nbsp;&nbsp;Series 2018-BIOD Class F | &nbsp;&nbsp;Series 2018-BIOD Class F | &nbsp;&nbsp;Series 2018-BIOD Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 05/15/2035 | &nbsp;&nbsp;5.875% | 10782400 | &nbsp;&nbsp;10262768 |
| &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2016-SFC Class A | &nbsp;&nbsp;Series 2016-SFC Class A | &nbsp;&nbsp;Series 2016-SFC Class A | &nbsp;&nbsp;Series 2016-SFC Class A |
| &nbsp;&nbsp;08/10/2036 | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1294904 |
| &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;DBJPM Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2020-C9 Class XA | &nbsp;&nbsp;Series 2020-C9 Class XA | &nbsp;&nbsp;Series 2020-C9 Class XA | &nbsp;&nbsp;Series 2020-C9 Class XA |
| &nbsp;&nbsp;09/15/2053 | &nbsp;&nbsp;1.827% | 46303640 | &nbsp;&nbsp;&nbsp;&nbsp;3262105 |
| &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-BRBK Class A | &nbsp;&nbsp;Series 2017-BRBK Class A | &nbsp;&nbsp;Series 2017-BRBK Class A | &nbsp;&nbsp;Series 2017-BRBK Class A |
| &nbsp;&nbsp;10/10/2034 | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2623452 |

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| | |
|:---|:---|
| 16 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;DBUBS Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2011-LC2A Class F | &nbsp;&nbsp;Subordinated Series 2011-LC2A Class F | &nbsp;&nbsp;Subordinated Series 2011-LC2A Class F | &nbsp;&nbsp;Subordinated Series 2011-LC2A Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.650%<br> Floor 3.650%, Cap 4.000%<br> 07/10/2044 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;162560 | &nbsp;&nbsp;&nbsp;&nbsp;161299 |
| &nbsp;&nbsp;DBWF Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;DBWF Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;DBWF Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;DBWF Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2016-85T Class D | &nbsp;&nbsp;Series 2016-85T Class D | &nbsp;&nbsp;Series 2016-85T Class D | &nbsp;&nbsp;Series 2016-85T Class D |
| &nbsp;&nbsp;12/10/2036 | &nbsp;&nbsp;3.935% | 2000000 | &nbsp;&nbsp;1757891 |
| &nbsp;&nbsp;Series 2016-85T Class E | &nbsp;&nbsp;Series 2016-85T Class E | &nbsp;&nbsp;Series 2016-85T Class E | &nbsp;&nbsp;Series 2016-85T Class E |
| &nbsp;&nbsp;12/10/2036 | &nbsp;&nbsp;3.935% | 2000000 | &nbsp;&nbsp;1602256 |
| &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 07/15/2038 | &nbsp;&nbsp;6.725% | 2928577 | &nbsp;&nbsp;2768232 |
| &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-SFR1 Class A | &nbsp;&nbsp;Series 2020-SFR1 Class A | &nbsp;&nbsp;Series 2020-SFR1 Class A | &nbsp;&nbsp;Series 2020-SFR1 Class A |
| &nbsp;&nbsp;08/17/2037 | &nbsp;&nbsp;1.339% | 6173651 | &nbsp;&nbsp;5508446 |
| &nbsp;&nbsp;GAM Investments<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a),(g)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-F Class A | &nbsp;&nbsp;Subordinated Series 2021-F Class A | &nbsp;&nbsp;Subordinated Series 2021-F Class A | &nbsp;&nbsp;Subordinated Series 2021-F Class A |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;0.000% | 2186000 | &nbsp;&nbsp;1754010 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class D | &nbsp;&nbsp;Subordinated Series 2021-F Class D | &nbsp;&nbsp;Subordinated Series 2021-F Class D | &nbsp;&nbsp;Subordinated Series 2021-F Class D |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;0.000% | 1777000 | &nbsp;&nbsp;1332750 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class E | &nbsp;&nbsp;Subordinated Series 2021-F Class E | &nbsp;&nbsp;Subordinated Series 2021-F Class E | &nbsp;&nbsp;Subordinated Series 2021-F Class E |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;0.000% | 1798000 | &nbsp;&nbsp;1459978 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class G | &nbsp;&nbsp;Subordinated Series 2021-F Class G | &nbsp;&nbsp;Subordinated Series 2021-F Class G | &nbsp;&nbsp;Subordinated Series 2021-F Class G |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;0.000% | 1797000 | &nbsp;&nbsp;1423684 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class H | &nbsp;&nbsp;Subordinated Series 2021-F Class H | &nbsp;&nbsp;Subordinated Series 2021-F Class H | &nbsp;&nbsp;Subordinated Series 2021-F Class H |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;0.000% | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp;815400 |
| &nbsp;&nbsp;GAM Investments<sup>(a)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a)</sup> | &nbsp;&nbsp;GAM Investments<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-F Class B | &nbsp;&nbsp;Subordinated Series 2021-F Class B | &nbsp;&nbsp;Subordinated Series 2021-F Class B | &nbsp;&nbsp;Subordinated Series 2021-F Class B |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;2.071% | 2104000 | &nbsp;&nbsp;1812940 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class C | &nbsp;&nbsp;Subordinated Series 2021-F Class C | &nbsp;&nbsp;Subordinated Series 2021-F Class C | &nbsp;&nbsp;Subordinated Series 2021-F Class C |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;1.079% | 1778000 | &nbsp;&nbsp;1402086 |
| &nbsp;&nbsp;Subordinated Series 2021-F Class F | &nbsp;&nbsp;Subordinated Series 2021-F Class F | &nbsp;&nbsp;Subordinated Series 2021-F Class F | &nbsp;&nbsp;Subordinated Series 2021-F Class F |
| &nbsp;&nbsp;09/27/2051 | &nbsp;&nbsp;2.435% | 2364000 | &nbsp;&nbsp;1634460 |
| &nbsp;&nbsp;GAM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Re-REMIC Trust<sup>(a),(g)</sup> |
| &nbsp;&nbsp;Series 2021-FRR1 Class 1B | &nbsp;&nbsp;Series 2021-FRR1 Class 1B | &nbsp;&nbsp;Series 2021-FRR1 Class 1B | &nbsp;&nbsp;Series 2021-FRR1 Class 1B |
| &nbsp;&nbsp;07/28/2027 | &nbsp;&nbsp;0.000% | 3690000 | &nbsp;&nbsp;2415258 |
| &nbsp;&nbsp;Series 2021-FRR1 Class 2B | &nbsp;&nbsp;Series 2021-FRR1 Class 2B | &nbsp;&nbsp;Series 2021-FRR1 Class 2B | &nbsp;&nbsp;Series 2021-FRR1 Class 2B |
| &nbsp;&nbsp;12/29/2027 | &nbsp;&nbsp;0.000% | 4900000 | &nbsp;&nbsp;3077418 |
| &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2022-FRR3 Class BK71 | &nbsp;&nbsp;Series 2022-FRR3 Class BK71 | &nbsp;&nbsp;Series 2022-FRR3 Class BK71 | &nbsp;&nbsp;Series 2022-FRR3 Class BK71 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;2.030% | 3736000 | &nbsp;&nbsp;2638879 |
| &nbsp;&nbsp;Series 2022-FRR3 Class CK71 | &nbsp;&nbsp;Series 2022-FRR3 Class CK71 | &nbsp;&nbsp;Series 2022-FRR3 Class CK71 | &nbsp;&nbsp;Series 2022-FRR3 Class CK71 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;1.410% | 1245000 | &nbsp;&nbsp;&nbsp;&nbsp;801259 |
| &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(g)</sup> |
| &nbsp;&nbsp;Series 2022-FRR3 Class D728 | &nbsp;&nbsp;Series 2022-FRR3 Class D728 | &nbsp;&nbsp;Series 2022-FRR3 Class D728 | &nbsp;&nbsp;Series 2022-FRR3 Class D728 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;0.000% | 1446000 | &nbsp;&nbsp;1170280 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK89 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2769000 | &nbsp;&nbsp;&nbsp;&nbsp;1546773 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK89 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK89 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751596 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK41 |
| &nbsp;&nbsp;01/29/2052 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618978 |
| &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;GAM Resecuritization Trust<sup>(a),(f)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class BK61 |
| &nbsp;&nbsp;11/27/2049 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2543000 | &nbsp;&nbsp;&nbsp;&nbsp;1710273 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class C728 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class C728 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class C728 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class C728 |
| &nbsp;&nbsp;08/27/2050 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1446000 | &nbsp;&nbsp;&nbsp;&nbsp;1213805 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK47 |
| &nbsp;&nbsp;05/27/2048 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1474000 | &nbsp;&nbsp;&nbsp;&nbsp;1159451 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK61 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class CK61 |
| &nbsp;&nbsp;11/27/2049 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1784000 | &nbsp;&nbsp;&nbsp;&nbsp;1136117 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK27 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK27 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK27 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK27 |
| &nbsp;&nbsp;12/27/2045 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1954000 | &nbsp;&nbsp;&nbsp;&nbsp;1924833 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK41 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK41 |
| &nbsp;&nbsp;10/27/2047 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955431 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK47 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class DK47 |
| &nbsp;&nbsp;05/27/2048 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1473000 | &nbsp;&nbsp;&nbsp;&nbsp;1109592 |
| &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK2 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK2 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK2 | &nbsp;&nbsp;Subordinated Series 2022-FRR3 Class EK2 |
| &nbsp;&nbsp;12/27/2045 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477778 |
| &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.230%<br> Floor 2.230%<br> 08/17/2023 | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;8368034 |
| &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2017-375H Class A | &nbsp;&nbsp;Series 2017-375H Class A | &nbsp;&nbsp;Series 2017-375H Class A | &nbsp;&nbsp;Series 2017-375H Class A |
| &nbsp;&nbsp;09/10/2037 | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4424205 |
| &nbsp;&nbsp;GS Mortgage Securities Corp. II<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. II<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. II<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. II<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2012-BWTR Class A | &nbsp;&nbsp;Series 2012-BWTR Class A | &nbsp;&nbsp;Series 2012-BWTR Class A | &nbsp;&nbsp;Series 2012-BWTR Class A |
| &nbsp;&nbsp;11/05/2034 | &nbsp;&nbsp;2.954% | &nbsp;&nbsp;3857000 | &nbsp;&nbsp;&nbsp;&nbsp;3403284 |
| &nbsp;&nbsp;GS Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2013-PEMB Class A | &nbsp;&nbsp;Series 2013-PEMB Class A | &nbsp;&nbsp;Series 2013-PEMB Class A | &nbsp;&nbsp;Series 2013-PEMB Class A |
| &nbsp;&nbsp;03/05/2033 | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754440 |
| &nbsp;&nbsp;GS Mortgage Securities Trust | &nbsp;&nbsp;GS Mortgage Securities Trust | &nbsp;&nbsp;GS Mortgage Securities Trust | &nbsp;&nbsp;GS Mortgage Securities Trust |
| &nbsp;&nbsp;Series 2016-GS2 Class A3 | &nbsp;&nbsp;Series 2016-GS2 Class A3 | &nbsp;&nbsp;Series 2016-GS2 Class A3 | &nbsp;&nbsp;Series 2016-GS2 Class A3 |
| &nbsp;&nbsp;05/10/2049 | &nbsp;&nbsp;2.791% | &nbsp;&nbsp;4386745 | &nbsp;&nbsp;&nbsp;&nbsp;4031822 |
| &nbsp;&nbsp;Series 2017-GS7 Class A3 | &nbsp;&nbsp;Series 2017-GS7 Class A3 | &nbsp;&nbsp;Series 2017-GS7 Class A3 | &nbsp;&nbsp;Series 2017-GS7 Class A3 |
| &nbsp;&nbsp;08/10/2050 | &nbsp;&nbsp;3.167% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9301801 |
| &nbsp;&nbsp;Series 2017-GS8 Class A3 | &nbsp;&nbsp;Series 2017-GS8 Class A3 | &nbsp;&nbsp;Series 2017-GS8 Class A3 | &nbsp;&nbsp;Series 2017-GS8 Class A3 |
| &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;3.205% | 20000000 | &nbsp;&nbsp;18294690 |
| &nbsp;&nbsp;Series 2020-GC45 Class A5 | &nbsp;&nbsp;Series 2020-GC45 Class A5 | &nbsp;&nbsp;Series 2020-GC45 Class A5 | &nbsp;&nbsp;Series 2020-GC45 Class A5 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;1810000 | &nbsp;&nbsp;&nbsp;&nbsp;1551016 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 17 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Hudson Yards Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudson Yards Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudson Yards Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudson Yards Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-30HY Class A | &nbsp;&nbsp;Series 2019-30HY Class A | &nbsp;&nbsp;Series 2019-30HY Class A | &nbsp;&nbsp;Series 2019-30HY Class A |
| &nbsp;&nbsp;07/10/2039 | &nbsp;&nbsp;3.228% | 2160000 | &nbsp;&nbsp;1872411 |
| &nbsp;&nbsp;Hudsons Bay Simon JV Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudsons Bay Simon JV Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudsons Bay Simon JV Trust<sup>(a)</sup> | &nbsp;&nbsp;Hudsons Bay Simon JV Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2015-HB10 Class A10 | &nbsp;&nbsp;Series 2015-HB10 Class A10 | &nbsp;&nbsp;Series 2015-HB10 Class A10 | &nbsp;&nbsp;Series 2015-HB10 Class A10 |
| &nbsp;&nbsp;08/05/2034 | &nbsp;&nbsp;4.155% | 1820000 | &nbsp;&nbsp;1588122 |
| &nbsp;&nbsp;Series 2015-HB7 Class A7 | &nbsp;&nbsp;Series 2015-HB7 Class A7 | &nbsp;&nbsp;Series 2015-HB7 Class A7 | &nbsp;&nbsp;Series 2015-HB7 Class A7 |
| &nbsp;&nbsp;08/05/2034 | &nbsp;&nbsp;3.914% | 2520000 | &nbsp;&nbsp;2236654 |
| &nbsp;&nbsp;IMT Trust<sup>(a)</sup> | &nbsp;&nbsp;IMT Trust<sup>(a)</sup> | &nbsp;&nbsp;IMT Trust<sup>(a)</sup> | &nbsp;&nbsp;IMT Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-APTS Class AFX | &nbsp;&nbsp;Series 2017-APTS Class AFX | &nbsp;&nbsp;Series 2017-APTS Class AFX | &nbsp;&nbsp;Series 2017-APTS Class AFX |
| &nbsp;&nbsp;06/15/2034 | &nbsp;&nbsp;3.478% | 5410000 | &nbsp;&nbsp;5124876 |
| &nbsp;&nbsp;INTOWN Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;INTOWN Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;INTOWN Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;INTOWN Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-STAY Class D | &nbsp;&nbsp;Subordinated Series 2022-STAY Class D | &nbsp;&nbsp;Subordinated Series 2022-STAY Class D | &nbsp;&nbsp;Subordinated Series 2022-STAY Class D |
| &nbsp;&nbsp;1-month Term SOFR + 4.134%<br> Floor 4.134%<br> 08/15/2037 | &nbsp;&nbsp;6.979% | 2500000 | &nbsp;&nbsp;2418852 |
| &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2013-C14 Class A4 | &nbsp;&nbsp;Series 2013-C14 Class A4 | &nbsp;&nbsp;Series 2013-C14 Class A4 | &nbsp;&nbsp;Series 2013-C14 Class A4 |
| &nbsp;&nbsp;08/15/2046 | &nbsp;&nbsp;4.133% | 2585512 | &nbsp;&nbsp;2552625 |
| &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp;Series 2014-C26 Class A3 | &nbsp;&nbsp;Series 2014-C26 Class A3 | &nbsp;&nbsp;Series 2014-C26 Class A3 | &nbsp;&nbsp;Series 2014-C26 Class A3 |
| &nbsp;&nbsp;01/15/2048 | &nbsp;&nbsp;3.231% | &nbsp;&nbsp;&nbsp;262835 | &nbsp;&nbsp;&nbsp;&nbsp;250911 |
| &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2013-C17 Class F | &nbsp;&nbsp;Subordinated Series 2013-C17 Class F | &nbsp;&nbsp;Subordinated Series 2013-C17 Class F | &nbsp;&nbsp;Subordinated Series 2013-C17 Class F |
| &nbsp;&nbsp;01/15/2047 | &nbsp;&nbsp;3.867% | 1840000 | &nbsp;&nbsp;1518618 |
| &nbsp;&nbsp;Subordinated Series 2014-C19 Class D | &nbsp;&nbsp;Subordinated Series 2014-C19 Class D | &nbsp;&nbsp;Subordinated Series 2014-C19 Class D | &nbsp;&nbsp;Subordinated Series 2014-C19 Class D |
| &nbsp;&nbsp;04/15/2047 | &nbsp;&nbsp;4.803% | &nbsp;&nbsp;&nbsp;874000 | &nbsp;&nbsp;&nbsp;&nbsp;794753 |
| &nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust | &nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp;Series 2016-C4 Class A2 | &nbsp;&nbsp;Series 2016-C4 Class A2 | &nbsp;&nbsp;Series 2016-C4 Class A2 | &nbsp;&nbsp;Series 2016-C4 Class A2 |
| &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;2.882% | 8174742 | &nbsp;&nbsp;7473473 |
| &nbsp;&nbsp;Series 2019-COR6 Class A3 | &nbsp;&nbsp;Series 2019-COR6 Class A3 | &nbsp;&nbsp;Series 2019-COR6 Class A3 | &nbsp;&nbsp;Series 2019-COR6 Class A3 |
| &nbsp;&nbsp;11/13/2052 | &nbsp;&nbsp;2.795% | 7500000 | &nbsp;&nbsp;6583369 |
| &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2013-C13 Class A4 | &nbsp;&nbsp;Series 2013-C13 Class A4 | &nbsp;&nbsp;Series 2013-C13 Class A4 | &nbsp;&nbsp;Series 2013-C13 Class A4 |
| &nbsp;&nbsp;01/15/2046 | &nbsp;&nbsp;3.994% | 2792780 | &nbsp;&nbsp;2773874 |
| &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-OSB Class A | &nbsp;&nbsp;Series 2019-OSB Class A | &nbsp;&nbsp;Series 2019-OSB Class A | &nbsp;&nbsp;Series 2019-OSB Class A |
| &nbsp;&nbsp;06/05/2039 | &nbsp;&nbsp;3.397% | 2110000 | &nbsp;&nbsp;1851966 |
| &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-HTL5 Class A | &nbsp;&nbsp;Series 2021-HTL5 Class A | &nbsp;&nbsp;Series 2021-HTL5 Class A | &nbsp;&nbsp;Series 2021-HTL5 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.115%<br> Floor 1.115%<br> 11/15/2038 | &nbsp;&nbsp;4.990% | 7080000 | &nbsp;&nbsp;6716654 |
| &nbsp;&nbsp;Series 2022-ACB Class E | &nbsp;&nbsp;Series 2022-ACB Class E | &nbsp;&nbsp;Series 2022-ACB Class E | &nbsp;&nbsp;Series 2022-ACB Class E |
| &nbsp;&nbsp;30-day Average SOFR + 3.350%<br> Floor 3.350%<br> 03/15/2039 | &nbsp;&nbsp;6.568% | 6450000 | &nbsp;&nbsp;6126786 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2021-NYAH Class H | &nbsp;&nbsp;Subordinated Series 2021-NYAH Class H | &nbsp;&nbsp;Subordinated Series 2021-NYAH Class H | &nbsp;&nbsp;Subordinated Series 2021-NYAH Class H |
| &nbsp;&nbsp;1-month USD LIBOR + 3.390%<br> Floor 3.390%<br> 06/15/2038 | &nbsp;&nbsp;5.781% | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;3214623 |
| &nbsp;&nbsp;Ladder Capital Commercial Mortgage<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Commercial Mortgage<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Commercial Mortgage<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Commercial Mortgage<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-LC26 Class A4 | &nbsp;&nbsp;Series 2017-LC26 Class A4 | &nbsp;&nbsp;Series 2017-LC26 Class A4 | &nbsp;&nbsp;Series 2017-LC26 Class A4 |
| &nbsp;&nbsp;07/12/2050 | &nbsp;&nbsp;3.551% | &nbsp;&nbsp;4500000 | &nbsp;&nbsp;4137881 |
| &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-BMR Class F | &nbsp;&nbsp;Subordinated Series 2021-BMR Class F | &nbsp;&nbsp;Subordinated Series 2021-BMR Class F | &nbsp;&nbsp;Subordinated Series 2021-BMR Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 2.350%<br> Floor 2.350%<br> 03/15/2038 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;1867643 | &nbsp;&nbsp;1745862 |
| &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-5 Class A4 | &nbsp;&nbsp;Series 2017-5 Class A4 | &nbsp;&nbsp;Series 2017-5 Class A4 | &nbsp;&nbsp;Series 2017-5 Class A4 |
| &nbsp;&nbsp;03/10/2050 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;774454 |
| &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;LSTAR Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-4 Class F | &nbsp;&nbsp;Subordinated Series 2016-4 Class F | &nbsp;&nbsp;Subordinated Series 2016-4 Class F | &nbsp;&nbsp;Subordinated Series 2016-4 Class F |
| &nbsp;&nbsp;03/10/2049 | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;5279901 |
| &nbsp;&nbsp;Med Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Med Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Med Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Med Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-MDLN Class A | &nbsp;&nbsp;Series 2021-MDLN Class A | &nbsp;&nbsp;Series 2021-MDLN Class A | &nbsp;&nbsp;Series 2021-MDLN Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> Floor 0.950%<br> 11/15/2038 | &nbsp;&nbsp;4.825% | &nbsp;&nbsp;2810000 | &nbsp;&nbsp;2683238 |
| &nbsp;&nbsp;MHP MHIL<sup>(a),(b)</sup> | &nbsp;&nbsp;MHP MHIL<sup>(a),(b)</sup> | &nbsp;&nbsp;MHP MHIL<sup>(a),(b)</sup> | &nbsp;&nbsp;MHP MHIL<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022 Class E | &nbsp;&nbsp;Subordinated Series 2022 Class E | &nbsp;&nbsp;Subordinated Series 2022 Class E | &nbsp;&nbsp;Subordinated Series 2022 Class E |
| &nbsp;&nbsp;30-day Average SOFR + 2.611%<br> Floor 2.611%<br> 01/15/2027 | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;2914976 | &nbsp;&nbsp;2681400 |
| &nbsp;&nbsp;MKT Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;MKT Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;MKT Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;MKT Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-525M Class A | &nbsp;&nbsp;Series 2020-525M Class A | &nbsp;&nbsp;Series 2020-525M Class A | &nbsp;&nbsp;Series 2020-525M Class A |
| &nbsp;&nbsp;02/12/2040 | &nbsp;&nbsp;2.694% | &nbsp;&nbsp;1575000 | &nbsp;&nbsp;1254730 |
| &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp;Series 2013-C12 Class A4 | &nbsp;&nbsp;Series 2013-C12 Class A4 | &nbsp;&nbsp;Series 2013-C12 Class A4 | &nbsp;&nbsp;Series 2013-C12 Class A4 |
| &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;4.259% | &nbsp;&nbsp;1885000 | &nbsp;&nbsp;1859228 |
| &nbsp;&nbsp;Series 2015-C21 Class A3 | &nbsp;&nbsp;Series 2015-C21 Class A3 | &nbsp;&nbsp;Series 2015-C21 Class A3 | &nbsp;&nbsp;Series 2015-C21 Class A3 |
| &nbsp;&nbsp;03/15/2048 | &nbsp;&nbsp;3.077% | &nbsp;&nbsp;&nbsp;&nbsp;458730 | &nbsp;&nbsp;&nbsp;&nbsp;436378 |
| &nbsp;&nbsp;Series 2016-C29 Class ASB | &nbsp;&nbsp;Series 2016-C29 Class ASB | &nbsp;&nbsp;Series 2016-C29 Class ASB | &nbsp;&nbsp;Series 2016-C29 Class ASB |
| &nbsp;&nbsp;05/15/2049 | &nbsp;&nbsp;3.140% | &nbsp;&nbsp;&nbsp;&nbsp;648794 | &nbsp;&nbsp;&nbsp;&nbsp;624416 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust |
| &nbsp;&nbsp;Series 2016-UB11 Class A3 | &nbsp;&nbsp;Series 2016-UB11 Class A3 | &nbsp;&nbsp;Series 2016-UB11 Class A3 | &nbsp;&nbsp;Series 2016-UB11 Class A3 |
| &nbsp;&nbsp;08/15/2049 | &nbsp;&nbsp;2.531% | &nbsp;&nbsp;8300158 | &nbsp;&nbsp;7578813 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2021-L5 Class XA | &nbsp;&nbsp;Series 2021-L5 Class XA | &nbsp;&nbsp;Series 2021-L5 Class XA | &nbsp;&nbsp;Series 2021-L5 Class XA |
| &nbsp;&nbsp;05/15/2054 | &nbsp;&nbsp;1.420% | 13578459 | &nbsp;&nbsp;&nbsp;&nbsp;952883 |
| &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-SFR1 Class G | &nbsp;&nbsp;Subordinated Series 2021-SFR1 Class G | &nbsp;&nbsp;Subordinated Series 2021-SFR1 Class G | &nbsp;&nbsp;Subordinated Series 2021-SFR1 Class G |
| &nbsp;&nbsp;04/17/2038 | &nbsp;&nbsp;3.861% | &nbsp;&nbsp;3830000 | &nbsp;&nbsp;3275607 |
| &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;1180000 | &nbsp;&nbsp;1132786 |

---

---

| | |
|:---|:---|
| 18 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(g)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(g)</sup> |
| &nbsp;&nbsp;Series 2022-FRR1 Class AB55 | &nbsp;&nbsp;Series 2022-FRR1 Class AB55 | &nbsp;&nbsp;Series 2022-FRR1 Class AB55 | &nbsp;&nbsp;Series 2022-FRR1 Class AB55 |
| &nbsp;&nbsp;03/28/2049 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852613 |
| &nbsp;&nbsp;Series 2022-FRR1 Class CK55 | &nbsp;&nbsp;Series 2022-FRR1 Class CK55 | &nbsp;&nbsp;Series 2022-FRR1 Class CK55 | &nbsp;&nbsp;Series 2022-FRR1 Class CK55 |
| &nbsp;&nbsp;03/28/2049 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252679 |
| &nbsp;&nbsp;Series 2022-FRR1 Class CK60 | &nbsp;&nbsp;Series 2022-FRR1 Class CK60 | &nbsp;&nbsp;Series 2022-FRR1 Class CK60 | &nbsp;&nbsp;Series 2022-FRR1 Class CK60 |
| &nbsp;&nbsp;11/08/2049 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292708 |
| &nbsp;&nbsp;Series 2022-FRR1 Class CK64 | &nbsp;&nbsp;Series 2022-FRR1 Class CK64 | &nbsp;&nbsp;Series 2022-FRR1 Class CK64 | &nbsp;&nbsp;Series 2022-FRR1 Class CK64 |
| &nbsp;&nbsp;03/01/2050 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261029 |
| &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RFM Re-REMIC Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2022-FRR1 Class AB60 | &nbsp;&nbsp;Series 2022-FRR1 Class AB60 | &nbsp;&nbsp;Series 2022-FRR1 Class AB60 | &nbsp;&nbsp;Series 2022-FRR1 Class AB60 |
| &nbsp;&nbsp;11/08/2049 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757914 |
| &nbsp;&nbsp;Series 2022-FRR1 Class AB64 | &nbsp;&nbsp;Series 2022-FRR1 Class AB64 | &nbsp;&nbsp;Series 2022-FRR1 Class AB64 | &nbsp;&nbsp;Series 2022-FRR1 Class AB64 |
| &nbsp;&nbsp;03/01/2050 | &nbsp;&nbsp;2.314% | &nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;1111641 |
| &nbsp;&nbsp;SG Commercial Mortgage Securities Trust | &nbsp;&nbsp;SG Commercial Mortgage Securities Trust | &nbsp;&nbsp;SG Commercial Mortgage Securities Trust | &nbsp;&nbsp;SG Commercial Mortgage Securities Trust |
| &nbsp;&nbsp;Series 2016-C5 Class A4 | &nbsp;&nbsp;Series 2016-C5 Class A4 | &nbsp;&nbsp;Series 2016-C5 Class A4 | &nbsp;&nbsp;Series 2016-C5 Class A4 |
| &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;5120000 | &nbsp;&nbsp;&nbsp;&nbsp;4687594 |
| &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A |
| &nbsp;&nbsp;1-month Term SOFR + 1.550%<br> Floor 1.550%<br> 02/15/2039 | &nbsp;&nbsp;5.344% | &nbsp;&nbsp;5670000 | &nbsp;&nbsp;&nbsp;&nbsp;5496156 |
| &nbsp;&nbsp;Starwood Retail Property Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Starwood Retail Property Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Starwood Retail Property Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Starwood Retail Property Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-STAR Class A | &nbsp;&nbsp;Series 2014-STAR Class A | &nbsp;&nbsp;Series 2014-STAR Class A | &nbsp;&nbsp;Series 2014-STAR Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.470%<br> Floor 1.220%<br> 11/15/2027 | &nbsp;&nbsp;5.346% | &nbsp;&nbsp;2461743 | &nbsp;&nbsp;&nbsp;&nbsp;1678909 |
| &nbsp;&nbsp;UBS Commercial Mortgage Trust | &nbsp;&nbsp;UBS Commercial Mortgage Trust | &nbsp;&nbsp;UBS Commercial Mortgage Trust | &nbsp;&nbsp;UBS Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2018-C10 Class A3 | &nbsp;&nbsp;Series 2018-C10 Class A3 | &nbsp;&nbsp;Series 2018-C10 Class A3 | &nbsp;&nbsp;Series 2018-C10 Class A3 |
| &nbsp;&nbsp;05/15/2051 | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5154398 |
| &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 |
| &nbsp;&nbsp;03/10/2046 | &nbsp;&nbsp;3.185% | &nbsp;&nbsp;&nbsp;&nbsp;283557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282643 |
| &nbsp;&nbsp;Series 2013-C6 Class A4 | &nbsp;&nbsp;Series 2013-C6 Class A4 | &nbsp;&nbsp;Series 2013-C6 Class A4 | &nbsp;&nbsp;Series 2013-C6 Class A4 |
| &nbsp;&nbsp;04/10/2046 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;1935000 | &nbsp;&nbsp;&nbsp;&nbsp;1919677 |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2015-LC20 Class A4 | &nbsp;&nbsp;Series 2015-LC20 Class A4 | &nbsp;&nbsp;Series 2015-LC20 Class A4 | &nbsp;&nbsp;Series 2015-LC20 Class A4 |
| &nbsp;&nbsp;04/15/2050 | &nbsp;&nbsp;2.925% | &nbsp;&nbsp;1965000 | &nbsp;&nbsp;&nbsp;&nbsp;1863664 |
| &nbsp;&nbsp;Series 2015-SG1 Class A4 | &nbsp;&nbsp;Series 2015-SG1 Class A4 | &nbsp;&nbsp;Series 2015-SG1 Class A4 | &nbsp;&nbsp;Series 2015-SG1 Class A4 |
| &nbsp;&nbsp;09/15/2048 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;9036083 | &nbsp;&nbsp;&nbsp;&nbsp;8613924 |
| &nbsp;&nbsp;Series 2018-C45 Class A3 | &nbsp;&nbsp;Series 2018-C45 Class A3 | &nbsp;&nbsp;Series 2018-C45 Class A3 | &nbsp;&nbsp;Series 2018-C45 Class A3 |
| &nbsp;&nbsp;06/15/2051 | &nbsp;&nbsp;3.920% | 18493608 | &nbsp;&nbsp;17352173 |
| &nbsp;&nbsp;Series 2021-C61 Class A4 | &nbsp;&nbsp;Series 2021-C61 Class A4 | &nbsp;&nbsp;Series 2021-C61 Class A4 | &nbsp;&nbsp;Series 2021-C61 Class A4 |
| &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;2.658% | &nbsp;&nbsp;7990000 | &nbsp;&nbsp;&nbsp;&nbsp;6488751 |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;Series 2021-C59 Class XA | &nbsp;&nbsp;Series 2021-C59 Class XA | &nbsp;&nbsp;Series 2021-C59 Class XA | &nbsp;&nbsp;Series 2021-C59 Class XA |
| &nbsp;&nbsp;04/15/2054 | &nbsp;&nbsp;1.670% | 20551501 | &nbsp;&nbsp;&nbsp;&nbsp;1730247 |
| &nbsp;&nbsp;Series 2021-C60 Class XA | &nbsp;&nbsp;Series 2021-C60 Class XA | &nbsp;&nbsp;Series 2021-C60 Class XA | &nbsp;&nbsp;Series 2021-C60 Class XA |
| &nbsp;&nbsp;08/15/2054 | &nbsp;&nbsp;1.672% | &nbsp;&nbsp;4129733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359416 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2022-C62 Class A4 | &nbsp;&nbsp;Series 2022-C62 Class A4 | &nbsp;&nbsp;Series 2022-C62 Class A4 | &nbsp;&nbsp;Series 2022-C62 Class A4 |
| &nbsp;&nbsp;04/15/2055 | &nbsp;&nbsp;4.000% | 5330000 | &nbsp;&nbsp;&nbsp;&nbsp;4856863 |
| &nbsp;&nbsp;WFRBS Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;WFRBS Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;WFRBS Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;WFRBS Commercial Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2014-C21 Class D | &nbsp;&nbsp;Subordinated Series 2014-C21 Class D | &nbsp;&nbsp;Subordinated Series 2014-C21 Class D | &nbsp;&nbsp;Subordinated Series 2014-C21 Class D |
| &nbsp;&nbsp;08/15/2047 | &nbsp;&nbsp;3.497% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594656 |
| &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2014-C24 Class A3 | &nbsp;&nbsp;Series 2014-C24 Class A3 | &nbsp;&nbsp;Series 2014-C24 Class A3 | &nbsp;&nbsp;Series 2014-C24 Class A3 |
| &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;3.428% | &nbsp;&nbsp;&nbsp;509995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489231 |
| &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2013-C14 Class D | &nbsp;&nbsp;Subordinated Series 2013-C14 Class D | &nbsp;&nbsp;Subordinated Series 2013-C14 Class D | &nbsp;&nbsp;Subordinated Series 2013-C14 Class D |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;4.089% | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821687 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $674,973,444) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $674,973,444) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $674,973,444) | &nbsp;&nbsp;**607802430** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** |
| &nbsp;&nbsp;**Media 0.0%** | &nbsp;&nbsp;**Media 0.0%** | &nbsp;&nbsp;**Media 0.0%** |
| &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;6033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;Intelsat Jackson Series A, CVR<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;Intelsat Jackson Series B, CVR<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9** |
| &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** |
| &nbsp;&nbsp;Prairie Provident Resources, Inc.<sup>(i),(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**294** |
| &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** |
| &nbsp;&nbsp;**Diversified Financial Services 0.0%** | &nbsp;&nbsp;**Diversified Financial Services 0.0%** | &nbsp;&nbsp;**Diversified Financial Services 0.0%** |
| &nbsp;&nbsp;Intelsat Emergence SA<sup>(i)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88738 | &nbsp;&nbsp;2207358 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**2207358** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $3,030,179) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $3,030,179) | &nbsp;&nbsp;**2207661** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Banking 0.0%** | &nbsp;&nbsp;**Banking 0.0%** | &nbsp;&nbsp;**Banking 0.0%** | &nbsp;&nbsp;**Banking 0.0%** |
| &nbsp;&nbsp;Bangkok Bank PCL<sup>(a),(k)</sup> | &nbsp;&nbsp;Bangkok Bank PCL<sup>(a),(k)</sup> | &nbsp;&nbsp;Bangkok Bank PCL<sup>(a),(k)</sup> | &nbsp;&nbsp;Bangkok Bank PCL<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.000% | 930000 | &nbsp;&nbsp;866913 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 19 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Bonds (continued)** | &nbsp;&nbsp;**Convertible Bonds (continued)** | &nbsp;&nbsp;**Convertible Bonds (continued)** | &nbsp;&nbsp;**Convertible Bonds (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.750% | 1508000 | &nbsp;&nbsp;1183627 |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.600% | 1292000 | &nbsp;&nbsp;&nbsp;&nbsp;949587 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3000127** |
| &nbsp;&nbsp;**Midstream 0.0%** | &nbsp;&nbsp;**Midstream 0.0%** | &nbsp;&nbsp;**Midstream 0.0%** | &nbsp;&nbsp;**Midstream 0.0%** |
| &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;01/15/2083 | &nbsp;&nbsp;7.375% | 1056000 | &nbsp;&nbsp;1023363 |
| &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** |
| &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;12/30/2049 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;18094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 |
| &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $4,504,566) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $4,504,566) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $4,504,566) | &nbsp;&nbsp;**4025119** |
| &nbsp;&nbsp;**Corporate Bonds & Notes 33.5%** | &nbsp;&nbsp;**Corporate Bonds & Notes 33.5%** | &nbsp;&nbsp;**Corporate Bonds & Notes 33.5%** | &nbsp;&nbsp;**Corporate Bonds & Notes 33.5%** |
| &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** |
| &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;616564 |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;02/04/2024 | &nbsp;&nbsp;1.433% | 5100000 | &nbsp;&nbsp;4865989 |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;761000 | &nbsp;&nbsp;&nbsp;&nbsp;753904 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;794000 | &nbsp;&nbsp;&nbsp;&nbsp;726467 |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;5.150% | 1160000 | &nbsp;&nbsp;1131707 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;3.625% | 4203000 | &nbsp;&nbsp;3706642 |
| &nbsp;&nbsp;02/01/2035 | &nbsp;&nbsp;3.250% | 1240000 | &nbsp;&nbsp;&nbsp;&nbsp;946580 |
| &nbsp;&nbsp;11/01/2048 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;171002 |
| &nbsp;&nbsp;05/01/2050 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;254670 |
| &nbsp;&nbsp;08/01/2059 | &nbsp;&nbsp;3.950% | 3500000 | &nbsp;&nbsp;2425122 |
| &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2024 | &nbsp;&nbsp;7.500% | 2286000 | &nbsp;&nbsp;2305039 |
| &nbsp;&nbsp;03/15/2025 | &nbsp;&nbsp;7.500% | 2839000 | &nbsp;&nbsp;2842745 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;7.875% | 6175000 | &nbsp;&nbsp;6076669 |
| &nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;Embraer Netherlands Finance BV |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;755305 |
| &nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;Lockheed Martin Corp. |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;742157 |
| &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;5.700% | 1052000 | &nbsp;&nbsp;1143279 |
| &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;545326 |
| &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. |
| &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;347536 |
| &nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;Textron, Inc. |
| &nbsp;&nbsp;03/01/2024 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;658121 |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;281763 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;United Technologies Corp. | &nbsp;&nbsp;United Technologies Corp. | &nbsp;&nbsp;United Technologies Corp. | &nbsp;&nbsp;United Technologies Corp. |
| &nbsp;&nbsp;08/16/2023 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48549 |
| &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;4.450% | 1043000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960814 |
| &nbsp;&nbsp;06/01/2042 | &nbsp;&nbsp;4.500% | 1689000 | &nbsp;&nbsp;&nbsp;&nbsp;1560831 |
| &nbsp;&nbsp;05/04/2047 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442052 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**34308833** |
| &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** |
| &nbsp;&nbsp;Alaska Airlines Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Alaska Airlines Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Alaska Airlines Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Alaska Airlines Pass-Through Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A | &nbsp;&nbsp;Series 2020-1 Class A |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;763117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715380 |
| &nbsp;&nbsp;American Airlines Pass-Through Trust | &nbsp;&nbsp;American Airlines Pass-Through Trust | &nbsp;&nbsp;American Airlines Pass-Through Trust | &nbsp;&nbsp;American Airlines Pass-Through Trust |
| &nbsp;&nbsp;Series 2015-2 Class A | &nbsp;&nbsp;Series 2015-2 Class A | &nbsp;&nbsp;Series 2015-2 Class A | &nbsp;&nbsp;Series 2015-2 Class A |
| &nbsp;&nbsp;09/22/2027 | &nbsp;&nbsp;4.000% | 1375890 | &nbsp;&nbsp;&nbsp;&nbsp;1096433 |
| &nbsp;&nbsp;Series 2015-2 Class AA | &nbsp;&nbsp;Series 2015-2 Class AA | &nbsp;&nbsp;Series 2015-2 Class AA | &nbsp;&nbsp;Series 2015-2 Class AA |
| &nbsp;&nbsp;09/22/2027 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;114888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103210 |
| &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A | &nbsp;&nbsp;Series 2016-1 Class A |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;802227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628913 |
| &nbsp;&nbsp;Series 2016-1 Class AA | &nbsp;&nbsp;Series 2016-1 Class AA | &nbsp;&nbsp;Series 2016-1 Class AA | &nbsp;&nbsp;Series 2016-1 Class AA |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;3.575% | &nbsp;&nbsp;&nbsp;632226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565740 |
| &nbsp;&nbsp;Series 2016-2 Class AA | &nbsp;&nbsp;Series 2016-2 Class AA | &nbsp;&nbsp;Series 2016-2 Class AA | &nbsp;&nbsp;Series 2016-2 Class AA |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;839202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731982 |
| &nbsp;&nbsp;Series 2016-3 | &nbsp;&nbsp;Series 2016-3 | &nbsp;&nbsp;Series 2016-3 | &nbsp;&nbsp;Series 2016-3 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;631232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484258 |
| &nbsp;&nbsp;Series 2017-1 Class AA | &nbsp;&nbsp;Series 2017-1 Class AA | &nbsp;&nbsp;Series 2017-1 Class AA | &nbsp;&nbsp;Series 2017-1 Class AA |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;24214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21565 |
| &nbsp;&nbsp;Series 2017-2 Class AA | &nbsp;&nbsp;Series 2017-2 Class AA | &nbsp;&nbsp;Series 2017-2 Class AA | &nbsp;&nbsp;Series 2017-2 Class AA |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;282912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247005 |
| &nbsp;&nbsp;Continental Airlines Pass-Through Trust | &nbsp;&nbsp;Continental Airlines Pass-Through Trust | &nbsp;&nbsp;Continental Airlines Pass-Through Trust | &nbsp;&nbsp;Continental Airlines Pass-Through Trust |
| &nbsp;&nbsp;Series 2012-1 Class A | &nbsp;&nbsp;Series 2012-1 Class A | &nbsp;&nbsp;Series 2012-1 Class A | &nbsp;&nbsp;Series 2012-1 Class A |
| &nbsp;&nbsp;04/11/2024 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;210307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201791 |
| &nbsp;&nbsp;Delta Air Lines Pass-Through Trust | &nbsp;&nbsp;Delta Air Lines Pass-Through Trust | &nbsp;&nbsp;Delta Air Lines Pass-Through Trust | &nbsp;&nbsp;Delta Air Lines Pass-Through Trust |
| &nbsp;&nbsp;06/10/2028 | &nbsp;&nbsp;2.000% | 5942782 | &nbsp;&nbsp;&nbsp;&nbsp;5110980 |
| &nbsp;&nbsp;06/10/2028 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;980681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831741 |
| &nbsp;&nbsp;Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;531155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503267 |
| &nbsp;&nbsp;Mileage Plus Holdings LLC/Intellectual Property Assets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mileage Plus Holdings LLC/Intellectual Property Assets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mileage Plus Holdings LLC/Intellectual Property Assets Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Mileage Plus Holdings LLC/Intellectual Property Assets Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/20/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;633713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627741 |
| &nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;Southwest Airlines Co. |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;5.125% | 1665000 | &nbsp;&nbsp;&nbsp;&nbsp;1679437 |
| &nbsp;&nbsp;U.S. Airways Pass-Through Trust | &nbsp;&nbsp;U.S. Airways Pass-Through Trust | &nbsp;&nbsp;U.S. Airways Pass-Through Trust | &nbsp;&nbsp;U.S. Airways Pass-Through Trust |
| &nbsp;&nbsp;10/01/2024 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;774823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746754 |
| &nbsp;&nbsp;06/03/2025 | &nbsp;&nbsp;4.625% | 2145306 | &nbsp;&nbsp;&nbsp;&nbsp;1928153 |
| &nbsp;&nbsp;United Airlines Pass-Through Trust | &nbsp;&nbsp;United Airlines Pass-Through Trust | &nbsp;&nbsp;United Airlines Pass-Through Trust | &nbsp;&nbsp;United Airlines Pass-Through Trust |
| &nbsp;&nbsp;Series 2014-1 Class A | &nbsp;&nbsp;Series 2014-1 Class A | &nbsp;&nbsp;Series 2014-1 Class A | &nbsp;&nbsp;Series 2014-1 Class A |
| &nbsp;&nbsp;04/11/2026 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;442657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407605 |
| &nbsp;&nbsp;Series 2016-2 Class A | &nbsp;&nbsp;Series 2016-2 Class A | &nbsp;&nbsp;Series 2016-2 Class A | &nbsp;&nbsp;Series 2016-2 Class A |
| &nbsp;&nbsp;04/07/2030 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;741576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570098 |

---

---

| | |
|:---|:---|
| 20 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2019-2 Class A | &nbsp;&nbsp;Series 2019-2 Class A | &nbsp;&nbsp;Series 2019-2 Class A | &nbsp;&nbsp;Series 2019-2 Class A |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;462292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369110 |
| &nbsp;&nbsp;United Airlines, Inc. Pass-Through Trust | &nbsp;&nbsp;United Airlines, Inc. Pass-Through Trust | &nbsp;&nbsp;United Airlines, Inc. Pass-Through Trust | &nbsp;&nbsp;United Airlines, Inc. Pass-Through Trust |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;5.875% | 2096887 | &nbsp;&nbsp;&nbsp;&nbsp;2055640 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**19626803** |
| &nbsp;&nbsp;**Apartment REIT 0.1%** | &nbsp;&nbsp;**Apartment REIT 0.1%** | &nbsp;&nbsp;**Apartment REIT 0.1%** | &nbsp;&nbsp;**Apartment REIT 0.1%** |
| &nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;American Homes 4 Rent LP |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422577 |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630616 |
| &nbsp;&nbsp;04/15/2052 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415953 |
| &nbsp;&nbsp;AvalonBay Communities, Inc.<sup>(d)</sup> | &nbsp;&nbsp;AvalonBay Communities, Inc.<sup>(d)</sup> | &nbsp;&nbsp;AvalonBay Communities, Inc.<sup>(d)</sup> | &nbsp;&nbsp;AvalonBay Communities, Inc.<sup>(d)</sup> |
| &nbsp;&nbsp;02/15/2033 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768827 |
| &nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;Invitation Homes Operating Partnership LP |
| &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;2.300% | 1164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971315 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;2.000% | 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;1210408 |
| &nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;Mid-America Apartments LP |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;831000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716441 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5136137** |
| &nbsp;&nbsp;**Automotive 0.8%** | &nbsp;&nbsp;**Automotive 0.8%** | &nbsp;&nbsp;**Automotive 0.8%** | &nbsp;&nbsp;**Automotive 0.8%** |
| &nbsp;&nbsp;Adient Global Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adient Global Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adient Global Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adient Global Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;4.875% | 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2512702 |
| &nbsp;&nbsp;Allison Transmission. Inc.<sup>(a)</sup> | &nbsp;&nbsp;Allison Transmission. Inc.<sup>(a)</sup> | &nbsp;&nbsp;Allison Transmission. Inc.<sup>(a)</sup> | &nbsp;&nbsp;Allison Transmission. Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2031 | &nbsp;&nbsp;3.750% | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1298424 |
| &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;782000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745210 |
| &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823089 |
| &nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;American Honda Finance Corp. |
| &nbsp;&nbsp;01/12/2029 | &nbsp;&nbsp;2.250% | 1715000 | &nbsp;&nbsp;&nbsp;&nbsp;1486479 |
| &nbsp;&nbsp;Aptiv PLC | &nbsp;&nbsp;Aptiv PLC | &nbsp;&nbsp;Aptiv PLC | &nbsp;&nbsp;Aptiv PLC |
| &nbsp;&nbsp;12/01/2051 | &nbsp;&nbsp;3.100% | 1905000 | &nbsp;&nbsp;&nbsp;&nbsp;1187583 |
| &nbsp;&nbsp;BorgWarner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BorgWarner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BorgWarner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BorgWarner, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123964 |
| &nbsp;&nbsp;Cooper-Standard Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cooper-Standard Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cooper-Standard Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cooper-Standard Automotive, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63096 |
| &nbsp;&nbsp;Dana, Inc. | &nbsp;&nbsp;Dana, Inc. | &nbsp;&nbsp;Dana, Inc. | &nbsp;&nbsp;Dana, Inc. |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;5.625% | 2090000 | &nbsp;&nbsp;&nbsp;&nbsp;1922653 |
| &nbsp;&nbsp;Denso Corp.<sup>(a)</sup> | &nbsp;&nbsp;Denso Corp.<sup>(a)</sup> | &nbsp;&nbsp;Denso Corp.<sup>(a)</sup> | &nbsp;&nbsp;Denso Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/16/2026 | &nbsp;&nbsp;1.239% | 4070000 | &nbsp;&nbsp;&nbsp;&nbsp;3553320 |
| &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. |
| &nbsp;&nbsp;01/15/2043 | &nbsp;&nbsp;4.750% | 2600000 | &nbsp;&nbsp;&nbsp;&nbsp;1928646 |
| &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC |
| &nbsp;&nbsp;01/09/2024 | &nbsp;&nbsp;3.810% | 2585000 | &nbsp;&nbsp;&nbsp;&nbsp;2521980 |
| &nbsp;&nbsp;05/03/2029 | &nbsp;&nbsp;5.113% | 1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964447 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;General Motors Co. |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536299 |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;6.800% | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;1943211 |
| &nbsp;&nbsp;04/01/2035 | &nbsp;&nbsp;5.000% | 5365000 | &nbsp;&nbsp;&nbsp;&nbsp;4752714 |
| &nbsp;&nbsp;04/01/2038 | &nbsp;&nbsp;5.150% | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1370371 |
| &nbsp;&nbsp;10/02/2043 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697357 |
| &nbsp;&nbsp;04/01/2045 | &nbsp;&nbsp;5.200% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1264828 |
| &nbsp;&nbsp;General Motors Financial Co., Inc. | &nbsp;&nbsp;General Motors Financial Co., Inc. | &nbsp;&nbsp;General Motors Financial Co., Inc. | &nbsp;&nbsp;General Motors Financial Co., Inc. |
| &nbsp;&nbsp;07/13/2025 | &nbsp;&nbsp;4.300% | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;1028476 |
| &nbsp;&nbsp;10/10/2025 | &nbsp;&nbsp;6.050% | 6770000 | &nbsp;&nbsp;&nbsp;&nbsp;6836959 |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;5.250% | 2260000 | &nbsp;&nbsp;&nbsp;&nbsp;2237283 |
| &nbsp;&nbsp;02/26/2027 | &nbsp;&nbsp;2.350% | 1389000 | &nbsp;&nbsp;&nbsp;&nbsp;1223325 |
| &nbsp;&nbsp;04/09/2027 | &nbsp;&nbsp;5.000% | 1633000 | &nbsp;&nbsp;&nbsp;&nbsp;1596918 |
| &nbsp;&nbsp;06/21/2030 | &nbsp;&nbsp;3.600% | 1710000 | &nbsp;&nbsp;&nbsp;&nbsp;1467342 |
| &nbsp;&nbsp;Harley-Davidson Financial Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Harley-Davidson Financial Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Harley-Davidson Financial Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Harley-Davidson Financial Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/08/2025 | &nbsp;&nbsp;3.350% | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;1089235 |
| &nbsp;&nbsp;02/14/2027 | &nbsp;&nbsp;3.050% | 2955000 | &nbsp;&nbsp;&nbsp;&nbsp;2638571 |
| &nbsp;&nbsp;Honda Motor Co., Ltd. | &nbsp;&nbsp;Honda Motor Co., Ltd. | &nbsp;&nbsp;Honda Motor Co., Ltd. | &nbsp;&nbsp;Honda Motor Co., Ltd. |
| &nbsp;&nbsp;03/10/2032 | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719158 |
| &nbsp;&nbsp;Hyundai Capital America<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital America<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital America<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital America<sup>(a)</sup> |
| &nbsp;&nbsp;06/14/2024 | &nbsp;&nbsp;0.875% | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;2306513 |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;2.100% | 1460000 | &nbsp;&nbsp;&nbsp;&nbsp;1184197 |
| &nbsp;&nbsp;Hyundai Capital Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hyundai Capital Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/24/2025 | &nbsp;&nbsp;2.125% | 3320000 | &nbsp;&nbsp;&nbsp;&nbsp;3026627 |
| &nbsp;&nbsp;Kia Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kia Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kia Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kia Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/16/2024 | &nbsp;&nbsp;1.000% | 1405000 | &nbsp;&nbsp;&nbsp;&nbsp;1318703 |
| &nbsp;&nbsp;Magna International, Inc. | &nbsp;&nbsp;Magna International, Inc. | &nbsp;&nbsp;Magna International, Inc. | &nbsp;&nbsp;Magna International, Inc. |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;3.625% | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;1076561 |
| &nbsp;&nbsp;Mercedes-Benz Finance North America LLC<sup>(a)</sup> | &nbsp;&nbsp;Mercedes-Benz Finance North America LLC<sup>(a)</sup> | &nbsp;&nbsp;Mercedes-Benz Finance North America LLC<sup>(a)</sup> | &nbsp;&nbsp;Mercedes-Benz Finance North America LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;5.250% | 2880000 | &nbsp;&nbsp;&nbsp;&nbsp;2908576 |
| &nbsp;&nbsp;Stellantis Finance US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stellantis Finance US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stellantis Finance US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stellantis Finance US, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/12/2032 | &nbsp;&nbsp;6.375% | 3160000 | &nbsp;&nbsp;&nbsp;&nbsp;3160082 |
| &nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;Toyota Motor Credit Corp. |
| &nbsp;&nbsp;01/13/2027 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359330 |
| &nbsp;&nbsp;09/20/2027 | &nbsp;&nbsp;4.550% | 3152000 | &nbsp;&nbsp;&nbsp;&nbsp;3132165 |
| &nbsp;&nbsp;11/10/2027 | &nbsp;&nbsp;5.450% | 7115000 | &nbsp;&nbsp;&nbsp;&nbsp;7318982 |
| &nbsp;&nbsp;06/29/2029 | &nbsp;&nbsp;4.450% | 1113000 | &nbsp;&nbsp;&nbsp;&nbsp;1102075 |
| &nbsp;&nbsp;Volkswagen Group of America Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Volkswagen Group of America Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Volkswagen Group of America Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Volkswagen Group of America Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/13/2025 | &nbsp;&nbsp;3.350% | 1685000 | &nbsp;&nbsp;&nbsp;&nbsp;1614951 |
| &nbsp;&nbsp;06/08/2027 | &nbsp;&nbsp;4.350% | 3425000 | &nbsp;&nbsp;&nbsp;&nbsp;3315135 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**80357537** |
| &nbsp;&nbsp;**Banking 11.3%** | &nbsp;&nbsp;**Banking 11.3%** | &nbsp;&nbsp;**Banking 11.3%** | &nbsp;&nbsp;**Banking 11.3%** |
| &nbsp;&nbsp;ABN AMRO Bank NV<sup>(a),(k)</sup> | &nbsp;&nbsp;ABN AMRO Bank NV<sup>(a),(k)</sup> | &nbsp;&nbsp;ABN AMRO Bank NV<sup>(a),(k)</sup> | &nbsp;&nbsp;ABN AMRO Bank NV<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/13/2029 | &nbsp;&nbsp;2.470% | 3800000 | &nbsp;&nbsp;&nbsp;&nbsp;3084609 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;03/13/2037 | &nbsp;&nbsp;3.324% | 1441000 | &nbsp;&nbsp;&nbsp;&nbsp;1048120 |
| &nbsp;&nbsp;AIB Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;AIB Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;AIB Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;AIB Group PLC<sup>(a),(k)</sup> |
| &nbsp;&nbsp;10/14/2026 | &nbsp;&nbsp;7.583% | 7380000 | &nbsp;&nbsp;&nbsp;&nbsp;7480437 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 21 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Ally Financial, Inc. | &nbsp;&nbsp;Ally Financial, Inc. | &nbsp;&nbsp;Ally Financial, Inc. | &nbsp;&nbsp;Ally Financial, Inc. |
| &nbsp;&nbsp;06/09/2027 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5660000 | &nbsp;&nbsp;&nbsp;&nbsp;5358384 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;5300000 | &nbsp;&nbsp;&nbsp;&nbsp;5442006 |
| &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. |
| &nbsp;&nbsp;03/04/2027 | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2865000 | &nbsp;&nbsp;&nbsp;&nbsp;2605026 |
| &nbsp;&nbsp;11/05/2027 | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3870000 | &nbsp;&nbsp;&nbsp;&nbsp;4019706 |
| &nbsp;&nbsp;American Express Co.<sup>(k)</sup> | &nbsp;&nbsp;American Express Co.<sup>(k)</sup> | &nbsp;&nbsp;American Express Co.<sup>(k)</sup> | &nbsp;&nbsp;American Express Co.<sup>(k)</sup> |
| &nbsp;&nbsp;08/03/2033 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;6871000 | &nbsp;&nbsp;&nbsp;&nbsp;6520847 |
| &nbsp;&nbsp;ANZ New Zealand International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;ANZ New Zealand International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;ANZ New Zealand International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;ANZ New Zealand International Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;02/18/2025 | &nbsp;&nbsp;2.166% | &nbsp;&nbsp;3390000 | &nbsp;&nbsp;&nbsp;&nbsp;3186202 |
| &nbsp;&nbsp;ASB Bank Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;ASB Bank Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;ASB Bank Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;ASB Bank Ltd.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;06/17/2032 | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;4416000 | &nbsp;&nbsp;&nbsp;&nbsp;4139420 |
| &nbsp;&nbsp;Australia & New Zealand Banking Group Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Australia & New Zealand Banking Group Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Australia & New Zealand Banking Group Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Australia & New Zealand Banking Group Ltd.<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;12/08/2032 | &nbsp;&nbsp;6.742% | &nbsp;&nbsp;&nbsp;&nbsp;508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514020 |
| &nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<sup>(k)</sup> |
| &nbsp;&nbsp;09/14/2028 | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1585189 |
| &nbsp;&nbsp;Banco Santander SA<sup>(b)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(b)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(b)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 1.120%<br> 04/12/2023 | &nbsp;&nbsp;5.039% | &nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1398881 |
| &nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;Banco Santander SA |
| &nbsp;&nbsp;05/24/2024 | &nbsp;&nbsp;3.892% | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;&nbsp;6647803 |
| &nbsp;&nbsp;05/28/2025 | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939469 |
| &nbsp;&nbsp;03/25/2026 | &nbsp;&nbsp;1.849% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1766034 |
| &nbsp;&nbsp;08/18/2027 | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp;&nbsp;3104135 |
| &nbsp;&nbsp;Banco Santander SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(k)</sup> | &nbsp;&nbsp;Banco Santander SA<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737930 |
| &nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;Bank of America Corp. |
| &nbsp;&nbsp;01/11/2023 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1997306 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;01/22/2025 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779677 |
| &nbsp;&nbsp;04/21/2025 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2444583 |
| &nbsp;&nbsp;03/03/2026 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1970990 |
| &nbsp;&nbsp;Bank of America Corp.<sup>(k)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(k)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(k)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;12/20/2023 | &nbsp;&nbsp;3.004% | &nbsp;&nbsp;1294000 | &nbsp;&nbsp;&nbsp;&nbsp;1292454 |
| &nbsp;&nbsp;03/05/2024 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2596000 | &nbsp;&nbsp;&nbsp;&nbsp;2582569 |
| &nbsp;&nbsp;04/02/2026 | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;2650000 | &nbsp;&nbsp;&nbsp;&nbsp;2522694 |
| &nbsp;&nbsp;07/22/2027 | &nbsp;&nbsp;1.734% | 13410000 | &nbsp;&nbsp;11750940 |
| &nbsp;&nbsp;04/27/2028 | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;1208000 | &nbsp;&nbsp;&nbsp;&nbsp;1158950 |
| &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;7030000 | &nbsp;&nbsp;&nbsp;&nbsp;7268537 |
| &nbsp;&nbsp;03/05/2029 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;2159000 | &nbsp;&nbsp;&nbsp;&nbsp;2004742 |
| &nbsp;&nbsp;06/14/2029 | &nbsp;&nbsp;2.087% | 11335000 | &nbsp;&nbsp;&nbsp;&nbsp;9555175 |
| &nbsp;&nbsp;02/07/2030 | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;3850000 | &nbsp;&nbsp;&nbsp;&nbsp;3540702 |
| &nbsp;&nbsp;07/23/2030 | &nbsp;&nbsp;3.194% | 33500000 | &nbsp;&nbsp;29220945 |
| &nbsp;&nbsp;02/13/2031 | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;8712000 | &nbsp;&nbsp;&nbsp;&nbsp;7175973 |
| &nbsp;&nbsp;07/23/2031 | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;&nbsp;&nbsp;616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480245 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3011000 | &nbsp;&nbsp;&nbsp;&nbsp;2442831 |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615058 |
| &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;9960000 | &nbsp;&nbsp;&nbsp;&nbsp;7932095 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;02/04/2033 | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;1928000 | &nbsp;&nbsp;1579869 |
| &nbsp;&nbsp;04/27/2033 | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;1395000 | &nbsp;&nbsp;1300192 |
| &nbsp;&nbsp;07/22/2033 | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;3682000 | &nbsp;&nbsp;3557402 |
| &nbsp;&nbsp;06/19/2041 | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;3113000 | &nbsp;&nbsp;2169294 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;03/08/2037 | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;1340000 | &nbsp;&nbsp;1129578 |
| &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/25/2023 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3780000 | &nbsp;&nbsp;3717235 |
| &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Bank of Ireland Group PLC<sup>(a),(k)</sup> |
| &nbsp;&nbsp;09/16/2026 | &nbsp;&nbsp;6.253% | &nbsp;&nbsp;3560000 | &nbsp;&nbsp;3538306 |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;2.029% | &nbsp;&nbsp;3840000 | &nbsp;&nbsp;3204802 |
| &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal |
| &nbsp;&nbsp;09/14/2027 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7310000 | &nbsp;&nbsp;7229395 |
| &nbsp;&nbsp;Bank of Montreal<sup>(k)</sup> | &nbsp;&nbsp;Bank of Montreal<sup>(k)</sup> | &nbsp;&nbsp;Bank of Montreal<sup>(k)</sup> | &nbsp;&nbsp;Bank of Montreal<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp;849000 | &nbsp;&nbsp;&nbsp;&nbsp;749966 |
| &nbsp;&nbsp;Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;Bank of New York Mellon Corp. (The) |
| &nbsp;&nbsp;01/29/2023 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp;991990 |
| &nbsp;&nbsp;04/24/2025 | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;3885000 | &nbsp;&nbsp;3608404 |
| &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(k)</sup> |
| &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;5020000 | &nbsp;&nbsp;5286265 |
| &nbsp;&nbsp;Bank of New Zealand<sup>(a)</sup> | &nbsp;&nbsp;Bank of New Zealand<sup>(a)</sup> | &nbsp;&nbsp;Bank of New Zealand<sup>(a)</sup> | &nbsp;&nbsp;Bank of New Zealand<sup>(a)</sup> |
| &nbsp;&nbsp;02/21/2025 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3915000 | &nbsp;&nbsp;3658605 |
| &nbsp;&nbsp;01/27/2027 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;4455000 | &nbsp;&nbsp;3981379 |
| &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) |
| &nbsp;&nbsp;05/01/2023 | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8550000 | &nbsp;&nbsp;8425593 |
| &nbsp;&nbsp;02/02/2027 | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;707000 | &nbsp;&nbsp;&nbsp;&nbsp;631178 |
| &nbsp;&nbsp;Bank of Nova Scotia (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of Nova Scotia (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of Nova Scotia (The)<sup>(k)</sup> | &nbsp;&nbsp;Bank of Nova Scotia (The)<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/04/2037 | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;3588000 | &nbsp;&nbsp;3083294 |
| &nbsp;&nbsp;Banque Federative du Credit Mutuel SA<sup>(a)</sup> | &nbsp;&nbsp;Banque Federative du Credit Mutuel SA<sup>(a)</sup> | &nbsp;&nbsp;Banque Federative du Credit Mutuel SA<sup>(a)</sup> | &nbsp;&nbsp;Banque Federative du Credit Mutuel SA<sup>(a)</sup> |
| &nbsp;&nbsp;11/21/2024 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4315000 | &nbsp;&nbsp;4077512 |
| &nbsp;&nbsp;07/13/2027 | &nbsp;&nbsp;4.753% | &nbsp;&nbsp;5280000 | &nbsp;&nbsp;5153081 |
| &nbsp;&nbsp;Barclays PLC | &nbsp;&nbsp;Barclays PLC | &nbsp;&nbsp;Barclays PLC | &nbsp;&nbsp;Barclays PLC |
| &nbsp;&nbsp;03/16/2025 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;257537 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/09/2028 | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp;918691 |
| &nbsp;&nbsp;Barclays PLC<sup>(k)</sup> | &nbsp;&nbsp;Barclays PLC<sup>(k)</sup> | &nbsp;&nbsp;Barclays PLC<sup>(k)</sup> | &nbsp;&nbsp;Barclays PLC<sup>(k)</sup> |
| &nbsp;&nbsp;05/07/2025 | &nbsp;&nbsp;3.932% | &nbsp;&nbsp;6190000 | &nbsp;&nbsp;5971296 |
| &nbsp;&nbsp;08/09/2028 | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;4385000 | &nbsp;&nbsp;4243022 |
| &nbsp;&nbsp;06/24/2031 | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;3175000 | &nbsp;&nbsp;2480499 |
| &nbsp;&nbsp;03/10/2032 | &nbsp;&nbsp;2.667% | 12020000 | &nbsp;&nbsp;9203894 |
| &nbsp;&nbsp;11/02/2033 | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;7200000 | &nbsp;&nbsp;7627701 |
| &nbsp;&nbsp;BNP Paribas SA<sup>(a)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2023 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;890958 |

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| | |
|:---|:---|
| 22 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BNP Paribas SA<sup>(a),(k)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a),(k)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a),(k)</sup> | &nbsp;&nbsp;BNP Paribas SA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;06/09/2026 | &nbsp;&nbsp;2.219% | &nbsp;&nbsp;1570000 | &nbsp;&nbsp;&nbsp;&nbsp;1441578 |
| &nbsp;&nbsp;01/13/2027 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506099 |
| &nbsp;&nbsp;01/20/2028 | &nbsp;&nbsp;2.591% | &nbsp;&nbsp;2620000 | &nbsp;&nbsp;&nbsp;&nbsp;2298360 |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;1.904% | &nbsp;&nbsp;3535000 | &nbsp;&nbsp;&nbsp;&nbsp;2915833 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;2.159% | &nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp;&nbsp;3179583 |
| &nbsp;&nbsp;04/19/2032 | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;3775000 | &nbsp;&nbsp;&nbsp;&nbsp;2982002 |
| &nbsp;&nbsp;01/20/2033 | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;7920000 | &nbsp;&nbsp;&nbsp;&nbsp;6298147 |
| &nbsp;&nbsp;BPCE SA<sup>(a)</sup> | &nbsp;&nbsp;BPCE SA<sup>(a)</sup> | &nbsp;&nbsp;BPCE SA<sup>(a)</sup> | &nbsp;&nbsp;BPCE SA<sup>(a)</sup> |
| &nbsp;&nbsp;01/11/2028 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414483 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849642 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;10/22/2023 | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539504 |
| &nbsp;&nbsp;07/11/2024 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp;4070754 |
| &nbsp;&nbsp;07/21/2024 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3363000 | &nbsp;&nbsp;&nbsp;&nbsp;3294099 |
| &nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;7005000 | &nbsp;&nbsp;&nbsp;&nbsp;6819377 |
| &nbsp;&nbsp;Capital One Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Capital One Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Capital One Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Capital One Financial Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;12/06/2024 | &nbsp;&nbsp;1.343% | &nbsp;&nbsp;8945000 | &nbsp;&nbsp;&nbsp;&nbsp;8540286 |
| &nbsp;&nbsp;11/02/2027 | &nbsp;&nbsp;1.878% | &nbsp;&nbsp;&nbsp;&nbsp;883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766186 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701988 |
| &nbsp;&nbsp;07/26/2030 | &nbsp;&nbsp;5.247% | &nbsp;&nbsp;&nbsp;&nbsp;789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756052 |
| &nbsp;&nbsp;11/02/2032 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772988 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;07/29/2032 | &nbsp;&nbsp;2.359% | &nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;1149614 |
| &nbsp;&nbsp;Citigroup, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;0.981% | &nbsp;&nbsp;1410000 | &nbsp;&nbsp;&nbsp;&nbsp;1315158 |
| &nbsp;&nbsp;04/08/2026 | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;4210000 | &nbsp;&nbsp;&nbsp;&nbsp;3992202 |
| &nbsp;&nbsp;06/09/2027 | &nbsp;&nbsp;1.462% | &nbsp;&nbsp;7108000 | &nbsp;&nbsp;&nbsp;&nbsp;6187918 |
| &nbsp;&nbsp;02/24/2028 | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;1445000 | &nbsp;&nbsp;&nbsp;&nbsp;1314573 |
| &nbsp;&nbsp;11/05/2030 | &nbsp;&nbsp;2.976% | 14780000 | &nbsp;&nbsp;12626854 |
| &nbsp;&nbsp;01/29/2031 | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;5550000 | &nbsp;&nbsp;&nbsp;&nbsp;4616726 |
| &nbsp;&nbsp;03/31/2031 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890982 |
| &nbsp;&nbsp;06/03/2031 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;5105000 | &nbsp;&nbsp;&nbsp;&nbsp;4188789 |
| &nbsp;&nbsp;05/01/2032 | &nbsp;&nbsp;2.561% | &nbsp;&nbsp;7855000 | &nbsp;&nbsp;&nbsp;&nbsp;6288545 |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;4760000 | &nbsp;&nbsp;&nbsp;&nbsp;3915837 |
| &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;3850000 | &nbsp;&nbsp;&nbsp;&nbsp;4052550 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.700% | 10225000 | &nbsp;&nbsp;&nbsp;&nbsp;8596997 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991999 |
| &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1239177 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;06/10/2025 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;4180387 |
| &nbsp;&nbsp;05/18/2046 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340330 |
| &nbsp;&nbsp;Citizens Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citizens Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citizens Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Citizens Financial Group, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/21/2037 | &nbsp;&nbsp;5.641% | &nbsp;&nbsp;5060000 | &nbsp;&nbsp;&nbsp;&nbsp;4725235 |
| &nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;Comerica Bank |
| &nbsp;&nbsp;07/23/2024 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3995000 | &nbsp;&nbsp;&nbsp;&nbsp;3823555 |
| &nbsp;&nbsp;Commonwealth Bank of Australia<sup>(a)</sup> | &nbsp;&nbsp;Commonwealth Bank of Australia<sup>(a)</sup> | &nbsp;&nbsp;Commonwealth Bank of Australia<sup>(a)</sup> | &nbsp;&nbsp;Commonwealth Bank of Australia<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/12/2039 | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320712 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Cooperatieve Rabobank UA<sup>(a),(k)</sup> | &nbsp;&nbsp;Cooperatieve Rabobank UA<sup>(a),(k)</sup> | &nbsp;&nbsp;Cooperatieve Rabobank UA<sup>(a),(k)</sup> | &nbsp;&nbsp;Cooperatieve Rabobank UA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;06/24/2026 | &nbsp;&nbsp;1.339% | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869913 |
| &nbsp;&nbsp;02/24/2027 | &nbsp;&nbsp;1.106% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2167285 |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;1.980% | &nbsp;&nbsp;3515000 | &nbsp;&nbsp;&nbsp;&nbsp;3044191 |
| &nbsp;&nbsp;04/06/2028 | &nbsp;&nbsp;3.649% | &nbsp;&nbsp;&nbsp;&nbsp;833000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768851 |
| &nbsp;&nbsp;08/22/2028 | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;&nbsp;&nbsp;988000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953162 |
| &nbsp;&nbsp;Credit Agricole SA<sup>(a)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a)</sup> |
| &nbsp;&nbsp;04/24/2023 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526607 |
| &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Agricole SA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;06/16/2026 | &nbsp;&nbsp;1.907% | &nbsp;&nbsp;5621000 | &nbsp;&nbsp;&nbsp;&nbsp;5093734 |
| &nbsp;&nbsp;Credit Suisse AG | &nbsp;&nbsp;Credit Suisse AG | &nbsp;&nbsp;Credit Suisse AG | &nbsp;&nbsp;Credit Suisse AG |
| &nbsp;&nbsp;02/21/2025 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782760 |
| &nbsp;&nbsp;08/07/2026 | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;539000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427197 |
| &nbsp;&nbsp;07/09/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9856000 | &nbsp;&nbsp;&nbsp;&nbsp;8921228 |
| &nbsp;&nbsp;Credit Suisse Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/14/2023 | &nbsp;&nbsp;2.997% | &nbsp;&nbsp;6429000 | &nbsp;&nbsp;&nbsp;&nbsp;6364890 |
| &nbsp;&nbsp;06/05/2026 | &nbsp;&nbsp;2.193% | &nbsp;&nbsp;3297000 | &nbsp;&nbsp;&nbsp;&nbsp;2802726 |
| &nbsp;&nbsp;02/02/2027 | &nbsp;&nbsp;1.305% | &nbsp;&nbsp;4520000 | &nbsp;&nbsp;&nbsp;&nbsp;3589858 |
| &nbsp;&nbsp;08/11/2028 | &nbsp;&nbsp;6.442% | &nbsp;&nbsp;8745000 | &nbsp;&nbsp;&nbsp;&nbsp;7844324 |
| &nbsp;&nbsp;05/14/2032 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5680000 | &nbsp;&nbsp;&nbsp;&nbsp;3858700 |
| &nbsp;&nbsp;08/12/2033 | &nbsp;&nbsp;6.537% | 20625000 | &nbsp;&nbsp;17744821 |
| &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;9.016% | &nbsp;&nbsp;4501000 | &nbsp;&nbsp;&nbsp;&nbsp;4534367 |
| &nbsp;&nbsp;Credit Suisse Group AG<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Group AG<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;08/08/2023 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964069 |
| &nbsp;&nbsp;Credit Suisse Group Funding Guernsey Ltd. | &nbsp;&nbsp;Credit Suisse Group Funding Guernsey Ltd. | &nbsp;&nbsp;Credit Suisse Group Funding Guernsey Ltd. | &nbsp;&nbsp;Credit Suisse Group Funding Guernsey Ltd. |
| &nbsp;&nbsp;06/09/2023 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4890000 | &nbsp;&nbsp;&nbsp;&nbsp;4668696 |
| &nbsp;&nbsp;Danske Bank A/S<sup>(a)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a)</sup> |
| &nbsp;&nbsp;09/12/2023 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1330240 |
| &nbsp;&nbsp;06/12/2028 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804095 |
| &nbsp;&nbsp;Danske Bank A/S<sup>(a),(k)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a),(k)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a),(k)</sup> | &nbsp;&nbsp;Danske Bank A/S<sup>(a),(k)</sup> |
| &nbsp;&nbsp;03/28/2025 | &nbsp;&nbsp;3.773% | &nbsp;&nbsp;3905000 | &nbsp;&nbsp;&nbsp;&nbsp;3762726 |
| &nbsp;&nbsp;09/10/2025 | &nbsp;&nbsp;0.976% | &nbsp;&nbsp;5665000 | &nbsp;&nbsp;&nbsp;&nbsp;5134096 |
| &nbsp;&nbsp;09/11/2026 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;1245000 | &nbsp;&nbsp;&nbsp;&nbsp;1082721 |
| &nbsp;&nbsp;Deutsche Bank AG<sup>(k)</sup> | &nbsp;&nbsp;Deutsche Bank AG<sup>(k)</sup> | &nbsp;&nbsp;Deutsche Bank AG<sup>(k)</sup> | &nbsp;&nbsp;Deutsche Bank AG<sup>(k)</sup> |
| &nbsp;&nbsp;07/14/2026 | &nbsp;&nbsp;6.119% | &nbsp;&nbsp;4215000 | &nbsp;&nbsp;&nbsp;&nbsp;4166373 |
| &nbsp;&nbsp;01/07/2028 | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;&nbsp;&nbsp;484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405789 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;01/14/2032 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1474267 |
| &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;Deutsche Bank AG |
| &nbsp;&nbsp;09/09/2027 | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;5420000 | &nbsp;&nbsp;&nbsp;&nbsp;5441287 |
| &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank |
| &nbsp;&nbsp;08/08/2023 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5457531 |
| &nbsp;&nbsp;03/13/2026 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751310 |
| &nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;Discover Financial Services |
| &nbsp;&nbsp;11/06/2024 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1495000 | &nbsp;&nbsp;&nbsp;&nbsp;1455576 |
| &nbsp;&nbsp;DNB Bank ASA<sup>(a)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a)</sup> |
| &nbsp;&nbsp;12/02/2022 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624916 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 23 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DNB Bank ASA<sup>(a),(k)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a),(k)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a),(k)</sup> | &nbsp;&nbsp;DNB Bank ASA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;09/16/2026 | &nbsp;&nbsp;1.127% | &nbsp;&nbsp;3950000 | &nbsp;&nbsp;&nbsp;&nbsp;3477461 |
| &nbsp;&nbsp;10/09/2026 | &nbsp;&nbsp;5.896% | 10520000 | &nbsp;&nbsp;10533871 |
| &nbsp;&nbsp;03/30/2028 | &nbsp;&nbsp;1.605% | &nbsp;&nbsp;4585000 | &nbsp;&nbsp;&nbsp;&nbsp;3899709 |
| &nbsp;&nbsp;Fifth Third Bancorp<sup>(k)</sup> | &nbsp;&nbsp;Fifth Third Bancorp<sup>(k)</sup> | &nbsp;&nbsp;Fifth Third Bancorp<sup>(k)</sup> | &nbsp;&nbsp;Fifth Third Bancorp<sup>(k)</sup> |
| &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;8215000 | &nbsp;&nbsp;&nbsp;&nbsp;8481956 |
| &nbsp;&nbsp;Goldman Sachs Group Inc (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group Inc (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group Inc (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group Inc (The)<sup>(k)</sup> |
| &nbsp;&nbsp;01/27/2032 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1805000 | &nbsp;&nbsp;&nbsp;&nbsp;1395006 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) |
| &nbsp;&nbsp;02/23/2023 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp;&nbsp;2914079 |
| &nbsp;&nbsp;12/06/2023 | &nbsp;&nbsp;1.217% | &nbsp;&nbsp;7505000 | &nbsp;&nbsp;&nbsp;&nbsp;7240658 |
| &nbsp;&nbsp;11/01/2024 | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4210000 | &nbsp;&nbsp;&nbsp;&nbsp;4261010 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/22/2045 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;1991928 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(b)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(b)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(b)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 0.750%<br> 02/23/2023 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1402000 | &nbsp;&nbsp;&nbsp;&nbsp;1402188 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(k)</sup> |
| &nbsp;&nbsp;09/29/2025 | &nbsp;&nbsp;3.272% | &nbsp;&nbsp;4160000 | &nbsp;&nbsp;&nbsp;&nbsp;4006149 |
| &nbsp;&nbsp;03/09/2027 | &nbsp;&nbsp;1.431% | 11330000 | &nbsp;&nbsp;&nbsp;&nbsp;9964071 |
| &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;2865000 | &nbsp;&nbsp;&nbsp;&nbsp;2509899 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.615% | 12585000 | &nbsp;&nbsp;10166729 |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.383% | 19430000 | &nbsp;&nbsp;15368385 |
| &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2415000 | &nbsp;&nbsp;&nbsp;&nbsp;1938103 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2135000 | &nbsp;&nbsp;&nbsp;&nbsp;1662218 |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(k)</sup> |
| &nbsp;&nbsp;03/11/2025 | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp;573000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554891 |
| &nbsp;&nbsp;11/07/2025 | &nbsp;&nbsp;2.633% | &nbsp;&nbsp;1148000 | &nbsp;&nbsp;&nbsp;&nbsp;1069167 |
| &nbsp;&nbsp;03/10/2026 | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;&nbsp;&nbsp;929000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866562 |
| &nbsp;&nbsp;04/18/2026 | &nbsp;&nbsp;1.645% | &nbsp;&nbsp;&nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544370 |
| &nbsp;&nbsp;06/04/2026 | &nbsp;&nbsp;2.099% | &nbsp;&nbsp;1379000 | &nbsp;&nbsp;&nbsp;&nbsp;1249172 |
| &nbsp;&nbsp;05/24/2027 | &nbsp;&nbsp;1.589% | &nbsp;&nbsp;4447000 | &nbsp;&nbsp;&nbsp;&nbsp;3811903 |
| &nbsp;&nbsp;03/13/2028 | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;2781000 | &nbsp;&nbsp;&nbsp;&nbsp;2551634 |
| &nbsp;&nbsp;06/09/2028 | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;2905000 | &nbsp;&nbsp;&nbsp;&nbsp;2748172 |
| &nbsp;&nbsp;08/11/2028 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;4753000 | &nbsp;&nbsp;&nbsp;&nbsp;4587104 |
| &nbsp;&nbsp;09/22/2028 | &nbsp;&nbsp;2.013% | 11579000 | &nbsp;&nbsp;&nbsp;&nbsp;9620124 |
| &nbsp;&nbsp;11/03/2028 | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;2446000 | &nbsp;&nbsp;&nbsp;&nbsp;2565366 |
| &nbsp;&nbsp;08/17/2029 | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;5910000 | &nbsp;&nbsp;&nbsp;&nbsp;4774248 |
| &nbsp;&nbsp;08/11/2033 | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;1340000 | &nbsp;&nbsp;&nbsp;&nbsp;1253346 |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770236 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;11/03/2033 | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;7115000 | &nbsp;&nbsp;&nbsp;&nbsp;7493083 |
| &nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;HSBC Holdings PLC |
| &nbsp;&nbsp;03/08/2026 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2432558 |
| &nbsp;&nbsp;Huntington Bancshares, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Huntington Bancshares, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Huntington Bancshares, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Huntington Bancshares, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;08/04/2028 | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp;1829569 |
| &nbsp;&nbsp;Huntington National Bank (The) | &nbsp;&nbsp;Huntington National Bank (The) | &nbsp;&nbsp;Huntington National Bank (The) | &nbsp;&nbsp;Huntington National Bank (The) |
| &nbsp;&nbsp;01/10/2030 | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7260000 | &nbsp;&nbsp;&nbsp;&nbsp;7315818 |
| &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a)</sup> |
| &nbsp;&nbsp;11/21/2025 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3811000 | &nbsp;&nbsp;&nbsp;&nbsp;3859004 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;Intesa Sanpaolo SpA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;8.248% | &nbsp;&nbsp;&nbsp;&nbsp;834000 | &nbsp;&nbsp;&nbsp;&nbsp;847584 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;06/01/2032 | &nbsp;&nbsp;4.198% | &nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;806553 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(k)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(k)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(k)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(k)</sup> |
| &nbsp;&nbsp;04/23/2024 | &nbsp;&nbsp;3.559% | &nbsp;&nbsp;6449000 | &nbsp;&nbsp;6402180 |
| &nbsp;&nbsp;07/23/2024 | &nbsp;&nbsp;3.797% | &nbsp;&nbsp;2578000 | &nbsp;&nbsp;2550566 |
| &nbsp;&nbsp;06/23/2025 | &nbsp;&nbsp;0.969% | &nbsp;&nbsp;4760000 | &nbsp;&nbsp;4428990 |
| &nbsp;&nbsp;12/10/2025 | &nbsp;&nbsp;1.561% | &nbsp;&nbsp;2540000 | &nbsp;&nbsp;2346332 |
| &nbsp;&nbsp;02/24/2026 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;&nbsp;&nbsp;383000 | &nbsp;&nbsp;&nbsp;&nbsp;361113 |
| &nbsp;&nbsp;04/26/2026 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;2925000 | &nbsp;&nbsp;2850702 |
| &nbsp;&nbsp;02/04/2027 | &nbsp;&nbsp;1.040% | &nbsp;&nbsp;4299000 | &nbsp;&nbsp;3745272 |
| &nbsp;&nbsp;04/22/2027 | &nbsp;&nbsp;1.578% | 10430000 | &nbsp;&nbsp;9202288 |
| &nbsp;&nbsp;09/22/2027 | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;3741000 | &nbsp;&nbsp;3244448 |
| &nbsp;&nbsp;02/24/2028 | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;4610000 | &nbsp;&nbsp;4191116 |
| &nbsp;&nbsp;01/23/2029 | &nbsp;&nbsp;3.509% | 10345000 | &nbsp;&nbsp;9454447 |
| &nbsp;&nbsp;04/23/2029 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;3180000 | &nbsp;&nbsp;2967548 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1151000 | &nbsp;&nbsp;&nbsp;&nbsp;968786 |
| &nbsp;&nbsp;12/05/2029 | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;1092939 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;1990000 | &nbsp;&nbsp;1690024 |
| &nbsp;&nbsp;02/04/2032 | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;3030000 | &nbsp;&nbsp;2356369 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;6503000 | &nbsp;&nbsp;5282942 |
| &nbsp;&nbsp;11/08/2032 | &nbsp;&nbsp;2.545% | 11305000 | &nbsp;&nbsp;9059653 |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;2380000 | &nbsp;&nbsp;1966141 |
| &nbsp;&nbsp;07/25/2033 | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;1069000 | &nbsp;&nbsp;1031587 |
| &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;3054000 | &nbsp;&nbsp;2471724 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4500000 | &nbsp;&nbsp;3763603 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7625000 | &nbsp;&nbsp;6755636 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1290000 | &nbsp;&nbsp;1187434 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/14/2033 | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;3507000 | &nbsp;&nbsp;3457276 |
| &nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;JPMorgan Chase & Co. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/01/2023 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;993923 |
| &nbsp;&nbsp;09/10/2024 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5440000 | &nbsp;&nbsp;5356091 |
| &nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;KeyBank NA |
| &nbsp;&nbsp;08/08/2025 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2825000 | &nbsp;&nbsp;2766069 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9115000 | &nbsp;&nbsp;9392756 |
| &nbsp;&nbsp;Lloyds Banking Group PLC | &nbsp;&nbsp;Lloyds Banking Group PLC | &nbsp;&nbsp;Lloyds Banking Group PLC | &nbsp;&nbsp;Lloyds Banking Group PLC |
| &nbsp;&nbsp;08/16/2023 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2940000 | &nbsp;&nbsp;2912008 |
| &nbsp;&nbsp;03/12/2024 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2600000 | &nbsp;&nbsp;2551081 |
| &nbsp;&nbsp;03/22/2028 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1975000 | &nbsp;&nbsp;1856560 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;11/04/2024 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5560000 | &nbsp;&nbsp;5426573 |
| &nbsp;&nbsp;Lloyds Banking Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Lloyds Banking Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Lloyds Banking Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Lloyds Banking Group PLC<sup>(k)</sup> |
| &nbsp;&nbsp;08/11/2026 | &nbsp;&nbsp;4.716% | &nbsp;&nbsp;6205000 | &nbsp;&nbsp;6019310 |
| &nbsp;&nbsp;05/11/2027 | &nbsp;&nbsp;1.627% | &nbsp;&nbsp;1175000 | &nbsp;&nbsp;1013296 |
| &nbsp;&nbsp;08/11/2033 | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;3245000 | &nbsp;&nbsp;2989680 |
| &nbsp;&nbsp;Macquarie Group Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;Macquarie Group Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;Macquarie Group Ltd.<sup>(a),(k)</sup> | &nbsp;&nbsp;Macquarie Group Ltd.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;1.201% | &nbsp;&nbsp;1295000 | &nbsp;&nbsp;1182540 |
| &nbsp;&nbsp;01/14/2033 | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;6005000 | &nbsp;&nbsp;4617085 |
| &nbsp;&nbsp;06/21/2033 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;1815000 | &nbsp;&nbsp;1578786 |
| &nbsp;&nbsp;11/09/2033 | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;3730000 | &nbsp;&nbsp;3551385 |

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| | |
|:---|:---|
| 24 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;09/13/2028 | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;2115000 | &nbsp;&nbsp;&nbsp;&nbsp;2109294 |
| &nbsp;&nbsp;Morgan Stanley<sup>(k)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(k)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(k)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(k)</sup> |
| &nbsp;&nbsp;01/22/2025 | &nbsp;&nbsp;0.791% | &nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp;&nbsp;1048436 |
| &nbsp;&nbsp;05/30/2025 | &nbsp;&nbsp;0.790% | 14562000 | &nbsp;&nbsp;13486927 |
| &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;&nbsp;&nbsp;897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855383 |
| &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;1.164% | &nbsp;&nbsp;4545000 | &nbsp;&nbsp;&nbsp;&nbsp;4160672 |
| &nbsp;&nbsp;04/28/2026 | &nbsp;&nbsp;2.188% | &nbsp;&nbsp;&nbsp;&nbsp;828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769962 |
| &nbsp;&nbsp;05/04/2027 | &nbsp;&nbsp;1.593% | &nbsp;&nbsp;5653000 | &nbsp;&nbsp;&nbsp;&nbsp;4978843 |
| &nbsp;&nbsp;07/20/2027 | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;&nbsp;&nbsp;962000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837440 |
| &nbsp;&nbsp;01/21/2028 | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;&nbsp;&nbsp;998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889260 |
| &nbsp;&nbsp;07/22/2028 | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7821000 | &nbsp;&nbsp;&nbsp;&nbsp;7218566 |
| &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;&nbsp;&nbsp;914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946867 |
| &nbsp;&nbsp;01/24/2029 | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;4315000 | &nbsp;&nbsp;&nbsp;&nbsp;3982058 |
| &nbsp;&nbsp;01/23/2030 | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;2885000 | &nbsp;&nbsp;&nbsp;&nbsp;2734503 |
| &nbsp;&nbsp;02/13/2032 | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;1008000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767801 |
| &nbsp;&nbsp;04/28/2032 | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;5704000 | &nbsp;&nbsp;&nbsp;&nbsp;4371043 |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7486000 | &nbsp;&nbsp;&nbsp;&nbsp;5838437 |
| &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;5011000 | &nbsp;&nbsp;&nbsp;&nbsp;3985530 |
| &nbsp;&nbsp;01/21/2033 | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;7290000 | &nbsp;&nbsp;&nbsp;&nbsp;5974578 |
| &nbsp;&nbsp;10/18/2033 | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;6953000 | &nbsp;&nbsp;&nbsp;&nbsp;7391306 |
| &nbsp;&nbsp;04/22/2039 | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267066 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/16/2036 | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;3110000 | &nbsp;&nbsp;&nbsp;&nbsp;2307356 |
| &nbsp;&nbsp;04/20/2037 | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;3073000 | &nbsp;&nbsp;&nbsp;&nbsp;2860352 |
| &nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;Morgan Stanley |
| &nbsp;&nbsp;07/23/2025 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1671000 | &nbsp;&nbsp;&nbsp;&nbsp;1636784 |
| &nbsp;&nbsp;01/27/2026 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6556000 | &nbsp;&nbsp;&nbsp;&nbsp;6360210 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/08/2026 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9045000 | &nbsp;&nbsp;&nbsp;&nbsp;8835682 |
| &nbsp;&nbsp;National Bank of Canada<sup>(k)</sup> | &nbsp;&nbsp;National Bank of Canada<sup>(k)</sup> | &nbsp;&nbsp;National Bank of Canada<sup>(k)</sup> | &nbsp;&nbsp;National Bank of Canada<sup>(k)</sup> |
| &nbsp;&nbsp;06/09/2025 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7465000 | &nbsp;&nbsp;&nbsp;&nbsp;7257550 |
| &nbsp;&nbsp;Nationwide Building Society<sup>(a),(k)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a),(k)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a),(k)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a),(k)</sup> |
| &nbsp;&nbsp;03/08/2024 | &nbsp;&nbsp;3.766% | &nbsp;&nbsp;3370000 | &nbsp;&nbsp;&nbsp;&nbsp;3343303 |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;4.363% | &nbsp;&nbsp;7040000 | &nbsp;&nbsp;&nbsp;&nbsp;6938869 |
| &nbsp;&nbsp;02/16/2028 | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2610000 | &nbsp;&nbsp;&nbsp;&nbsp;2293504 |
| &nbsp;&nbsp;Nationwide Building Society<sup>(a)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a)</sup> | &nbsp;&nbsp;Nationwide Building Society<sup>(a)</sup> |
| &nbsp;&nbsp;10/13/2026 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;744000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645730 |
| &nbsp;&nbsp;07/27/2027 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5340000 | &nbsp;&nbsp;&nbsp;&nbsp;5230292 |
| &nbsp;&nbsp;NatWest Group PLC<sup>(k)</sup> | &nbsp;&nbsp;NatWest Group PLC<sup>(k)</sup> | &nbsp;&nbsp;NatWest Group PLC<sup>(k)</sup> | &nbsp;&nbsp;NatWest Group PLC<sup>(k)</sup> |
| &nbsp;&nbsp;11/10/2026 | &nbsp;&nbsp;7.472% | &nbsp;&nbsp;5100000 | &nbsp;&nbsp;&nbsp;&nbsp;5312071 |
| &nbsp;&nbsp;Nordea Bank Abp<sup>(a)</sup> | &nbsp;&nbsp;Nordea Bank Abp<sup>(a)</sup> | &nbsp;&nbsp;Nordea Bank Abp<sup>(a)</sup> | &nbsp;&nbsp;Nordea Bank Abp<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2026 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7925000 | &nbsp;&nbsp;&nbsp;&nbsp;6858871 |
| &nbsp;&nbsp;Norinchukin Bank (The)<sup>(a)</sup> | &nbsp;&nbsp;Norinchukin Bank (The)<sup>(a)</sup> | &nbsp;&nbsp;Norinchukin Bank (The)<sup>(a)</sup> | &nbsp;&nbsp;Norinchukin Bank (The)<sup>(a)</sup> |
| &nbsp;&nbsp;09/14/2027 | &nbsp;&nbsp;4.867% | &nbsp;&nbsp;5255000 | &nbsp;&nbsp;&nbsp;&nbsp;5236269 |
| &nbsp;&nbsp;Northern Trust Corp.<sup>(k)</sup> | &nbsp;&nbsp;Northern Trust Corp.<sup>(k)</sup> | &nbsp;&nbsp;Northern Trust Corp.<sup>(k)</sup> | &nbsp;&nbsp;Northern Trust Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/08/2032 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1345000 | &nbsp;&nbsp;&nbsp;&nbsp;1221982 |
| &nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;Northern Trust Corp. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;11/02/2032 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3050000 | &nbsp;&nbsp;&nbsp;&nbsp;3216351 |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(d),(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(d),(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(d),(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(d),(k)</sup> |
| &nbsp;&nbsp;12/02/2028 | &nbsp;&nbsp;5.354% | 5045000 | &nbsp;&nbsp;5081997 |
| &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(k)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(k)</sup> |
| &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;6.037% | 7445000 | &nbsp;&nbsp;7822814 |
| &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;6.000% | 6840000 | &nbsp;&nbsp;7116430 |
| &nbsp;&nbsp;Royal Bank of Scotland Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Royal Bank of Scotland Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Royal Bank of Scotland Group PLC<sup>(k)</sup> | &nbsp;&nbsp;Royal Bank of Scotland Group PLC<sup>(k)</sup> |
| &nbsp;&nbsp;03/22/2025 | &nbsp;&nbsp;4.269% | 8215000 | &nbsp;&nbsp;7975276 |
| &nbsp;&nbsp;Santander Holdings USA, Inc. | &nbsp;&nbsp;Santander Holdings USA, Inc. | &nbsp;&nbsp;Santander Holdings USA, Inc. | &nbsp;&nbsp;Santander Holdings USA, Inc. |
| &nbsp;&nbsp;06/02/2025 | &nbsp;&nbsp;3.450% | 4110000 | &nbsp;&nbsp;3920721 |
| &nbsp;&nbsp;Santander Holdings USA, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Santander Holdings USA, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Santander Holdings USA, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Santander Holdings USA, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;09/09/2026 | &nbsp;&nbsp;5.807% | 1065000 | &nbsp;&nbsp;1060044 |
| &nbsp;&nbsp;Santander UK Group Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;Santander UK Group Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;Santander UK Group Holdings PLC<sup>(k)</sup> | &nbsp;&nbsp;Santander UK Group Holdings PLC<sup>(k)</sup> |
| &nbsp;&nbsp;11/15/2024 | &nbsp;&nbsp;4.796% | 7820000 | &nbsp;&nbsp;7669430 |
| &nbsp;&nbsp;03/15/2025 | &nbsp;&nbsp;1.089% | 5545000 | &nbsp;&nbsp;5149338 |
| &nbsp;&nbsp;08/21/2026 | &nbsp;&nbsp;1.532% | &nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;391594 |
| &nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;6.833% | 7275000 | &nbsp;&nbsp;7345641 |
| &nbsp;&nbsp;06/14/2027 | &nbsp;&nbsp;1.673% | 1762000 | &nbsp;&nbsp;1491060 |
| &nbsp;&nbsp;Societe Generale SA<sup>(a)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/28/2024 | &nbsp;&nbsp;3.875% | 5055000 | &nbsp;&nbsp;4929984 |
| &nbsp;&nbsp;01/22/2025 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;415920 |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.677% | 3130000 | &nbsp;&nbsp;3064544 |
| &nbsp;&nbsp;Societe Generale SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a),(k)</sup> | &nbsp;&nbsp;Societe Generale SA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;01/19/2028 | &nbsp;&nbsp;2.797% | 4285000 | &nbsp;&nbsp;3722147 |
| &nbsp;&nbsp;06/09/2032 | &nbsp;&nbsp;2.889% | &nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;369472 |
| &nbsp;&nbsp;01/21/2033 | &nbsp;&nbsp;3.337% | 2590000 | &nbsp;&nbsp;2041877 |
| &nbsp;&nbsp;Standard Chartered PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Standard Chartered PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Standard Chartered PLC<sup>(a),(k)</sup> | &nbsp;&nbsp;Standard Chartered PLC<sup>(a),(k)</sup> |
| &nbsp;&nbsp;11/16/2025 | &nbsp;&nbsp;7.776% | 3080000 | &nbsp;&nbsp;3176707 |
| &nbsp;&nbsp;01/12/2028 | &nbsp;&nbsp;2.608% | 2275000 | &nbsp;&nbsp;1954183 |
| &nbsp;&nbsp;06/29/2032 | &nbsp;&nbsp;2.678% | 2350000 | &nbsp;&nbsp;1751071 |
| &nbsp;&nbsp;State Street Corp.<sup>(k)</sup> | &nbsp;&nbsp;State Street Corp.<sup>(k)</sup> | &nbsp;&nbsp;State Street Corp.<sup>(k)</sup> | &nbsp;&nbsp;State Street Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;11/04/2028 | &nbsp;&nbsp;5.820% | 1780000 | &nbsp;&nbsp;1840279 |
| &nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp;09/17/2028 | &nbsp;&nbsp;1.902% | 5900000 | &nbsp;&nbsp;4896795 |
| &nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/25/2024 | &nbsp;&nbsp;0.850% | 5715000 | &nbsp;&nbsp;5391235 |
| &nbsp;&nbsp;03/10/2025 | &nbsp;&nbsp;2.550% | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;986952 |
| &nbsp;&nbsp;Swedbank AB<sup>(a)</sup> | &nbsp;&nbsp;Swedbank AB<sup>(a)</sup> | &nbsp;&nbsp;Swedbank AB<sup>(a)</sup> | &nbsp;&nbsp;Swedbank AB<sup>(a)</sup> |
| &nbsp;&nbsp;04/04/2025 | &nbsp;&nbsp;3.356% | 4220000 | &nbsp;&nbsp;4052473 |
| &nbsp;&nbsp;09/20/2027 | &nbsp;&nbsp;5.337% | 6535000 | &nbsp;&nbsp;6475020 |
| &nbsp;&nbsp;Synchrony Bank | &nbsp;&nbsp;Synchrony Bank | &nbsp;&nbsp;Synchrony Bank | &nbsp;&nbsp;Synchrony Bank |
| &nbsp;&nbsp;08/22/2025 | &nbsp;&nbsp;5.400% | 3625000 | &nbsp;&nbsp;3550051 |
| &nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;Synchrony Financial |
| &nbsp;&nbsp;06/13/2025 | &nbsp;&nbsp;4.875% | 6805000 | &nbsp;&nbsp;6594323 |
| &nbsp;&nbsp;Truist Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(k)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;03/02/2027 | &nbsp;&nbsp;1.267% | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;301469 |
| &nbsp;&nbsp;06/07/2029 | &nbsp;&nbsp;1.887% | 1610000 | &nbsp;&nbsp;1357679 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;07/28/2033 | &nbsp;&nbsp;4.916% | 2595000 | &nbsp;&nbsp;2447287 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 25 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;U.S. Bancorp<sup>(k)</sup> | &nbsp;&nbsp;U.S. Bancorp<sup>(k)</sup> | &nbsp;&nbsp;U.S. Bancorp<sup>(k)</sup> | &nbsp;&nbsp;U.S. Bancorp<sup>(k)</sup> |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549320 |
| &nbsp;&nbsp;UBS AG<sup>(a)</sup> | &nbsp;&nbsp;UBS AG<sup>(a)</sup> | &nbsp;&nbsp;UBS AG<sup>(a)</sup> | &nbsp;&nbsp;UBS AG<sup>(a)</sup> |
| &nbsp;&nbsp;08/09/2024 | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;3985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703668 |
| &nbsp;&nbsp;UBS Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(k)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(k)</sup> |
| &nbsp;&nbsp;05/12/2026 | &nbsp;&nbsp;4.488% | &nbsp;&nbsp;1480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441724 |
| &nbsp;&nbsp;01/30/2027 | &nbsp;&nbsp;1.364% | &nbsp;&nbsp;&nbsp;&nbsp;912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790245 |
| &nbsp;&nbsp;08/05/2027 | &nbsp;&nbsp;4.703% | &nbsp;&nbsp;7430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187067 |
| &nbsp;&nbsp;08/10/2027 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395609 |
| &nbsp;&nbsp;05/12/2028 | &nbsp;&nbsp;4.751% | &nbsp;&nbsp;1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267572 |
| &nbsp;&nbsp;02/11/2032 | &nbsp;&nbsp;2.095% | &nbsp;&nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423006 |
| &nbsp;&nbsp;02/11/2033 | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;&nbsp;&nbsp;668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522075 |
| &nbsp;&nbsp;02/11/2043 | &nbsp;&nbsp;3.179% | &nbsp;&nbsp;1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785227 |
| &nbsp;&nbsp;UBS Group AG<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Group AG<sup>(a),(b)</sup> |
| &nbsp;&nbsp;SOFR + 1.580%<br> 05/12/2026 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;3055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047718 |
| &nbsp;&nbsp;UniCredit SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;UniCredit SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;UniCredit SpA<sup>(a),(k)</sup> | &nbsp;&nbsp;UniCredit SpA<sup>(a),(k)</sup> |
| &nbsp;&nbsp;09/22/2026 | &nbsp;&nbsp;2.569% | &nbsp;&nbsp;5195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548735 |
| &nbsp;&nbsp;US Bancorp<sup>(k)</sup> | &nbsp;&nbsp;US Bancorp<sup>(k)</sup> | &nbsp;&nbsp;US Bancorp<sup>(k)</sup> | &nbsp;&nbsp;US Bancorp<sup>(k)</sup> |
| &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4916130 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;07/22/2033 | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;2360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248667 |
| &nbsp;&nbsp;Wells Fargo & Co.<sup>(k)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(k)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(k)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(k)</sup> |
| &nbsp;&nbsp;06/02/2024 | &nbsp;&nbsp;1.654% | &nbsp;&nbsp;2135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096526 |
| &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;2.406% | &nbsp;&nbsp;&nbsp;&nbsp;971000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916233 |
| &nbsp;&nbsp;02/11/2026 | &nbsp;&nbsp;2.164% | &nbsp;&nbsp;1691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576211 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;3.908% | &nbsp;&nbsp;1035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002534 |
| &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;2.188% | &nbsp;&nbsp;2313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153523 |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;6990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840936 |
| &nbsp;&nbsp;03/24/2028 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;1405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305492 |
| &nbsp;&nbsp;05/22/2028 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578790 |
| &nbsp;&nbsp;06/02/2028 | &nbsp;&nbsp;2.393% | 10677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9439075 |
| &nbsp;&nbsp;07/25/2028 | &nbsp;&nbsp;4.808% | 14890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14542379 |
| &nbsp;&nbsp;02/11/2031 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679967 |
| &nbsp;&nbsp;03/02/2033 | &nbsp;&nbsp;3.350% | 11310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670341 |
| &nbsp;&nbsp;07/25/2033 | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;3755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618169 |
| &nbsp;&nbsp;04/30/2041 | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;5012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3716267 |
| &nbsp;&nbsp;04/04/2051 | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061511 |
| &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. |
| &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;5.457% | 10190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10488470 |
| &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299149 |
| &nbsp;&nbsp;Westpac Banking Corp.<sup>(k)</sup> | &nbsp;&nbsp;Westpac Banking Corp.<sup>(k)</sup> | &nbsp;&nbsp;Westpac Banking Corp.<sup>(k)</sup> | &nbsp;&nbsp;Westpac Banking Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;08/10/2033 | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;5485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036414 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1153866883** |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.5%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.5%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.5%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.5%** |
| &nbsp;&nbsp;Ares Finance Co. IV LLC<sup>(a)</sup> | &nbsp;&nbsp;Ares Finance Co. IV LLC<sup>(a)</sup> | &nbsp;&nbsp;Ares Finance Co. IV LLC<sup>(a)</sup> | &nbsp;&nbsp;Ares Finance Co. IV LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2052 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122994 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Blackstone Holdings Finance Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Holdings Finance Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Holdings Finance Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Holdings Finance Co. LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/03/2027 | &nbsp;&nbsp;5.900% | 5455000 | &nbsp;&nbsp;&nbsp;&nbsp;5547421 |
| &nbsp;&nbsp;08/05/2028 | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526515 |
| &nbsp;&nbsp;01/30/2032 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462844 |
| &nbsp;&nbsp;04/22/2033 | &nbsp;&nbsp;6.200% | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;1912859 |
| &nbsp;&nbsp;08/05/2051 | &nbsp;&nbsp;2.850% | 1303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786512 |
| &nbsp;&nbsp;01/30/2052 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;901000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601372 |
| &nbsp;&nbsp;Blue Owl Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Blue Owl Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Blue Owl Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Blue Owl Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;4.375% | 4065000 | &nbsp;&nbsp;&nbsp;&nbsp;3219086 |
| &nbsp;&nbsp;Brookfield Finance, Inc. | &nbsp;&nbsp;Brookfield Finance, Inc. | &nbsp;&nbsp;Brookfield Finance, Inc. | &nbsp;&nbsp;Brookfield Finance, Inc. |
| &nbsp;&nbsp;06/02/2026 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938236 |
| &nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;Charles Schwab Corp. (The) |
| &nbsp;&nbsp;03/03/2032 | &nbsp;&nbsp;2.900% | 2865000 | &nbsp;&nbsp;&nbsp;&nbsp;2462076 |
| &nbsp;&nbsp;Charles Schwab Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Charles Schwab Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Charles Schwab Corp. (The)<sup>(k)</sup> | &nbsp;&nbsp;Charles Schwab Corp. (The)<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.375% | 2845000 | &nbsp;&nbsp;&nbsp;&nbsp;2786020 |
| &nbsp;&nbsp;CI Financial Corp. | &nbsp;&nbsp;CI Financial Corp. | &nbsp;&nbsp;CI Financial Corp. | &nbsp;&nbsp;CI Financial Corp. |
| &nbsp;&nbsp;06/15/2051 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416751 |
| &nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;CME Group, Inc. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;2.650% | 1334000 | &nbsp;&nbsp;&nbsp;&nbsp;1138805 |
| &nbsp;&nbsp;Depository Trust & Clearing Corp. (The)<sup>(a),(k)</sup> | &nbsp;&nbsp;Depository Trust & Clearing Corp. (The)<sup>(a),(k)</sup> | &nbsp;&nbsp;Depository Trust & Clearing Corp. (The)<sup>(a),(k)</sup> | &nbsp;&nbsp;Depository Trust & Clearing Corp. (The)<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518078 |
| &nbsp;&nbsp;Hunt Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hunt Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hunt Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hunt Companies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.250% | 2150000 | &nbsp;&nbsp;&nbsp;&nbsp;1783664 |
| &nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;Intercontinental Exchange, Inc. |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670799 |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;1.850% | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp;2481990 |
| &nbsp;&nbsp;03/15/2033 | &nbsp;&nbsp;4.600% | 5478000 | &nbsp;&nbsp;&nbsp;&nbsp;5321308 |
| &nbsp;&nbsp;09/15/2040 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553824 |
| &nbsp;&nbsp;Jefferies Group LLC | &nbsp;&nbsp;Jefferies Group LLC | &nbsp;&nbsp;Jefferies Group LLC | &nbsp;&nbsp;Jefferies Group LLC |
| &nbsp;&nbsp;01/20/2043 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594508 |
| &nbsp;&nbsp;KKR Group Finance Co. XII LLC<sup>(a)</sup> | &nbsp;&nbsp;KKR Group Finance Co. XII LLC<sup>(a)</sup> | &nbsp;&nbsp;KKR Group Finance Co. XII LLC<sup>(a)</sup> | &nbsp;&nbsp;KKR Group Finance Co. XII LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/17/2032 | &nbsp;&nbsp;4.850% | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;1150257 |
| &nbsp;&nbsp;National Securities Clearing Corp.<sup>(a)</sup> | &nbsp;&nbsp;National Securities Clearing Corp.<sup>(a)</sup> | &nbsp;&nbsp;National Securities Clearing Corp.<sup>(a)</sup> | &nbsp;&nbsp;National Securities Clearing Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;5.100% | 5185000 | &nbsp;&nbsp;&nbsp;&nbsp;5268522 |
| &nbsp;&nbsp;Nomura Holdings, Inc. | &nbsp;&nbsp;Nomura Holdings, Inc. | &nbsp;&nbsp;Nomura Holdings, Inc. | &nbsp;&nbsp;Nomura Holdings, Inc. |
| &nbsp;&nbsp;01/22/2027 | &nbsp;&nbsp;2.329% | 7865000 | &nbsp;&nbsp;&nbsp;&nbsp;6924850 |
| &nbsp;&nbsp;07/14/2031 | &nbsp;&nbsp;2.608% | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854746 |
| &nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;Raymond James Financial, Inc. |
| &nbsp;&nbsp;07/15/2046 | &nbsp;&nbsp;4.950% | 1745000 | &nbsp;&nbsp;&nbsp;&nbsp;1587532 |
| &nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;Stifel Financial Corp. |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;4.000% | 3755000 | &nbsp;&nbsp;&nbsp;&nbsp;3294669 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**53926238** |
| &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** |
| &nbsp;&nbsp;Builders FirstSource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Builders FirstSource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Builders FirstSource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Builders FirstSource, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;5.000% | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1161772 |
| &nbsp;&nbsp;Ferguson Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Ferguson Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Ferguson Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Ferguson Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/20/2032 | &nbsp;&nbsp;4.650% | 2785000 | &nbsp;&nbsp;&nbsp;&nbsp;2535628 |

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|:---|:---|
| 26 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;Fortune Brands Home & Security, Inc. |
| &nbsp;&nbsp;03/25/2052 | &nbsp;&nbsp;4.500% | 4290000 | &nbsp;&nbsp;&nbsp;&nbsp;3187088 |
| &nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;Martin Marietta Materials, Inc. |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;2.500% | 3380000 | &nbsp;&nbsp;&nbsp;&nbsp;2823353 |
| &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;4.375% | 3120000 | &nbsp;&nbsp;&nbsp;&nbsp;2557743 |
| &nbsp;&nbsp;Summit Materials LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Summit Materials LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Summit Materials LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Summit Materials LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;5.250% | 2385000 | &nbsp;&nbsp;&nbsp;&nbsp;2201658 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14467242** |
| &nbsp;&nbsp;**Cable and Satellite 0.6%** | &nbsp;&nbsp;**Cable and Satellite 0.6%** | &nbsp;&nbsp;**Cable and Satellite 0.6%** | &nbsp;&nbsp;**Cable and Satellite 0.6%** |
| &nbsp;&nbsp;Cable One, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cable One, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cable One, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cable One, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559872 |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90731 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;4.250% | 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;1408623 |
| &nbsp;&nbsp;CCO Holdings LLC/Holdings Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Holdings Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Holdings Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Holdings Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2034 | &nbsp;&nbsp;4.250% | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875985 |
| &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504147 |
| &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;6.384% | 1775000 | &nbsp;&nbsp;&nbsp;&nbsp;1743972 |
| &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;6.484% | 4170000 | &nbsp;&nbsp;&nbsp;&nbsp;3926898 |
| &nbsp;&nbsp;04/01/2048 | &nbsp;&nbsp;5.750% | 1360000 | &nbsp;&nbsp;&nbsp;&nbsp;1166156 |
| &nbsp;&nbsp;03/01/2050 | &nbsp;&nbsp;4.800% | 4625000 | &nbsp;&nbsp;&nbsp;&nbsp;3493221 |
| &nbsp;&nbsp;04/01/2051 | &nbsp;&nbsp;3.700% | 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;1473276 |
| &nbsp;&nbsp;06/01/2052 | &nbsp;&nbsp;3.900% | 3954000 | &nbsp;&nbsp;&nbsp;&nbsp;2616635 |
| &nbsp;&nbsp;04/01/2053 | &nbsp;&nbsp;5.250% | 2265000 | &nbsp;&nbsp;&nbsp;&nbsp;1822513 |
| &nbsp;&nbsp;04/01/2061 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582245 |
| &nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;Comcast Corp. |
| &nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;3.950% | 3095000 | &nbsp;&nbsp;&nbsp;&nbsp;3045410 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.350% | 2748000 | &nbsp;&nbsp;&nbsp;&nbsp;2830002 |
| &nbsp;&nbsp;02/01/2030 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631415 |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;5.500% | 1001000 | &nbsp;&nbsp;&nbsp;&nbsp;1050536 |
| &nbsp;&nbsp;03/01/2038 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721790 |
| &nbsp;&nbsp;03/01/2048 | &nbsp;&nbsp;4.000% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1131942 |
| &nbsp;&nbsp;02/01/2050 | &nbsp;&nbsp;3.450% | 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;1424535 |
| &nbsp;&nbsp;Cox Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cox Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cox Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cox Communications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2024 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750926 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;2.600% | 1975000 | &nbsp;&nbsp;&nbsp;&nbsp;1585997 |
| &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.500% | 3550000 | &nbsp;&nbsp;&nbsp;&nbsp;3253190 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.375% | 1193000 | &nbsp;&nbsp;&nbsp;&nbsp;1071490 |
| &nbsp;&nbsp;04/01/2028 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467415 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;5.750% | 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1089800 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.375% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720932 |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;5.000% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;3205364 |
| &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. |
| &nbsp;&nbsp;11/15/2024 | &nbsp;&nbsp;5.875% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;7.750% | 2039000 | &nbsp;&nbsp;&nbsp;&nbsp;1703082 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;5.125% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920822 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(a)</sup> | &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(a)</sup> | &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(a)</sup> | &nbsp;&nbsp;Intelsat Jackson Holdings SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;6.500% | 5833000 | &nbsp;&nbsp;&nbsp;&nbsp;5368173 |
| &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;5.500% | 1330000 | &nbsp;&nbsp;&nbsp;&nbsp;1239898 |
| &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC |
| &nbsp;&nbsp;05/01/2037 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226480 |
| &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;5.875% | 3890000 | &nbsp;&nbsp;&nbsp;&nbsp;3442604 |
| &nbsp;&nbsp;09/01/2041 | &nbsp;&nbsp;5.500% | 7444000 | &nbsp;&nbsp;&nbsp;&nbsp;6367223 |
| &nbsp;&nbsp;Viasat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Viasat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Viasat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Viasat, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.625% | 1415000 | &nbsp;&nbsp;&nbsp;&nbsp;1299665 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**65712965** |
| &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** |
| &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2030 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342051 |
| &nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;Cabot Corp. |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.000% | 2710000 | &nbsp;&nbsp;&nbsp;&nbsp;2435577 |
| &nbsp;&nbsp;06/30/2032 | &nbsp;&nbsp;5.000% | 1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1678014 |
| &nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;Celanese US Holdings LLC |
| &nbsp;&nbsp;08/05/2026 | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378375 |
| &nbsp;&nbsp;CF Industries, Inc. | &nbsp;&nbsp;CF Industries, Inc. | &nbsp;&nbsp;CF Industries, Inc. | &nbsp;&nbsp;CF Industries, Inc. |
| &nbsp;&nbsp;03/15/2034 | &nbsp;&nbsp;5.150% | 3125000 | &nbsp;&nbsp;&nbsp;&nbsp;2989806 |
| &nbsp;&nbsp;06/01/2043 | &nbsp;&nbsp;4.950% | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1481608 |
| &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) |
| &nbsp;&nbsp;03/15/2033 | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697582 |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381638 |
| &nbsp;&nbsp;05/15/2053 | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612290 |
| &nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;Eastman Chemical Co. |
| &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;4.650% | 2511000 | &nbsp;&nbsp;&nbsp;&nbsp;2070014 |
| &nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;Ecolab, Inc. |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.250% | 4380000 | &nbsp;&nbsp;&nbsp;&nbsp;4475961 |
| &nbsp;&nbsp;08/18/2055 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209542 |
| &nbsp;&nbsp;EverArc Escrow Sarl<sup>(a)</sup> | &nbsp;&nbsp;EverArc Escrow Sarl<sup>(a)</sup> | &nbsp;&nbsp;EverArc Escrow Sarl<sup>(a)</sup> | &nbsp;&nbsp;EverArc Escrow Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239924 |
| &nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;FMC Corp. |
| &nbsp;&nbsp;10/01/2049 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274840 |
| &nbsp;&nbsp;GC Treasury Center Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;GC Treasury Center Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;GC Treasury Center Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;GC Treasury Center Co., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/18/2031 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611066 |
| &nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;Huntsman International LLC |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;2.950% | 2375000 | &nbsp;&nbsp;&nbsp;&nbsp;1880822 |
| &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2028 | &nbsp;&nbsp;3.875% | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp;1287545 |
| &nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;International Flavors & Fragrances, Inc. |
| &nbsp;&nbsp;09/26/2048 | &nbsp;&nbsp;5.000% | 3305000 | &nbsp;&nbsp;&nbsp;&nbsp;2848350 |
| &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC |
| &nbsp;&nbsp;05/01/2050 | &nbsp;&nbsp;4.200% | 3080000 | &nbsp;&nbsp;&nbsp;&nbsp;2317000 |
| &nbsp;&nbsp;04/01/2051 | &nbsp;&nbsp;3.625% | 3960000 | &nbsp;&nbsp;&nbsp;&nbsp;2708551 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 27 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;LyondellBasell Industries NV | &nbsp;&nbsp;LyondellBasell Industries NV | &nbsp;&nbsp;LyondellBasell Industries NV | &nbsp;&nbsp;LyondellBasell Industries NV |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715678 |
| &nbsp;&nbsp;Mosaic Co. (The) | &nbsp;&nbsp;Mosaic Co. (The) | &nbsp;&nbsp;Mosaic Co. (The) | &nbsp;&nbsp;Mosaic Co. (The) |
| &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | 1173000 | &nbsp;&nbsp;&nbsp;&nbsp;1140462 |
| &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929043 |
| &nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;Nutrien Ltd. |
| &nbsp;&nbsp;11/07/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | 2320000 | &nbsp;&nbsp;&nbsp;&nbsp;2346231 |
| &nbsp;&nbsp;11/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506003 |
| &nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;Olin Corp. |
| &nbsp;&nbsp;02/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1270385 |
| &nbsp;&nbsp;Sasol Financing USA LLC | &nbsp;&nbsp;Sasol Financing USA LLC | &nbsp;&nbsp;Sasol Financing USA LLC | &nbsp;&nbsp;Sasol Financing USA LLC |
| &nbsp;&nbsp;03/27/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594896 |
| &nbsp;&nbsp;TPC Group Inc.<sup>(a)</sup> | &nbsp;&nbsp;TPC Group Inc.<sup>(a)</sup> | &nbsp;&nbsp;TPC Group Inc.<sup>(a)</sup> | &nbsp;&nbsp;TPC Group Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;&nbsp;246422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242726 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**37665980** |
| &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** |
| &nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;CNH Industrial Capital LLC |
| &nbsp;&nbsp;05/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 5880000 | &nbsp;&nbsp;&nbsp;&nbsp;5727332 |
| &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 5359000 | &nbsp;&nbsp;&nbsp;&nbsp;4633924 |
| &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | 2920000 | &nbsp;&nbsp;&nbsp;&nbsp;2872237 |
| &nbsp;&nbsp;04/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;642000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599477 |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763918 |
| &nbsp;&nbsp;Komatsu Finance America, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Komatsu Finance America, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Komatsu Finance America, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Komatsu Finance America, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/06/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | 2845000 | &nbsp;&nbsp;&nbsp;&nbsp;2922091 |
| &nbsp;&nbsp;OT Merger Corp.<sup>(a)</sup> | &nbsp;&nbsp;OT Merger Corp.<sup>(a)</sup> | &nbsp;&nbsp;OT Merger Corp.<sup>(a)</sup> | &nbsp;&nbsp;OT Merger Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205049 |
| &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2838599 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 1664000 | &nbsp;&nbsp;&nbsp;&nbsp;1431443 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**21994070** |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** |
| &nbsp;&nbsp;ADT Security Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;ADT Security Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;ADT Security Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;ADT Security Corp. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | 1475000 | &nbsp;&nbsp;&nbsp;&nbsp;1286299 |
| &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | 2300000 | &nbsp;&nbsp;&nbsp;&nbsp;2185744 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934984 |
| &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | 1910000 | &nbsp;&nbsp;&nbsp;&nbsp;1601923 |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836916 |
| &nbsp;&nbsp;ANGI Group LLC<sup>(a)</sup> | &nbsp;&nbsp;ANGI Group LLC<sup>(a)</sup> | &nbsp;&nbsp;ANGI Group LLC<sup>(a)</sup> | &nbsp;&nbsp;ANGI Group LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;1224829 |
| &nbsp;&nbsp;CBRE Services, Inc. | &nbsp;&nbsp;CBRE Services, Inc. | &nbsp;&nbsp;CBRE Services, Inc. | &nbsp;&nbsp;CBRE Services, Inc. |
| &nbsp;&nbsp;04/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655996 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;eBay, Inc. |
| &nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;5.950% | 3510000 | &nbsp;&nbsp;&nbsp;&nbsp;3603638 |
| &nbsp;&nbsp;Expedia Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Expedia Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Expedia Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Expedia Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.250% | 1094000 | &nbsp;&nbsp;&nbsp;&nbsp;1107900 |
| &nbsp;&nbsp;WASH Multifamily Acquisition, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WASH Multifamily Acquisition, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WASH Multifamily Acquisition, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WASH Multifamily Acquisition, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281503 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13719732** |
| &nbsp;&nbsp;**Consumer Products 0.2%** | &nbsp;&nbsp;**Consumer Products 0.2%** | &nbsp;&nbsp;**Consumer Products 0.2%** | &nbsp;&nbsp;**Consumer Products 0.2%** |
| &nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;Brunswick Corp. |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;4.400% | 2470000 | &nbsp;&nbsp;&nbsp;&nbsp;2076163 |
| &nbsp;&nbsp;Central Garden & Pet Co. | &nbsp;&nbsp;Central Garden & Pet Co. | &nbsp;&nbsp;Central Garden & Pet Co. | &nbsp;&nbsp;Central Garden & Pet Co. |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;4.125% | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874604 |
| &nbsp;&nbsp;Clorox Co. (The) | &nbsp;&nbsp;Clorox Co. (The) | &nbsp;&nbsp;Clorox Co. (The) | &nbsp;&nbsp;Clorox Co. (The) |
| &nbsp;&nbsp;05/01/2032 | &nbsp;&nbsp;4.600% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1463213 |
| &nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | &nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | &nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | &nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC |
| &nbsp;&nbsp;03/24/2029 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504324 |
| &nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;Hasbro, Inc. |
| &nbsp;&nbsp;11/19/2024 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621931 |
| &nbsp;&nbsp;11/19/2026 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564432 |
| &nbsp;&nbsp;JAB Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;JAB Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;JAB Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;JAB Holdings BV<sup>(a)</sup> |
| &nbsp;&nbsp;04/08/2052 | &nbsp;&nbsp;4.500% | 2205000 | &nbsp;&nbsp;&nbsp;&nbsp;1490975 |
| &nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;Mead Johnson Nutrition Co. |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606639 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.875% | 4150000 | &nbsp;&nbsp;&nbsp;&nbsp;4050166 |
| &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2031 | &nbsp;&nbsp;3.750% | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp;1264099 |
| &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224633 |
| &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;5.500% | 1343000 | &nbsp;&nbsp;&nbsp;&nbsp;1152433 |
| &nbsp;&nbsp;SWF Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;SWF Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;SWF Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;SWF Escrow Issuer Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555244 |
| &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;4.000% | 1135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951475 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16400331** |
| &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** |
| &nbsp;&nbsp;Amsted Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Amsted Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Amsted Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Amsted Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;4.625% | 1685000 | &nbsp;&nbsp;&nbsp;&nbsp;1429375 |
| &nbsp;&nbsp;EnerSys<sup>(a)</sup> | &nbsp;&nbsp;EnerSys<sup>(a)</sup> | &nbsp;&nbsp;EnerSys<sup>(a)</sup> | &nbsp;&nbsp;EnerSys<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2023 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199147 |
| &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. |
| &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;4.418% | 1847000 | &nbsp;&nbsp;&nbsp;&nbsp;1742141 |
| &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;General Electric Co. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400123 |

---

---

| | |
|:---|:---|
| 28 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 0.480%<br> 08/15/2036 | &nbsp;&nbsp;5.086% | 5380000 | &nbsp;&nbsp;&nbsp;&nbsp;4300422 |
| &nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;Griffon Corp. |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488308 |
| &nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;Honeywell International, Inc. |
| &nbsp;&nbsp;02/15/2033 | &nbsp;&nbsp;5.000% | 3031000 | &nbsp;&nbsp;&nbsp;&nbsp;3124168 |
| &nbsp;&nbsp;Kennametal, Inc. | &nbsp;&nbsp;Kennametal, Inc. | &nbsp;&nbsp;Kennametal, Inc. | &nbsp;&nbsp;Kennametal, Inc. |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;4.625% | 1370000 | &nbsp;&nbsp;&nbsp;&nbsp;1294373 |
| &nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;Roper Technologies, Inc. |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;573000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489837 |
| &nbsp;&nbsp;Valmont Industries, Inc. | &nbsp;&nbsp;Valmont Industries, Inc. | &nbsp;&nbsp;Valmont Industries, Inc. | &nbsp;&nbsp;Valmont Industries, Inc. |
| &nbsp;&nbsp;10/01/2054 | &nbsp;&nbsp;5.250% | 2050000 | &nbsp;&nbsp;&nbsp;&nbsp;1785864 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**15253758** |
| &nbsp;&nbsp;**Electric 2.6%** | &nbsp;&nbsp;**Electric 2.6%** | &nbsp;&nbsp;**Electric 2.6%** | &nbsp;&nbsp;**Electric 2.6%** |
| &nbsp;&nbsp;AEP Texas Central Co.<sup>(a)</sup> | &nbsp;&nbsp;AEP Texas Central Co.<sup>(a)</sup> | &nbsp;&nbsp;AEP Texas Central Co.<sup>(a)</sup> | &nbsp;&nbsp;AEP Texas Central Co.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;3.850% | 1828000 | &nbsp;&nbsp;&nbsp;&nbsp;1759351 |
| &nbsp;&nbsp;AEP Texas Central Co. | &nbsp;&nbsp;AEP Texas Central Co. | &nbsp;&nbsp;AEP Texas Central Co. | &nbsp;&nbsp;AEP Texas Central Co. |
| &nbsp;&nbsp;02/15/2033 | &nbsp;&nbsp;6.650% | 1385000 | &nbsp;&nbsp;&nbsp;&nbsp;1439508 |
| &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. |
| &nbsp;&nbsp;01/15/2050 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;942000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670716 |
| &nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;AEP Transmission Co. LLC |
| &nbsp;&nbsp;12/01/2047 | &nbsp;&nbsp;3.750% | 2150000 | &nbsp;&nbsp;&nbsp;&nbsp;1685433 |
| &nbsp;&nbsp;08/15/2051 | &nbsp;&nbsp;2.750% | 1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706311 |
| &nbsp;&nbsp;AES Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;AES Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;AES Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;AES Corp. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;3.300% | 2730000 | &nbsp;&nbsp;&nbsp;&nbsp;2569998 |
| &nbsp;&nbsp;AES Corp. (The) | &nbsp;&nbsp;AES Corp. (The) | &nbsp;&nbsp;AES Corp. (The) | &nbsp;&nbsp;AES Corp. (The) |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588013 |
| &nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;Alabama Power Co. |
| &nbsp;&nbsp;12/01/2023 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952422 |
| &nbsp;&nbsp;10/01/2049 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496374 |
| &nbsp;&nbsp;Alliant Energy Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Alliant Energy Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Alliant Energy Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Alliant Energy Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2023 | &nbsp;&nbsp;3.750% | 2417000 | &nbsp;&nbsp;&nbsp;&nbsp;2392587 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;4.250% | 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;2933177 |
| &nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;Ameren Corp. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567209 |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;1.750% | 2740000 | &nbsp;&nbsp;&nbsp;&nbsp;2327210 |
| &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. |
| &nbsp;&nbsp;03/01/2050 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474166 |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;2.031% | 3165000 | &nbsp;&nbsp;&nbsp;&nbsp;3036143 |
| &nbsp;&nbsp;American Electric Power Co., Inc.<sup>(k)</sup> | &nbsp;&nbsp;American Electric Power Co., Inc.<sup>(k)</sup> | &nbsp;&nbsp;American Electric Power Co., Inc.<sup>(k)</sup> | &nbsp;&nbsp;American Electric Power Co., Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;02/15/2062 | &nbsp;&nbsp;3.875% | 3891000 | &nbsp;&nbsp;&nbsp;&nbsp;2991938 |
| &nbsp;&nbsp;American Transmission Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Transmission Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Transmission Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Transmission Systems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;2.650% | 2893000 | &nbsp;&nbsp;&nbsp;&nbsp;2366824 |
| &nbsp;&nbsp;09/01/2044 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;749000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688730 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;Appalachian Power Co. |
| &nbsp;&nbsp;05/01/2050 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;444000 | &nbsp;&nbsp;&nbsp;&nbsp;328687 |
| &nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;Arizona Public Service Co. |
| &nbsp;&nbsp;08/15/2048 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;440807 |
| &nbsp;&nbsp;Avangrid, Inc. | &nbsp;&nbsp;Avangrid, Inc. | &nbsp;&nbsp;Avangrid, Inc. | &nbsp;&nbsp;Avangrid, Inc. |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;3.200% | 1614000 | &nbsp;&nbsp;1545469 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;3.800% | 3190000 | &nbsp;&nbsp;2926917 |
| &nbsp;&nbsp;Baltimore Gas and Electric Co. | &nbsp;&nbsp;Baltimore Gas and Electric Co. | &nbsp;&nbsp;Baltimore Gas and Electric Co. | &nbsp;&nbsp;Baltimore Gas and Electric Co. |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;884000 | &nbsp;&nbsp;&nbsp;&nbsp;725589 |
| &nbsp;&nbsp;Berkshire Hathaway Energy Co.<sup>(a)</sup> | &nbsp;&nbsp;Berkshire Hathaway Energy Co.<sup>(a)</sup> | &nbsp;&nbsp;Berkshire Hathaway Energy Co.<sup>(a)</sup> | &nbsp;&nbsp;Berkshire Hathaway Energy Co.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2053 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;996000 | &nbsp;&nbsp;&nbsp;&nbsp;902591 |
| &nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;Black Hills Corp. |
| &nbsp;&nbsp;11/30/2023 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;286000 | &nbsp;&nbsp;&nbsp;&nbsp;282864 |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;415143 |
| &nbsp;&nbsp;05/01/2033 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;214319 |
| &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.500% | 2500000 | &nbsp;&nbsp;2287174 |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;517803 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;4.625% | 2000000 | &nbsp;&nbsp;1731257 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;5.000% | 4045000 | &nbsp;&nbsp;3494445 |
| &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2028 | &nbsp;&nbsp;3.500% | 3293000 | &nbsp;&nbsp;3014777 |
| &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The) | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The) | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The) | &nbsp;&nbsp;Cleveland Electric Illuminating Co. (The) |
| &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;5.950% | 1279000 | &nbsp;&nbsp;1292244 |
| &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73014 |
| &nbsp;&nbsp;CMS Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;CMS Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;CMS Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;CMS Energy Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;06/01/2050 | &nbsp;&nbsp;4.750% | 2514000 | &nbsp;&nbsp;2113281 |
| &nbsp;&nbsp;12/01/2050 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;386000 | &nbsp;&nbsp;&nbsp;&nbsp;287804 |
| &nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;Commonwealth Edison Co. |
| &nbsp;&nbsp;08/15/2047 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;324401 |
| &nbsp;&nbsp;Consolidated Edison Co. of New York, Inc. | &nbsp;&nbsp;Consolidated Edison Co. of New York, Inc. | &nbsp;&nbsp;Consolidated Edison Co. of New York, Inc. | &nbsp;&nbsp;Consolidated Edison Co. of New York, Inc. |
| &nbsp;&nbsp;03/01/2035 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp;169723 |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;3.850% | 1310000 | &nbsp;&nbsp;1046786 |
| &nbsp;&nbsp;06/15/2047 | &nbsp;&nbsp;3.875% | 1640000 | &nbsp;&nbsp;1288357 |
| &nbsp;&nbsp;12/01/2054 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;324720 |
| &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;321000 | &nbsp;&nbsp;&nbsp;&nbsp;248901 |
| &nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;Consumers Energy Co. |
| &nbsp;&nbsp;09/01/2052 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;525301 |
| &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;694970 |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;5.375% | 8156000 | &nbsp;&nbsp;8159462 |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;08/15/2024 | &nbsp;&nbsp;3.071% | 1755000 | &nbsp;&nbsp;1688110 |
| &nbsp;&nbsp;Dominion Energy, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Dominion Energy, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Dominion Energy, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Dominion Energy, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.350% | 1677000 | &nbsp;&nbsp;1409442 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.650% | 5907000 | &nbsp;&nbsp;5088467 |

---

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 29 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. |
| &nbsp;&nbsp;11/01/2024 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;2810000 | &nbsp;&nbsp;2761549 |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;2.850% | 10155000 | &nbsp;&nbsp;9413637 |
| &nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;Duke Energy Carolinas LLC |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;313323 |
| &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16605 |
| &nbsp;&nbsp;09/30/2042 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;518226 |
| &nbsp;&nbsp;06/01/2045 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;157000 | &nbsp;&nbsp;&nbsp;&nbsp;125118 |
| &nbsp;&nbsp;12/01/2047 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35811 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3373000 | &nbsp;&nbsp;3323096 |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4710000 | &nbsp;&nbsp;4380407 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;1238919 |
| &nbsp;&nbsp;08/15/2032 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1395000 | &nbsp;&nbsp;1324400 |
| &nbsp;&nbsp;09/01/2046 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1416000 | &nbsp;&nbsp;1066983 |
| &nbsp;&nbsp;08/15/2052 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1185000 | &nbsp;&nbsp;1078116 |
| &nbsp;&nbsp;Duke Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;Duke Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;Duke Energy Corp.<sup>(k)</sup> | &nbsp;&nbsp;Duke Energy Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;191426 |
| &nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;Duke Energy Florida LLC |
| &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1234000 | &nbsp;&nbsp;1017310 |
| &nbsp;&nbsp;07/15/2048 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;189000 | &nbsp;&nbsp;&nbsp;&nbsp;160845 |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;644536 |
| &nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;Duke Energy Indiana LLC |
| &nbsp;&nbsp;10/01/2049 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;209184 |
| &nbsp;&nbsp;Duke Energy Ohio, Inc. | &nbsp;&nbsp;Duke Energy Ohio, Inc. | &nbsp;&nbsp;Duke Energy Ohio, Inc. | &nbsp;&nbsp;Duke Energy Ohio, Inc. |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;354758 |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2981000 | &nbsp;&nbsp;2225973 |
| &nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;Duke Energy Progress LLC |
| &nbsp;&nbsp;05/15/2042 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1434000 | &nbsp;&nbsp;1218046 |
| &nbsp;&nbsp;03/15/2043 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;403003 |
| &nbsp;&nbsp;03/30/2044 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;671488 |
| &nbsp;&nbsp;08/15/2045 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp;279091 |
| &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;241647 |
| &nbsp;&nbsp;09/15/2047 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;716662 |
| &nbsp;&nbsp;Duquesne Light Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Duquesne Light Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Duquesne Light Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Duquesne Light Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;367115 |
| &nbsp;&nbsp;Edison International | &nbsp;&nbsp;Edison International | &nbsp;&nbsp;Edison International | &nbsp;&nbsp;Edison International |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7795000 | &nbsp;&nbsp;7654001 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2165000 | &nbsp;&nbsp;2269228 |
| &nbsp;&nbsp;Enel Finance America LLC<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance America LLC<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance America LLC<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance America LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/14/2027 | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;285901 |
| &nbsp;&nbsp;Enel Finance International NV<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance International NV<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance International NV<sup>(a)</sup> | &nbsp;&nbsp;Enel Finance International NV<sup>(a)</sup> |
| &nbsp;&nbsp;04/06/2028 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2370000 | &nbsp;&nbsp;2084058 |
| &nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;888000 | &nbsp;&nbsp;&nbsp;&nbsp;947079 |
| &nbsp;&nbsp;10/14/2052 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;911000 | &nbsp;&nbsp;1013115 |
| &nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;Entergy Arkansas LLC |
| &nbsp;&nbsp;04/01/2049 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;941000 | &nbsp;&nbsp;&nbsp;&nbsp;793249 |
| &nbsp;&nbsp;06/15/2051 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp;&nbsp;&nbsp;133154 |
| &nbsp;&nbsp;06/15/2052 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;227203 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;Entergy Corp. |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;0.900% | 3770000 | &nbsp;&nbsp;3366035 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;293119 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;639747 |
| &nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;Entergy Louisiana LLC |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;2.400% | 2409000 | &nbsp;&nbsp;2191188 |
| &nbsp;&nbsp;09/15/2052 | &nbsp;&nbsp;4.750% | 1026000 | &nbsp;&nbsp;&nbsp;&nbsp;930225 |
| &nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;Entergy Mississippi LLC |
| &nbsp;&nbsp;06/01/2049 | &nbsp;&nbsp;3.850% | 1178000 | &nbsp;&nbsp;&nbsp;&nbsp;916571 |
| &nbsp;&nbsp;Entergy Texas, Inc. | &nbsp;&nbsp;Entergy Texas, Inc. | &nbsp;&nbsp;Entergy Texas, Inc. | &nbsp;&nbsp;Entergy Texas, Inc. |
| &nbsp;&nbsp;03/30/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;330237 |
| &nbsp;&nbsp;Evergy Metro, Inc. | &nbsp;&nbsp;Evergy Metro, Inc. | &nbsp;&nbsp;Evergy Metro, Inc. | &nbsp;&nbsp;Evergy Metro, Inc. |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;475918 |
| &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;588932 |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;752000 | &nbsp;&nbsp;&nbsp;&nbsp;662902 |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;2.900% | 1335000 | &nbsp;&nbsp;1225360 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;4.600% | 2675000 | &nbsp;&nbsp;2651812 |
| &nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;Exelon Corp. |
| &nbsp;&nbsp;04/15/2046 | &nbsp;&nbsp;4.450% | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;898179 |
| &nbsp;&nbsp;FirstEnergy Transmission LLC<sup>(a)</sup> | &nbsp;&nbsp;FirstEnergy Transmission LLC<sup>(a)</sup> | &nbsp;&nbsp;FirstEnergy Transmission LLC<sup>(a)</sup> | &nbsp;&nbsp;FirstEnergy Transmission LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;2.866% | 3224000 | &nbsp;&nbsp;2807468 |
| &nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;Florida Power & Light Co. |
| &nbsp;&nbsp;12/04/2051 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;518000 | &nbsp;&nbsp;&nbsp;&nbsp;361158 |
| &nbsp;&nbsp;Fortis, Inc. | &nbsp;&nbsp;Fortis, Inc. | &nbsp;&nbsp;Fortis, Inc. | &nbsp;&nbsp;Fortis, Inc. |
| &nbsp;&nbsp;10/04/2026 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;428872 |
| &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. |
| &nbsp;&nbsp;09/15/2024 | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;848000 | &nbsp;&nbsp;&nbsp;&nbsp;808284 |
| &nbsp;&nbsp;Gulf Power Co. | &nbsp;&nbsp;Gulf Power Co. | &nbsp;&nbsp;Gulf Power Co. | &nbsp;&nbsp;Gulf Power Co. |
| &nbsp;&nbsp;10/01/2044 | &nbsp;&nbsp;4.550% | 1350000 | &nbsp;&nbsp;1214216 |
| &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. |
| &nbsp;&nbsp;05/01/2051 | &nbsp;&nbsp;3.250% | 1327000 | &nbsp;&nbsp;&nbsp;&nbsp;915544 |
| &nbsp;&nbsp;Inkia Energy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Inkia Energy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Inkia Energy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Inkia Energy Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;11/09/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;898411 |
| &nbsp;&nbsp;Interstate Power and Light Co. | &nbsp;&nbsp;Interstate Power and Light Co. | &nbsp;&nbsp;Interstate Power and Light Co. | &nbsp;&nbsp;Interstate Power and Light Co. |
| &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;3.100% | 3194000 | &nbsp;&nbsp;2122803 |
| &nbsp;&nbsp;Interstate Power and Light, Co. | &nbsp;&nbsp;Interstate Power and Light, Co. | &nbsp;&nbsp;Interstate Power and Light, Co. | &nbsp;&nbsp;Interstate Power and Light, Co. |
| &nbsp;&nbsp;12/01/2024 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;792000 | &nbsp;&nbsp;&nbsp;&nbsp;764460 |
| &nbsp;&nbsp;IPALCO Enterprises, Inc. | &nbsp;&nbsp;IPALCO Enterprises, Inc. | &nbsp;&nbsp;IPALCO Enterprises, Inc. | &nbsp;&nbsp;IPALCO Enterprises, Inc. |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;4.250% | 1590000 | &nbsp;&nbsp;1428928 |
| &nbsp;&nbsp;Jersey Central Power & Light Co.<sup>(a)</sup> | &nbsp;&nbsp;Jersey Central Power & Light Co.<sup>(a)</sup> | &nbsp;&nbsp;Jersey Central Power & Light Co.<sup>(a)</sup> | &nbsp;&nbsp;Jersey Central Power & Light Co.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2024 | &nbsp;&nbsp;4.700% | 1600000 | &nbsp;&nbsp;1578625 |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;4.300% | 2000000 | &nbsp;&nbsp;1935710 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;336000 | &nbsp;&nbsp;&nbsp;&nbsp;273846 |
| &nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;Jersey Central Power & Light Co. |
| &nbsp;&nbsp;06/01/2037 | &nbsp;&nbsp;6.150% | 1985000 | &nbsp;&nbsp;1967071 |
| &nbsp;&nbsp;Kansas City Power & Light Co. | &nbsp;&nbsp;Kansas City Power & Light Co. | &nbsp;&nbsp;Kansas City Power & Light Co. | &nbsp;&nbsp;Kansas City Power & Light Co. |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;645767 |

---

---

| | |
|:---|:---|
| 30 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Metropolitan Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Edison Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.300% | 1928000 | &nbsp;&nbsp;1819075 |
| &nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;MidAmerican Energy Co. |
| &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93950 |
| &nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;Mississippi Power Co. |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp;341684 |
| &nbsp;&nbsp;Mong Duong Finance Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;Mong Duong Finance Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;Mong Duong Finance Holdings BV<sup>(a)</sup> | &nbsp;&nbsp;Mong Duong Finance Holdings BV<sup>(a)</sup> |
| &nbsp;&nbsp;05/07/2029 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;256597 |
| &nbsp;&nbsp;Monongahela Power Co.<sup>(a)</sup> | &nbsp;&nbsp;Monongahela Power Co.<sup>(a)</sup> | &nbsp;&nbsp;Monongahela Power Co.<sup>(a)</sup> | &nbsp;&nbsp;Monongahela Power Co.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;617000 | &nbsp;&nbsp;&nbsp;&nbsp;582208 |
| &nbsp;&nbsp;Narragansett Electric Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Narragansett Electric Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Narragansett Electric Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;Narragansett Electric Co. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;04/09/2030 | &nbsp;&nbsp;3.395% | 2179000 | &nbsp;&nbsp;1969933 |
| &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. |
| &nbsp;&nbsp;02/07/2024 | &nbsp;&nbsp;2.950% | 3765000 | &nbsp;&nbsp;3677944 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;2.400% | 1347000 | &nbsp;&nbsp;1134126 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;709731 |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;2.750% | 1233000 | &nbsp;&nbsp;1030626 |
| &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;4.150% | 1119000 | &nbsp;&nbsp;1049272 |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;556679 |
| &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp.<sup>(k)</sup> | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp.<sup>(k)</sup> | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp.<sup>(k)</sup> | &nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp.<sup>(k)</sup> |
| &nbsp;&nbsp;04/30/2043 | &nbsp;&nbsp;4.750% | 1529000 | &nbsp;&nbsp;1415090 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;04/20/2046 | &nbsp;&nbsp;5.250% | 1687000 | &nbsp;&nbsp;1512469 |
| &nbsp;&nbsp;New England Power Co.<sup>(a)</sup> | &nbsp;&nbsp;New England Power Co.<sup>(a)</sup> | &nbsp;&nbsp;New England Power Co.<sup>(a)</sup> | &nbsp;&nbsp;New England Power Co.<sup>(a)</sup> |
| &nbsp;&nbsp;10/06/2050 | &nbsp;&nbsp;2.807% | 3670000 | &nbsp;&nbsp;2280899 |
| &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(b)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(b)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(b)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 0.270%<br> 02/22/2023 | &nbsp;&nbsp;4.935% | 3000000 | &nbsp;&nbsp;2995516 |
| &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;4.255% | 1137000 | &nbsp;&nbsp;1122064 |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;1.875% | 2192000 | &nbsp;&nbsp;1954535 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp;581662 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;488759 |
| &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(k)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(k)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(k)</sup> | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;03/15/2082 | &nbsp;&nbsp;3.800% | 3812000 | &nbsp;&nbsp;2956566 |
| &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/02/2025 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;502293 |
| &nbsp;&nbsp;12/02/2027 | &nbsp;&nbsp;2.450% | 2420000 | &nbsp;&nbsp;2069007 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;452625 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;5.250% | 3000000 | &nbsp;&nbsp;2765838 |
| &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;954000 | &nbsp;&nbsp;&nbsp;&nbsp;961438 |
| &nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;NSTAR Electric Co. |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;524000 | &nbsp;&nbsp;&nbsp;&nbsp;421890 |
| &nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;Oglethorpe Power Corp. |
| &nbsp;&nbsp;08/01/2050 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;475277 |
| &nbsp;&nbsp;Oncor Electric Delivery Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Oncor Electric Delivery Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Oncor Electric Delivery Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Oncor Electric Delivery Co. LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;4.550% | 1238000 | &nbsp;&nbsp;1224425 |
| &nbsp;&nbsp;06/01/2052 | &nbsp;&nbsp;4.600% | 2400000 | &nbsp;&nbsp;2250186 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. |
| &nbsp;&nbsp;06/08/2025 | &nbsp;&nbsp;4.950% | 3650000 | &nbsp;&nbsp;3585976 |
| &nbsp;&nbsp;07/01/2030 | &nbsp;&nbsp;4.550% | 5735000 | &nbsp;&nbsp;5253196 |
| &nbsp;&nbsp;04/15/2042 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;562000 | &nbsp;&nbsp;&nbsp;&nbsp;427702 |
| &nbsp;&nbsp;03/15/2045 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;948000 | &nbsp;&nbsp;&nbsp;&nbsp;693002 |
| &nbsp;&nbsp;03/15/2046 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;424000 | &nbsp;&nbsp;&nbsp;&nbsp;303864 |
| &nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;PacifiCorp |
| &nbsp;&nbsp;02/15/2050 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;114934 |
| &nbsp;&nbsp;03/15/2051 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;494275 |
| &nbsp;&nbsp;PacifiCorp<sup>(d)</sup> | &nbsp;&nbsp;PacifiCorp<sup>(d)</sup> | &nbsp;&nbsp;PacifiCorp<sup>(d)</sup> | &nbsp;&nbsp;PacifiCorp<sup>(d)</sup> |
| &nbsp;&nbsp;12/01/2053 | &nbsp;&nbsp;5.350% | 1853000 | &nbsp;&nbsp;1859815 |
| &nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;PECO Energy Co. |
| &nbsp;&nbsp;10/01/2044 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;239986 |
| &nbsp;&nbsp;09/15/2047 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83691 |
| &nbsp;&nbsp;05/15/2052 | &nbsp;&nbsp;4.600% | 2500000 | &nbsp;&nbsp;2309202 |
| &nbsp;&nbsp;Pennsylvania Electric Co.<sup>(a)</sup> | &nbsp;&nbsp;Pennsylvania Electric Co.<sup>(a)</sup> | &nbsp;&nbsp;Pennsylvania Electric Co.<sup>(a)</sup> | &nbsp;&nbsp;Pennsylvania Electric Co.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;3.250% | 1990000 | &nbsp;&nbsp;1802964 |
| &nbsp;&nbsp;Public Service Electric and Gas Co. | &nbsp;&nbsp;Public Service Electric and Gas Co. | &nbsp;&nbsp;Public Service Electric and Gas Co. | &nbsp;&nbsp;Public Service Electric and Gas Co. |
| &nbsp;&nbsp;12/01/2047 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81727 |
| &nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;Public Service Enterprise Group, Inc. |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;642000 | &nbsp;&nbsp;&nbsp;&nbsp;575258 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.850% | 2565000 | &nbsp;&nbsp;2643072 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;363936 |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;2.450% | 2062000 | &nbsp;&nbsp;1664111 |
| &nbsp;&nbsp;Puget Energy, Inc. | &nbsp;&nbsp;Puget Energy, Inc. | &nbsp;&nbsp;Puget Energy, Inc. | &nbsp;&nbsp;Puget Energy, Inc. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;4.224% | 1795000 | &nbsp;&nbsp;1608439 |
| &nbsp;&nbsp;South Carolina Electric & Gas Co. | &nbsp;&nbsp;South Carolina Electric & Gas Co. | &nbsp;&nbsp;South Carolina Electric & Gas Co. | &nbsp;&nbsp;South Carolina Electric & Gas Co. |
| &nbsp;&nbsp;05/15/2033 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;676000 | &nbsp;&nbsp;&nbsp;&nbsp;689349 |
| &nbsp;&nbsp;Southern California Edison Co.<sup>(b)</sup> | &nbsp;&nbsp;Southern California Edison Co.<sup>(b)</sup> | &nbsp;&nbsp;Southern California Edison Co.<sup>(b)</sup> | &nbsp;&nbsp;Southern California Edison Co.<sup>(b)</sup> |
| &nbsp;&nbsp;SOFR + 0.470%<br> 12/02/2022 | &nbsp;&nbsp;4.280% | 4825000 | &nbsp;&nbsp;4824872 |
| &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) |
| &nbsp;&nbsp;07/01/2036 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;528334 |
| &nbsp;&nbsp;Southern Co. (The)<sup>(k)</sup> | &nbsp;&nbsp;Southern Co. (The)<sup>(k)</sup> | &nbsp;&nbsp;Southern Co. (The)<sup>(k)</sup> | &nbsp;&nbsp;Southern Co. (The)<sup>(k)</sup> |
| &nbsp;&nbsp;01/15/2051 | &nbsp;&nbsp;4.000% | 1166000 | &nbsp;&nbsp;1043854 |
| &nbsp;&nbsp;09/15/2051 | &nbsp;&nbsp;3.750% | 1122000 | &nbsp;&nbsp;&nbsp;&nbsp;897959 |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;08/01/2027 | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;932000 | &nbsp;&nbsp;&nbsp;&nbsp;929295 |
| &nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;Southwestern Electric Power Co. |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;1.650% | 1096000 | &nbsp;&nbsp;&nbsp;&nbsp;984159 |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;2.750% | 6450000 | &nbsp;&nbsp;5897255 |
| &nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;Tampa Electric Co. |
| &nbsp;&nbsp;05/15/2044 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;434000 | &nbsp;&nbsp;&nbsp;&nbsp;365616 |
| &nbsp;&nbsp;07/15/2052 | &nbsp;&nbsp;5.000% | 2250000 | &nbsp;&nbsp;2114682 |
| &nbsp;&nbsp;Toledo Edison Co. (The) | &nbsp;&nbsp;Toledo Edison Co. (The) | &nbsp;&nbsp;Toledo Edison Co. (The) | &nbsp;&nbsp;Toledo Edison Co. (The) |
| &nbsp;&nbsp;05/15/2037 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;951000 | &nbsp;&nbsp;1001617 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 31 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;Tucson Electric Power Co. |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;3.850% | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;2469041 |
| &nbsp;&nbsp;12/01/2048 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227868 |
| &nbsp;&nbsp;06/15/2050 | &nbsp;&nbsp;4.000% | 2690000 | &nbsp;&nbsp;&nbsp;&nbsp;2090040 |
| &nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;Union Electric Co. |
| &nbsp;&nbsp;09/15/2042 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488262 |
| &nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;Virginia Electric & Power Co. |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.500% | 1446000 | &nbsp;&nbsp;&nbsp;&nbsp;1377512 |
| &nbsp;&nbsp;09/15/2047 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;942000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738863 |
| &nbsp;&nbsp;Vistra Corp.<sup>(a),(k)</sup> | &nbsp;&nbsp;Vistra Corp.<sup>(a),(k)</sup> | &nbsp;&nbsp;Vistra Corp.<sup>(a),(k)</sup> | &nbsp;&nbsp;Vistra Corp.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381644 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;8.000% | 4650000 | &nbsp;&nbsp;&nbsp;&nbsp;4446818 |
| &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;3.550% | 2505000 | &nbsp;&nbsp;&nbsp;&nbsp;2402992 |
| &nbsp;&nbsp;05/13/2025 | &nbsp;&nbsp;5.125% | 6261000 | &nbsp;&nbsp;&nbsp;&nbsp;6144982 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.625% | 2950000 | &nbsp;&nbsp;&nbsp;&nbsp;2852964 |
| &nbsp;&nbsp;07/31/2027 | &nbsp;&nbsp;5.000% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1873121 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.375% | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;1006284 |
| &nbsp;&nbsp;Vistra Operations Co., LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co., LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co., LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co., LLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2027 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806311 |
| &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. |
| &nbsp;&nbsp;09/27/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305553 |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432551 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;1.375% | 1094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929129 |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;746000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634301 |
| &nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;Wisconsin Electric Power Co. |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582655 |
| &nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;Wisconsin Public Service Corp. |
| &nbsp;&nbsp;12/01/2042 | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;&nbsp;814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627959 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**269087941** |
| &nbsp;&nbsp;**Environmental 0.0%** | &nbsp;&nbsp;**Environmental 0.0%** | &nbsp;&nbsp;**Environmental 0.0%** | &nbsp;&nbsp;**Environmental 0.0%** |
| &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;833000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786897 |
| &nbsp;&nbsp;04/01/2050 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621136 |
| &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.500% | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp;1523094 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2931127** |
| &nbsp;&nbsp;**Finance Companies 1.0%** | &nbsp;&nbsp;**Finance Companies 1.0%** | &nbsp;&nbsp;**Finance Companies 1.0%** | &nbsp;&nbsp;**Finance Companies 1.0%** |
| &nbsp;&nbsp;AerCap Ireland Capital DAC/Global Aviation Trust | &nbsp;&nbsp;AerCap Ireland Capital DAC/Global Aviation Trust | &nbsp;&nbsp;AerCap Ireland Capital DAC/Global Aviation Trust | &nbsp;&nbsp;AerCap Ireland Capital DAC/Global Aviation Trust |
| &nbsp;&nbsp;01/16/2024 | &nbsp;&nbsp;4.875% | 1856000 | &nbsp;&nbsp;&nbsp;&nbsp;1825756 |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;3.150% | 3225000 | &nbsp;&nbsp;&nbsp;&nbsp;3110004 |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;4.450% | 1889000 | &nbsp;&nbsp;&nbsp;&nbsp;1814730 |
| &nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388776 |
| &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;3.000% | 5655000 | &nbsp;&nbsp;&nbsp;&nbsp;4747755 |
| &nbsp;&nbsp;01/30/2032 | &nbsp;&nbsp;3.300% | 2913000 | &nbsp;&nbsp;&nbsp;&nbsp;2301318 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;Air Lease Corp. |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;3.250% | 2500000 | &nbsp;&nbsp;2370800 |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;3.375% | 2750000 | &nbsp;&nbsp;2595779 |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;2.875% | 2075000 | &nbsp;&nbsp;1911945 |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;1.875% | 2285000 | &nbsp;&nbsp;2002667 |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;417618 |
| &nbsp;&nbsp;Air Lease Corp.<sup>(d)</sup> | &nbsp;&nbsp;Air Lease Corp.<sup>(d)</sup> | &nbsp;&nbsp;Air Lease Corp.<sup>(d)</sup> | &nbsp;&nbsp;Air Lease Corp.<sup>(d)</sup> |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;5.850% | 5270000 | &nbsp;&nbsp;5239116 |
| &nbsp;&nbsp;Aircastle Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Aircastle Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Aircastle Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Aircastle Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/26/2028 | &nbsp;&nbsp;2.850% | 3335000 | &nbsp;&nbsp;2713369 |
| &nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;Ares Capital Corp. |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;199492 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;2.875% | 3285000 | &nbsp;&nbsp;2699399 |
| &nbsp;&nbsp;Aviation Capital Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Aviation Capital Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Aviation Capital Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Aviation Capital Group LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2023 | &nbsp;&nbsp;3.875% | 3381000 | &nbsp;&nbsp;3338090 |
| &nbsp;&nbsp;12/15/2024 | &nbsp;&nbsp;5.500% | 1030000 | &nbsp;&nbsp;1010460 |
| &nbsp;&nbsp;09/20/2026 | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;531515 |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;249581 |
| &nbsp;&nbsp;Avolon Holdings Funding Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Avolon Holdings Funding Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Avolon Holdings Funding Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Avolon Holdings Funding Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2024 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;714043 |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;2.875% | 2905000 | &nbsp;&nbsp;2667368 |
| &nbsp;&nbsp;02/21/2026 | &nbsp;&nbsp;2.125% | 1051000 | &nbsp;&nbsp;&nbsp;&nbsp;898086 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.250% | 1101000 | &nbsp;&nbsp;1001700 |
| &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;2.528% | 3017000 | &nbsp;&nbsp;2425898 |
| &nbsp;&nbsp;02/21/2028 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;477000 | &nbsp;&nbsp;&nbsp;&nbsp;382223 |
| &nbsp;&nbsp;Bain Capital Specialty Finance, Inc. | &nbsp;&nbsp;Bain Capital Specialty Finance, Inc. | &nbsp;&nbsp;Bain Capital Specialty Finance, Inc. | &nbsp;&nbsp;Bain Capital Specialty Finance, Inc. |
| &nbsp;&nbsp;10/13/2026 | &nbsp;&nbsp;2.550% | 3250000 | &nbsp;&nbsp;2690811 |
| &nbsp;&nbsp;Barings BDC, Inc. | &nbsp;&nbsp;Barings BDC, Inc. | &nbsp;&nbsp;Barings BDC, Inc. | &nbsp;&nbsp;Barings BDC, Inc. |
| &nbsp;&nbsp;11/23/2026 | &nbsp;&nbsp;3.300% | 1230000 | &nbsp;&nbsp;1041561 |
| &nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;Blackstone Private Credit Fund |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;2.625% | 8155000 | &nbsp;&nbsp;6971767 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;507323 |
| &nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;Blackstone Secured Lending Fund |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;2.850% | 3560000 | &nbsp;&nbsp;2805960 |
| &nbsp;&nbsp;FirstCash, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FirstCash, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FirstCash, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FirstCash, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/01/2030 | &nbsp;&nbsp;5.625% | 1500000 | &nbsp;&nbsp;1363790 |
| &nbsp;&nbsp;FS KKR Capital Corp. | &nbsp;&nbsp;FS KKR Capital Corp. | &nbsp;&nbsp;FS KKR Capital Corp. | &nbsp;&nbsp;FS KKR Capital Corp. |
| &nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;3.125% | 3955000 | &nbsp;&nbsp;3205044 |
| &nbsp;&nbsp;Golub Capital BDC, Inc. | &nbsp;&nbsp;Golub Capital BDC, Inc. | &nbsp;&nbsp;Golub Capital BDC, Inc. | &nbsp;&nbsp;Golub Capital BDC, Inc. |
| &nbsp;&nbsp;08/24/2026 | &nbsp;&nbsp;2.500% | 4625000 | &nbsp;&nbsp;4004223 |
| &nbsp;&nbsp;Hercules Capital, Inc. | &nbsp;&nbsp;Hercules Capital, Inc. | &nbsp;&nbsp;Hercules Capital, Inc. | &nbsp;&nbsp;Hercules Capital, Inc. |
| &nbsp;&nbsp;01/20/2027 | &nbsp;&nbsp;3.375% | 4585000 | &nbsp;&nbsp;3910835 |
| &nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;Main Street Capital Corp. |
| &nbsp;&nbsp;05/01/2024 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;971000 | &nbsp;&nbsp;&nbsp;&nbsp;957732 |
| &nbsp;&nbsp;07/14/2026 | &nbsp;&nbsp;3.000% | 6480000 | &nbsp;&nbsp;5593289 |
| &nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;Morgan Stanley Direct Lending Fund |
| &nbsp;&nbsp;02/11/2027 | &nbsp;&nbsp;4.500% | 3100000 | &nbsp;&nbsp;2854564 |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.000% | 1395000 | &nbsp;&nbsp;1220665 |

---

---

| | |
|:---|:---|
| 32 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Owl Rock Capital Corp. | &nbsp;&nbsp;Owl Rock Capital Corp. | &nbsp;&nbsp;Owl Rock Capital Corp. | &nbsp;&nbsp;Owl Rock Capital Corp. |
| &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996594 |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1370000 | &nbsp;&nbsp;&nbsp;&nbsp;1272293 |
| &nbsp;&nbsp;OWL Rock Core Income Corp. | &nbsp;&nbsp;OWL Rock Core Income Corp. | &nbsp;&nbsp;OWL Rock Core Income Corp. | &nbsp;&nbsp;OWL Rock Core Income Corp. |
| &nbsp;&nbsp;03/21/2025 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2745000 | &nbsp;&nbsp;&nbsp;&nbsp;2673841 |
| &nbsp;&nbsp;OWL Rock Core Income Corp.<sup>(a)</sup> | &nbsp;&nbsp;OWL Rock Core Income Corp.<sup>(a)</sup> | &nbsp;&nbsp;OWL Rock Core Income Corp.<sup>(a)</sup> | &nbsp;&nbsp;OWL Rock Core Income Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/16/2027 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp;&nbsp;1172682 |
| &nbsp;&nbsp;Owl Rock Technology Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Owl Rock Technology Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Owl Rock Technology Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Owl Rock Technology Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6475000 | &nbsp;&nbsp;&nbsp;&nbsp;5896037 |
| &nbsp;&nbsp;Park Aerospace Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Park Aerospace Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Park Aerospace Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Park Aerospace Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3105000 | &nbsp;&nbsp;&nbsp;&nbsp;3090873 |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372610 |
| &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1335000 | &nbsp;&nbsp;&nbsp;&nbsp;1032416 |
| &nbsp;&nbsp;SMBC Aviation Capital Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;SMBC Aviation Capital Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;SMBC Aviation Capital Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;SMBC Aviation Capital Finance DAC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1206000 | &nbsp;&nbsp;&nbsp;&nbsp;1026214 |
| &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;2536354 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**104754966** |
| &nbsp;&nbsp;**Food and Beverage 0.9%** | &nbsp;&nbsp;**Food and Beverage 0.9%** | &nbsp;&nbsp;**Food and Beverage 0.9%** | &nbsp;&nbsp;**Food and Beverage 0.9%** |
| &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| &nbsp;&nbsp;02/01/2036 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1186000 | &nbsp;&nbsp;&nbsp;&nbsp;1140133 |
| &nbsp;&nbsp;02/01/2046 | &nbsp;&nbsp;4.900% | 12251000 | &nbsp;&nbsp;&nbsp;&nbsp;11477981 |
| &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. |
| &nbsp;&nbsp;01/23/2039 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858517 |
| &nbsp;&nbsp;01/23/2049 | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2915000 | &nbsp;&nbsp;&nbsp;&nbsp;2987782 |
| &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;B&G Foods, Inc. |
| &nbsp;&nbsp;04/01/2025 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;1942509 |
| &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945606 |
| &nbsp;&nbsp;Cargill Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/10/2031 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1352000 | &nbsp;&nbsp;&nbsp;&nbsp;1081447 |
| &nbsp;&nbsp;Cargill, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cargill, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/22/2025 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2449000 | &nbsp;&nbsp;&nbsp;&nbsp;2379099 |
| &nbsp;&nbsp;04/23/2030 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622267 |
| &nbsp;&nbsp;10/11/2032 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398869 |
| &nbsp;&nbsp;04/22/2052 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462123 |
| &nbsp;&nbsp;Coca-Cola Europacific Partners PLC<sup>(a)</sup> | &nbsp;&nbsp;Coca-Cola Europacific Partners PLC<sup>(a)</sup> | &nbsp;&nbsp;Coca-Cola Europacific Partners PLC<sup>(a)</sup> | &nbsp;&nbsp;Coca-Cola Europacific Partners PLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/03/2024 | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;6295000 | &nbsp;&nbsp;&nbsp;&nbsp;5907654 |
| &nbsp;&nbsp;Constellation Brands, Inc. | &nbsp;&nbsp;Constellation Brands, Inc. | &nbsp;&nbsp;Constellation Brands, Inc. | &nbsp;&nbsp;Constellation Brands, Inc. |
| &nbsp;&nbsp;12/01/2025 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579296 |
| &nbsp;&nbsp;08/01/2031 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3172000 | &nbsp;&nbsp;&nbsp;&nbsp;2537658 |
| &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC |
| &nbsp;&nbsp;04/29/2032 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139589 |
| &nbsp;&nbsp;JBS SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS SA/Food Co./Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2032 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3255000 | &nbsp;&nbsp;&nbsp;&nbsp;2563249 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.125% | 2025000 | &nbsp;&nbsp;&nbsp;&nbsp;1942831 |
| &nbsp;&nbsp;02/02/2029 | &nbsp;&nbsp;3.000% | 1955000 | &nbsp;&nbsp;&nbsp;&nbsp;1644528 |
| &nbsp;&nbsp;12/01/2031 | &nbsp;&nbsp;3.750% | 3055000 | &nbsp;&nbsp;&nbsp;&nbsp;2542482 |
| &nbsp;&nbsp;04/01/2033 | &nbsp;&nbsp;5.750% | 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2618898 |
| &nbsp;&nbsp;12/01/2052 | &nbsp;&nbsp;6.500% | 8005000 | &nbsp;&nbsp;&nbsp;&nbsp;7848257 |
| &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. |
| &nbsp;&nbsp;01/26/2039 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883045 |
| &nbsp;&nbsp;10/01/2039 | &nbsp;&nbsp;4.625% | 2029000 | &nbsp;&nbsp;&nbsp;&nbsp;1821671 |
| &nbsp;&nbsp;06/04/2042 | &nbsp;&nbsp;5.000% | 4225000 | &nbsp;&nbsp;&nbsp;&nbsp;3968471 |
| &nbsp;&nbsp;06/01/2046 | &nbsp;&nbsp;4.375% | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;1246800 |
| &nbsp;&nbsp;10/01/2049 | &nbsp;&nbsp;4.875% | 1370000 | &nbsp;&nbsp;&nbsp;&nbsp;1236142 |
| &nbsp;&nbsp;Kraft Heinz Foods Co. (The) | &nbsp;&nbsp;Kraft Heinz Foods Co. (The) | &nbsp;&nbsp;Kraft Heinz Foods Co. (The) | &nbsp;&nbsp;Kraft Heinz Foods Co. (The) |
| &nbsp;&nbsp;07/15/2045 | &nbsp;&nbsp;5.200% | 1675000 | &nbsp;&nbsp;&nbsp;&nbsp;1581956 |
| &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2032 | &nbsp;&nbsp;4.375% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1217211 |
| &nbsp;&nbsp;Mars, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mars, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mars, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mars, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2039 | &nbsp;&nbsp;3.875% | 1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901237 |
| &nbsp;&nbsp;07/16/2040 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672076 |
| &nbsp;&nbsp;Nestle Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nestle Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nestle Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nestle Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;4.125% | 1167000 | &nbsp;&nbsp;&nbsp;&nbsp;1148734 |
| &nbsp;&nbsp;10/01/2032 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;849000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841674 |
| &nbsp;&nbsp;09/24/2038 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855277 |
| &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823741 |
| &nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;PepsiCo, Inc. |
| &nbsp;&nbsp;07/18/2032 | &nbsp;&nbsp;3.900% | 2072000 | &nbsp;&nbsp;&nbsp;&nbsp;1989696 |
| &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;4.250% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1738074 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;3.500% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2426092 |
| &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;5.750% | 2676000 | &nbsp;&nbsp;&nbsp;&nbsp;2609619 |
| &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;5.500% | 2080000 | &nbsp;&nbsp;&nbsp;&nbsp;1912026 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.625% | 1349000 | &nbsp;&nbsp;&nbsp;&nbsp;1184261 |
| &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2029 | &nbsp;&nbsp;4.375% | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp;1301664 |
| &nbsp;&nbsp;Smithfield Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Smithfield Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Smithfield Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Smithfield Foods, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;4.250% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2299726 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;3.000% | 2020000 | &nbsp;&nbsp;&nbsp;&nbsp;1558321 |
| &nbsp;&nbsp;Viterra Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Viterra Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Viterra Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Viterra Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;04/21/2026 | &nbsp;&nbsp;2.000% | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967302 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**87805591** |
| &nbsp;&nbsp;**Foreign Agencies 0.0%** | &nbsp;&nbsp;**Foreign Agencies 0.0%** | &nbsp;&nbsp;**Foreign Agencies 0.0%** | &nbsp;&nbsp;**Foreign Agencies 0.0%** |
| &nbsp;&nbsp;PT Bank Mandiri Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Bank Mandiri Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Bank Mandiri Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Bank Mandiri Persero Tbk<sup>(a)</sup> |
| &nbsp;&nbsp;04/11/2024 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830428 |
| &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** |
| &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;4.625% | 3095000 | &nbsp;&nbsp;&nbsp;&nbsp;2603962 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 33 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. |
| &nbsp;&nbsp;11/01/2023 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153597 |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152557 |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.250% | 1839000 | &nbsp;&nbsp;&nbsp;&nbsp;1806929 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;5.375% | 5080000 | &nbsp;&nbsp;&nbsp;&nbsp;4936380 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721725 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.000% | 3552000 | &nbsp;&nbsp;&nbsp;&nbsp;3081633 |
| &nbsp;&nbsp;Golden Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Golden Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Golden Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Golden Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;7.625% | 1720000 | &nbsp;&nbsp;&nbsp;&nbsp;1701495 |
| &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;6.500% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1383436 |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397662 |
| &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.750% | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp;1146760 |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173564 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.500% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1415864 |
| &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379064 |
| &nbsp;&nbsp;Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2031 | &nbsp;&nbsp;5.875% | 2825000 | &nbsp;&nbsp;&nbsp;&nbsp;2151528 |
| &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;8.625% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1443790 |
| &nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;VICI Properties LP |
| &nbsp;&nbsp;05/15/2032 | &nbsp;&nbsp;5.125% | 2715000 | &nbsp;&nbsp;&nbsp;&nbsp;2534447 |
| &nbsp;&nbsp;05/15/2052 | &nbsp;&nbsp;5.625% | 1765000 | &nbsp;&nbsp;&nbsp;&nbsp;1596972 |
| &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211927 |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;4.500% | 2740000 | &nbsp;&nbsp;&nbsp;&nbsp;2569792 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;5.750% | 1485000 | &nbsp;&nbsp;&nbsp;&nbsp;1447180 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;3.750% | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp;1882969 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68668 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.875% | 1570000 | &nbsp;&nbsp;&nbsp;&nbsp;1386039 |
| &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.125% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869675 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**36217615** |
| &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** |
| &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;Abbott Laboratories |
| &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205920 |
| &nbsp;&nbsp;Alcon Finance Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Alcon Finance Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Alcon Finance Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Alcon Finance Corp.<sup>(a),(d)</sup> |
| &nbsp;&nbsp;12/06/2032 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519815 |
| &nbsp;&nbsp;12/06/2052 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;503000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509390 |
| &nbsp;&nbsp;Barnabas Health, Inc. | &nbsp;&nbsp;Barnabas Health, Inc. | &nbsp;&nbsp;Barnabas Health, Inc. | &nbsp;&nbsp;Barnabas Health, Inc. |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;4.000% | 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;2972384 |
| &nbsp;&nbsp;Baxter International, Inc. | &nbsp;&nbsp;Baxter International, Inc. | &nbsp;&nbsp;Baxter International, Inc. | &nbsp;&nbsp;Baxter International, Inc. |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;2.272% | 1325000 | &nbsp;&nbsp;&nbsp;&nbsp;1145036 |
| &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. |
| &nbsp;&nbsp;12/15/2024 | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42949 |
| &nbsp;&nbsp;08/22/2032 | &nbsp;&nbsp;4.298% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4764207 |
| &nbsp;&nbsp;05/15/2044 | &nbsp;&nbsp;4.875% | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp;1337988 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;3.400% | 2190000 | &nbsp;&nbsp;2071399 |
| &nbsp;&nbsp;08/15/2038 | &nbsp;&nbsp;4.800% | 3429000 | &nbsp;&nbsp;3245539 |
| &nbsp;&nbsp;07/15/2046 | &nbsp;&nbsp;4.800% | 2070000 | &nbsp;&nbsp;1888608 |
| &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;448778 |
| &nbsp;&nbsp;03/15/2050 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;892000 | &nbsp;&nbsp;&nbsp;&nbsp;648648 |
| &nbsp;&nbsp;03/15/2051 | &nbsp;&nbsp;3.400% | 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;886169 |
| &nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;CommonSpirit Health |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;1.547% | 3000000 | &nbsp;&nbsp;2699583 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;2.782% | 1485000 | &nbsp;&nbsp;1196501 |
| &nbsp;&nbsp;11/01/2042 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;418211 |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. |
| &nbsp;&nbsp;07/20/2025 | &nbsp;&nbsp;3.875% | 1002000 | &nbsp;&nbsp;&nbsp;&nbsp;985029 |
| &nbsp;&nbsp;03/25/2028 | &nbsp;&nbsp;4.300% | 1017000 | &nbsp;&nbsp;&nbsp;&nbsp;988697 |
| &nbsp;&nbsp;09/15/2031 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;903000 | &nbsp;&nbsp;&nbsp;&nbsp;724234 |
| &nbsp;&nbsp;07/20/2035 | &nbsp;&nbsp;4.875% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;959329 |
| &nbsp;&nbsp;03/25/2038 | &nbsp;&nbsp;4.780% | 8665000 | &nbsp;&nbsp;8020517 |
| &nbsp;&nbsp;04/01/2040 | &nbsp;&nbsp;4.125% | 1899000 | &nbsp;&nbsp;1600797 |
| &nbsp;&nbsp;08/21/2040 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;996000 | &nbsp;&nbsp;&nbsp;&nbsp;699544 |
| &nbsp;&nbsp;07/20/2045 | &nbsp;&nbsp;5.125% | 1184000 | &nbsp;&nbsp;1106701 |
| &nbsp;&nbsp;03/25/2048 | &nbsp;&nbsp;5.050% | 7985000 | &nbsp;&nbsp;7395088 |
| &nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;4.625% | 2065000 | &nbsp;&nbsp;1671303 |
| &nbsp;&nbsp;Dentsply Sirona, Inc. | &nbsp;&nbsp;Dentsply Sirona, Inc. | &nbsp;&nbsp;Dentsply Sirona, Inc. | &nbsp;&nbsp;Dentsply Sirona, Inc. |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;3.250% | 1347000 | &nbsp;&nbsp;1118789 |
| &nbsp;&nbsp;Duke University Health System, Inc. | &nbsp;&nbsp;Duke University Health System, Inc. | &nbsp;&nbsp;Duke University Health System, Inc. | &nbsp;&nbsp;Duke University Health System, Inc. |
| &nbsp;&nbsp;06/01/2047 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;724608 |
| &nbsp;&nbsp;Embecta Corp.<sup>(a)</sup> | &nbsp;&nbsp;Embecta Corp.<sup>(a)</sup> | &nbsp;&nbsp;Embecta Corp.<sup>(a)</sup> | &nbsp;&nbsp;Embecta Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;5.000% | 1500000 | &nbsp;&nbsp;1281572 |
| &nbsp;&nbsp;Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;1.875% | 3805000 | &nbsp;&nbsp;3249085 |
| &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2024 | &nbsp;&nbsp;5.550% | 5095000 | &nbsp;&nbsp;5118427 |
| &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. |
| &nbsp;&nbsp;02/01/2025 | &nbsp;&nbsp;5.375% | 2900000 | &nbsp;&nbsp;2895878 |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;5.250% | 1659000 | &nbsp;&nbsp;1659419 |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.690% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;785838 |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;5.250% | 3135000 | &nbsp;&nbsp;3111006 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;679000 | &nbsp;&nbsp;&nbsp;&nbsp;652979 |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10480 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.125% | 3850000 | &nbsp;&nbsp;3530271 |
| &nbsp;&nbsp;09/01/2030 | &nbsp;&nbsp;3.500% | 3874000 | &nbsp;&nbsp;3355017 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;2.375% | 1580000 | &nbsp;&nbsp;1241276 |
| &nbsp;&nbsp;06/15/2047 | &nbsp;&nbsp;5.500% | 4005000 | &nbsp;&nbsp;3624103 |
| &nbsp;&nbsp;06/15/2049 | &nbsp;&nbsp;5.250% | 3225000 | &nbsp;&nbsp;2832169 |
| &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.125% | 1687000 | &nbsp;&nbsp;1535866 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;3.625% | 1605000 | &nbsp;&nbsp;1374337 |
| &nbsp;&nbsp;Illumina, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Illumina, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Illumina, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Illumina, Inc.<sup>(d)</sup> |
| &nbsp;&nbsp;12/12/2025 | &nbsp;&nbsp;5.800% | 1229000 | &nbsp;&nbsp;1235256 |
| &nbsp;&nbsp;12/13/2027 | &nbsp;&nbsp;5.750% | 2755000 | &nbsp;&nbsp;2774068 |

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| | |
|:---|:---|
| 34 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;Laboratory Corp. of America Holdings |
| &nbsp;&nbsp;11/01/2023 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326057 |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;3.250% | 2561000 | &nbsp;&nbsp;&nbsp;&nbsp;2471542 |
| &nbsp;&nbsp;Legacy LifePoint Health LLC<sup>(a)</sup> | &nbsp;&nbsp;Legacy LifePoint Health LLC<sup>(a)</sup> | &nbsp;&nbsp;Legacy LifePoint Health LLC<sup>(a)</sup> | &nbsp;&nbsp;Legacy LifePoint Health LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;4.375% | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp;1319420 |
| &nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;Mayo Clinic |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641198 |
| &nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;McKesson Corp. |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;1.300% | 1820000 | &nbsp;&nbsp;&nbsp;&nbsp;1601297 |
| &nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center |
| &nbsp;&nbsp;07/01/2052 | &nbsp;&nbsp;4.125% | 4630000 | &nbsp;&nbsp;&nbsp;&nbsp;3902132 |
| &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.875% | 3870000 | &nbsp;&nbsp;&nbsp;&nbsp;3326608 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.250% | 2475000 | &nbsp;&nbsp;&nbsp;&nbsp;2017608 |
| &nbsp;&nbsp;New York and Presbyterian Hospital (The) | &nbsp;&nbsp;New York and Presbyterian Hospital (The) | &nbsp;&nbsp;New York and Presbyterian Hospital (The) | &nbsp;&nbsp;New York and Presbyterian Hospital (The) |
| &nbsp;&nbsp;08/01/2116 | &nbsp;&nbsp;4.763% | &nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635289 |
| &nbsp;&nbsp;08/01/2119 | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213770 |
| &nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;NYU Langone Hospitals |
| &nbsp;&nbsp;07/01/2043 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717684 |
| &nbsp;&nbsp;RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;9.750% | 2875000 | &nbsp;&nbsp;&nbsp;&nbsp;2288872 |
| &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523526 |
| &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;5.125% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1873927 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;6.125% | 3225000 | &nbsp;&nbsp;&nbsp;&nbsp;2844726 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;4.250% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1188094 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.375% | 1175000 | &nbsp;&nbsp;&nbsp;&nbsp;1023344 |
| &nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;Texas Health Resources |
| &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597839 |
| &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;Thermo Fisher Scientific, Inc. |
| &nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;539000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544058 |
| &nbsp;&nbsp;11/21/2032 | &nbsp;&nbsp;4.950% | 3585000 | &nbsp;&nbsp;&nbsp;&nbsp;3673972 |
| &nbsp;&nbsp;Universal Health Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Universal Health Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Universal Health Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Universal Health Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;1.650% | 2485000 | &nbsp;&nbsp;&nbsp;&nbsp;2135240 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2.650% | 2485000 | &nbsp;&nbsp;&nbsp;&nbsp;1993439 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**127122450** |
| &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** |
| &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. |
| &nbsp;&nbsp;06/15/2036 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;624000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668852 |
| &nbsp;&nbsp;05/15/2042 | &nbsp;&nbsp;4.500% | 1651000 | &nbsp;&nbsp;&nbsp;&nbsp;1439827 |
| &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;4.250% | 4010000 | &nbsp;&nbsp;&nbsp;&nbsp;3765128 |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;2.450% | 3832000 | &nbsp;&nbsp;&nbsp;&nbsp;3240005 |
| &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790093 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;3.000% | 2014000 | &nbsp;&nbsp;&nbsp;&nbsp;1661896 |
| &nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;Elevance Health, Inc. |
| &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;5.500% | 1238000 | &nbsp;&nbsp;&nbsp;&nbsp;1278927 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup> | &nbsp;&nbsp;Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup> | &nbsp;&nbsp;Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup> | &nbsp;&nbsp;Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527775 |
| &nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;Humana Inc. |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492377 |
| &nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;Humana, Inc. |
| &nbsp;&nbsp;04/01/2025 | &nbsp;&nbsp;4.500% | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;1109159 |
| &nbsp;&nbsp;02/03/2027 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;901000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779542 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152893 |
| &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;4.375% | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;3856169 |
| &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;3.875% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1289813 |
| &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;5.300% | 1696000 | &nbsp;&nbsp;&nbsp;&nbsp;1756295 |
| &nbsp;&nbsp;02/15/2033 | &nbsp;&nbsp;5.350% | 1211000 | &nbsp;&nbsp;&nbsp;&nbsp;1261163 |
| &nbsp;&nbsp;08/15/2039 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512037 |
| &nbsp;&nbsp;05/15/2040 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272444 |
| &nbsp;&nbsp;05/15/2041 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145832 |
| &nbsp;&nbsp;07/15/2045 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422331 |
| &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385661 |
| &nbsp;&nbsp;05/15/2051 | &nbsp;&nbsp;3.250% | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;2766636 |
| &nbsp;&nbsp;05/15/2052 | &nbsp;&nbsp;4.750% | 3626000 | &nbsp;&nbsp;&nbsp;&nbsp;3428693 |
| &nbsp;&nbsp;02/15/2053 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;941000 | &nbsp;&nbsp;&nbsp;&nbsp;1039585 |
| &nbsp;&nbsp;02/15/2063 | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;892000 | &nbsp;&nbsp;&nbsp;&nbsp;1001010 |
| &nbsp;&nbsp;Wellpoint, Inc. | &nbsp;&nbsp;Wellpoint, Inc. | &nbsp;&nbsp;Wellpoint, Inc. | &nbsp;&nbsp;Wellpoint, Inc. |
| &nbsp;&nbsp;08/15/2024 | &nbsp;&nbsp;3.500% | 1928000 | &nbsp;&nbsp;&nbsp;&nbsp;1885361 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**35929504** |
| &nbsp;&nbsp;**Healthcare REIT 0.2%** | &nbsp;&nbsp;**Healthcare REIT 0.2%** | &nbsp;&nbsp;**Healthcare REIT 0.2%** | &nbsp;&nbsp;**Healthcare REIT 0.2%** |
| &nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;Diversified Healthcare Trust |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;9.750% | 1587000 | &nbsp;&nbsp;&nbsp;&nbsp;1545209 |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;4.375% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1045416 |
| &nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;Healthcare Realty Holdings LP |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420394 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769568 |
| &nbsp;&nbsp;Healthcare Trust of America Holdings LP | &nbsp;&nbsp;Healthcare Trust of America Holdings LP | &nbsp;&nbsp;Healthcare Trust of America Holdings LP | &nbsp;&nbsp;Healthcare Trust of America Holdings LP |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;3.100% | 1246000 | &nbsp;&nbsp;&nbsp;&nbsp;1052717 |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;2.000% | 3540000 | &nbsp;&nbsp;&nbsp;&nbsp;2709476 |
| &nbsp;&nbsp;MPT Operating Partnership LP/Finance Corp. | &nbsp;&nbsp;MPT Operating Partnership LP/Finance Corp. | &nbsp;&nbsp;MPT Operating Partnership LP/Finance Corp. | &nbsp;&nbsp;MPT Operating Partnership LP/Finance Corp. |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;3.500% | 1420000 | &nbsp;&nbsp;&nbsp;&nbsp;1004495 |
| &nbsp;&nbsp;Omega Healthcare Investors, Inc. | &nbsp;&nbsp;Omega Healthcare Investors, Inc. | &nbsp;&nbsp;Omega Healthcare Investors, Inc. | &nbsp;&nbsp;Omega Healthcare Investors, Inc. |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948449 |
| &nbsp;&nbsp;Physicians Realty LP | &nbsp;&nbsp;Physicians Realty LP | &nbsp;&nbsp;Physicians Realty LP | &nbsp;&nbsp;Physicians Realty LP |
| &nbsp;&nbsp;11/01/2031 | &nbsp;&nbsp;2.625% | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1383955 |
| &nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;Sabra Health Care LP |
| &nbsp;&nbsp;12/01/2031 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431400 |
| &nbsp;&nbsp;Senior Housing Properties Trust | &nbsp;&nbsp;Senior Housing Properties Trust | &nbsp;&nbsp;Senior Housing Properties Trust | &nbsp;&nbsp;Senior Housing Properties Trust |
| &nbsp;&nbsp;05/01/2024 | &nbsp;&nbsp;4.750% | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963231 |
| &nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;Ventas Realty LP |
| &nbsp;&nbsp;09/30/2043 | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207952 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 35 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;Welltower, Inc. |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;2.800% | 8255000 | &nbsp;&nbsp;&nbsp;&nbsp;6680678 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**19162940** |
| &nbsp;&nbsp;**Home Construction 0.2%** | &nbsp;&nbsp;**Home Construction 0.2%** | &nbsp;&nbsp;**Home Construction 0.2%** | &nbsp;&nbsp;**Home Construction 0.2%** |
| &nbsp;&nbsp;Ashton Woods USA LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Ashton Woods USA LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Ashton Woods USA LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Ashton Woods USA LLC/Finance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;6.625% | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1516593 |
| &nbsp;&nbsp;Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup> | &nbsp;&nbsp;Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup> | &nbsp;&nbsp;Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup> | &nbsp;&nbsp;Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.250% | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp;1393459 |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;4.875% | 2575000 | &nbsp;&nbsp;&nbsp;&nbsp;2029550 |
| &nbsp;&nbsp;Century Communities, Inc. | &nbsp;&nbsp;Century Communities, Inc. | &nbsp;&nbsp;Century Communities, Inc. | &nbsp;&nbsp;Century Communities, Inc. |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;6.750% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2434010 |
| &nbsp;&nbsp;Empire Communities Corp.<sup>(a)</sup> | &nbsp;&nbsp;Empire Communities Corp.<sup>(a)</sup> | &nbsp;&nbsp;Empire Communities Corp.<sup>(a)</sup> | &nbsp;&nbsp;Empire Communities Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;7.000% | 4225000 | &nbsp;&nbsp;&nbsp;&nbsp;3724870 |
| &nbsp;&nbsp;KB Home | &nbsp;&nbsp;KB Home | &nbsp;&nbsp;KB Home | &nbsp;&nbsp;KB Home |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.000% | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857735 |
| &nbsp;&nbsp;M/I Homes, Inc. | &nbsp;&nbsp;M/I Homes, Inc. | &nbsp;&nbsp;M/I Homes, Inc. | &nbsp;&nbsp;M/I Homes, Inc. |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590427 |
| &nbsp;&nbsp;Mattamy Group Corp.<sup>(a)</sup> | &nbsp;&nbsp;Mattamy Group Corp.<sup>(a)</sup> | &nbsp;&nbsp;Mattamy Group Corp.<sup>(a)</sup> | &nbsp;&nbsp;Mattamy Group Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;4.625% | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;3713843 |
| &nbsp;&nbsp;MDC Holdings, Inc. | &nbsp;&nbsp;MDC Holdings, Inc. | &nbsp;&nbsp;MDC Holdings, Inc. | &nbsp;&nbsp;MDC Holdings, Inc. |
| &nbsp;&nbsp;08/06/2061 | &nbsp;&nbsp;3.966% | 3540000 | &nbsp;&nbsp;&nbsp;&nbsp;1967995 |
| &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. |
| &nbsp;&nbsp;06/06/2027 | &nbsp;&nbsp;5.125% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1889767 |
| &nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;PulteGroup, Inc. |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743382 |
| &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.750% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1869661 |
| &nbsp;&nbsp;08/01/2030 | &nbsp;&nbsp;5.125% | 1114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972086 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**23703378** |
| &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** |
| &nbsp;&nbsp;Aker BP ASA<sup>(a)</sup> | &nbsp;&nbsp;Aker BP ASA<sup>(a)</sup> | &nbsp;&nbsp;Aker BP ASA<sup>(a)</sup> | &nbsp;&nbsp;Aker BP ASA<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;2.875% | 2875000 | &nbsp;&nbsp;&nbsp;&nbsp;2667535 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266159 |
| &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613826 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858569 |
| &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. |
| &nbsp;&nbsp;09/01/2040 | &nbsp;&nbsp;5.100% | 2560000 | &nbsp;&nbsp;&nbsp;&nbsp;2104784 |
| &nbsp;&nbsp;Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589691 |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186003 |
| &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;8.250% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2489992 |
| &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. |
| &nbsp;&nbsp;06/30/2033 | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755274 |
| &nbsp;&nbsp;02/01/2039 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304464 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Chesapeake Energy Corp.<sup>(a)</sup> | &nbsp;&nbsp;Chesapeake Energy Corp.<sup>(a)</sup> | &nbsp;&nbsp;Chesapeake Energy Corp.<sup>(a)</sup> | &nbsp;&nbsp;Chesapeake Energy Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2026 | &nbsp;&nbsp;5.500% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1941805 |
| &nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;ConocoPhillips Co. |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;3.758% | 1928000 | &nbsp;&nbsp;&nbsp;&nbsp;1633782 |
| &nbsp;&nbsp;Continental Resources, Inc. | &nbsp;&nbsp;Continental Resources, Inc. | &nbsp;&nbsp;Continental Resources, Inc. | &nbsp;&nbsp;Continental Resources, Inc. |
| &nbsp;&nbsp;04/15/2023 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383256 |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;3.800% | 1683000 | &nbsp;&nbsp;&nbsp;&nbsp;1637130 |
| &nbsp;&nbsp;Coterra Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Coterra Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Coterra Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Coterra Energy, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;3.900% | 1552000 | &nbsp;&nbsp;&nbsp;&nbsp;1465318 |
| &nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;Devon Energy Corp. |
| &nbsp;&nbsp;09/15/2024 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78185 |
| &nbsp;&nbsp;07/15/2041 | &nbsp;&nbsp;5.600% | 1875000 | &nbsp;&nbsp;&nbsp;&nbsp;1813000 |
| &nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;Diamondback Energy, Inc. |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;3.250% | 1905000 | &nbsp;&nbsp;&nbsp;&nbsp;1786283 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524302 |
| &nbsp;&nbsp;03/24/2031 | &nbsp;&nbsp;3.125% | 3565000 | &nbsp;&nbsp;&nbsp;&nbsp;3000637 |
| &nbsp;&nbsp;03/15/2033 | &nbsp;&nbsp;6.250% | 2091000 | &nbsp;&nbsp;&nbsp;&nbsp;2165337 |
| &nbsp;&nbsp;Diamondback Energy, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Diamondback Energy, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Diamondback Energy, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Diamondback Energy, Inc.<sup>(d)</sup> |
| &nbsp;&nbsp;03/15/2053 | &nbsp;&nbsp;6.250% | 1262000 | &nbsp;&nbsp;&nbsp;&nbsp;1259713 |
| &nbsp;&nbsp;Energean Israel Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Energean Israel Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Energean Israel Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Energean Israel Finance Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/30/2024 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822579 |
| &nbsp;&nbsp;03/30/2026 | &nbsp;&nbsp;4.875% | 1321000 | &nbsp;&nbsp;&nbsp;&nbsp;1229047 |
| &nbsp;&nbsp;03/30/2028 | &nbsp;&nbsp;5.375% | 2637000 | &nbsp;&nbsp;&nbsp;&nbsp;2418388 |
| &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761488 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;6.000% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1285680 |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;6.250% | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962964 |
| &nbsp;&nbsp;Lundin Energy Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lundin Energy Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lundin Energy Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lundin Energy Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;2.000% | 8157000 | &nbsp;&nbsp;&nbsp;&nbsp;7179563 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;3.100% | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp;1296872 |
| &nbsp;&nbsp;Occidental Petroleum Corp.<sup>(g)</sup> | &nbsp;&nbsp;Occidental Petroleum Corp.<sup>(g)</sup> | &nbsp;&nbsp;Occidental Petroleum Corp.<sup>(g)</sup> | &nbsp;&nbsp;Occidental Petroleum Corp.<sup>(g)</sup> |
| &nbsp;&nbsp;10/10/2036 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184138 |
| &nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;Pioneer Natural Resources Co. |
| &nbsp;&nbsp;05/15/2023 | &nbsp;&nbsp;0.550% | 3235000 | &nbsp;&nbsp;&nbsp;&nbsp;3171488 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737231 |
| &nbsp;&nbsp;Santos Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Santos Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Santos Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Santos Finance Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/29/2031 | &nbsp;&nbsp;3.649% | &nbsp;&nbsp;&nbsp;652000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524817 |
| &nbsp;&nbsp;Var Energi ASA<sup>(a)</sup> | &nbsp;&nbsp;Var Energi ASA<sup>(a)</sup> | &nbsp;&nbsp;Var Energi ASA<sup>(a)</sup> | &nbsp;&nbsp;Var Energi ASA<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;8.000% | 3585000 | &nbsp;&nbsp;&nbsp;&nbsp;3783098 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**52882398** |
| &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** |
| &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. |
| &nbsp;&nbsp;08/10/2030 | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477928 |
| &nbsp;&nbsp;BP Capital Markets PLC<sup>(k)</sup> | &nbsp;&nbsp;BP Capital Markets PLC<sup>(k)</sup> | &nbsp;&nbsp;BP Capital Markets PLC<sup>(k)</sup> | &nbsp;&nbsp;BP Capital Markets PLC<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2059 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718505 |
| &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. |
| &nbsp;&nbsp;06/15/2047 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657381 |
| &nbsp;&nbsp;02/15/2052 | &nbsp;&nbsp;3.750% | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;2703619 |

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| | |
|:---|:---|
| 36 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;Chevron Corp. |
| &nbsp;&nbsp;05/11/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3.078% | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;1152551 |
| &nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;Exxon Mobil Corp. |
| &nbsp;&nbsp;04/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3.452% | 2735000 | &nbsp;&nbsp;&nbsp;&nbsp;2127536 |
| &nbsp;&nbsp;Reliance Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Reliance Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Reliance Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Reliance Industries Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;1202937 |
| &nbsp;&nbsp;01/12/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883208 |
| &nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;Shell International Finance BV |
| &nbsp;&nbsp;11/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;398000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387882 |
| &nbsp;&nbsp;05/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | 1094000 | &nbsp;&nbsp;&nbsp;&nbsp;1028452 |
| &nbsp;&nbsp;Total Capital International SA | &nbsp;&nbsp;Total Capital International SA | &nbsp;&nbsp;Total Capital International SA | &nbsp;&nbsp;Total Capital International SA |
| &nbsp;&nbsp;06/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2.986% | &nbsp;&nbsp;&nbsp;977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745570 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**12085569** |
| &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** |
| &nbsp;&nbsp;AMC Entertainment Holdings, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;AMC Entertainment Holdings, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;AMC Entertainment Holdings, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;AMC Entertainment Holdings, Inc.<sup>(a),(l)</sup> |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;670233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250576 |
| &nbsp;&nbsp;**Life Insurance 1.2%** | &nbsp;&nbsp;**Life Insurance 1.2%** | &nbsp;&nbsp;**Life Insurance 1.2%** | &nbsp;&nbsp;**Life Insurance 1.2%** |
| &nbsp;&nbsp;AIG Global Funding<sup>(a)</sup> | &nbsp;&nbsp;AIG Global Funding<sup>(a)</sup> | &nbsp;&nbsp;AIG Global Funding<sup>(a)</sup> | &nbsp;&nbsp;AIG Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;09/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | 3545000 | &nbsp;&nbsp;&nbsp;&nbsp;3161997 |
| &nbsp;&nbsp;Athene Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Athene Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Athene Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Athene Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;06/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1.608% | 2930000 | &nbsp;&nbsp;&nbsp;&nbsp;2542833 |
| &nbsp;&nbsp;03/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3.205% | 1430000 | &nbsp;&nbsp;&nbsp;&nbsp;1282872 |
| &nbsp;&nbsp;03/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | 3905000 | &nbsp;&nbsp;&nbsp;&nbsp;3308649 |
| &nbsp;&nbsp;08/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1.985% | 4380000 | &nbsp;&nbsp;&nbsp;&nbsp;3566285 |
| &nbsp;&nbsp;01/07/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266344 |
| &nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;Athene Holding Ltd. |
| &nbsp;&nbsp;02/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | 6155000 | &nbsp;&nbsp;&nbsp;&nbsp;6162100 |
| &nbsp;&nbsp;Brighthouse Financial Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;01/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | 3210000 | &nbsp;&nbsp;&nbsp;&nbsp;2956294 |
| &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | 4580000 | &nbsp;&nbsp;&nbsp;&nbsp;4371980 |
| &nbsp;&nbsp;CNO Global Funding<sup>(a)</sup> | &nbsp;&nbsp;CNO Global Funding<sup>(a)</sup> | &nbsp;&nbsp;CNO Global Funding<sup>(a)</sup> | &nbsp;&nbsp;CNO Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;01/06/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | 5690000 | &nbsp;&nbsp;&nbsp;&nbsp;4832631 |
| &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/05/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 1461000 | &nbsp;&nbsp;&nbsp;&nbsp;1288444 |
| &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Corebridge Financial, Inc.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | 3129000 | &nbsp;&nbsp;&nbsp;&nbsp;2871604 |
| &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/05/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 2215000 | &nbsp;&nbsp;&nbsp;&nbsp;2019657 |
| &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a),(d)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a),(d)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a),(d)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a),(d)</sup> |
| &nbsp;&nbsp;12/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | 4165000 | &nbsp;&nbsp;&nbsp;&nbsp;4185758 |
| &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Equitable Financial Life Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;03/08/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | 1525000 | &nbsp;&nbsp;&nbsp;&nbsp;1281846 |
| &nbsp;&nbsp;F&G Global Funding<sup>(a)</sup> | &nbsp;&nbsp;F&G Global Funding<sup>(a)</sup> | &nbsp;&nbsp;F&G Global Funding<sup>(a)</sup> | &nbsp;&nbsp;F&G Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | 4475000 | &nbsp;&nbsp;&nbsp;&nbsp;4390508 |
| &nbsp;&nbsp;09/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | 3740000 | &nbsp;&nbsp;&nbsp;&nbsp;3073038 |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;GA Global Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;GA Global Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;GA Global Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;GA Global Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;12/08/2023 | &nbsp;&nbsp;1.250% | 2260000 | &nbsp;&nbsp;&nbsp;&nbsp;2154683 |
| &nbsp;&nbsp;01/06/2027 | &nbsp;&nbsp;2.250% | 5780000 | &nbsp;&nbsp;&nbsp;&nbsp;5103828 |
| &nbsp;&nbsp;Great-West Lifeco US Finance 2020 LP<sup>(a)</sup> | &nbsp;&nbsp;Great-West Lifeco US Finance 2020 LP<sup>(a)</sup> | &nbsp;&nbsp;Great-West Lifeco US Finance 2020 LP<sup>(a)</sup> | &nbsp;&nbsp;Great-West Lifeco US Finance 2020 LP<sup>(a)</sup> |
| &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;0.904% | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;3725810 |
| &nbsp;&nbsp;Hill City Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Hill City Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Hill City Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Hill City Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2041 | &nbsp;&nbsp;4.046% | 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;1932657 |
| &nbsp;&nbsp;Jackson Financial, Inc. | &nbsp;&nbsp;Jackson Financial, Inc. | &nbsp;&nbsp;Jackson Financial, Inc. | &nbsp;&nbsp;Jackson Financial, Inc. |
| &nbsp;&nbsp;11/23/2051 | &nbsp;&nbsp;4.000% | 1720000 | &nbsp;&nbsp;&nbsp;&nbsp;1118964 |
| &nbsp;&nbsp;Jackson National Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Jackson National Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Jackson National Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Jackson National Life Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;01/12/2025 | &nbsp;&nbsp;1.750% | 5525000 | &nbsp;&nbsp;&nbsp;&nbsp;5124450 |
| &nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;Lincoln National Corp. |
| &nbsp;&nbsp;06/15/2040 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976008 |
| &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a),(d)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a),(d)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a),(d)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;12/01/2052 | &nbsp;&nbsp;5.672% | &nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263940 |
| &nbsp;&nbsp;MassMutual Global Funding II<sup>(a),(d)</sup> | &nbsp;&nbsp;MassMutual Global Funding II<sup>(a),(d)</sup> | &nbsp;&nbsp;MassMutual Global Funding II<sup>(a),(d)</sup> | &nbsp;&nbsp;MassMutual Global Funding II<sup>(a),(d)</sup> |
| &nbsp;&nbsp;12/07/2027 | &nbsp;&nbsp;5.050% | 6652000 | &nbsp;&nbsp;&nbsp;&nbsp;6649073 |
| &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> |
| &nbsp;&nbsp;08/25/2029 | &nbsp;&nbsp;4.300% | 4965000 | &nbsp;&nbsp;&nbsp;&nbsp;4732045 |
| &nbsp;&nbsp;New York Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;New York Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;New York Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;New York Life Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2031 | &nbsp;&nbsp;1.850% | 3755000 | &nbsp;&nbsp;&nbsp;&nbsp;2999851 |
| &nbsp;&nbsp;New York Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;New York Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;New York Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;New York Life Insurance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/15/2050 | &nbsp;&nbsp;3.750% | 2545000 | &nbsp;&nbsp;&nbsp;&nbsp;1973297 |
| &nbsp;&nbsp;Northwestern Mutual Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Northwestern Mutual Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Northwestern Mutual Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Northwestern Mutual Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;1.700% | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp;1072081 |
| &nbsp;&nbsp;Pine Street Trust II<sup>(a)</sup> | &nbsp;&nbsp;Pine Street Trust II<sup>(a)</sup> | &nbsp;&nbsp;Pine Street Trust II<sup>(a)</sup> | &nbsp;&nbsp;Pine Street Trust II<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2049 | &nbsp;&nbsp;5.568% | 1890000 | &nbsp;&nbsp;&nbsp;&nbsp;1695382 |
| &nbsp;&nbsp;Principal Financial Group, Inc. | &nbsp;&nbsp;Principal Financial Group, Inc. | &nbsp;&nbsp;Principal Financial Group, Inc. | &nbsp;&nbsp;Principal Financial Group, Inc. |
| &nbsp;&nbsp;05/15/2023 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661643 |
| &nbsp;&nbsp;Protective Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Protective Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Protective Life Global Funding<sup>(a)</sup> | &nbsp;&nbsp;Protective Life Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;01/13/2025 | &nbsp;&nbsp;1.646% | 4430000 | &nbsp;&nbsp;&nbsp;&nbsp;4107031 |
| &nbsp;&nbsp;07/06/2027 | &nbsp;&nbsp;4.714% | 5445000 | &nbsp;&nbsp;&nbsp;&nbsp;5320384 |
| &nbsp;&nbsp;Reliance Standard Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Reliance Standard Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Reliance Standard Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Reliance Standard Life Global Funding II<sup>(a)</sup> |
| &nbsp;&nbsp;09/19/2023 | &nbsp;&nbsp;3.850% | 1465000 | &nbsp;&nbsp;&nbsp;&nbsp;1443801 |
| &nbsp;&nbsp;05/07/2025 | &nbsp;&nbsp;2.750% | 4340000 | &nbsp;&nbsp;&nbsp;&nbsp;4081288 |
| &nbsp;&nbsp;RGA Global Funding<sup>(a)</sup> | &nbsp;&nbsp;RGA Global Funding<sup>(a)</sup> | &nbsp;&nbsp;RGA Global Funding<sup>(a)</sup> | &nbsp;&nbsp;RGA Global Funding<sup>(a)</sup> |
| &nbsp;&nbsp;01/18/2029 | &nbsp;&nbsp;2.700% | 4390000 | &nbsp;&nbsp;&nbsp;&nbsp;3760992 |
| &nbsp;&nbsp;Teachers Insurance & Annuity Association of America<sup>(a)</sup> | &nbsp;&nbsp;Teachers Insurance & Annuity Association of America<sup>(a)</sup> | &nbsp;&nbsp;Teachers Insurance & Annuity Association of America<sup>(a)</sup> | &nbsp;&nbsp;Teachers Insurance & Annuity Association of America<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/15/2044 | &nbsp;&nbsp;4.900% | 2040000 | &nbsp;&nbsp;&nbsp;&nbsp;1891402 |
| &nbsp;&nbsp;05/15/2047 | &nbsp;&nbsp;4.270% | 4785000 | &nbsp;&nbsp;&nbsp;&nbsp;4036076 |
| &nbsp;&nbsp;05/15/2050 | &nbsp;&nbsp;3.300% | 3980000 | &nbsp;&nbsp;&nbsp;&nbsp;2789354 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**119176880** |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 37 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** |
| &nbsp;&nbsp;Marriott International, Inc. | &nbsp;&nbsp;Marriott International, Inc. | &nbsp;&nbsp;Marriott International, Inc. | &nbsp;&nbsp;Marriott International, Inc. |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814667 |
| &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;2863365 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3678032** |
| &nbsp;&nbsp;**Media and Entertainment 0.4%** | &nbsp;&nbsp;**Media and Entertainment 0.4%** | &nbsp;&nbsp;**Media and Entertainment 0.4%** | &nbsp;&nbsp;**Media and Entertainment 0.4%** |
| &nbsp;&nbsp;Diamond Sports Group LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC/Finance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;5.375% | 11148000 | &nbsp;&nbsp;&nbsp;&nbsp;1734966 |
| &nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;Discovery Communications LLC |
| &nbsp;&nbsp;05/15/2049 | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835327 |
| &nbsp;&nbsp;09/15/2055 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2636000 | &nbsp;&nbsp;&nbsp;&nbsp;1685733 |
| &nbsp;&nbsp;Gray Television, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1204507 |
| &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The) | &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The) | &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The) | &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The) |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326426 |
| &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.755% | &nbsp;&nbsp;2401000 | &nbsp;&nbsp;&nbsp;&nbsp;2187755 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;1370000 | &nbsp;&nbsp;&nbsp;&nbsp;1164237 |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6975000 | &nbsp;&nbsp;&nbsp;&nbsp;5569446 |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;5.141% | 17989000 | &nbsp;&nbsp;13932091 |
| &nbsp;&nbsp;Meta Platforms, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Meta Platforms, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Meta Platforms, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Meta Platforms, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726609 |
| &nbsp;&nbsp;08/15/2032 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2042000 | &nbsp;&nbsp;&nbsp;&nbsp;1828567 |
| &nbsp;&nbsp;08/15/2052 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1341000 | &nbsp;&nbsp;&nbsp;&nbsp;1103449 |
| &nbsp;&nbsp;08/15/2062 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2201000 | &nbsp;&nbsp;&nbsp;&nbsp;1802799 |
| &nbsp;&nbsp;Prosus NV<sup>(a)</sup> | &nbsp;&nbsp;Prosus NV<sup>(a)</sup> | &nbsp;&nbsp;Prosus NV<sup>(a)</sup> | &nbsp;&nbsp;Prosus NV<sup>(a)</sup> |
| &nbsp;&nbsp;01/19/2052 | &nbsp;&nbsp;4.987% | &nbsp;&nbsp;2505000 | &nbsp;&nbsp;&nbsp;&nbsp;1754374 |
| &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1440000 | &nbsp;&nbsp;&nbsp;&nbsp;1206847 |
| &nbsp;&nbsp;Viacom, Inc. | &nbsp;&nbsp;Viacom, Inc. | &nbsp;&nbsp;Viacom, Inc. | &nbsp;&nbsp;Viacom, Inc. |
| &nbsp;&nbsp;04/30/2036 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1955000 | &nbsp;&nbsp;&nbsp;&nbsp;1940143 |
| &nbsp;&nbsp;03/15/2043 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596817 |
| &nbsp;&nbsp;09/01/2043 | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;983000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830632 |
| &nbsp;&nbsp;04/01/2044 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2473000 | &nbsp;&nbsp;&nbsp;&nbsp;1932551 |
| &nbsp;&nbsp;ViacomCBS, Inc. | &nbsp;&nbsp;ViacomCBS, Inc. | &nbsp;&nbsp;ViacomCBS, Inc. | &nbsp;&nbsp;ViacomCBS, Inc. |
| &nbsp;&nbsp;05/19/2050 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1838000 | &nbsp;&nbsp;&nbsp;&nbsp;1371512 |
| &nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;Walt Disney Co. (The) |
| &nbsp;&nbsp;03/15/2033 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1116706 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**44851494** |
| &nbsp;&nbsp;**Metals and Mining 0.3%** | &nbsp;&nbsp;**Metals and Mining 0.3%** | &nbsp;&nbsp;**Metals and Mining 0.3%** | &nbsp;&nbsp;**Metals and Mining 0.3%** |
| &nbsp;&nbsp;Anglo American Capital PLC<sup>(a)</sup> | &nbsp;&nbsp;Anglo American Capital PLC<sup>(a)</sup> | &nbsp;&nbsp;Anglo American Capital PLC<sup>(a)</sup> | &nbsp;&nbsp;Anglo American Capital PLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/17/2028 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445855 |
| &nbsp;&nbsp;04/01/2030 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148415 |
| &nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;ArcelorMittal SA |
| &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6145000 | &nbsp;&nbsp;&nbsp;&nbsp;6195023 |
| &nbsp;&nbsp;First Quantum Minerals Ltd.<sup>(a)</sup> | &nbsp;&nbsp;First Quantum Minerals Ltd.<sup>(a)</sup> | &nbsp;&nbsp;First Quantum Minerals Ltd.<sup>(a)</sup> | &nbsp;&nbsp;First Quantum Minerals Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2025 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2765551 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Freeport-McMoRan, Inc. | &nbsp;&nbsp;Freeport-McMoRan, Inc. | &nbsp;&nbsp;Freeport-McMoRan, Inc. | &nbsp;&nbsp;Freeport-McMoRan, Inc. |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;4.250% | 1209000 | &nbsp;&nbsp;&nbsp;&nbsp;1086416 |
| &nbsp;&nbsp;11/14/2034 | &nbsp;&nbsp;5.400% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4710139 |
| &nbsp;&nbsp;Glencore Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Glencore Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Glencore Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Glencore Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/12/2024 | &nbsp;&nbsp;4.125% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1352745 |
| &nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;Kinross Gold Corp. |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;4.500% | 1239000 | &nbsp;&nbsp;&nbsp;&nbsp;1181293 |
| &nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;Newmont Corp. |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;2.250% | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;2604147 |
| &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.750% | 1245000 | &nbsp;&nbsp;&nbsp;&nbsp;1123838 |
| &nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;Nucor Corp. |
| &nbsp;&nbsp;05/23/2027 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674276 |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;3.950% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1427796 |
| &nbsp;&nbsp;POSCO<sup>(a)</sup> | &nbsp;&nbsp;POSCO<sup>(a)</sup> | &nbsp;&nbsp;POSCO<sup>(a)</sup> | &nbsp;&nbsp;POSCO<sup>(a)</sup> |
| &nbsp;&nbsp;08/04/2027 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610810 |
| &nbsp;&nbsp;Rain CII Carbon LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Rain CII Carbon LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Rain CII Carbon LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Rain CII Carbon LLC/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2025 | &nbsp;&nbsp;7.250% | 1805000 | &nbsp;&nbsp;&nbsp;&nbsp;1620196 |
| &nbsp;&nbsp;Rio Tinto Finance USA, Ltd. | &nbsp;&nbsp;Rio Tinto Finance USA, Ltd. | &nbsp;&nbsp;Rio Tinto Finance USA, Ltd. | &nbsp;&nbsp;Rio Tinto Finance USA, Ltd. |
| &nbsp;&nbsp;11/02/2051 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147113 |
| &nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;Southern Copper Corp. |
| &nbsp;&nbsp;04/23/2025 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586220 |
| &nbsp;&nbsp;Steel Dynamics, Inc. | &nbsp;&nbsp;Steel Dynamics, Inc. | &nbsp;&nbsp;Steel Dynamics, Inc. | &nbsp;&nbsp;Steel Dynamics, Inc. |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461147 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627377 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;3.250% | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp;1291906 |
| &nbsp;&nbsp;Teck Resources Ltd. | &nbsp;&nbsp;Teck Resources Ltd. | &nbsp;&nbsp;Teck Resources Ltd. | &nbsp;&nbsp;Teck Resources Ltd. |
| &nbsp;&nbsp;08/15/2040 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637085 |
| &nbsp;&nbsp;02/01/2043 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503901 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**30201249** |
| &nbsp;&nbsp;**Midstream 1.0%** | &nbsp;&nbsp;**Midstream 1.0%** | &nbsp;&nbsp;**Midstream 1.0%** | &nbsp;&nbsp;**Midstream 1.0%** |
| &nbsp;&nbsp;AmeriGas Partners LP/Finance Corp. | &nbsp;&nbsp;AmeriGas Partners LP/Finance Corp. | &nbsp;&nbsp;AmeriGas Partners LP/Finance Corp. | &nbsp;&nbsp;AmeriGas Partners LP/Finance Corp. |
| &nbsp;&nbsp;05/20/2024 | &nbsp;&nbsp;5.625% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2481653 |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;5.875% | 2300000 | &nbsp;&nbsp;&nbsp;&nbsp;2204422 |
| &nbsp;&nbsp;Colonial Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colonial Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colonial Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colonial Enterprises, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;3.250% | 3505000 | &nbsp;&nbsp;&nbsp;&nbsp;3080202 |
| &nbsp;&nbsp;Colorado Interstate Gas Co. LLC/Issuing Corp.<sup>(a)</sup> | &nbsp;&nbsp;Colorado Interstate Gas Co. LLC/Issuing Corp.<sup>(a)</sup> | &nbsp;&nbsp;Colorado Interstate Gas Co. LLC/Issuing Corp.<sup>(a)</sup> | &nbsp;&nbsp;Colorado Interstate Gas Co. LLC/Issuing Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;4.150% | 2290000 | &nbsp;&nbsp;&nbsp;&nbsp;2198962 |
| &nbsp;&nbsp;Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;5.625% | 2595000 | &nbsp;&nbsp;&nbsp;&nbsp;2448728 |
| &nbsp;&nbsp;EIG Pearl Holdings Sarl<sup>(a)</sup> | &nbsp;&nbsp;EIG Pearl Holdings Sarl<sup>(a)</sup> | &nbsp;&nbsp;EIG Pearl Holdings Sarl<sup>(a)</sup> | &nbsp;&nbsp;EIG Pearl Holdings Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;08/31/2036 | &nbsp;&nbsp;3.545% | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750876 |
| &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> | &nbsp;&nbsp;Enbridge, Inc.<sup>(k)</sup> |
| &nbsp;&nbsp;07/15/2080 | &nbsp;&nbsp;5.750% | 1213000 | &nbsp;&nbsp;&nbsp;&nbsp;1088110 |
| &nbsp;&nbsp;01/15/2083 | &nbsp;&nbsp;7.625% | 1056000 | &nbsp;&nbsp;&nbsp;&nbsp;1035646 |

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| | |
|:---|:---|
| 38 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Energy Transfer Operating LP | &nbsp;&nbsp;Energy Transfer Operating LP | &nbsp;&nbsp;Energy Transfer Operating LP | &nbsp;&nbsp;Energy Transfer Operating LP |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;4.250% | 1890000 | &nbsp;&nbsp;1883912 |
| &nbsp;&nbsp;01/15/2024 | &nbsp;&nbsp;5.875% | 2481000 | &nbsp;&nbsp;2491005 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;5.500% | 1758000 | &nbsp;&nbsp;1758106 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;4.950% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;970010 |
| &nbsp;&nbsp;04/15/2047 | &nbsp;&nbsp;5.300% | 1338000 | &nbsp;&nbsp;1143831 |
| &nbsp;&nbsp;05/15/2050 | &nbsp;&nbsp;5.000% | 4200000 | &nbsp;&nbsp;3461430 |
| &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP |
| &nbsp;&nbsp;03/15/2035 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;121572 |
| &nbsp;&nbsp;06/15/2038 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;646000 | &nbsp;&nbsp;&nbsp;&nbsp;599317 |
| &nbsp;&nbsp;10/01/2043 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;260569 |
| &nbsp;&nbsp;03/15/2045 | &nbsp;&nbsp;5.150% | 2220000 | &nbsp;&nbsp;1899801 |
| &nbsp;&nbsp;Energy Transfer Partners LP/Regency Finance Corp. | &nbsp;&nbsp;Energy Transfer Partners LP/Regency Finance Corp. | &nbsp;&nbsp;Energy Transfer Partners LP/Regency Finance Corp. | &nbsp;&nbsp;Energy Transfer Partners LP/Regency Finance Corp. |
| &nbsp;&nbsp;11/01/2023 | &nbsp;&nbsp;4.500% | 2409000 | &nbsp;&nbsp;2385700 |
| &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;492186 |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;5.100% | 1230000 | &nbsp;&nbsp;1130489 |
| &nbsp;&nbsp;05/15/2046 | &nbsp;&nbsp;4.900% | 1400000 | &nbsp;&nbsp;1249469 |
| &nbsp;&nbsp;Enterprise Products Operating LLC<sup>(b)</sup> | &nbsp;&nbsp;Enterprise Products Operating LLC<sup>(b)</sup> | &nbsp;&nbsp;Enterprise Products Operating LLC<sup>(b)</sup> | &nbsp;&nbsp;Enterprise Products Operating LLC<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 2.986%<br> 08/16/2077 | &nbsp;&nbsp;7.630% | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;290009 |
| &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/31/2034 | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;&nbsp;790584 | &nbsp;&nbsp;&nbsp;&nbsp;668362 |
| &nbsp;&nbsp;09/30/2040 | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;434939 | &nbsp;&nbsp;&nbsp;&nbsp;347714 |
| &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;482000 | &nbsp;&nbsp;&nbsp;&nbsp;474969 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;710337 |
| &nbsp;&nbsp;09/01/2039 | &nbsp;&nbsp;6.500% | 1000000 | &nbsp;&nbsp;1029371 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. |
| &nbsp;&nbsp;06/01/2045 | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;540362 |
| &nbsp;&nbsp;08/01/2052 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;745967 |
| &nbsp;&nbsp;Magellan Midstream Partners LP | &nbsp;&nbsp;Magellan Midstream Partners LP | &nbsp;&nbsp;Magellan Midstream Partners LP | &nbsp;&nbsp;Magellan Midstream Partners LP |
| &nbsp;&nbsp;09/15/2046 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;248115 |
| &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP |
| &nbsp;&nbsp;12/01/2024 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;322626 |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;197477 |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;583910 |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;4.000% | 2434000 | &nbsp;&nbsp;2280515 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;181324 |
| &nbsp;&nbsp;03/01/2047 | &nbsp;&nbsp;5.200% | 1771000 | &nbsp;&nbsp;1536932 |
| &nbsp;&nbsp;12/01/2047 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;451382 |
| &nbsp;&nbsp;04/15/2048 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;808000 | &nbsp;&nbsp;&nbsp;&nbsp;653733 |
| &nbsp;&nbsp;02/15/2049 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;921000 | &nbsp;&nbsp;&nbsp;&nbsp;831924 |
| &nbsp;&nbsp;03/14/2052 | &nbsp;&nbsp;4.950% | 1655000 | &nbsp;&nbsp;1380795 |
| &nbsp;&nbsp;NGPL PipeCo LLC<sup>(a)</sup> | &nbsp;&nbsp;NGPL PipeCo LLC<sup>(a)</sup> | &nbsp;&nbsp;NGPL PipeCo LLC<sup>(a)</sup> | &nbsp;&nbsp;NGPL PipeCo LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;391687 |
| &nbsp;&nbsp;Northern Natural Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Northern Natural Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Northern Natural Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Northern Natural Gas Co.<sup>(a)</sup> |
| &nbsp;&nbsp;10/16/2051 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;341528 |
| &nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;ONEOK Partners LP |
| &nbsp;&nbsp;02/01/2041 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;262415 |
| &nbsp;&nbsp;09/15/2043 | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;678379 |

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---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;ONEOK, Inc. | &nbsp;&nbsp;ONEOK, Inc. | &nbsp;&nbsp;ONEOK, Inc. | &nbsp;&nbsp;ONEOK, Inc. |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;511832 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;247295 |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp;673680 |
| &nbsp;&nbsp;07/13/2047 | &nbsp;&nbsp;4.950% | 2050000 | &nbsp;&nbsp;1701624 |
| &nbsp;&nbsp;03/15/2050 | &nbsp;&nbsp;4.500% | 6830000 | &nbsp;&nbsp;5215910 |
| &nbsp;&nbsp;01/15/2051 | &nbsp;&nbsp;7.150% | 1035000 | &nbsp;&nbsp;1070330 |
| &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. |
| &nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;4.650% | 1807000 | &nbsp;&nbsp;1779736 |
| &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;3.550% | 1197000 | &nbsp;&nbsp;1045916 |
| &nbsp;&nbsp;09/15/2030 | &nbsp;&nbsp;3.800% | 1148000 | &nbsp;&nbsp;1009761 |
| &nbsp;&nbsp;06/01/2042 | &nbsp;&nbsp;5.150% | 2185000 | &nbsp;&nbsp;1810173 |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;4.900% | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;842855 |
| &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;4.950% | 2435000 | &nbsp;&nbsp;2196234 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;4.800% | 1500000 | &nbsp;&nbsp;1282515 |
| &nbsp;&nbsp;Ruby Pipeline LLC<sup>(a),(m)</sup> | &nbsp;&nbsp;Ruby Pipeline LLC<sup>(a),(m)</sup> | &nbsp;&nbsp;Ruby Pipeline LLC<sup>(a),(m)</sup> | &nbsp;&nbsp;Ruby Pipeline LLC<sup>(a),(m)</sup> |
| &nbsp;&nbsp;04/01/2022 | &nbsp;&nbsp;7.750% | 1727273 | &nbsp;&nbsp;1477315 |
| &nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.000% | 2472000 | &nbsp;&nbsp;2441392 |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;167667 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;4.500% | 2385000 | &nbsp;&nbsp;2255517 |
| &nbsp;&nbsp;Southern Natural Gas Co. LLC | &nbsp;&nbsp;Southern Natural Gas Co. LLC | &nbsp;&nbsp;Southern Natural Gas Co. LLC | &nbsp;&nbsp;Southern Natural Gas Co. LLC |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;7.350% | 2910000 | &nbsp;&nbsp;3056236 |
| &nbsp;&nbsp;Sunoco Logistics Partners Operations LP | &nbsp;&nbsp;Sunoco Logistics Partners Operations LP | &nbsp;&nbsp;Sunoco Logistics Partners Operations LP | &nbsp;&nbsp;Sunoco Logistics Partners Operations LP |
| &nbsp;&nbsp;04/01/2044 | &nbsp;&nbsp;5.300% | 1239000 | &nbsp;&nbsp;1066666 |
| &nbsp;&nbsp;05/15/2045 | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21745 |
| &nbsp;&nbsp;10/01/2047 | &nbsp;&nbsp;5.400% | 4041000 | &nbsp;&nbsp;3494147 |
| &nbsp;&nbsp;Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;7.500% | 1875000 | &nbsp;&nbsp;1898976 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;128932 |
| &nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;Targa Resources Corp. |
| &nbsp;&nbsp;07/01/2052 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;383000 | &nbsp;&nbsp;&nbsp;&nbsp;370618 |
| &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;837000 | &nbsp;&nbsp;&nbsp;&nbsp;800358 |
| &nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp;212717 |
| &nbsp;&nbsp;03/15/2048 | &nbsp;&nbsp;4.600% | 4875000 | &nbsp;&nbsp;4177783 |
| &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;6.125% | 1500000 | &nbsp;&nbsp;1301251 |
| &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;654199 |
| &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP |
| &nbsp;&nbsp;03/01/2048 | &nbsp;&nbsp;5.300% | 2430000 | &nbsp;&nbsp;2021172 |
| &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;3.900% | 1050000 | &nbsp;&nbsp;1026096 |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;4.000% | 2327000 | &nbsp;&nbsp;2268596 |
| &nbsp;&nbsp;Williams Cos, Inc. (The) | &nbsp;&nbsp;Williams Cos, Inc. (The) | &nbsp;&nbsp;Williams Cos, Inc. (The) | &nbsp;&nbsp;Williams Cos, Inc. (The) |
| &nbsp;&nbsp;08/15/2052 | &nbsp;&nbsp;5.300% | 2550000 | &nbsp;&nbsp;2341721 |

---

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 39 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Williams Partners LP | &nbsp;&nbsp;Williams Partners LP | &nbsp;&nbsp;Williams Partners LP | &nbsp;&nbsp;Williams Partners LP |
| &nbsp;&nbsp;03/04/2024 | &nbsp;&nbsp;4.300% | 2787000 | &nbsp;&nbsp;&nbsp;&nbsp;2757895 |
| &nbsp;&nbsp;03/04/2044 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315239 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**103929928** |
| &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** |
| &nbsp;&nbsp;Boston Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Boston Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Boston Gas Co.<sup>(a)</sup> | &nbsp;&nbsp;Boston Gas Co.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2027 | &nbsp;&nbsp;3.150% | 1472000 | &nbsp;&nbsp;&nbsp;&nbsp;1330626 |
| &nbsp;&nbsp;KeySpan Corp. | &nbsp;&nbsp;KeySpan Corp. | &nbsp;&nbsp;KeySpan Corp. | &nbsp;&nbsp;KeySpan Corp. |
| &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724011 |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466212 |
| &nbsp;&nbsp;06/15/2041 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;394000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400824 |
| &nbsp;&nbsp;ONE Gas, Inc. | &nbsp;&nbsp;ONE Gas, Inc. | &nbsp;&nbsp;ONE Gas, Inc. | &nbsp;&nbsp;ONE Gas, Inc. |
| &nbsp;&nbsp;03/11/2024 | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769741 |
| &nbsp;&nbsp;Piedmont Natural Gas Co., Inc. | &nbsp;&nbsp;Piedmont Natural Gas Co., Inc. | &nbsp;&nbsp;Piedmont Natural Gas Co., Inc. | &nbsp;&nbsp;Piedmont Natural Gas Co., Inc. |
| &nbsp;&nbsp;06/01/2050 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313184 |
| &nbsp;&nbsp;Sempra Energy | &nbsp;&nbsp;Sempra Energy | &nbsp;&nbsp;Sempra Energy | &nbsp;&nbsp;Sempra Energy |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.700% | 1875000 | &nbsp;&nbsp;&nbsp;&nbsp;1716462 |
| &nbsp;&nbsp;02/01/2038 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;933000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761999 |
| &nbsp;&nbsp;02/01/2048 | &nbsp;&nbsp;4.000% | 1148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891472 |
| &nbsp;&nbsp;Sempra Energy<sup>(k)</sup> | &nbsp;&nbsp;Sempra Energy<sup>(k)</sup> | &nbsp;&nbsp;Sempra Energy<sup>(k)</sup> | &nbsp;&nbsp;Sempra Energy<sup>(k)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;764000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708569 |
| &nbsp;&nbsp;04/01/2052 | &nbsp;&nbsp;4.125% | 5768000 | &nbsp;&nbsp;&nbsp;&nbsp;4471555 |
| &nbsp;&nbsp;South Jersey Industries, Inc. | &nbsp;&nbsp;South Jersey Industries, Inc. | &nbsp;&nbsp;South Jersey Industries, Inc. | &nbsp;&nbsp;South Jersey Industries, Inc. |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;5.020% | 1807000 | &nbsp;&nbsp;&nbsp;&nbsp;1417109 |
| &nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;Southern California Gas Co. |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;6.350% | 4240000 | &nbsp;&nbsp;&nbsp;&nbsp;4776881 |
| &nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;Southern Co. Gas Capital Corp. |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;5.150% | 5715000 | &nbsp;&nbsp;&nbsp;&nbsp;5675505 |
| &nbsp;&nbsp;03/15/2041 | &nbsp;&nbsp;5.875% | 1940000 | &nbsp;&nbsp;&nbsp;&nbsp;1956830 |
| &nbsp;&nbsp;05/30/2047 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360239 |
| &nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;Southwest Gas Corp. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;302000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264771 |
| &nbsp;&nbsp;08/15/2051 | &nbsp;&nbsp;3.180% | 2930000 | &nbsp;&nbsp;&nbsp;&nbsp;1780184 |
| &nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;Washington Gas Light Co. |
| &nbsp;&nbsp;09/15/2049 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440766 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**29226940** |
| &nbsp;&nbsp;**Office REIT 0.2%** | &nbsp;&nbsp;**Office REIT 0.2%** | &nbsp;&nbsp;**Office REIT 0.2%** | &nbsp;&nbsp;**Office REIT 0.2%** |
| &nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;Boston Properties LP |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;6.750% | 4465000 | &nbsp;&nbsp;&nbsp;&nbsp;4670579 |
| &nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;Hudson Pacific Properties LP |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;3.950% | 2725000 | &nbsp;&nbsp;&nbsp;&nbsp;2335361 |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;5.950% | 6710000 | &nbsp;&nbsp;&nbsp;&nbsp;6397115 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270184 |
| &nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;Kilroy Realty LP |
| &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;2.650% | 1875000 | &nbsp;&nbsp;&nbsp;&nbsp;1335438 |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Office Properties Income Trust | &nbsp;&nbsp;Office Properties Income Trust | &nbsp;&nbsp;Office Properties Income Trust | &nbsp;&nbsp;Office Properties Income Trust |
| &nbsp;&nbsp;02/01/2025 | &nbsp;&nbsp;4.500% | 1270000 | &nbsp;&nbsp;&nbsp;&nbsp;1135823 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;2.400% | 1455000 | &nbsp;&nbsp;&nbsp;&nbsp;1034758 |
| &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;3.450% | 3195000 | &nbsp;&nbsp;&nbsp;&nbsp;2109025 |
| &nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;Piedmont Operating Partnership LP |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;3.150% | 1675000 | &nbsp;&nbsp;&nbsp;&nbsp;1300909 |
| &nbsp;&nbsp;04/01/2032 | &nbsp;&nbsp;2.750% | 2339000 | &nbsp;&nbsp;&nbsp;&nbsp;1666349 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**22255541** |
| &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** |
| &nbsp;&nbsp;Baker Hughes Holdings LLC/Co-Obligor, Inc. | &nbsp;&nbsp;Baker Hughes Holdings LLC/Co-Obligor, Inc. | &nbsp;&nbsp;Baker Hughes Holdings LLC/Co-Obligor, Inc. | &nbsp;&nbsp;Baker Hughes Holdings LLC/Co-Obligor, Inc. |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;2.061% | &nbsp;&nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471365 |
| &nbsp;&nbsp;Schlumberger Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Schlumberger Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Schlumberger Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Schlumberger Holdings Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2024 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598774 |
| &nbsp;&nbsp;05/17/2028 | &nbsp;&nbsp;3.900% | 2053000 | &nbsp;&nbsp;&nbsp;&nbsp;1939309 |
| &nbsp;&nbsp;Transocean Phoenix 2 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Phoenix 2 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Phoenix 2 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Phoenix 2 Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2024 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794939 |
| &nbsp;&nbsp;Transocean Poseidon Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Poseidon Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Poseidon Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Poseidon Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;975625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948642 |
| &nbsp;&nbsp;Transocean Proteus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Proteus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Proteus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Proteus Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2024 | &nbsp;&nbsp;6.250% | 1757700 | &nbsp;&nbsp;&nbsp;&nbsp;1717021 |
| &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866442 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7336492** |
| &nbsp;&nbsp;**Other Financial Institutions 0.2%** | &nbsp;&nbsp;**Other Financial Institutions 0.2%** | &nbsp;&nbsp;**Other Financial Institutions 0.2%** | &nbsp;&nbsp;**Other Financial Institutions 0.2%** |
| &nbsp;&nbsp;Five Point Operating Co. LP/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Five Point Operating Co. LP/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Five Point Operating Co. LP/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Five Point Operating Co. LP/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;7.875% | 2350000 | &nbsp;&nbsp;&nbsp;&nbsp;1998252 |
| &nbsp;&nbsp;Greystar Real Estate Partners LLC<sup>(a)</sup> | &nbsp;&nbsp;Greystar Real Estate Partners LLC<sup>(a)</sup> | &nbsp;&nbsp;Greystar Real Estate Partners LLC<sup>(a)</sup> | &nbsp;&nbsp;Greystar Real Estate Partners LLC<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2025 | &nbsp;&nbsp;5.750% | 2175000 | &nbsp;&nbsp;&nbsp;&nbsp;2112864 |
| &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Greystone Commercial Capital Trust<sup>(a),(b),(j)</sup> |
| &nbsp;&nbsp;1-month USD LIBOR + 2.270%<br> 05/31/2025 | &nbsp;&nbsp;6.157% | 9200000 | &nbsp;&nbsp;&nbsp;&nbsp;8832000 |
| &nbsp;&nbsp;Howard Hughes Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Howard Hughes Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Howard Hughes Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Howard Hughes Corp. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453020 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615816 |
| &nbsp;&nbsp;LeasePlan Corp NV<sup>(a)</sup> | &nbsp;&nbsp;LeasePlan Corp NV<sup>(a)</sup> | &nbsp;&nbsp;LeasePlan Corp NV<sup>(a)</sup> | &nbsp;&nbsp;LeasePlan Corp NV<sup>(a)</sup> |
| &nbsp;&nbsp;10/24/2024 | &nbsp;&nbsp;2.875% | 3440000 | &nbsp;&nbsp;&nbsp;&nbsp;3229067 |
| &nbsp;&nbsp;Nationstar Mortgage Holdings Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;5.500% | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974404 |
| &nbsp;&nbsp;Nationstar Mortgage Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nationstar Mortgage Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553491 |
| &nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;ORIX Corp. |
| &nbsp;&nbsp;12/04/2024 | &nbsp;&nbsp;3.250% | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp;1504933 |
| &nbsp;&nbsp;09/13/2032 | &nbsp;&nbsp;5.200% | 2815000 | &nbsp;&nbsp;&nbsp;&nbsp;2753712 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**23027559** |

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| | |
|:---|:---|
| 40 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Other Industry 0.2%** | &nbsp;&nbsp;**Other Industry 0.2%** | &nbsp;&nbsp;**Other Industry 0.2%** | &nbsp;&nbsp;**Other Industry 0.2%** |
| &nbsp;&nbsp;AECOM | &nbsp;&nbsp;AECOM | &nbsp;&nbsp;AECOM | &nbsp;&nbsp;AECOM |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690656 |
| &nbsp;&nbsp;CK Hutchison International 21 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;CK Hutchison International 21 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;CK Hutchison International 21 Ltd.<sup>(a)</sup> | &nbsp;&nbsp;CK Hutchison International 21 Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;2.500% | 1675000 | &nbsp;&nbsp;&nbsp;&nbsp;1394934 |
| &nbsp;&nbsp;Gohl Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Gohl Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Gohl Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Gohl Capital Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/24/2027 | &nbsp;&nbsp;4.250% | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936765 |
| &nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;Massachusetts Institute of Technology |
| &nbsp;&nbsp;07/01/2114 | &nbsp;&nbsp;4.678% | 1768000 | &nbsp;&nbsp;&nbsp;&nbsp;1593466 |
| &nbsp;&nbsp;07/01/2116 | &nbsp;&nbsp;3.885% | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;1385113 |
| &nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;Northwestern University |
| &nbsp;&nbsp;12/01/2057 | &nbsp;&nbsp;3.662% | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1021379 |
| &nbsp;&nbsp;PowerTeam Services LLC<sup>(a)</sup> | &nbsp;&nbsp;PowerTeam Services LLC<sup>(a)</sup> | &nbsp;&nbsp;PowerTeam Services LLC<sup>(a)</sup> | &nbsp;&nbsp;PowerTeam Services LLC<sup>(a)</sup> |
| &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;9.033% | &nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491049 |
| &nbsp;&nbsp;President and Fellows of Harvard College | &nbsp;&nbsp;President and Fellows of Harvard College | &nbsp;&nbsp;President and Fellows of Harvard College | &nbsp;&nbsp;President and Fellows of Harvard College |
| &nbsp;&nbsp;07/15/2046 | &nbsp;&nbsp;3.150% | 3031000 | &nbsp;&nbsp;&nbsp;&nbsp;2350403 |
| &nbsp;&nbsp;07/15/2056 | &nbsp;&nbsp;3.300% | 2230000 | &nbsp;&nbsp;&nbsp;&nbsp;1669523 |
| &nbsp;&nbsp;Trustees of the University of Pennsylvania (The) | &nbsp;&nbsp;Trustees of the University of Pennsylvania (The) | &nbsp;&nbsp;Trustees of the University of Pennsylvania (The) | &nbsp;&nbsp;Trustees of the University of Pennsylvania (The) |
| &nbsp;&nbsp;09/01/2112 | &nbsp;&nbsp;4.674% | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp;1401050 |
| &nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;University of Southern California |
| &nbsp;&nbsp;10/01/2039 | &nbsp;&nbsp;3.028% | 4525000 | &nbsp;&nbsp;&nbsp;&nbsp;3614290 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16548628** |
| &nbsp;&nbsp;**Other REIT 0.3%** | &nbsp;&nbsp;**Other REIT 0.3%** | &nbsp;&nbsp;**Other REIT 0.3%** | &nbsp;&nbsp;**Other REIT 0.3%** |
| &nbsp;&nbsp;American Assets Trust LP | &nbsp;&nbsp;American Assets Trust LP | &nbsp;&nbsp;American Assets Trust LP | &nbsp;&nbsp;American Assets Trust LP |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;3.375% | 3115000 | &nbsp;&nbsp;&nbsp;&nbsp;2518753 |
| &nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;CubeSmart LP |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;2.250% | 2804000 | &nbsp;&nbsp;&nbsp;&nbsp;2321413 |
| &nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;Digital Realty Trust LP |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.550% | 8180000 | &nbsp;&nbsp;&nbsp;&nbsp;8204723 |
| &nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;Extra Space Storage LP |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.900% | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1241212 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;2.350% | 3369000 | &nbsp;&nbsp;&nbsp;&nbsp;2582034 |
| &nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;Host Hotels & Resorts LP |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;4.000% | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;1004849 |
| &nbsp;&nbsp;02/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501514 |
| &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.750% | 2340000 | &nbsp;&nbsp;&nbsp;&nbsp;1928121 |
| &nbsp;&nbsp;Life Storage LP | &nbsp;&nbsp;Life Storage LP | &nbsp;&nbsp;Life Storage LP | &nbsp;&nbsp;Life Storage LP |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730924 |
| &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189493 |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;7.500% | 2150000 | &nbsp;&nbsp;&nbsp;&nbsp;2164464 |
| &nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;Prologis LP |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473543 |
| &nbsp;&nbsp;Public Storage | &nbsp;&nbsp;Public Storage | &nbsp;&nbsp;Public Storage | &nbsp;&nbsp;Public Storage |
| &nbsp;&nbsp;11/09/2028 | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406240 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;Sun Communities Operating LP |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;4.200% | 1106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956943 |
| &nbsp;&nbsp;WP Carey, Inc. | &nbsp;&nbsp;WP Carey, Inc. | &nbsp;&nbsp;WP Carey, Inc. | &nbsp;&nbsp;WP Carey, Inc. |
| &nbsp;&nbsp;04/01/2033 | &nbsp;&nbsp;2.250% | 4080000 | &nbsp;&nbsp;&nbsp;&nbsp;3043930 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**28268156** |
| &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** |
| &nbsp;&nbsp;Amcor Flexibles North America, Inc. | &nbsp;&nbsp;Amcor Flexibles North America, Inc. | &nbsp;&nbsp;Amcor Flexibles North America, Inc. | &nbsp;&nbsp;Amcor Flexibles North America, Inc. |
| &nbsp;&nbsp;05/17/2025 | &nbsp;&nbsp;4.000% | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp;2025181 |
| &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;5.250% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2262080 |
| &nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;Ball Corp. |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582134 |
| &nbsp;&nbsp;Berry Global Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global Escrow Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;4.875% | 1680000 | &nbsp;&nbsp;&nbsp;&nbsp;1610866 |
| &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763087 |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;1.570% | 3405000 | &nbsp;&nbsp;&nbsp;&nbsp;3040386 |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;1.650% | 1163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983402 |
| &nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC/Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.375% | 1475000 | &nbsp;&nbsp;&nbsp;&nbsp;1281975 |
| &nbsp;&nbsp;Reynolds Group Issuer, Inc./LLC<sup>(a)</sup> | &nbsp;&nbsp;Reynolds Group Issuer, Inc./LLC<sup>(a)</sup> | &nbsp;&nbsp;Reynolds Group Issuer, Inc./LLC<sup>(a)</sup> | &nbsp;&nbsp;Reynolds Group Issuer, Inc./LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;4.000% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879575 |
| &nbsp;&nbsp;Sealed Air Corp.<sup>(a)</sup> | &nbsp;&nbsp;Sealed Air Corp.<sup>(a)</sup> | &nbsp;&nbsp;Sealed Air Corp.<sup>(a)</sup> | &nbsp;&nbsp;Sealed Air Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;1.573% | &nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739050 |
| &nbsp;&nbsp;Silgan Holdings, Inc. | &nbsp;&nbsp;Silgan Holdings, Inc. | &nbsp;&nbsp;Silgan Holdings, Inc. | &nbsp;&nbsp;Silgan Holdings, Inc. |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;4.125% | 1320000 | &nbsp;&nbsp;&nbsp;&nbsp;1239265 |
| &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263481 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**15670482** |
| &nbsp;&nbsp;**Paper 0.0%** | &nbsp;&nbsp;**Paper 0.0%** | &nbsp;&nbsp;**Paper 0.0%** | &nbsp;&nbsp;**Paper 0.0%** |
| &nbsp;&nbsp;Cascades, Inc./USA<sup>(a)</sup> | &nbsp;&nbsp;Cascades, Inc./USA<sup>(a)</sup> | &nbsp;&nbsp;Cascades, Inc./USA<sup>(a)</sup> | &nbsp;&nbsp;Cascades, Inc./USA<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.375% | 1180000 | &nbsp;&nbsp;&nbsp;&nbsp;1051398 |
| &nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA |
| &nbsp;&nbsp;11/02/2027 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644271 |
| &nbsp;&nbsp;Celulosa Arauco y Constitucion SA<sup>(a)</sup> | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA<sup>(a)</sup> | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA<sup>(a)</sup> | &nbsp;&nbsp;Celulosa Arauco y Constitucion SA<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455420 |
| &nbsp;&nbsp;Inversiones CMPC SA<sup>(a)</sup> | &nbsp;&nbsp;Inversiones CMPC SA<sup>(a)</sup> | &nbsp;&nbsp;Inversiones CMPC SA<sup>(a)</sup> | &nbsp;&nbsp;Inversiones CMPC SA<sup>(a)</sup> |
| &nbsp;&nbsp;04/04/2027 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579219 |
| &nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;Suzano Austria GmbH |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273504 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772900 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;3.750% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839234 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4615946** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 41 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. |
| &nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;838000 | &nbsp;&nbsp;&nbsp;&nbsp;784559 |
| &nbsp;&nbsp;03/15/2035 | &nbsp;&nbsp;4.550% | 4650000 | &nbsp;&nbsp;4424148 |
| &nbsp;&nbsp;05/14/2035 | &nbsp;&nbsp;4.500% | 4972000 | &nbsp;&nbsp;4711051 |
| &nbsp;&nbsp;05/14/2036 | &nbsp;&nbsp;4.300% | 1926000 | &nbsp;&nbsp;1784915 |
| &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;4.050% | 7095000 | &nbsp;&nbsp;6198776 |
| &nbsp;&nbsp;10/01/2042 | &nbsp;&nbsp;4.625% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;908707 |
| &nbsp;&nbsp;11/06/2042 | &nbsp;&nbsp;4.400% | 1143000 | &nbsp;&nbsp;1023049 |
| &nbsp;&nbsp;05/14/2045 | &nbsp;&nbsp;4.700% | 2329000 | &nbsp;&nbsp;2141246 |
| &nbsp;&nbsp;05/14/2046 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;511000 | &nbsp;&nbsp;&nbsp;&nbsp;450404 |
| &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;4.250% | 3555000 | &nbsp;&nbsp;3054003 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;01/15/2052 | &nbsp;&nbsp;3.000% | 4360000 | &nbsp;&nbsp;2900503 |
| &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2028 | &nbsp;&nbsp;5.000% | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;454047 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42218 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;6.250% | 3475000 | &nbsp;&nbsp;1469131 |
| &nbsp;&nbsp;05/30/2029 | &nbsp;&nbsp;7.250% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;845601 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;5.250% | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;505457 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;5.250% | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;512808 |
| &nbsp;&nbsp;Bayer US Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance II LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance II LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;3.375% | 3555000 | &nbsp;&nbsp;3441837 |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;4.250% | 1445000 | &nbsp;&nbsp;1401360 |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;4.375% | 5945000 | &nbsp;&nbsp;5659906 |
| &nbsp;&nbsp;07/15/2034 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;844000 | &nbsp;&nbsp;&nbsp;&nbsp;742723 |
| &nbsp;&nbsp;06/25/2038 | &nbsp;&nbsp;4.625% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;872352 |
| &nbsp;&nbsp;07/15/2044 | &nbsp;&nbsp;4.400% | 2799000 | &nbsp;&nbsp;2222351 |
| &nbsp;&nbsp;06/25/2048 | &nbsp;&nbsp;4.875% | 3505000 | &nbsp;&nbsp;3055843 |
| &nbsp;&nbsp;Bayer US Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;Bayer US Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/08/2024 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;503037 |
| &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. |
| &nbsp;&nbsp;06/15/2039 | &nbsp;&nbsp;4.125% | 1346000 | &nbsp;&nbsp;1225567 |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;3.700% | 2420000 | &nbsp;&nbsp;1968925 |
| &nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;Bristol-Myers Squibb Co. |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72153 |
| &nbsp;&nbsp;05/15/2044 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;525187 |
| &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;4.350% | 2060000 | &nbsp;&nbsp;1867593 |
| &nbsp;&nbsp;CSL Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;CSL Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;CSL Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;CSL Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/27/2029 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;926000 | &nbsp;&nbsp;&nbsp;&nbsp;882246 |
| &nbsp;&nbsp;04/27/2032 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;657000 | &nbsp;&nbsp;&nbsp;&nbsp;625014 |
| &nbsp;&nbsp;04/27/2042 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;489761 |
| &nbsp;&nbsp;04/27/2052 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;860658 |
| &nbsp;&nbsp;04/27/2062 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;366477 |
| &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.750% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;836526 |
| &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;963000 | &nbsp;&nbsp;&nbsp;&nbsp;866152 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;Johnson & Johnson |
| &nbsp;&nbsp;12/05/2033 | &nbsp;&nbsp;4.375% | 1975000 | &nbsp;&nbsp;&nbsp;&nbsp;1980020 |
| &nbsp;&nbsp;03/03/2037 | &nbsp;&nbsp;3.625% | 2280000 | &nbsp;&nbsp;&nbsp;&nbsp;2060527 |
| &nbsp;&nbsp;01/15/2038 | &nbsp;&nbsp;3.400% | 2790000 | &nbsp;&nbsp;&nbsp;&nbsp;2417440 |
| &nbsp;&nbsp;03/01/2046 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352637 |
| &nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;Merck & Co., Inc. |
| &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373893 |
| &nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359305 |
| &nbsp;&nbsp;Mylan NV | &nbsp;&nbsp;Mylan NV | &nbsp;&nbsp;Mylan NV | &nbsp;&nbsp;Mylan NV |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;5.250% | 1122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873379 |
| &nbsp;&nbsp;Mylan, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mylan, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mylan, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mylan, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2023 | &nbsp;&nbsp;3.125% | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;2470731 |
| &nbsp;&nbsp;Mylan, Inc. | &nbsp;&nbsp;Mylan, Inc. | &nbsp;&nbsp;Mylan, Inc. | &nbsp;&nbsp;Mylan, Inc. |
| &nbsp;&nbsp;04/15/2048 | &nbsp;&nbsp;5.200% | 4263000 | &nbsp;&nbsp;&nbsp;&nbsp;3305373 |
| &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2028 | &nbsp;&nbsp;4.125% | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1214823 |
| &nbsp;&nbsp;Roche Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Roche Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Roche Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Roche Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/13/2051 | &nbsp;&nbsp;2.607% | &nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563840 |
| &nbsp;&nbsp;Royalty Pharma PLC | &nbsp;&nbsp;Royalty Pharma PLC | &nbsp;&nbsp;Royalty Pharma PLC | &nbsp;&nbsp;Royalty Pharma PLC |
| &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345280 |
| &nbsp;&nbsp;09/02/2027 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416186 |
| &nbsp;&nbsp;09/02/2030 | &nbsp;&nbsp;2.200% | 3075000 | &nbsp;&nbsp;&nbsp;&nbsp;2437629 |
| &nbsp;&nbsp;09/02/2050 | &nbsp;&nbsp;3.550% | 1642000 | &nbsp;&nbsp;&nbsp;&nbsp;1098744 |
| &nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC |
| &nbsp;&nbsp;09/23/2023 | &nbsp;&nbsp;2.875% | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;1030706 |
| &nbsp;&nbsp;Viatris, Inc. | &nbsp;&nbsp;Viatris, Inc. | &nbsp;&nbsp;Viatris, Inc. | &nbsp;&nbsp;Viatris, Inc. |
| &nbsp;&nbsp;06/22/2030 | &nbsp;&nbsp;2.700% | 1117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889807 |
| &nbsp;&nbsp;06/22/2040 | &nbsp;&nbsp;3.850% | 6447000 | &nbsp;&nbsp;&nbsp;&nbsp;4457680 |
| &nbsp;&nbsp;06/22/2050 | &nbsp;&nbsp;4.000% | 2401000 | &nbsp;&nbsp;&nbsp;&nbsp;1567508 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**88911799** |
| &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** |
| &nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;Alleghany Corp. |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;3.625% | 1034000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962102 |
| &nbsp;&nbsp;09/15/2044 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34307 |
| &nbsp;&nbsp;08/15/2051 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90504 |
| &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276568 |
| &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160411 |
| &nbsp;&nbsp;Aon Corp./Global Holdings PLC | &nbsp;&nbsp;Aon Corp./Global Holdings PLC | &nbsp;&nbsp;Aon Corp./Global Holdings PLC | &nbsp;&nbsp;Aon Corp./Global Holdings PLC |
| &nbsp;&nbsp;12/02/2031 | &nbsp;&nbsp;2.600% | 4495000 | &nbsp;&nbsp;&nbsp;&nbsp;3692032 |
| &nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;Arch Capital Finance LLC |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842292 |
| &nbsp;&nbsp;Arthur J. Gallagher & Co. | &nbsp;&nbsp;Arthur J. Gallagher & Co. | &nbsp;&nbsp;Arthur J. Gallagher & Co. | &nbsp;&nbsp;Arthur J. Gallagher & Co. |
| &nbsp;&nbsp;03/09/2052 | &nbsp;&nbsp;3.050% | 6725000 | &nbsp;&nbsp;&nbsp;&nbsp;4340792 |
| &nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;Assurant, Inc. | &nbsp;&nbsp;Assurant, Inc. |
| &nbsp;&nbsp;09/27/2023 | &nbsp;&nbsp;4.200% | 1770000 | &nbsp;&nbsp;&nbsp;&nbsp;1750478 |
| &nbsp;&nbsp;02/22/2030 | &nbsp;&nbsp;3.700% | 1174000 | &nbsp;&nbsp;&nbsp;&nbsp;1006500 |

---

---

| | |
|:---|:---|
| 42 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;3.850% | 1598000 | &nbsp;&nbsp;1305833 |
| &nbsp;&nbsp;Berkshire Hathaway, Inc. | &nbsp;&nbsp;Berkshire Hathaway, Inc. | &nbsp;&nbsp;Berkshire Hathaway, Inc. | &nbsp;&nbsp;Berkshire Hathaway, Inc. |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;3.125% | 4674000 | &nbsp;&nbsp;4515990 |
| &nbsp;&nbsp;Chubb INA Holdings, Inc. | &nbsp;&nbsp;Chubb INA Holdings, Inc. | &nbsp;&nbsp;Chubb INA Holdings, Inc. | &nbsp;&nbsp;Chubb INA Holdings, Inc. |
| &nbsp;&nbsp;09/15/2030 | &nbsp;&nbsp;1.375% | 3085000 | &nbsp;&nbsp;2431656 |
| &nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;CNA Financial Corp. |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;3.450% | 3828000 | &nbsp;&nbsp;3555117 |
| &nbsp;&nbsp;Everest Reinsurance Holdings, Inc. | &nbsp;&nbsp;Everest Reinsurance Holdings, Inc. | &nbsp;&nbsp;Everest Reinsurance Holdings, Inc. | &nbsp;&nbsp;Everest Reinsurance Holdings, Inc. |
| &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;3.125% | 5665000 | &nbsp;&nbsp;3625737 |
| &nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;Fairfax Financial Holdings Ltd. |
| &nbsp;&nbsp;03/03/2031 | &nbsp;&nbsp;3.375% | 6300000 | &nbsp;&nbsp;5107765 |
| &nbsp;&nbsp;Fairfax Financial Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Fairfax Financial Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Fairfax Financial Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Fairfax Financial Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/16/2032 | &nbsp;&nbsp;5.625% | 1595000 | &nbsp;&nbsp;1502513 |
| &nbsp;&nbsp;Farmers Exchange Capital<sup>(a)</sup> | &nbsp;&nbsp;Farmers Exchange Capital<sup>(a)</sup> | &nbsp;&nbsp;Farmers Exchange Capital<sup>(a)</sup> | &nbsp;&nbsp;Farmers Exchange Capital<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;826025 |
| &nbsp;&nbsp;07/15/2048 | &nbsp;&nbsp;7.200% | 1290000 | &nbsp;&nbsp;1394603 |
| &nbsp;&nbsp;Farmers Exchange Capital II<sup>(a),(k)</sup> | &nbsp;&nbsp;Farmers Exchange Capital II<sup>(a),(k)</sup> | &nbsp;&nbsp;Farmers Exchange Capital II<sup>(a),(k)</sup> | &nbsp;&nbsp;Farmers Exchange Capital II<sup>(a),(k)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;11/01/2053 | &nbsp;&nbsp;6.151% | 2700000 | &nbsp;&nbsp;2584761 |
| &nbsp;&nbsp;Farmers Insurance Exchange<sup>(a)</sup> | &nbsp;&nbsp;Farmers Insurance Exchange<sup>(a)</sup> | &nbsp;&nbsp;Farmers Insurance Exchange<sup>(a)</sup> | &nbsp;&nbsp;Farmers Insurance Exchange<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2024 | &nbsp;&nbsp;8.625% | 1165000 | &nbsp;&nbsp;1202524 |
| &nbsp;&nbsp;Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 2.125%<br> 02/12/2047 | &nbsp;&nbsp;6.731% | 2265000 | &nbsp;&nbsp;1879453 |
| &nbsp;&nbsp;Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;Hartford Financial Services Group, Inc. (The) |
| &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;285689 |
| &nbsp;&nbsp;Intact Financial Corp.<sup>(a)</sup> | &nbsp;&nbsp;Intact Financial Corp.<sup>(a)</sup> | &nbsp;&nbsp;Intact Financial Corp.<sup>(a)</sup> | &nbsp;&nbsp;Intact Financial Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/22/2032 | &nbsp;&nbsp;5.459% | 2272000 | &nbsp;&nbsp;2268933 |
| &nbsp;&nbsp;Liberty Mutual Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Liberty Mutual Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Liberty Mutual Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Liberty Mutual Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2023 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;272455 |
| &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;3.951% | 2080000 | &nbsp;&nbsp;1458368 |
| &nbsp;&nbsp;06/15/2052 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;696000 | &nbsp;&nbsp;&nbsp;&nbsp;625815 |
| &nbsp;&nbsp;Markel Corp. | &nbsp;&nbsp;Markel Corp. | &nbsp;&nbsp;Markel Corp. | &nbsp;&nbsp;Markel Corp. |
| &nbsp;&nbsp;05/20/2049 | &nbsp;&nbsp;5.000% | 5095000 | &nbsp;&nbsp;4480915 |
| &nbsp;&nbsp;Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;Marsh & McLennan Companies, Inc. |
| &nbsp;&nbsp;11/01/2052 | &nbsp;&nbsp;6.250% | 1137000 | &nbsp;&nbsp;1269886 |
| &nbsp;&nbsp;Nationwide Mutual Insurance Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;Nationwide Mutual Insurance Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;Nationwide Mutual Insurance Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;Nationwide Mutual Insurance Co.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;3-month USD LIBOR + 2.290%<br> 12/15/2024 | &nbsp;&nbsp;5.583% | 5725000 | &nbsp;&nbsp;5708934 |
| &nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;Old Republic International Corp. |
| &nbsp;&nbsp;06/11/2051 | &nbsp;&nbsp;3.850% | 1084000 | &nbsp;&nbsp;&nbsp;&nbsp;761482 |
| &nbsp;&nbsp;PartnerRe Finance B LLC<sup>(k)</sup> | &nbsp;&nbsp;PartnerRe Finance B LLC<sup>(k)</sup> | &nbsp;&nbsp;PartnerRe Finance B LLC<sup>(k)</sup> | &nbsp;&nbsp;PartnerRe Finance B LLC<sup>(k)</sup> |
| &nbsp;&nbsp;10/01/2050 | &nbsp;&nbsp;4.500% | 2400000 | &nbsp;&nbsp;1993208 |
| &nbsp;&nbsp;Trustage Financial Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Trustage Financial Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Trustage Financial Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Trustage Financial Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;4.625% | 2135000 | &nbsp;&nbsp;1876235 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Willis North America, Inc. | &nbsp;&nbsp;Willis North America, Inc. | &nbsp;&nbsp;Willis North America, Inc. | &nbsp;&nbsp;Willis North America, Inc. |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;2.950% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1696372 |
| &nbsp;&nbsp;WR Berkley Corp. | &nbsp;&nbsp;WR Berkley Corp. | &nbsp;&nbsp;WR Berkley Corp. | &nbsp;&nbsp;WR Berkley Corp. |
| &nbsp;&nbsp;05/12/2050 | &nbsp;&nbsp;4.000% | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;1164981 |
| &nbsp;&nbsp;XLIT Ltd. | &nbsp;&nbsp;XLIT Ltd. | &nbsp;&nbsp;XLIT Ltd. | &nbsp;&nbsp;XLIT Ltd. |
| &nbsp;&nbsp;03/31/2045 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587744 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**67538980** |
| &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** |
| &nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;Burlington Northern Santa Fe LLC |
| &nbsp;&nbsp;03/15/2043 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279453 |
| &nbsp;&nbsp;09/01/2043 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;953000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957190 |
| &nbsp;&nbsp;08/01/2046 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594256 |
| &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;4.450% | 2519000 | &nbsp;&nbsp;&nbsp;&nbsp;2306144 |
| &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. |
| &nbsp;&nbsp;05/30/2042 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;482000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449267 |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;4.500% | 1117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999788 |
| &nbsp;&nbsp;08/01/2054 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201495 |
| &nbsp;&nbsp;11/01/2066 | &nbsp;&nbsp;4.250% | 2355000 | &nbsp;&nbsp;&nbsp;&nbsp;1880127 |
| &nbsp;&nbsp;Kansas City Southern | &nbsp;&nbsp;Kansas City Southern | &nbsp;&nbsp;Kansas City Southern | &nbsp;&nbsp;Kansas City Southern |
| &nbsp;&nbsp;05/01/2050 | &nbsp;&nbsp;3.500% | 3280000 | &nbsp;&nbsp;&nbsp;&nbsp;2389267 |
| &nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;Norfolk Southern Corp. |
| &nbsp;&nbsp;05/15/2121 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265561 |
| &nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;Union Pacific Corp. |
| &nbsp;&nbsp;02/14/2042 | &nbsp;&nbsp;3.375% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1221158 |
| &nbsp;&nbsp;09/09/2052 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808496 |
| &nbsp;&nbsp;02/14/2053 | &nbsp;&nbsp;3.500% | 1760000 | &nbsp;&nbsp;&nbsp;&nbsp;1368847 |
| &nbsp;&nbsp;01/20/2063 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625263 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14346312** |
| &nbsp;&nbsp;**Refining 0.1%** | &nbsp;&nbsp;**Refining 0.1%** | &nbsp;&nbsp;**Refining 0.1%** | &nbsp;&nbsp;**Refining 0.1%** |
| &nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;Marathon Petroleum Corp. |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579071 |
| &nbsp;&nbsp;09/15/2044 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417059 |
| &nbsp;&nbsp;09/15/2054 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229041 |
| &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317219 |
| &nbsp;&nbsp;Phillips 66 Co.<sup>(a)</sup> | &nbsp;&nbsp;Phillips 66 Co.<sup>(a)</sup> | &nbsp;&nbsp;Phillips 66 Co.<sup>(a)</sup> | &nbsp;&nbsp;Phillips 66 Co.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;4.680% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1155211 |
| &nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;Valero Energy Corp. |
| &nbsp;&nbsp;12/01/2031 | &nbsp;&nbsp;2.800% | 3235000 | &nbsp;&nbsp;&nbsp;&nbsp;2682187 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5379788** |
| &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** |
| &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2024 | &nbsp;&nbsp;5.000% | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;1785847 |
| &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.625% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1324050 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252449 |

---

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 43 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;McDonald's Corp. |
| &nbsp;&nbsp;09/01/2049 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;707390 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4069736** |
| &nbsp;&nbsp;**Retail REIT 0.1%** | &nbsp;&nbsp;**Retail REIT 0.1%** | &nbsp;&nbsp;**Retail REIT 0.1%** | &nbsp;&nbsp;**Retail REIT 0.1%** |
| &nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;Brixmor Operating Partnership LP |
| &nbsp;&nbsp;08/16/2031 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;697157 |
| &nbsp;&nbsp;Kimco Realty Corp. | &nbsp;&nbsp;Kimco Realty Corp. | &nbsp;&nbsp;Kimco Realty Corp. | &nbsp;&nbsp;Kimco Realty Corp. |
| &nbsp;&nbsp;02/01/2033 | &nbsp;&nbsp;4.600% | 3780000 | &nbsp;&nbsp;3539113 |
| &nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;Kite Realty Group LP |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;295656 |
| &nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;Realty Income Corp. |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;664000 | &nbsp;&nbsp;&nbsp;&nbsp;667358 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;193000 | &nbsp;&nbsp;&nbsp;&nbsp;185134 |
| &nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;Simon Property Group LP |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;297228 |
| &nbsp;&nbsp;09/13/2029 | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;315177 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5996823** |
| &nbsp;&nbsp;**Retailers 0.5%** | &nbsp;&nbsp;**Retailers 0.5%** | &nbsp;&nbsp;**Retailers 0.5%** | &nbsp;&nbsp;**Retailers 0.5%** |
| &nbsp;&nbsp;Alimentation Couche-Tard, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Alimentation Couche-Tard, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Alimentation Couche-Tard, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Alimentation Couche-Tard, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/26/2027 | &nbsp;&nbsp;3.550% | 2000000 | &nbsp;&nbsp;1845825 |
| &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;Amazon.com, Inc. |
| &nbsp;&nbsp;02/22/2023 | &nbsp;&nbsp;2.400% | 3635000 | &nbsp;&nbsp;3616790 |
| &nbsp;&nbsp;05/12/2031 | &nbsp;&nbsp;2.100% | 1485000 | &nbsp;&nbsp;1240058 |
| &nbsp;&nbsp;04/13/2032 | &nbsp;&nbsp;3.600% | 1046000 | &nbsp;&nbsp;&nbsp;&nbsp;975295 |
| &nbsp;&nbsp;05/12/2041 | &nbsp;&nbsp;2.875% | 1777000 | &nbsp;&nbsp;1360007 |
| &nbsp;&nbsp;04/13/2052 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;487000 | &nbsp;&nbsp;&nbsp;&nbsp;416224 |
| &nbsp;&nbsp;04/13/2062 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;677786 |
| &nbsp;&nbsp;Amazon.com, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Amazon.com, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Amazon.com, Inc.<sup>(d)</sup> | &nbsp;&nbsp;Amazon.com, Inc.<sup>(d)</sup> |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;4.550% | 1107000 | &nbsp;&nbsp;1113860 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;4.650% | 7385000 | &nbsp;&nbsp;7418929 |
| &nbsp;&nbsp;12/01/2032 | &nbsp;&nbsp;4.700% | 1476000 | &nbsp;&nbsp;1487558 |
| &nbsp;&nbsp;Asbury Automotive Group, Inc. | &nbsp;&nbsp;Asbury Automotive Group, Inc. | &nbsp;&nbsp;Asbury Automotive Group, Inc. | &nbsp;&nbsp;Asbury Automotive Group, Inc. |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;4.750% | 1375000 | &nbsp;&nbsp;1182863 |
| &nbsp;&nbsp;AutoNation, Inc. | &nbsp;&nbsp;AutoNation, Inc. | &nbsp;&nbsp;AutoNation, Inc. | &nbsp;&nbsp;AutoNation, Inc. |
| &nbsp;&nbsp;11/15/2024 | &nbsp;&nbsp;3.500% | 2185000 | &nbsp;&nbsp;2091537 |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;4.500% | 2465000 | &nbsp;&nbsp;2402207 |
| &nbsp;&nbsp;AutoZone, Inc. | &nbsp;&nbsp;AutoZone, Inc. | &nbsp;&nbsp;AutoZone, Inc. | &nbsp;&nbsp;AutoZone, Inc. |
| &nbsp;&nbsp;04/21/2026 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;394533 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;1.650% | 1175000 | &nbsp;&nbsp;&nbsp;&nbsp;913170 |
| &nbsp;&nbsp;Dick's Sporting Goods, Inc. | &nbsp;&nbsp;Dick's Sporting Goods, Inc. | &nbsp;&nbsp;Dick's Sporting Goods, Inc. | &nbsp;&nbsp;Dick's Sporting Goods, Inc. |
| &nbsp;&nbsp;01/15/2052 | &nbsp;&nbsp;4.100% | 2690000 | &nbsp;&nbsp;1824208 |
| &nbsp;&nbsp;Gap Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap Inc. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;3.625% | 1550000 | &nbsp;&nbsp;1189840 |
| &nbsp;&nbsp;Gap, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;Gap, Inc. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2031 | &nbsp;&nbsp;3.875% | 1750000 | &nbsp;&nbsp;1321063 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;Home Depot, Inc. (The) |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;4.500% | 1149000 | &nbsp;&nbsp;&nbsp;&nbsp;1140459 |
| &nbsp;&nbsp;04/15/2052 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306717 |
| &nbsp;&nbsp;09/15/2052 | &nbsp;&nbsp;4.950% | 1542000 | &nbsp;&nbsp;&nbsp;&nbsp;1514673 |
| &nbsp;&nbsp;Kontoor Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Kontoor Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Kontoor Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Kontoor Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392772 |
| &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. |
| &nbsp;&nbsp;07/01/2036 | &nbsp;&nbsp;6.750% | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp;1312792 |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. |
| &nbsp;&nbsp;04/15/2033 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771128 |
| &nbsp;&nbsp;04/01/2052 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;944000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775217 |
| &nbsp;&nbsp;04/01/2062 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;539000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435857 |
| &nbsp;&nbsp;Magic MergeCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magic MergeCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magic MergeCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magic MergeCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;7.875% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827627 |
| &nbsp;&nbsp;Rent-A-Center, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rent-A-Center, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rent-A-Center, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rent-A-Center, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247412 |
| &nbsp;&nbsp;Sally Holdings LLC/Capital, Inc. | &nbsp;&nbsp;Sally Holdings LLC/Capital, Inc. | &nbsp;&nbsp;Sally Holdings LLC/Capital, Inc. | &nbsp;&nbsp;Sally Holdings LLC/Capital, Inc. |
| &nbsp;&nbsp;12/01/2025 | &nbsp;&nbsp;5.625% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1915077 |
| &nbsp;&nbsp;Sonic Automotive Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sonic Automotive Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sonic Automotive Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sonic Automotive Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;4.875% | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp;1299136 |
| &nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;Tapestry, Inc. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;3.050% | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867129 |
| &nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;Target Corp. |
| &nbsp;&nbsp;09/15/2032 | &nbsp;&nbsp;4.500% | 1238000 | &nbsp;&nbsp;&nbsp;&nbsp;1212896 |
| &nbsp;&nbsp;01/15/2052 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371339 |
| &nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;Tractor Supply Co. |
| &nbsp;&nbsp;11/01/2030 | &nbsp;&nbsp;1.750% | 3885000 | &nbsp;&nbsp;&nbsp;&nbsp;3023951 |
| &nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;Walgreens Boots Alliance Inc. |
| &nbsp;&nbsp;11/17/2023 | &nbsp;&nbsp;0.950% | 5730000 | &nbsp;&nbsp;&nbsp;&nbsp;5503035 |
| &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;Walmart, Inc. |
| &nbsp;&nbsp;09/09/2052 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799303 |
| &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.000% | 1530000 | &nbsp;&nbsp;&nbsp;&nbsp;1156160 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**55344433** |
| &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** |
| &nbsp;&nbsp;Ahold Finance U.S.A. LLC | &nbsp;&nbsp;Ahold Finance U.S.A. LLC | &nbsp;&nbsp;Ahold Finance U.S.A. LLC | &nbsp;&nbsp;Ahold Finance U.S.A. LLC |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;6.875% | 1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1910203 |
| &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;3.500% | 1520000 | &nbsp;&nbsp;&nbsp;&nbsp;1267151 |
| &nbsp;&nbsp;C&S Group Enterprises LLC<sup>(a)</sup> | &nbsp;&nbsp;C&S Group Enterprises LLC<sup>(a)</sup> | &nbsp;&nbsp;C&S Group Enterprises LLC<sup>(a)</sup> | &nbsp;&nbsp;C&S Group Enterprises LLC<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;5.000% | 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2009565 |
| &nbsp;&nbsp;InRetail Consumer<sup>(a)</sup> | &nbsp;&nbsp;InRetail Consumer<sup>(a)</sup> | &nbsp;&nbsp;InRetail Consumer<sup>(a)</sup> | &nbsp;&nbsp;InRetail Consumer<sup>(a)</sup> |
| &nbsp;&nbsp;03/22/2028 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297901 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5484820** |

---

---

| | |
|:---|:---|
| 44 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Supranational 0.1%** | &nbsp;&nbsp;**Supranational 0.1%** | &nbsp;&nbsp;**Supranational 0.1%** | &nbsp;&nbsp;**Supranational 0.1%** |
| &nbsp;&nbsp;Corporación Andina de Fomento | &nbsp;&nbsp;Corporación Andina de Fomento | &nbsp;&nbsp;Corporación Andina de Fomento | &nbsp;&nbsp;Corporación Andina de Fomento |
| &nbsp;&nbsp;01/06/2023 | &nbsp;&nbsp;2.750% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2994005 |
| &nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;Inter-American Development Bank |
| &nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;6.800% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2653617 |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;6.750% | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4374469 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development<sup>(g)</sup> | &nbsp;&nbsp;International Bank for Reconstruction & Development<sup>(g)</sup> | &nbsp;&nbsp;International Bank for Reconstruction & Development<sup>(g)</sup> | &nbsp;&nbsp;International Bank for Reconstruction & Development<sup>(g)</sup> |
| &nbsp;&nbsp;09/17/2030 | &nbsp;&nbsp;0.000% | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1126859 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**11148950** |
| &nbsp;&nbsp;**Technology 1.8%** | &nbsp;&nbsp;**Technology 1.8%** | &nbsp;&nbsp;**Technology 1.8%** | &nbsp;&nbsp;**Technology 1.8%** |
| &nbsp;&nbsp;Advanced Micro Devices, Inc. | &nbsp;&nbsp;Advanced Micro Devices, Inc. | &nbsp;&nbsp;Advanced Micro Devices, Inc. | &nbsp;&nbsp;Advanced Micro Devices, Inc. |
| &nbsp;&nbsp;06/01/2032 | &nbsp;&nbsp;3.924% | 2155000 | &nbsp;&nbsp;&nbsp;&nbsp;2034008 |
| &nbsp;&nbsp;06/01/2052 | &nbsp;&nbsp;4.393% | 2361000 | &nbsp;&nbsp;&nbsp;&nbsp;2113786 |
| &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;Apple, Inc. |
| &nbsp;&nbsp;08/08/2032 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564291 |
| &nbsp;&nbsp;05/11/2050 | &nbsp;&nbsp;2.650% | 5095000 | &nbsp;&nbsp;&nbsp;&nbsp;3520052 |
| &nbsp;&nbsp;02/08/2051 | &nbsp;&nbsp;2.650% | 2647000 | &nbsp;&nbsp;&nbsp;&nbsp;1816645 |
| &nbsp;&nbsp;08/08/2052 | &nbsp;&nbsp;3.950% | 2690000 | &nbsp;&nbsp;&nbsp;&nbsp;2343173 |
| &nbsp;&nbsp;08/05/2061 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381763 |
| &nbsp;&nbsp;08/08/2062 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465181 |
| &nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;Avnet, Inc. |
| &nbsp;&nbsp;06/01/2032 | &nbsp;&nbsp;5.500% | 2876000 | &nbsp;&nbsp;&nbsp;&nbsp;2684975 |
| &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.625% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1348678 |
| &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;9.125% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2390431 |
| &nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;Broadcom, Inc. |
| &nbsp;&nbsp;10/15/2024 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312596 |
| &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;4.000% | 2765000 | &nbsp;&nbsp;&nbsp;&nbsp;2527820 |
| &nbsp;&nbsp;04/15/2034 | &nbsp;&nbsp;3.469% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1113675 |
| &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;3.137% | 5511000 | &nbsp;&nbsp;&nbsp;&nbsp;4090503 |
| &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;3.187% | 6720000 | &nbsp;&nbsp;&nbsp;&nbsp;4916010 |
| &nbsp;&nbsp;05/15/2037 | &nbsp;&nbsp;4.926% | 1147000 | &nbsp;&nbsp;&nbsp;&nbsp;1006727 |
| &nbsp;&nbsp;CDW LLC/Finance Corp. | &nbsp;&nbsp;CDW LLC/Finance Corp. | &nbsp;&nbsp;CDW LLC/Finance Corp. | &nbsp;&nbsp;CDW LLC/Finance Corp. |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;4.125% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2400244 |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;3.276% | 5270000 | &nbsp;&nbsp;&nbsp;&nbsp;4434833 |
| &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347739 |
| &nbsp;&nbsp;CommScope, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;4.750% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1263168 |
| &nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;Corning, Inc. |
| &nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392546 |
| &nbsp;&nbsp;Dell International LLC/EMC Corp. | &nbsp;&nbsp;Dell International LLC/EMC Corp. | &nbsp;&nbsp;Dell International LLC/EMC Corp. | &nbsp;&nbsp;Dell International LLC/EMC Corp. |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888701 |
| &nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;DXC Technology Co. |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;2.375% | 5845000 | &nbsp;&nbsp;&nbsp;&nbsp;5015589 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;Fidelity National Information Services, Inc. |
| &nbsp;&nbsp;03/01/2041 | &nbsp;&nbsp;3.100% | 2890000 | &nbsp;&nbsp;2029693 |
| &nbsp;&nbsp;07/15/2052 | &nbsp;&nbsp;5.625% | 2635000 | &nbsp;&nbsp;2480349 |
| &nbsp;&nbsp;Fiserv, Inc. | &nbsp;&nbsp;Fiserv, Inc. | &nbsp;&nbsp;Fiserv, Inc. | &nbsp;&nbsp;Fiserv, Inc. |
| &nbsp;&nbsp;07/01/2024 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;699000 | &nbsp;&nbsp;&nbsp;&nbsp;673715 |
| &nbsp;&nbsp;Flex Ltd.<sup>(d)</sup> | &nbsp;&nbsp;Flex Ltd.<sup>(d)</sup> | &nbsp;&nbsp;Flex Ltd.<sup>(d)</sup> | &nbsp;&nbsp;Flex Ltd.<sup>(d)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;6.000% | 2560000 | &nbsp;&nbsp;2536269 |
| &nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;Flex Ltd. |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.875% | 1205000 | &nbsp;&nbsp;1123031 |
| &nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;Global Payments, Inc. |
| &nbsp;&nbsp;11/15/2024 | &nbsp;&nbsp;1.500% | 3215000 | &nbsp;&nbsp;2978852 |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;2.650% | 1938000 | &nbsp;&nbsp;1821450 |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;1.200% | 1217000 | &nbsp;&nbsp;1061889 |
| &nbsp;&nbsp;08/15/2052 | &nbsp;&nbsp;5.950% | 3440000 | &nbsp;&nbsp;3148676 |
| &nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;HP, Inc. |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;726076 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;266480 |
| &nbsp;&nbsp;06/17/2031 | &nbsp;&nbsp;2.650% | 2225000 | &nbsp;&nbsp;1750944 |
| &nbsp;&nbsp;Infor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Infor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Infor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Infor, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2023 | &nbsp;&nbsp;1.450% | 2020000 | &nbsp;&nbsp;1967116 |
| &nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;Intel Corp. |
| &nbsp;&nbsp;08/05/2027 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;749000 | &nbsp;&nbsp;&nbsp;&nbsp;724135 |
| &nbsp;&nbsp;08/12/2041 | &nbsp;&nbsp;2.800% | 1687000 | &nbsp;&nbsp;1203961 |
| &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;3.250% | 1758000 | &nbsp;&nbsp;1234426 |
| &nbsp;&nbsp;08/12/2051 | &nbsp;&nbsp;3.050% | 1685000 | &nbsp;&nbsp;1135630 |
| &nbsp;&nbsp;02/15/2060 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;340653 |
| &nbsp;&nbsp;08/12/2061 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;671000 | &nbsp;&nbsp;&nbsp;&nbsp;437979 |
| &nbsp;&nbsp;08/05/2062 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;626000 | &nbsp;&nbsp;&nbsp;&nbsp;572715 |
| &nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;International Business Machines Corp. |
| &nbsp;&nbsp;07/27/2027 | &nbsp;&nbsp;4.150% | 1118000 | &nbsp;&nbsp;1097296 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;928000 | &nbsp;&nbsp;&nbsp;&nbsp;864229 |
| &nbsp;&nbsp;07/27/2032 | &nbsp;&nbsp;4.400% | 1118000 | &nbsp;&nbsp;1078434 |
| &nbsp;&nbsp;07/27/2052 | &nbsp;&nbsp;4.900% | 1107000 | &nbsp;&nbsp;1030891 |
| &nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;KLA Corp. |
| &nbsp;&nbsp;07/15/2052 | &nbsp;&nbsp;4.950% | 1768000 | &nbsp;&nbsp;1711345 |
| &nbsp;&nbsp;07/15/2062 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;902578 |
| &nbsp;&nbsp;Kyndryl Holdings, Inc. | &nbsp;&nbsp;Kyndryl Holdings, Inc. | &nbsp;&nbsp;Kyndryl Holdings, Inc. | &nbsp;&nbsp;Kyndryl Holdings, Inc. |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;586052 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;2.700% | 1623000 | &nbsp;&nbsp;1220034 |
| &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;387150 |
| &nbsp;&nbsp;Leidos, Inc. | &nbsp;&nbsp;Leidos, Inc. | &nbsp;&nbsp;Leidos, Inc. | &nbsp;&nbsp;Leidos, Inc. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;653834 |
| &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/27/2032 | &nbsp;&nbsp;6.536% | 1355000 | &nbsp;&nbsp;1308408 |
| &nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;Marvell Technology, Inc. |
| &nbsp;&nbsp;06/22/2023 | &nbsp;&nbsp;4.200% | 3740000 | &nbsp;&nbsp;3708145 |
| &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. |
| &nbsp;&nbsp;09/01/2023 | &nbsp;&nbsp;2.670% | 6239000 | &nbsp;&nbsp;6105221 |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;0.972% | &nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;326728 |

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|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 45 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;Micron Technology, Inc. |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;6.750% | 5395000 | &nbsp;&nbsp;5617653 |
| &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;Microsoft Corp. |
| &nbsp;&nbsp;03/17/2052 | &nbsp;&nbsp;2.921% | 2813000 | &nbsp;&nbsp;2088435 |
| &nbsp;&nbsp;03/17/2062 | &nbsp;&nbsp;3.041% | 4290000 | &nbsp;&nbsp;3121791 |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.125% | 1650000 | &nbsp;&nbsp;1419601 |
| &nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;NetApp, Inc. |
| &nbsp;&nbsp;06/22/2025 | &nbsp;&nbsp;1.875% | 1845000 | &nbsp;&nbsp;1700721 |
| &nbsp;&nbsp;NXP BV/Funding LLC | &nbsp;&nbsp;NXP BV/Funding LLC | &nbsp;&nbsp;NXP BV/Funding LLC | &nbsp;&nbsp;NXP BV/Funding LLC |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;5.350% | 1056000 | &nbsp;&nbsp;1052887 |
| &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;297338 |
| &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;385557 |
| &nbsp;&nbsp;Open Text Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(a),(d)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(a),(d)</sup> |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;6.900% | 2950000 | &nbsp;&nbsp;2970796 |
| &nbsp;&nbsp;Open Text Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Open Text Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Open Text Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Open Text Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2031 | &nbsp;&nbsp;4.125% | 1475000 | &nbsp;&nbsp;1162211 |
| &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;3.250% | 2409000 | &nbsp;&nbsp;2219635 |
| &nbsp;&nbsp;03/25/2028 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;903000 | &nbsp;&nbsp;&nbsp;&nbsp;783460 |
| &nbsp;&nbsp;03/25/2031 | &nbsp;&nbsp;2.875% | 1620000 | &nbsp;&nbsp;1356685 |
| &nbsp;&nbsp;11/09/2032 | &nbsp;&nbsp;6.250% | 3937000 | &nbsp;&nbsp;4156602 |
| &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;3.800% | 3892000 | &nbsp;&nbsp;3086170 |
| &nbsp;&nbsp;03/25/2041 | &nbsp;&nbsp;3.650% | 2929000 | &nbsp;&nbsp;2175105 |
| &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;938000 | &nbsp;&nbsp;&nbsp;&nbsp;698277 |
| &nbsp;&nbsp;04/01/2050 | &nbsp;&nbsp;3.600% | 4363000 | &nbsp;&nbsp;3039721 |
| &nbsp;&nbsp;03/25/2051 | &nbsp;&nbsp;3.950% | 3048000 | &nbsp;&nbsp;2240656 |
| &nbsp;&nbsp;11/09/2052 | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;677000 | &nbsp;&nbsp;&nbsp;&nbsp;749687 |
| &nbsp;&nbsp;PayPal Holdings, Inc. | &nbsp;&nbsp;PayPal Holdings, Inc. | &nbsp;&nbsp;PayPal Holdings, Inc. | &nbsp;&nbsp;PayPal Holdings, Inc. |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;964000 | &nbsp;&nbsp;&nbsp;&nbsp;896939 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;178626 |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;506000 | &nbsp;&nbsp;&nbsp;&nbsp;420036 |
| &nbsp;&nbsp;06/01/2032 | &nbsp;&nbsp;4.400% | 1591000 | &nbsp;&nbsp;1515909 |
| &nbsp;&nbsp;06/01/2062 | &nbsp;&nbsp;5.250% | 4196000 | &nbsp;&nbsp;3904482 |
| &nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2024 | &nbsp;&nbsp;1.750% | 1200000 | &nbsp;&nbsp;1101113 |
| &nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;QUALCOMM, Inc. |
| &nbsp;&nbsp;05/20/2033 | &nbsp;&nbsp;5.400% | 5319000 | &nbsp;&nbsp;5558624 |
| &nbsp;&nbsp;05/20/2052 | &nbsp;&nbsp;4.500% | 2560000 | &nbsp;&nbsp;2287573 |
| &nbsp;&nbsp;05/20/2053 | &nbsp;&nbsp;6.000% | 2349000 | &nbsp;&nbsp;2564794 |
| &nbsp;&nbsp;Renesas Electronics Corp.<sup>(a)</sup> | &nbsp;&nbsp;Renesas Electronics Corp.<sup>(a)</sup> | &nbsp;&nbsp;Renesas Electronics Corp.<sup>(a)</sup> | &nbsp;&nbsp;Renesas Electronics Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;2.170% | &nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;469752 |
| &nbsp;&nbsp;S&P Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;S&P Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;S&P Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;S&P Global, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;4.750% | 1875000 | &nbsp;&nbsp;1866251 |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;2.700% | 1348000 | &nbsp;&nbsp;1200237 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;2.900% | 1549000 | &nbsp;&nbsp;1336545 |
| &nbsp;&nbsp;03/01/2052 | &nbsp;&nbsp;3.700% | 2919000 | &nbsp;&nbsp;2348301 |
| &nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;S&P Global, Inc. |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;461146 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Salesforce.com, Inc. | &nbsp;&nbsp;Salesforce.com, Inc. | &nbsp;&nbsp;Salesforce.com, Inc. | &nbsp;&nbsp;Salesforce.com, Inc. |
| &nbsp;&nbsp;07/15/2041 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692764 |
| &nbsp;&nbsp;Seagate HDD Cayman | &nbsp;&nbsp;Seagate HDD Cayman | &nbsp;&nbsp;Seagate HDD Cayman | &nbsp;&nbsp;Seagate HDD Cayman |
| &nbsp;&nbsp;03/01/2024 | &nbsp;&nbsp;4.875% | 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;2263813 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;3.375% | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784449 |
| &nbsp;&nbsp;Sensata Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.750% | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp;1193216 |
| &nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;TD SYNNEX Corp. |
| &nbsp;&nbsp;08/09/2026 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268203 |
| &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.750% | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1538977 |
| &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/22/2051 | &nbsp;&nbsp;3.840% | 2760000 | &nbsp;&nbsp;&nbsp;&nbsp;1926689 |
| &nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;Texas Instruments, Inc. |
| &nbsp;&nbsp;08/16/2032 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652411 |
| &nbsp;&nbsp;08/16/2052 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;916000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821799 |
| &nbsp;&nbsp;Visa, Inc. | &nbsp;&nbsp;Visa, Inc. | &nbsp;&nbsp;Visa, Inc. | &nbsp;&nbsp;Visa, Inc. |
| &nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;4.150% | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992412 |
| &nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243391 |
| &nbsp;&nbsp;VMware, Inc. | &nbsp;&nbsp;VMware, Inc. | &nbsp;&nbsp;VMware, Inc. | &nbsp;&nbsp;VMware, Inc. |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;1.400% | 1441000 | &nbsp;&nbsp;&nbsp;&nbsp;1267985 |
| &nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;Western Digital Corp. |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364170 |
| &nbsp;&nbsp;Western Union Co. (The) | &nbsp;&nbsp;Western Union Co. (The) | &nbsp;&nbsp;Western Union Co. (The) | &nbsp;&nbsp;Western Union Co. (The) |
| &nbsp;&nbsp;06/09/2023 | &nbsp;&nbsp;4.250% | 3050000 | &nbsp;&nbsp;&nbsp;&nbsp;3028646 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122100 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**180161859** |
| &nbsp;&nbsp;**Tobacco 0.5%** | &nbsp;&nbsp;**Tobacco 0.5%** | &nbsp;&nbsp;**Tobacco 0.5%** | &nbsp;&nbsp;**Tobacco 0.5%** |
| &nbsp;&nbsp;Altria Group, Inc. | &nbsp;&nbsp;Altria Group, Inc. | &nbsp;&nbsp;Altria Group, Inc. | &nbsp;&nbsp;Altria Group, Inc. |
| &nbsp;&nbsp;02/14/2029 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85598 |
| &nbsp;&nbsp;05/06/2030 | &nbsp;&nbsp;3.400% | 1280000 | &nbsp;&nbsp;&nbsp;&nbsp;1103719 |
| &nbsp;&nbsp;02/04/2032 | &nbsp;&nbsp;2.450% | 1079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819863 |
| &nbsp;&nbsp;02/14/2039 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278108 |
| &nbsp;&nbsp;02/04/2041 | &nbsp;&nbsp;3.400% | 3910000 | &nbsp;&nbsp;&nbsp;&nbsp;2652377 |
| &nbsp;&nbsp;02/14/2049 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221818 |
| &nbsp;&nbsp;02/04/2051 | &nbsp;&nbsp;3.700% | 1852000 | &nbsp;&nbsp;&nbsp;&nbsp;1204450 |
| &nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;BAT Capital Corp. |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;3.557% | 1548000 | &nbsp;&nbsp;&nbsp;&nbsp;1412214 |
| &nbsp;&nbsp;03/25/2028 | &nbsp;&nbsp;2.259% | 3280000 | &nbsp;&nbsp;&nbsp;&nbsp;2751403 |
| &nbsp;&nbsp;03/25/2031 | &nbsp;&nbsp;2.726% | 2253000 | &nbsp;&nbsp;&nbsp;&nbsp;1779397 |
| &nbsp;&nbsp;08/15/2037 | &nbsp;&nbsp;4.390% | 1409000 | &nbsp;&nbsp;&nbsp;&nbsp;1112750 |
| &nbsp;&nbsp;09/25/2040 | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395900 |
| &nbsp;&nbsp;08/15/2047 | &nbsp;&nbsp;4.540% | 5800000 | &nbsp;&nbsp;&nbsp;&nbsp;4208863 |
| &nbsp;&nbsp;03/16/2052 | &nbsp;&nbsp;5.650% | 2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2357197 |
| &nbsp;&nbsp;BAT International Finance PLC | &nbsp;&nbsp;BAT International Finance PLC | &nbsp;&nbsp;BAT International Finance PLC | &nbsp;&nbsp;BAT International Finance PLC |
| &nbsp;&nbsp;03/16/2028 | &nbsp;&nbsp;4.448% | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7455677 |

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| | |
|:---|:---|
| 46 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Imperial Brands Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Imperial Brands Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Imperial Brands Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Imperial Brands Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/26/2024 | &nbsp;&nbsp;3.125% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1917661 |
| &nbsp;&nbsp;07/21/2025 | &nbsp;&nbsp;4.250% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1909400 |
| &nbsp;&nbsp;07/27/2027 | &nbsp;&nbsp;6.125% | 1415000 | &nbsp;&nbsp;&nbsp;&nbsp;1416134 |
| &nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;Philip Morris International, Inc. |
| &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;5.625% | 2835000 | &nbsp;&nbsp;&nbsp;&nbsp;2882525 |
| &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;5.750% | 1461000 | &nbsp;&nbsp;&nbsp;&nbsp;1504819 |
| &nbsp;&nbsp;Reynolds American, Inc. | &nbsp;&nbsp;Reynolds American, Inc. | &nbsp;&nbsp;Reynolds American, Inc. | &nbsp;&nbsp;Reynolds American, Inc. |
| &nbsp;&nbsp;06/12/2025 | &nbsp;&nbsp;4.450% | 1325000 | &nbsp;&nbsp;&nbsp;&nbsp;1303472 |
| &nbsp;&nbsp;08/15/2035 | &nbsp;&nbsp;5.700% | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964729 |
| &nbsp;&nbsp;08/04/2041 | &nbsp;&nbsp;7.000% | 1127000 | &nbsp;&nbsp;&nbsp;&nbsp;1095561 |
| &nbsp;&nbsp;09/15/2043 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449518 |
| &nbsp;&nbsp;08/15/2045 | &nbsp;&nbsp;5.850% | 4327000 | &nbsp;&nbsp;&nbsp;&nbsp;3776017 |
| &nbsp;&nbsp;Vector Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Vector Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Vector Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Vector Group Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;5.750% | 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;2824394 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**47883564** |
| &nbsp;&nbsp;**Transportation Services 0.2%** | &nbsp;&nbsp;**Transportation Services 0.2%** | &nbsp;&nbsp;**Transportation Services 0.2%** | &nbsp;&nbsp;**Transportation Services 0.2%** |
| &nbsp;&nbsp;Element Fleet Management Corp.<sup>(a)</sup> | &nbsp;&nbsp;Element Fleet Management Corp.<sup>(a)</sup> | &nbsp;&nbsp;Element Fleet Management Corp.<sup>(a)</sup> | &nbsp;&nbsp;Element Fleet Management Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;3.850% | 2795000 | &nbsp;&nbsp;&nbsp;&nbsp;2662216 |
| &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;3.800% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2394498 |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;3.300% | 3435000 | &nbsp;&nbsp;&nbsp;&nbsp;3189432 |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;5.625% | 1689000 | &nbsp;&nbsp;&nbsp;&nbsp;1607448 |
| &nbsp;&nbsp;11/01/2046 | &nbsp;&nbsp;4.200% | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803076 |
| &nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;FedEx Corp. |
| &nbsp;&nbsp;02/01/2035 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265585 |
| &nbsp;&nbsp;FedEx Corp. Pass-Through Trust | &nbsp;&nbsp;FedEx Corp. Pass-Through Trust | &nbsp;&nbsp;FedEx Corp. Pass-Through Trust | &nbsp;&nbsp;FedEx Corp. Pass-Through Trust |
| &nbsp;&nbsp;Series 2020-1 Class AA | &nbsp;&nbsp;Series 2020-1 Class AA | &nbsp;&nbsp;Series 2020-1 Class AA | &nbsp;&nbsp;Series 2020-1 Class AA |
| &nbsp;&nbsp;02/20/2034 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;658181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535992 |
| &nbsp;&nbsp;Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741736 |
| &nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;1.700% | 1236000 | &nbsp;&nbsp;&nbsp;&nbsp;1080919 |
| &nbsp;&nbsp;Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2023 | &nbsp;&nbsp;4.125% | 5245000 | &nbsp;&nbsp;&nbsp;&nbsp;5186155 |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868674 |
| &nbsp;&nbsp;Ryder System, Inc. | &nbsp;&nbsp;Ryder System, Inc. | &nbsp;&nbsp;Ryder System, Inc. | &nbsp;&nbsp;Ryder System, Inc. |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.625% | 2395000 | &nbsp;&nbsp;&nbsp;&nbsp;2354608 |
| &nbsp;&nbsp;Triton Container International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Triton Container International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Triton Container International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Triton Container International Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535578 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440507 |
| &nbsp;&nbsp;TTX Co.<sup>(a)</sup> | &nbsp;&nbsp;TTX Co.<sup>(a)</sup> | &nbsp;&nbsp;TTX Co.<sup>(a)</sup> | &nbsp;&nbsp;TTX Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;3.600% | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp;1566930 |
| &nbsp;&nbsp;12/01/2052 | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939407 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**25172761** |
| &nbsp;&nbsp;**Treasury 0.1%** | &nbsp;&nbsp;**Treasury 0.1%** | &nbsp;&nbsp;**Treasury 0.1%** | &nbsp;&nbsp;**Treasury 0.1%** |
| &nbsp;&nbsp;Colombia Government International Bond<sup>(d)</sup> | &nbsp;&nbsp;Colombia Government International Bond<sup>(d)</sup> | &nbsp;&nbsp;Colombia Government International Bond<sup>(d)</sup> | &nbsp;&nbsp;Colombia Government International Bond<sup>(d)</sup> |
| &nbsp;&nbsp;04/20/2033 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200642 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;05/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | 5488000 | &nbsp;&nbsp;5204398 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5405040** |
| &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;664228 |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;640908 |
| &nbsp;&nbsp;Crown Castle International Corp. | &nbsp;&nbsp;Crown Castle International Corp. | &nbsp;&nbsp;Crown Castle International Corp. | &nbsp;&nbsp;Crown Castle International Corp. |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;&nbsp;&nbsp;347702 |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;625521 |
| &nbsp;&nbsp;04/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | 1652000 | &nbsp;&nbsp;1166429 |
| &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel Group 0.5 Ltd.<sup>(a),(l)</sup> |
| &nbsp;&nbsp;04/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;103826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32126 |
| &nbsp;&nbsp;Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;610212 |
| &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a),(l)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a),(l)</sup> |
| &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;13.000% | &nbsp;&nbsp;&nbsp;831537 | &nbsp;&nbsp;&nbsp;&nbsp;528026 |
| &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;252550 |
| &nbsp;&nbsp;Digicel International Finance Ltd./Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd./Holdings Bermuda Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | 2425000 | &nbsp;&nbsp;2125993 |
| &nbsp;&nbsp;Digicel Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Digicel Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;494903 |
| &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> |
| &nbsp;&nbsp;04/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;411250 |
| &nbsp;&nbsp;Rogers Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rogers Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rogers Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rogers Communications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;394872 |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;315731 |
| &nbsp;&nbsp;SK Telecom Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SK Telecom Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SK Telecom Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SK Telecom Co., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 2490000 | &nbsp;&nbsp;2478000 |
| &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;328801 |
| &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. |
| &nbsp;&nbsp;09/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | 3216000 | &nbsp;&nbsp;3275841 |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | 5225000 | &nbsp;&nbsp;5333881 |
| &nbsp;&nbsp;Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup> | &nbsp;&nbsp;Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup> | &nbsp;&nbsp;Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup> | &nbsp;&nbsp;Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;4.738% | 5609375 | &nbsp;&nbsp;5527888 |
| &nbsp;&nbsp;03/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.152% | 8275000 | &nbsp;&nbsp;8144719 |
| &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;125634 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 4007000 | &nbsp;&nbsp;3796737 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;961000 | &nbsp;&nbsp;&nbsp;&nbsp;934965 |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | 1548000 | &nbsp;&nbsp;1337212 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;508279 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | 3200000 | &nbsp;&nbsp;2829591 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 7131000 | &nbsp;&nbsp;6548016 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | 2165000 | &nbsp;&nbsp;1790898 |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 1692000 | &nbsp;&nbsp;1470697 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 47 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;2.250% | 4015000 | &nbsp;&nbsp;&nbsp;&nbsp;3198017 |
| &nbsp;&nbsp;04/15/2040 | &nbsp;&nbsp;4.375% | 4308000 | &nbsp;&nbsp;&nbsp;&nbsp;3741460 |
| &nbsp;&nbsp;02/15/2041 | &nbsp;&nbsp;3.000% | 4844000 | &nbsp;&nbsp;&nbsp;&nbsp;3502273 |
| &nbsp;&nbsp;04/15/2050 | &nbsp;&nbsp;4.500% | 1352000 | &nbsp;&nbsp;&nbsp;&nbsp;1141987 |
| &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;4.750% | 2895000 | &nbsp;&nbsp;&nbsp;&nbsp;2372230 |
| &nbsp;&nbsp;Vodafone Group PLC | &nbsp;&nbsp;Vodafone Group PLC | &nbsp;&nbsp;Vodafone Group PLC | &nbsp;&nbsp;Vodafone Group PLC |
| &nbsp;&nbsp;02/19/2043 | &nbsp;&nbsp;4.375% | 1182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988797 |
| &nbsp;&nbsp;05/30/2048 | &nbsp;&nbsp;5.250% | 3255000 | &nbsp;&nbsp;&nbsp;&nbsp;2937395 |
| &nbsp;&nbsp;06/19/2049 | &nbsp;&nbsp;4.875% | 3150000 | &nbsp;&nbsp;&nbsp;&nbsp;2704546 |
| &nbsp;&nbsp;06/19/2059 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432435 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**74060750** |
| &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;12/01/2033 | &nbsp;&nbsp;2.550% | 4331000 | &nbsp;&nbsp;&nbsp;&nbsp;3406742 |
| &nbsp;&nbsp;05/15/2035 | &nbsp;&nbsp;4.500% | 1001000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918771 |
| &nbsp;&nbsp;03/01/2037 | &nbsp;&nbsp;5.250% | 2205000 | &nbsp;&nbsp;&nbsp;&nbsp;2160725 |
| &nbsp;&nbsp;03/01/2039 | &nbsp;&nbsp;4.850% | 1086000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997040 |
| &nbsp;&nbsp;06/01/2041 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504943 |
| &nbsp;&nbsp;05/15/2046 | &nbsp;&nbsp;4.750% | 2220000 | &nbsp;&nbsp;&nbsp;&nbsp;1939112 |
| &nbsp;&nbsp;09/15/2053 | &nbsp;&nbsp;3.500% | 8582000 | &nbsp;&nbsp;&nbsp;&nbsp;6059828 |
| &nbsp;&nbsp;09/15/2055 | &nbsp;&nbsp;3.550% | 4718000 | &nbsp;&nbsp;&nbsp;&nbsp;3313547 |
| &nbsp;&nbsp;12/01/2057 | &nbsp;&nbsp;3.800% | 7057000 | &nbsp;&nbsp;&nbsp;&nbsp;5130819 |
| &nbsp;&nbsp;09/15/2059 | &nbsp;&nbsp;3.650% | 5008000 | &nbsp;&nbsp;&nbsp;&nbsp;3452891 |
| &nbsp;&nbsp;C&W Senior Financing DAC<sup>(a)</sup> | &nbsp;&nbsp;C&W Senior Financing DAC<sup>(a)</sup> | &nbsp;&nbsp;C&W Senior Financing DAC<sup>(a)</sup> | &nbsp;&nbsp;C&W Senior Financing DAC<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343357 |
| &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;4.000% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1074871 |
| &nbsp;&nbsp;Frontier Communications Corp.<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Corp.<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Corp.<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239397 |
| &nbsp;&nbsp;GCI LLC<sup>(a)</sup> | &nbsp;&nbsp;GCI LLC<sup>(a)</sup> | &nbsp;&nbsp;GCI LLC<sup>(a)</sup> | &nbsp;&nbsp;GCI LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.750% | 1175000 | &nbsp;&nbsp;&nbsp;&nbsp;1005922 |
| &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524264 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472069 |
| &nbsp;&nbsp;Level 3 Financing, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Level 3 Financing, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Level 3 Financing, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Level 3 Financing, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;3.400% | 1925000 | &nbsp;&nbsp;&nbsp;&nbsp;1643858 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;3.875% | 7240000 | &nbsp;&nbsp;&nbsp;&nbsp;5633284 |
| &nbsp;&nbsp;Qwest Corp. | &nbsp;&nbsp;Qwest Corp. | &nbsp;&nbsp;Qwest Corp. | &nbsp;&nbsp;Qwest Corp. |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;7.250% | 3978000 | &nbsp;&nbsp;&nbsp;&nbsp;3955416 |
| &nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;Telecom Italia Capital SA |
| &nbsp;&nbsp;06/04/2038 | &nbsp;&nbsp;7.721% | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1304818 |
| &nbsp;&nbsp;Total Play Telecomunicaciones SA de CV<sup>(a)</sup> | &nbsp;&nbsp;Total Play Telecomunicaciones SA de CV<sup>(a)</sup> | &nbsp;&nbsp;Total Play Telecomunicaciones SA de CV<sup>(a)</sup> | &nbsp;&nbsp;Total Play Telecomunicaciones SA de CV<sup>(a)</sup> |
| &nbsp;&nbsp;09/20/2028 | &nbsp;&nbsp;6.375% | 1270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907960 |
| &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;3.376% | 2527000 | &nbsp;&nbsp;&nbsp;&nbsp;2468288 |
| &nbsp;&nbsp;12/03/2029 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500145 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;2.355% | 4236000 | &nbsp;&nbsp;&nbsp;&nbsp;3407835 |
| &nbsp;&nbsp;08/10/2033 | &nbsp;&nbsp;4.500% | 1192000 | &nbsp;&nbsp;&nbsp;&nbsp;1132819 |
| &nbsp;&nbsp;11/01/2034 | &nbsp;&nbsp;4.400% | 3565000 | &nbsp;&nbsp;&nbsp;&nbsp;3295086 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;03/22/2041 | &nbsp;&nbsp;3.400% | 2127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639800 |
| &nbsp;&nbsp;11/01/2041 | &nbsp;&nbsp;4.750% | 1061000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971480 |
| &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219632 |
| &nbsp;&nbsp;03/22/2061 | &nbsp;&nbsp;3.700% | 1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951565 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**59576284** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $3,800,576,962) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $3,800,576,962) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $3,800,576,962) | &nbsp;&nbsp;**3404470218** |
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> 1.7%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> 1.7%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> 1.7%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> 1.7%** |
| &nbsp;&nbsp;**Australia 0.0%** | &nbsp;&nbsp;**Australia 0.0%** | &nbsp;&nbsp;**Australia 0.0%** | &nbsp;&nbsp;**Australia 0.0%** |
| &nbsp;&nbsp;NBN Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NBN Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NBN Co., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NBN Co., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/05/2026 | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514883 |
| &nbsp;&nbsp;01/08/2027 | &nbsp;&nbsp;1.625% | 1230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071850 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1586733** |
| &nbsp;&nbsp;**Azerbaijan 0.0%** | &nbsp;&nbsp;**Azerbaijan 0.0%** | &nbsp;&nbsp;**Azerbaijan 0.0%** | &nbsp;&nbsp;**Azerbaijan 0.0%** |
| &nbsp;&nbsp;Southern Gas Corridor CJSC<sup>(a)</sup> | &nbsp;&nbsp;Southern Gas Corridor CJSC<sup>(a)</sup> | &nbsp;&nbsp;Southern Gas Corridor CJSC<sup>(a)</sup> | &nbsp;&nbsp;Southern Gas Corridor CJSC<sup>(a)</sup> |
| &nbsp;&nbsp;03/24/2026 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460590 |
| &nbsp;&nbsp;**Bahrain 0.0%** | &nbsp;&nbsp;**Bahrain 0.0%** | &nbsp;&nbsp;**Bahrain 0.0%** | &nbsp;&nbsp;**Bahrain 0.0%** |
| &nbsp;&nbsp;Bahrain Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bahrain Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bahrain Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bahrain Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/26/2026 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328375 |
| &nbsp;&nbsp;**Bermuda 0.0%** | &nbsp;&nbsp;**Bermuda 0.0%** | &nbsp;&nbsp;**Bermuda 0.0%** | &nbsp;&nbsp;**Bermuda 0.0%** |
| &nbsp;&nbsp;Bermuda Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bermuda Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bermuda Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Bermuda Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;08/20/2030 | &nbsp;&nbsp;2.375% | 1105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910443 |
| &nbsp;&nbsp;**Brazil 0.1%** | &nbsp;&nbsp;**Brazil 0.1%** | &nbsp;&nbsp;**Brazil 0.1%** | &nbsp;&nbsp;**Brazil 0.1%** |
| &nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup> | &nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup> | &nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup> | &nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;5.333% | 1740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678111 |
| &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond |
| &nbsp;&nbsp;06/06/2025 | &nbsp;&nbsp;2.875% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228722 |
| &nbsp;&nbsp;06/12/2030 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703311 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3610144** |
| &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** |
| &nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;Province of British Columbia |
| &nbsp;&nbsp;09/01/2036 | &nbsp;&nbsp;7.250% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548453 |
| &nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;Province of Manitoba |
| &nbsp;&nbsp;06/22/2026 | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276973 |
| &nbsp;&nbsp;Province of Quebec<sup>(k)</sup> | &nbsp;&nbsp;Province of Quebec<sup>(k)</sup> | &nbsp;&nbsp;Province of Quebec<sup>(k)</sup> | &nbsp;&nbsp;Province of Quebec<sup>(k)</sup> |
| &nbsp;&nbsp;03/02/2026 | &nbsp;&nbsp;7.485% | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249904 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3075330** |
| &nbsp;&nbsp;**Chile 0.0%** | &nbsp;&nbsp;**Chile 0.0%** | &nbsp;&nbsp;**Chile 0.0%** | &nbsp;&nbsp;**Chile 0.0%** |
| &nbsp;&nbsp;Chile Government International Bond | &nbsp;&nbsp;Chile Government International Bond | &nbsp;&nbsp;Chile Government International Bond | &nbsp;&nbsp;Chile Government International Bond |
| &nbsp;&nbsp;01/31/2031 | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594303 |
| &nbsp;&nbsp;01/27/2032 | &nbsp;&nbsp;2.550% | 1298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094291 |
| &nbsp;&nbsp;Corporación Nacional del Cobre de Chile<sup>(a)</sup> | &nbsp;&nbsp;Corporación Nacional del Cobre de Chile<sup>(a)</sup> | &nbsp;&nbsp;Corporación Nacional del Cobre de Chile<sup>(a)</sup> | &nbsp;&nbsp;Corporación Nacional del Cobre de Chile<sup>(a)</sup> |
| &nbsp;&nbsp;11/04/2044 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180800 |

---

---

| | |
|:---|:---|
| 48 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Empresa Nacional del Petroleo<sup>(a)</sup> | &nbsp;&nbsp;Empresa Nacional del Petroleo<sup>(a)</sup> | &nbsp;&nbsp;Empresa Nacional del Petroleo<sup>(a)</sup> | &nbsp;&nbsp;Empresa Nacional del Petroleo<sup>(a)</sup> |
| &nbsp;&nbsp;08/05/2026 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;706871 |
| &nbsp;&nbsp;11/06/2029 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;434940 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3011205** |
| &nbsp;&nbsp;**Colombia 0.1%** | &nbsp;&nbsp;**Colombia 0.1%** | &nbsp;&nbsp;**Colombia 0.1%** | &nbsp;&nbsp;**Colombia 0.1%** |
| &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond |
| &nbsp;&nbsp;01/28/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;652172 |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;214969 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;3.000% | 1605000 | &nbsp;&nbsp;1213472 |
| &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA |
| &nbsp;&nbsp;09/18/2023 | &nbsp;&nbsp;5.875% | 1362000 | &nbsp;&nbsp;1352245 |
| &nbsp;&nbsp;04/29/2030 | &nbsp;&nbsp;6.875% | 2000000 | &nbsp;&nbsp;1788098 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5220956** |
| &nbsp;&nbsp;**Croatia 0.0%** | &nbsp;&nbsp;**Croatia 0.0%** | &nbsp;&nbsp;**Croatia 0.0%** | &nbsp;&nbsp;**Croatia 0.0%** |
| &nbsp;&nbsp;Croatia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Croatia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Croatia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Croatia Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/26/2024 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;503756 |
| &nbsp;&nbsp;01/26/2024 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;201503 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**705259** |
| &nbsp;&nbsp;**Dominican Republic 0.1%** | &nbsp;&nbsp;**Dominican Republic 0.1%** | &nbsp;&nbsp;**Dominican Republic 0.1%** | &nbsp;&nbsp;**Dominican Republic 0.1%** |
| &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/27/2025 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99949 |
| &nbsp;&nbsp;01/27/2025 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99949 |
| &nbsp;&nbsp;07/19/2028 | &nbsp;&nbsp;6.000% | 1400000 | &nbsp;&nbsp;1349191 |
| &nbsp;&nbsp;07/19/2028 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;265020 |
| &nbsp;&nbsp;02/22/2029 | &nbsp;&nbsp;5.500% | 2655000 | &nbsp;&nbsp;2454077 |
| &nbsp;&nbsp;02/22/2029 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;148816 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;628000 | &nbsp;&nbsp;&nbsp;&nbsp;536457 |
| &nbsp;&nbsp;09/23/2032 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;626759 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5580218** |
| &nbsp;&nbsp;**Egypt 0.0%** | &nbsp;&nbsp;**Egypt 0.0%** | &nbsp;&nbsp;**Egypt 0.0%** | &nbsp;&nbsp;**Egypt 0.0%** |
| &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;10/06/2025 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;762827 |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;246927 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1009754** |
| &nbsp;&nbsp;**France 0.0%** | &nbsp;&nbsp;**France 0.0%** | &nbsp;&nbsp;**France 0.0%** | &nbsp;&nbsp;**France 0.0%** |
| &nbsp;&nbsp;Dexia Credit Local SA<sup>(a)</sup> | &nbsp;&nbsp;Dexia Credit Local SA<sup>(a)</sup> | &nbsp;&nbsp;Dexia Credit Local SA<sup>(a)</sup> | &nbsp;&nbsp;Dexia Credit Local SA<sup>(a)</sup> |
| &nbsp;&nbsp;09/26/2023 | &nbsp;&nbsp;3.250% | 1500000 | &nbsp;&nbsp;1479436 |
| &nbsp;&nbsp;**Guatemala 0.0%** | &nbsp;&nbsp;**Guatemala 0.0%** | &nbsp;&nbsp;**Guatemala 0.0%** | &nbsp;&nbsp;**Guatemala 0.0%** |
| &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;659715 |
| &nbsp;&nbsp;10/07/2033 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;453000 | &nbsp;&nbsp;&nbsp;&nbsp;373328 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1033043** |
| &nbsp;&nbsp;**Hungary 0.0%** | &nbsp;&nbsp;**Hungary 0.0%** | &nbsp;&nbsp;**Hungary 0.0%** | &nbsp;&nbsp;**Hungary 0.0%** |
| &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/22/2031 | &nbsp;&nbsp;2.125% | 1400000 | &nbsp;&nbsp;1059616 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** |
| &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> |
| &nbsp;&nbsp;08/05/2026 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807161 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;3.875% | 1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956930 |
| &nbsp;&nbsp;01/13/2031 | &nbsp;&nbsp;2.250% | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828469 |
| &nbsp;&nbsp;Indian Railway Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Indian Railway Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Indian Railway Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Indian Railway Finance Corp., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/21/2032 | &nbsp;&nbsp;3.570% | 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965830 |
| &nbsp;&nbsp;Power Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Power Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Power Finance Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Power Finance Corp., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;12/06/2028 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557579 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4115969** |
| &nbsp;&nbsp;**Indonesia 0.2%** | &nbsp;&nbsp;**Indonesia 0.2%** | &nbsp;&nbsp;**Indonesia 0.2%** | &nbsp;&nbsp;**Indonesia 0.2%** |
| &nbsp;&nbsp;Freeport Indonesia PT<sup>(a)</sup> | &nbsp;&nbsp;Freeport Indonesia PT<sup>(a)</sup> | &nbsp;&nbsp;Freeport Indonesia PT<sup>(a)</sup> | &nbsp;&nbsp;Freeport Indonesia PT<sup>(a)</sup> |
| &nbsp;&nbsp;04/14/2032 | &nbsp;&nbsp;5.315% | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964708 |
| &nbsp;&nbsp;Indonesia Government International Bond | &nbsp;&nbsp;Indonesia Government International Bond | &nbsp;&nbsp;Indonesia Government International Bond | &nbsp;&nbsp;Indonesia Government International Bond |
| &nbsp;&nbsp;02/14/2030 | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504583 |
| &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/17/2038 | &nbsp;&nbsp;7.750% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1204963 |
| &nbsp;&nbsp;07/18/2047 | &nbsp;&nbsp;4.750% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909986 |
| &nbsp;&nbsp;Lembaga Pembiayaan Ekspor Indonesia<sup>(a)</sup> | &nbsp;&nbsp;Lembaga Pembiayaan Ekspor Indonesia<sup>(a)</sup> | &nbsp;&nbsp;Lembaga Pembiayaan Ekspor Indonesia<sup>(a)</sup> | &nbsp;&nbsp;Lembaga Pembiayaan Ekspor Indonesia<sup>(a)</sup> |
| &nbsp;&nbsp;04/06/2024 | &nbsp;&nbsp;3.875% | 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;1420031 |
| &nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup> | &nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup> | &nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup> | &nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup> |
| &nbsp;&nbsp;06/23/2030 | &nbsp;&nbsp;2.800% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882938 |
| &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> |
| &nbsp;&nbsp;08/25/2030 | &nbsp;&nbsp;3.100% | 1424000 | &nbsp;&nbsp;&nbsp;&nbsp;1240014 |
| &nbsp;&nbsp;02/09/2031 | &nbsp;&nbsp;2.300% | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976964 |
| &nbsp;&nbsp;05/20/2043 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236608 |
| &nbsp;&nbsp;PT Perusahaan Gas Negara Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Gas Negara Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Gas Negara Persero Tbk<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Gas Negara Persero Tbk<sup>(a)</sup> |
| &nbsp;&nbsp;05/16/2024 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524864 |
| &nbsp;&nbsp;PT Perusahaan Listrik Negara<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Listrik Negara<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Listrik Negara<sup>(a)</sup> | &nbsp;&nbsp;PT Perusahaan Listrik Negara<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;4.125% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4735680 |
| &nbsp;&nbsp;05/21/2028 | &nbsp;&nbsp;5.450% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1977724 |
| &nbsp;&nbsp;05/21/2028 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494431 |
| &nbsp;&nbsp;01/25/2029 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192394 |
| &nbsp;&nbsp;06/30/2030 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611011 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16876899** |
| &nbsp;&nbsp;**Israel 0.0%** | &nbsp;&nbsp;**Israel 0.0%** | &nbsp;&nbsp;**Israel 0.0%** | &nbsp;&nbsp;**Israel 0.0%** |
| &nbsp;&nbsp;Israel Electric Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Israel Electric Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Israel Electric Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Israel Electric Corp., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/14/2028 | &nbsp;&nbsp;4.250% | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2082667 |
| &nbsp;&nbsp;**Italy 0.1%** | &nbsp;&nbsp;**Italy 0.1%** | &nbsp;&nbsp;**Italy 0.1%** | &nbsp;&nbsp;**Italy 0.1%** |
| &nbsp;&nbsp;Republic of Italy Government International Bond | &nbsp;&nbsp;Republic of Italy Government International Bond | &nbsp;&nbsp;Republic of Italy Government International Bond | &nbsp;&nbsp;Republic of Italy Government International Bond |
| &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;2.875% | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1419127 |
| &nbsp;&nbsp;06/15/2033 | &nbsp;&nbsp;5.375% | 8270000 | &nbsp;&nbsp;&nbsp;&nbsp;8050452 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**9469579** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 49 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Japan 0.0%** | &nbsp;&nbsp;**Japan 0.0%** | &nbsp;&nbsp;**Japan 0.0%** | &nbsp;&nbsp;**Japan 0.0%** |
| &nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;Japan Bank for International Cooperation |
| &nbsp;&nbsp;05/23/2024 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580623 |
| &nbsp;&nbsp;Japan Finance Organization for Municipalities<sup>(a)</sup> | &nbsp;&nbsp;Japan Finance Organization for Municipalities<sup>(a)</sup> | &nbsp;&nbsp;Japan Finance Organization for Municipalities<sup>(a)</sup> | &nbsp;&nbsp;Japan Finance Organization for Municipalities<sup>(a)</sup> |
| &nbsp;&nbsp;03/12/2024 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390668 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**971291** |
| &nbsp;&nbsp;**Kazakhstan 0.0%** | &nbsp;&nbsp;**Kazakhstan 0.0%** | &nbsp;&nbsp;**Kazakhstan 0.0%** | &nbsp;&nbsp;**Kazakhstan 0.0%** |
| &nbsp;&nbsp;KazMunayGas National Co. JSC<sup>(a)</sup> | &nbsp;&nbsp;KazMunayGas National Co. JSC<sup>(a)</sup> | &nbsp;&nbsp;KazMunayGas National Co. JSC<sup>(a)</sup> | &nbsp;&nbsp;KazMunayGas National Co. JSC<sup>(a)</sup> |
| &nbsp;&nbsp;04/24/2025 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919999 |
| &nbsp;&nbsp;04/19/2027 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280109 |
| &nbsp;&nbsp;04/24/2030 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;962000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870215 |
| &nbsp;&nbsp;KazTransGas JSC<sup>(a)</sup> | &nbsp;&nbsp;KazTransGas JSC<sup>(a)</sup> | &nbsp;&nbsp;KazTransGas JSC<sup>(a)</sup> | &nbsp;&nbsp;KazTransGas JSC<sup>(a)</sup> |
| &nbsp;&nbsp;09/26/2027 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180066 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2250389** |
| &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** |
| &nbsp;&nbsp;Misc Capital Two Labuan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Misc Capital Two Labuan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Misc Capital Two Labuan Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Misc Capital Two Labuan Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/06/2027 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp;3396837 |
| &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/21/2030 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1205391 |
| &nbsp;&nbsp;01/28/2032 | &nbsp;&nbsp;2.480% | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167985 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4770213** |
| &nbsp;&nbsp;**Marshall Islands 0.0%** | &nbsp;&nbsp;**Marshall Islands 0.0%** | &nbsp;&nbsp;**Marshall Islands 0.0%** | &nbsp;&nbsp;**Marshall Islands 0.0%** |
| &nbsp;&nbsp;Nakilat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nakilat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nakilat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nakilat, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/31/2033 | &nbsp;&nbsp;6.067% | &nbsp;&nbsp;1070973 | &nbsp;&nbsp;&nbsp;&nbsp;1099402 |
| &nbsp;&nbsp;**Mexico 0.4%** | &nbsp;&nbsp;**Mexico 0.4%** | &nbsp;&nbsp;**Mexico 0.4%** | &nbsp;&nbsp;**Mexico 0.4%** |
| &nbsp;&nbsp;Comision Federal de Electricidad<sup>(a)</sup> | &nbsp;&nbsp;Comision Federal de Electricidad<sup>(a)</sup> | &nbsp;&nbsp;Comision Federal de Electricidad<sup>(a)</sup> | &nbsp;&nbsp;Comision Federal de Electricidad<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;3647000 | &nbsp;&nbsp;&nbsp;&nbsp;3182502 |
| &nbsp;&nbsp;Mexico City Airport Trust<sup>(a)</sup> | &nbsp;&nbsp;Mexico City Airport Trust<sup>(a)</sup> | &nbsp;&nbsp;Mexico City Airport Trust<sup>(a)</sup> | &nbsp;&nbsp;Mexico City Airport Trust<sup>(a)</sup> |
| &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1435000 | &nbsp;&nbsp;&nbsp;&nbsp;1368183 |
| &nbsp;&nbsp;07/31/2047 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp;&nbsp;1590633 |
| &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond |
| &nbsp;&nbsp;01/11/2028 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1270000 | &nbsp;&nbsp;&nbsp;&nbsp;1211042 |
| &nbsp;&nbsp;04/22/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1462758 |
| &nbsp;&nbsp;05/24/2031 | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;2368000 | &nbsp;&nbsp;&nbsp;&nbsp;1974548 |
| &nbsp;&nbsp;05/19/2033 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3845000 | &nbsp;&nbsp;&nbsp;&nbsp;3633235 |
| &nbsp;&nbsp;08/14/2041 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284062 |
| &nbsp;&nbsp;05/24/2061 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371993 |
| &nbsp;&nbsp;04/19/2071 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501927 |
| &nbsp;&nbsp;Pemex Project Funding Master Trust | &nbsp;&nbsp;Pemex Project Funding Master Trust | &nbsp;&nbsp;Pemex Project Funding Master Trust | &nbsp;&nbsp;Pemex Project Funding Master Trust |
| &nbsp;&nbsp;06/15/2038 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33504 |
| &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos |
| &nbsp;&nbsp;12/20/2022 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51018 |
| &nbsp;&nbsp;08/04/2026 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1897260 |
| &nbsp;&nbsp;03/13/2027 | &nbsp;&nbsp;6.500% | 13777000 | &nbsp;&nbsp;12471069 |
| &nbsp;&nbsp;02/12/2028 | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230453 |
| &nbsp;&nbsp;01/23/2029 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526307 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;01/28/2031 | &nbsp;&nbsp;5.950% | 3025000 | &nbsp;&nbsp;&nbsp;&nbsp;2274231 |
| &nbsp;&nbsp;02/16/2032 | &nbsp;&nbsp;6.700% | 1848000 | &nbsp;&nbsp;&nbsp;&nbsp;1430370 |
| &nbsp;&nbsp;06/15/2035 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638151 |
| &nbsp;&nbsp;01/23/2045 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576635 |
| &nbsp;&nbsp;01/23/2046 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174680 |
| &nbsp;&nbsp;09/21/2047 | &nbsp;&nbsp;6.750% | 5817000 | &nbsp;&nbsp;&nbsp;&nbsp;3677703 |
| &nbsp;&nbsp;01/23/2050 | &nbsp;&nbsp;7.690% | 1503000 | &nbsp;&nbsp;&nbsp;&nbsp;1033816 |
| &nbsp;&nbsp;01/28/2060 | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511524 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**41107604** |
| &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** |
| &nbsp;&nbsp;Morocco Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Morocco Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Morocco Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Morocco Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;2.375% | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1128433 |
| &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240665 |
| &nbsp;&nbsp;OCP SA<sup>(a)</sup> | &nbsp;&nbsp;OCP SA<sup>(a)</sup> | &nbsp;&nbsp;OCP SA<sup>(a)</sup> | &nbsp;&nbsp;OCP SA<sup>(a)</sup> |
| &nbsp;&nbsp;06/23/2031 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287084 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1656182** |
| &nbsp;&nbsp;**Netherlands 0.0%** | &nbsp;&nbsp;**Netherlands 0.0%** | &nbsp;&nbsp;**Netherlands 0.0%** | &nbsp;&nbsp;**Netherlands 0.0%** |
| &nbsp;&nbsp;Equate Petrochemical BV<sup>(a)</sup> | &nbsp;&nbsp;Equate Petrochemical BV<sup>(a)</sup> | &nbsp;&nbsp;Equate Petrochemical BV<sup>(a)</sup> | &nbsp;&nbsp;Equate Petrochemical BV<sup>(a)</sup> |
| &nbsp;&nbsp;04/28/2028 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603990 |
| &nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;Petrobras Global Finance BV |
| &nbsp;&nbsp;05/23/2026 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435597 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1039587** |
| &nbsp;&nbsp;**Norway 0.0%** | &nbsp;&nbsp;**Norway 0.0%** | &nbsp;&nbsp;**Norway 0.0%** | &nbsp;&nbsp;**Norway 0.0%** |
| &nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;Equinor ASA |
| &nbsp;&nbsp;04/06/2030 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753368 |
| &nbsp;&nbsp;**Oman 0.0%** | &nbsp;&nbsp;**Oman 0.0%** | &nbsp;&nbsp;**Oman 0.0%** | &nbsp;&nbsp;**Oman 0.0%** |
| &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/17/2028 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786951 |
| &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;7.375% | 1325000 | &nbsp;&nbsp;&nbsp;&nbsp;1439785 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2226736** |
| &nbsp;&nbsp;**Panama 0.0%** | &nbsp;&nbsp;**Panama 0.0%** | &nbsp;&nbsp;**Panama 0.0%** | &nbsp;&nbsp;**Panama 0.0%** |
| &nbsp;&nbsp;Banco Nacional de Panama<sup>(a)</sup> | &nbsp;&nbsp;Banco Nacional de Panama<sup>(a)</sup> | &nbsp;&nbsp;Banco Nacional de Panama<sup>(a)</sup> | &nbsp;&nbsp;Banco Nacional de Panama<sup>(a)</sup> |
| &nbsp;&nbsp;08/11/2030 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682236 |
| &nbsp;&nbsp;08/11/2030 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467819 |
| &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond |
| &nbsp;&nbsp;03/16/2025 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195060 |
| &nbsp;&nbsp;01/23/2030 | &nbsp;&nbsp;3.160% | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp;1373679 |
| &nbsp;&nbsp;09/29/2032 | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151735 |
| &nbsp;&nbsp;01/19/2033 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539962 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3410491** |
| &nbsp;&nbsp;**Paraguay 0.0%** | &nbsp;&nbsp;**Paraguay 0.0%** | &nbsp;&nbsp;**Paraguay 0.0%** | &nbsp;&nbsp;**Paraguay 0.0%** |
| &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;04/28/2031 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519782 |
| &nbsp;&nbsp;01/29/2033 | &nbsp;&nbsp;2.739% | 1031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819075 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1338857** |

---

---

| | |
|:---|:---|
| 50 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Peru 0.1%** | &nbsp;&nbsp;**Peru 0.1%** | &nbsp;&nbsp;**Peru 0.1%** | &nbsp;&nbsp;**Peru 0.1%** | &nbsp;&nbsp;**Peru 0.1%** |
| &nbsp;&nbsp;Corporación Financiera de Desarrollo SA<sup>(a)</sup> | &nbsp;&nbsp;Corporación Financiera de Desarrollo SA<sup>(a)</sup> | &nbsp;&nbsp;Corporación Financiera de Desarrollo SA<sup>(a)</sup> | &nbsp;&nbsp;Corporación Financiera de Desarrollo SA<sup>(a)</sup> | &nbsp;&nbsp;Corporación Financiera de Desarrollo SA<sup>(a)</sup> |
| &nbsp;&nbsp;09/28/2027 | &nbsp;&nbsp;2.400% |  | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;498447 |
| &nbsp;&nbsp;Peruvian Government International Bond | &nbsp;&nbsp;Peruvian Government International Bond | &nbsp;&nbsp;Peruvian Government International Bond | &nbsp;&nbsp;Peruvian Government International Bond | &nbsp;&nbsp;Peruvian Government International Bond |
| &nbsp;&nbsp;08/25/2027 | &nbsp;&nbsp;4.125% |  | &nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;402516 |
| &nbsp;&nbsp;06/20/2030 | &nbsp;&nbsp;2.844% |  | &nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;854268 |
| &nbsp;&nbsp;01/23/2031 | &nbsp;&nbsp;2.783% |  | &nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;525210 |
| &nbsp;&nbsp;12/01/2032 | &nbsp;&nbsp;1.862% |  | &nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;696880 |
| &nbsp;&nbsp;03/14/2037 | &nbsp;&nbsp;6.550% |  | 1785000 | &nbsp;&nbsp;1920278 |
| &nbsp;&nbsp;12/01/2060 | &nbsp;&nbsp;2.780% |  | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;362872 |
| &nbsp;&nbsp;Petroleos del Peru SA<sup>(a)</sup> | &nbsp;&nbsp;Petroleos del Peru SA<sup>(a)</sup> | &nbsp;&nbsp;Petroleos del Peru SA<sup>(a)</sup> | &nbsp;&nbsp;Petroleos del Peru SA<sup>(a)</sup> | &nbsp;&nbsp;Petroleos del Peru SA<sup>(a)</sup> |
| &nbsp;&nbsp;06/19/2032 | &nbsp;&nbsp;4.750% |  | 2100000 | &nbsp;&nbsp;1650577 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6911048** |
| &nbsp;&nbsp;**Philippines 0.0%** | &nbsp;&nbsp;**Philippines 0.0%** | &nbsp;&nbsp;**Philippines 0.0%** | &nbsp;&nbsp;**Philippines 0.0%** | &nbsp;&nbsp;**Philippines 0.0%** |
| &nbsp;&nbsp;Philippine Government International Bond | &nbsp;&nbsp;Philippine Government International Bond | &nbsp;&nbsp;Philippine Government International Bond | &nbsp;&nbsp;Philippine Government International Bond | &nbsp;&nbsp;Philippine Government International Bond |
| &nbsp;&nbsp;05/05/2030 | &nbsp;&nbsp;2.457% |  | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;519974 |
| &nbsp;&nbsp;06/10/2031 | &nbsp;&nbsp;1.648% |  | &nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;694824 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;438027 |
| &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;302766 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1955591** |
| &nbsp;&nbsp;**Poland 0.0%** | &nbsp;&nbsp;**Poland 0.0%** | &nbsp;&nbsp;**Poland 0.0%** | &nbsp;&nbsp;**Poland 0.0%** | &nbsp;&nbsp;**Poland 0.0%** |
| &nbsp;&nbsp;Republic of Poland Government International Bond | &nbsp;&nbsp;Republic of Poland Government International Bond | &nbsp;&nbsp;Republic of Poland Government International Bond | &nbsp;&nbsp;Republic of Poland Government International Bond | &nbsp;&nbsp;Republic of Poland Government International Bond |
| &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;5.750% |  | &nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;168325 |
| &nbsp;&nbsp;**Qatar 0.1%** | &nbsp;&nbsp;**Qatar 0.1%** | &nbsp;&nbsp;**Qatar 0.1%** | &nbsp;&nbsp;**Qatar 0.1%** | &nbsp;&nbsp;**Qatar 0.1%** |
| &nbsp;&nbsp;Qatar Energy<sup>(a)</sup> | &nbsp;&nbsp;Qatar Energy<sup>(a)</sup> | &nbsp;&nbsp;Qatar Energy<sup>(a)</sup> | &nbsp;&nbsp;Qatar Energy<sup>(a)</sup> | &nbsp;&nbsp;Qatar Energy<sup>(a)</sup> |
| &nbsp;&nbsp;07/12/2031 | &nbsp;&nbsp;2.250% |  | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;418204 |
| &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;04/23/2028 | &nbsp;&nbsp;4.500% |  | 1106000 | &nbsp;&nbsp;1113239 |
| &nbsp;&nbsp;04/16/2030 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;618757 |
| &nbsp;&nbsp;04/23/2048 | &nbsp;&nbsp;5.103% |  | 1910000 | &nbsp;&nbsp;1922932 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4073132** |
| &nbsp;&nbsp;**Romania 0.0%** | &nbsp;&nbsp;**Romania 0.0%** | &nbsp;&nbsp;**Romania 0.0%** | &nbsp;&nbsp;**Romania 0.0%** | &nbsp;&nbsp;**Romania 0.0%** |
| &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;02/14/2031 | &nbsp;&nbsp;3.000% |  | 2100000 | &nbsp;&nbsp;1687141 |
| &nbsp;&nbsp;12/02/2040 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;302382 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1989523** |
| &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** |
| &nbsp;&nbsp;Russian Foreign Bond - Eurobond<sup>(a),(m)</sup> | &nbsp;&nbsp;Russian Foreign Bond - Eurobond<sup>(a),(m)</sup> | &nbsp;&nbsp;Russian Foreign Bond - Eurobond<sup>(a),(m)</sup> | &nbsp;&nbsp;Russian Foreign Bond - Eurobond<sup>(a),(m)</sup> | &nbsp;&nbsp;Russian Foreign Bond - Eurobond<sup>(a),(m)</sup> |
| &nbsp;&nbsp;06/23/2027 | &nbsp;&nbsp;0.000% |  | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;344682 |
| &nbsp;&nbsp;**Saudi Arabia 0.0%** | &nbsp;&nbsp;**Saudi Arabia 0.0%** | &nbsp;&nbsp;**Saudi Arabia 0.0%** | &nbsp;&nbsp;**Saudi Arabia 0.0%** | &nbsp;&nbsp;**Saudi Arabia 0.0%** |
| &nbsp;&nbsp;SA Global Sukuk Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SA Global Sukuk Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SA Global Sukuk Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SA Global Sukuk Ltd.<sup>(a)</sup> | &nbsp;&nbsp;SA Global Sukuk Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/17/2026 | &nbsp;&nbsp;1.602% |  | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;359559 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;03/04/2028 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;381857 |
| &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;461793 |
| &nbsp;&nbsp;02/02/2061 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;413959 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1617168** |
| &nbsp;&nbsp;**Serbia 0.1%** | &nbsp;&nbsp;**Serbia 0.1%** | &nbsp;&nbsp;**Serbia 0.1%** | &nbsp;&nbsp;**Serbia 0.1%** |
| &nbsp;&nbsp;Serbia International Bond<sup>(a)</sup> | &nbsp;&nbsp;Serbia International Bond<sup>(a)</sup> | &nbsp;&nbsp;Serbia International Bond<sup>(a)</sup> | &nbsp;&nbsp;Serbia International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;2.125% | 6640000 | &nbsp;&nbsp;4911005 |
| &nbsp;&nbsp;**South Africa 0.1%** | &nbsp;&nbsp;**South Africa 0.1%** | &nbsp;&nbsp;**South Africa 0.1%** | &nbsp;&nbsp;**South Africa 0.1%** |
| &nbsp;&nbsp;Eskom Holdings SOC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Eskom Holdings SOC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Eskom Holdings SOC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Eskom Holdings SOC Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/06/2023 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;195665 |
| &nbsp;&nbsp;02/11/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;896122 |
| &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond |
| &nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;4.300% | 1275000 | &nbsp;&nbsp;1165191 |
| &nbsp;&nbsp;09/30/2029 | &nbsp;&nbsp;4.850% | 3475000 | &nbsp;&nbsp;3168052 |
| &nbsp;&nbsp;South Africa Government International Bond | &nbsp;&nbsp;South Africa Government International Bond | &nbsp;&nbsp;South Africa Government International Bond | &nbsp;&nbsp;South Africa Government International Bond |
| &nbsp;&nbsp;01/17/2024 | &nbsp;&nbsp;4.665% | 1100000 | &nbsp;&nbsp;1085927 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6510957** |
| &nbsp;&nbsp;**Turkey 0.0%** | &nbsp;&nbsp;**Turkey 0.0%** | &nbsp;&nbsp;**Turkey 0.0%** | &nbsp;&nbsp;**Turkey 0.0%** |
| &nbsp;&nbsp;Turkey Government International Bond | &nbsp;&nbsp;Turkey Government International Bond | &nbsp;&nbsp;Turkey Government International Bond | &nbsp;&nbsp;Turkey Government International Bond |
| &nbsp;&nbsp;03/23/2023 | &nbsp;&nbsp;3.250% | 1080000 | &nbsp;&nbsp;1080701 |
| &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** |
| &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;7.750% | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp;646479 |
| &nbsp;&nbsp;02/01/2026 | &nbsp;&nbsp;8.994% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;237502 |
| &nbsp;&nbsp;09/01/2027 | &nbsp;&nbsp;7.750% | 3050000 | &nbsp;&nbsp;&nbsp;&nbsp;705201 |
| &nbsp;&nbsp;11/01/2030 | &nbsp;&nbsp;9.750% | 3850000 | &nbsp;&nbsp;&nbsp;&nbsp;922705 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**2511887** |
| &nbsp;&nbsp;**United Arab Emirates 0.0%** | &nbsp;&nbsp;**United Arab Emirates 0.0%** | &nbsp;&nbsp;**United Arab Emirates 0.0%** | &nbsp;&nbsp;**United Arab Emirates 0.0%** |
| &nbsp;&nbsp;Abu Dhabi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Abu Dhabi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Abu Dhabi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Abu Dhabi Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2029 | &nbsp;&nbsp;2.500% | 1129000 | &nbsp;&nbsp;1018508 |
| &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/26/2028 | &nbsp;&nbsp;4.848% | &nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;727847 |
| &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/02/2037 | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;313646 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**2060001** |
| &nbsp;&nbsp;**United States 0.1%** | &nbsp;&nbsp;**United States 0.1%** | &nbsp;&nbsp;**United States 0.1%** | &nbsp;&nbsp;**United States 0.1%** |
| &nbsp;&nbsp;Antares Holdings LP<sup>(a)</sup> | &nbsp;&nbsp;Antares Holdings LP<sup>(a)</sup> | &nbsp;&nbsp;Antares Holdings LP<sup>(a)</sup> | &nbsp;&nbsp;Antares Holdings LP<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;746000 | &nbsp;&nbsp;&nbsp;&nbsp;601683 |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;3.750% | 4605000 | &nbsp;&nbsp;3769331 |
| &nbsp;&nbsp;BOC Aviation USA Corp.<sup>(a)</sup> | &nbsp;&nbsp;BOC Aviation USA Corp.<sup>(a)</sup> | &nbsp;&nbsp;BOC Aviation USA Corp.<sup>(a)</sup> | &nbsp;&nbsp;BOC Aviation USA Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/29/2024 | &nbsp;&nbsp;1.625% | 2015000 | &nbsp;&nbsp;1905763 |
| &nbsp;&nbsp;Citgo Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citgo Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citgo Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citgo Holding, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25125 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 51 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(n),(o)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DAE Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;DAE Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;DAE Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;DAE Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;1.550% | 1910000 | &nbsp;&nbsp;&nbsp;&nbsp;1777823 |
| &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;0.000% | 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;3758969 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**11838694** |
| &nbsp;&nbsp;**Uruguay 0.0%** | &nbsp;&nbsp;**Uruguay 0.0%** | &nbsp;&nbsp;**Uruguay 0.0%** | &nbsp;&nbsp;**Uruguay 0.0%** |
| &nbsp;&nbsp;Uruguay Government International Bond | &nbsp;&nbsp;Uruguay Government International Bond | &nbsp;&nbsp;Uruguay Government International Bond | &nbsp;&nbsp;Uruguay Government International Bond |
| &nbsp;&nbsp;01/23/2031 | &nbsp;&nbsp;4.375% | 1115000 | &nbsp;&nbsp;&nbsp;&nbsp;1114995 |
| &nbsp;&nbsp;04/20/2055 | &nbsp;&nbsp;4.975% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970246 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2085241** |
| &nbsp;&nbsp;**Virgin Islands 0.0%** | &nbsp;&nbsp;**Virgin Islands 0.0%** | &nbsp;&nbsp;**Virgin Islands 0.0%** | &nbsp;&nbsp;**Virgin Islands 0.0%** |
| &nbsp;&nbsp;1MDB Global Investments Ltd<sup>(a)</sup> | &nbsp;&nbsp;1MDB Global Investments Ltd<sup>(a)</sup> | &nbsp;&nbsp;1MDB Global Investments Ltd<sup>(a)</sup> | &nbsp;&nbsp;1MDB Global Investments Ltd<sup>(a)</sup> |
| &nbsp;&nbsp;03/09/2023 | &nbsp;&nbsp;4.400% | 2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2741678 |
| &nbsp;&nbsp;Sinopec Group Overseas Development Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sinopec Group Overseas Development Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sinopec Group Overseas Development Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Sinopec Group Overseas Development Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/28/2025 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384345 |
| &nbsp;&nbsp;04/28/2025 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288258 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3414281** |
| &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $203,683,928) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $203,683,928) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $203,683,928) | &nbsp;&nbsp;**173712572** |
| &nbsp;&nbsp;**Inflation-Indexed Bonds 0.0%** | &nbsp;&nbsp;**Inflation-Indexed Bonds 0.0%** | &nbsp;&nbsp;**Inflation-Indexed Bonds 0.0%** | &nbsp;&nbsp;**Inflation-Indexed Bonds 0.0%** |
| &nbsp;&nbsp;**United States 0.0%** | &nbsp;&nbsp;**United States 0.0%** | &nbsp;&nbsp;**United States 0.0%** | &nbsp;&nbsp;**United States 0.0%** |
| &nbsp;&nbsp;U.S. Treasury Inflation-Indexed Bond | &nbsp;&nbsp;U.S. Treasury Inflation-Indexed Bond | &nbsp;&nbsp;U.S. Treasury Inflation-Indexed Bond | &nbsp;&nbsp;U.S. Treasury Inflation-Indexed Bond |
| &nbsp;&nbsp;07/15/2032 | &nbsp;&nbsp;0.625% | 3711255 | &nbsp;&nbsp;&nbsp;&nbsp;3492625 |
| &nbsp;&nbsp;Total Inflation-Indexed Bonds<br> (Cost $3,389,460) | &nbsp;&nbsp;Total Inflation-Indexed Bonds<br> (Cost $3,389,460) | &nbsp;&nbsp;Total Inflation-Indexed Bonds<br> (Cost $3,389,460) | &nbsp;&nbsp;&nbsp;&nbsp;**3492625** |
| &nbsp;&nbsp;**Municipal Bonds 0.4%** | &nbsp;&nbsp;**Municipal Bonds 0.4%** | &nbsp;&nbsp;**Municipal Bonds 0.4%** | &nbsp;&nbsp;**Municipal Bonds 0.4%** |
| &nbsp;&nbsp;**Issue Description** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Higher Education 0.1%** | &nbsp;&nbsp;**Higher Education 0.1%** | &nbsp;&nbsp;**Higher Education 0.1%** | &nbsp;&nbsp;**Higher Education 0.1%** |
| &nbsp;&nbsp;University of California | &nbsp;&nbsp;University of California | &nbsp;&nbsp;University of California | &nbsp;&nbsp;University of California |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Taxable General | &nbsp;&nbsp;Taxable General | &nbsp;&nbsp;Taxable General | &nbsp;&nbsp;Taxable General |
| &nbsp;&nbsp;Series 2017AX | &nbsp;&nbsp;Series 2017AX | &nbsp;&nbsp;Series 2017AX | &nbsp;&nbsp;Series 2017AX |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;3.063% | 5700000 | &nbsp;&nbsp;&nbsp;&nbsp;5478422 |
| &nbsp;&nbsp;University of Michigan | &nbsp;&nbsp;University of Michigan | &nbsp;&nbsp;University of Michigan | &nbsp;&nbsp;University of Michigan |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable |
| &nbsp;&nbsp;Series 2022A | &nbsp;&nbsp;Series 2022A | &nbsp;&nbsp;Series 2022A | &nbsp;&nbsp;Series 2022A |
| &nbsp;&nbsp;04/01/2052 | &nbsp;&nbsp;3.504% | 2840000 | &nbsp;&nbsp;&nbsp;&nbsp;2238652 |
| &nbsp;&nbsp;04/01/2122 | &nbsp;&nbsp;4.454% | 4020000 | &nbsp;&nbsp;&nbsp;&nbsp;3298569 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** |
| &nbsp;&nbsp;**Issue Description** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;University of Virginia | &nbsp;&nbsp;University of Virginia | &nbsp;&nbsp;University of Virginia | &nbsp;&nbsp;University of Virginia |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable |
| &nbsp;&nbsp;Series 2021B | &nbsp;&nbsp;Series 2021B | &nbsp;&nbsp;Series 2021B | &nbsp;&nbsp;Series 2021B |
| &nbsp;&nbsp;11/01/2051 | &nbsp;&nbsp;2.584% | 2020000 | &nbsp;&nbsp;&nbsp;&nbsp;1345035 |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable |
| &nbsp;&nbsp;Series 2017C | &nbsp;&nbsp;Series 2017C | &nbsp;&nbsp;Series 2017C | &nbsp;&nbsp;Series 2017C |
| &nbsp;&nbsp;09/01/2117 | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551484 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**12912162** |
| &nbsp;&nbsp;**Hospital 0.1%** | &nbsp;&nbsp;**Hospital 0.1%** | &nbsp;&nbsp;**Hospital 0.1%** | &nbsp;&nbsp;**Hospital 0.1%** |
| &nbsp;&nbsp;California Health Facilities Financing Authority | &nbsp;&nbsp;California Health Facilities Financing Authority | &nbsp;&nbsp;California Health Facilities Financing Authority | &nbsp;&nbsp;California Health Facilities Financing Authority |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;Cedars-Sinai Health System |
| &nbsp;&nbsp;Series 2021 | &nbsp;&nbsp;Series 2021 | &nbsp;&nbsp;Series 2021 | &nbsp;&nbsp;Series 2021 |
| &nbsp;&nbsp;08/15/2051 | &nbsp;&nbsp;3.000% | 1785000 | &nbsp;&nbsp;&nbsp;&nbsp;1333271 |
| &nbsp;&nbsp;Regents of the University of California Medical Center | &nbsp;&nbsp;Regents of the University of California Medical Center | &nbsp;&nbsp;Regents of the University of California Medical Center | &nbsp;&nbsp;Regents of the University of California Medical Center |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable |
| &nbsp;&nbsp;Series 2020N | &nbsp;&nbsp;Series 2020N | &nbsp;&nbsp;Series 2020N | &nbsp;&nbsp;Series 2020N |
| &nbsp;&nbsp;05/15/2060 | &nbsp;&nbsp;3.256% | 5650000 | &nbsp;&nbsp;&nbsp;&nbsp;3816521 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5149792** |
| &nbsp;&nbsp;**Local General Obligation 0.1%** | &nbsp;&nbsp;**Local General Obligation 0.1%** | &nbsp;&nbsp;**Local General Obligation 0.1%** | &nbsp;&nbsp;**Local General Obligation 0.1%** |
| &nbsp;&nbsp;City of New York | &nbsp;&nbsp;City of New York | &nbsp;&nbsp;City of New York | &nbsp;&nbsp;City of New York |
| &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds |
| &nbsp;&nbsp;Series 2010 (BAM) | &nbsp;&nbsp;Series 2010 (BAM) | &nbsp;&nbsp;Series 2010 (BAM) | &nbsp;&nbsp;Series 2010 (BAM) |
| &nbsp;&nbsp;03/01/2036 | &nbsp;&nbsp;5.968% | 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;3315971 |
| &nbsp;&nbsp;Unlimited General Obligation Refunding Bonds | &nbsp;&nbsp;Unlimited General Obligation Refunding Bonds | &nbsp;&nbsp;Unlimited General Obligation Refunding Bonds | &nbsp;&nbsp;Unlimited General Obligation Refunding Bonds |
| &nbsp;&nbsp;Series 2021D | &nbsp;&nbsp;Series 2021D | &nbsp;&nbsp;Series 2021D | &nbsp;&nbsp;Series 2021D |
| &nbsp;&nbsp;08/01/2030 | &nbsp;&nbsp;1.823% | &nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414916 |
| &nbsp;&nbsp;Los Angeles Unified School District | &nbsp;&nbsp;Los Angeles Unified School District | &nbsp;&nbsp;Los Angeles Unified School District | &nbsp;&nbsp;Los Angeles Unified School District |
| &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds | &nbsp;&nbsp;Unlimited General Obligation Bonds |
| &nbsp;&nbsp;Taxable Build America Bonds | &nbsp;&nbsp;Taxable Build America Bonds | &nbsp;&nbsp;Taxable Build America Bonds | &nbsp;&nbsp;Taxable Build America Bonds |
| &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 |
| &nbsp;&nbsp;07/01/2034 | &nbsp;&nbsp;5.750% | 2590000 | &nbsp;&nbsp;&nbsp;&nbsp;2740085 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**6470972** |
| &nbsp;&nbsp;**Sales Tax 0.0%** | &nbsp;&nbsp;**Sales Tax 0.0%** | &nbsp;&nbsp;**Sales Tax 0.0%** | &nbsp;&nbsp;**Sales Tax 0.0%** |
| &nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp.<sup>(p)</sup> | &nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp.<sup>(p)</sup> | &nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp.<sup>(p)</sup> | &nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp.<sup>(p)</sup> |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Series 2019A1 | &nbsp;&nbsp;Series 2019A1 | &nbsp;&nbsp;Series 2019A1 | &nbsp;&nbsp;Series 2019A1 |
| &nbsp;&nbsp;07/01/2058 | &nbsp;&nbsp;5.000% | 2740000 | &nbsp;&nbsp;&nbsp;&nbsp;2592891 |
| &nbsp;&nbsp;**Special Non Property Tax 0.1%** | &nbsp;&nbsp;**Special Non Property Tax 0.1%** | &nbsp;&nbsp;**Special Non Property Tax 0.1%** | &nbsp;&nbsp;**Special Non Property Tax 0.1%** |
| &nbsp;&nbsp;New York City Transitional Finance Authority | &nbsp;&nbsp;New York City Transitional Finance Authority | &nbsp;&nbsp;New York City Transitional Finance Authority | &nbsp;&nbsp;New York City Transitional Finance Authority |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured |
| &nbsp;&nbsp;Subordinated Series 2020B-3 | &nbsp;&nbsp;Subordinated Series 2020B-3 | &nbsp;&nbsp;Subordinated Series 2020B-3 | &nbsp;&nbsp;Subordinated Series 2020B-3 |
| &nbsp;&nbsp;08/01/2035 | &nbsp;&nbsp;2.000% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2075681 |

---

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| | |
|:---|:---|
| 52 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** |
| &nbsp;&nbsp;**Issue Description** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured | &nbsp;&nbsp;Future Tax Secured |
| &nbsp;&nbsp;Subordinated Series 2020D-3 | &nbsp;&nbsp;Subordinated Series 2020D-3 | &nbsp;&nbsp;Subordinated Series 2020D-3 | &nbsp;&nbsp;Subordinated Series 2020D-3 |
| &nbsp;&nbsp;11/01/2032 | &nbsp;&nbsp;2.400% | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816784 |
| &nbsp;&nbsp;New York State Dormitory Authority | &nbsp;&nbsp;New York State Dormitory Authority | &nbsp;&nbsp;New York State Dormitory Authority | &nbsp;&nbsp;New York State Dormitory Authority |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable | &nbsp;&nbsp;Taxable |
| &nbsp;&nbsp;Series 2020F | &nbsp;&nbsp;Series 2020F | &nbsp;&nbsp;Series 2020F | &nbsp;&nbsp;Series 2020F |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;2.957% | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1036951 |
| &nbsp;&nbsp;State of Illinois | &nbsp;&nbsp;State of Illinois | &nbsp;&nbsp;State of Illinois | &nbsp;&nbsp;State of Illinois |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable Sales Tax | &nbsp;&nbsp;Taxable Sales Tax | &nbsp;&nbsp;Taxable Sales Tax | &nbsp;&nbsp;Taxable Sales Tax |
| &nbsp;&nbsp;Series 2013 | &nbsp;&nbsp;Series 2013 | &nbsp;&nbsp;Series 2013 | &nbsp;&nbsp;Series 2013 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;3.350% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2250363 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**6179779** |
| &nbsp;&nbsp;**Transportation 0.0%** | &nbsp;&nbsp;**Transportation 0.0%** | &nbsp;&nbsp;**Transportation 0.0%** | &nbsp;&nbsp;**Transportation 0.0%** |
| &nbsp;&nbsp;Metropolitan Transportation Authority | &nbsp;&nbsp;Metropolitan Transportation Authority | &nbsp;&nbsp;Metropolitan Transportation Authority | &nbsp;&nbsp;Metropolitan Transportation Authority |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds |
| &nbsp;&nbsp;Series 2020C-2 | &nbsp;&nbsp;Series 2020C-2 | &nbsp;&nbsp;Series 2020C-2 | &nbsp;&nbsp;Series 2020C-2 |
| &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736635 |
| &nbsp;&nbsp;**Turnpike / Bridge / Toll Road 0.0%** | &nbsp;&nbsp;**Turnpike / Bridge / Toll Road 0.0%** | &nbsp;&nbsp;**Turnpike / Bridge / Toll Road 0.0%** | &nbsp;&nbsp;**Turnpike / Bridge / Toll Road 0.0%** |
| &nbsp;&nbsp;Bay Area Toll Authority | &nbsp;&nbsp;Bay Area Toll Authority | &nbsp;&nbsp;Bay Area Toll Authority | &nbsp;&nbsp;Bay Area Toll Authority |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Series 2009 (BAM) | &nbsp;&nbsp;Series 2009 (BAM) | &nbsp;&nbsp;Series 2009 (BAM) | &nbsp;&nbsp;Series 2009 (BAM) |
| &nbsp;&nbsp;04/01/2049 | &nbsp;&nbsp;6.263% | 1920000 | &nbsp;&nbsp;&nbsp;&nbsp;2200039 |
| &nbsp;&nbsp;Pennsylvania Turnpike Commission | &nbsp;&nbsp;Pennsylvania Turnpike Commission | &nbsp;&nbsp;Pennsylvania Turnpike Commission | &nbsp;&nbsp;Pennsylvania Turnpike Commission |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Build America Bonds | &nbsp;&nbsp;Build America Bonds | &nbsp;&nbsp;Build America Bonds | &nbsp;&nbsp;Build America Bonds |
| &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 | &nbsp;&nbsp;Series 2009 |
| &nbsp;&nbsp;12/01/2039 | &nbsp;&nbsp;6.105% | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp;1778256 |
| &nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. | &nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. | &nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. | &nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. |
| &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds | &nbsp;&nbsp;Revenue Bonds |
| &nbsp;&nbsp;Taxable North Tarrant Express Managed Lanes Project | &nbsp;&nbsp;Taxable North Tarrant Express Managed Lanes Project | &nbsp;&nbsp;Taxable North Tarrant Express Managed Lanes Project | &nbsp;&nbsp;Taxable North Tarrant Express Managed Lanes Project |
| &nbsp;&nbsp;Series 2019 | &nbsp;&nbsp;Series 2019 | &nbsp;&nbsp;Series 2019 | &nbsp;&nbsp;Series 2019 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674165 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4652460** |
| &nbsp;&nbsp;**Water & Sewer 0.0%** | &nbsp;&nbsp;**Water & Sewer 0.0%** | &nbsp;&nbsp;**Water & Sewer 0.0%** | &nbsp;&nbsp;**Water & Sewer 0.0%** |
| &nbsp;&nbsp;City of San Francisco Public Utilities Commission Water | &nbsp;&nbsp;City of San Francisco Public Utilities Commission Water | &nbsp;&nbsp;City of San Francisco Public Utilities Commission Water | &nbsp;&nbsp;City of San Francisco Public Utilities Commission Water |
| &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds | &nbsp;&nbsp;Refunding Revenue Bonds |
| &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds | &nbsp;&nbsp;Taxable Green Bonds |
| &nbsp;&nbsp;11/01/2041 | &nbsp;&nbsp;2.825% | 2510000 | &nbsp;&nbsp;&nbsp;&nbsp;1866262 |
| &nbsp;&nbsp;Total Municipal Bonds<br> (Cost $49,085,365) | &nbsp;&nbsp;Total Municipal Bonds<br> (Cost $49,085,365) | &nbsp;&nbsp;Total Municipal Bonds<br> (Cost $49,085,365) | &nbsp;&nbsp;**40560953** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 27.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 27.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 27.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 27.8%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;Fannie Mae REMICS |
| &nbsp;&nbsp;CMO Series 2011-84 Class Z | &nbsp;&nbsp;CMO Series 2011-84 Class Z | &nbsp;&nbsp;CMO Series 2011-84 Class Z | &nbsp;&nbsp;CMO Series 2011-84 Class Z |
| &nbsp;&nbsp;09/25/2041 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1127396 | &nbsp;&nbsp;&nbsp;&nbsp;1118239 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;08/01/2024-<br> 02/01/2025 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 |
| &nbsp;&nbsp;10/01/2028-<br> 07/01/2032 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109353 |
| &nbsp;&nbsp;03/01/2031-<br> 03/01/2052 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;49020140 | &nbsp;&nbsp;&nbsp;&nbsp;44054413 |
| &nbsp;&nbsp;10/01/2031-<br> 07/01/2037 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397990 |
| &nbsp;&nbsp;04/01/2033-<br> 09/01/2039 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650727 |
| &nbsp;&nbsp;05/01/2033-<br> 03/01/2052 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;57821834 | &nbsp;&nbsp;&nbsp;&nbsp;54093811 |
| &nbsp;&nbsp;10/01/2039-<br> 06/01/2052 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7367366 | &nbsp;&nbsp;&nbsp;&nbsp;7350733 |
| &nbsp;&nbsp;09/01/2040-<br> 04/01/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;13703726 | &nbsp;&nbsp;&nbsp;&nbsp;13297796 |
| &nbsp;&nbsp;09/01/2040-<br> 06/01/2052 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8284805 | &nbsp;&nbsp;&nbsp;&nbsp;8130315 |
| &nbsp;&nbsp;06/01/2050-<br> 04/01/2052 | &nbsp;&nbsp;2.500% | 185241861 | &nbsp;&nbsp;159000301 |
| &nbsp;&nbsp;05/01/2051-<br> 04/01/2052 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;46657795 | &nbsp;&nbsp;&nbsp;&nbsp;38504748 |
| &nbsp;&nbsp;CMO Series 2060 Class Z | &nbsp;&nbsp;CMO Series 2060 Class Z | &nbsp;&nbsp;CMO Series 2060 Class Z | &nbsp;&nbsp;CMO Series 2060 Class Z |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58948 |
| &nbsp;&nbsp;CMO Series 2310 Class Z | &nbsp;&nbsp;CMO Series 2310 Class Z | &nbsp;&nbsp;CMO Series 2310 Class Z | &nbsp;&nbsp;CMO Series 2310 Class Z |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55943 |
| &nbsp;&nbsp;CMO Series 2725 Class TA | &nbsp;&nbsp;CMO Series 2725 Class TA | &nbsp;&nbsp;CMO Series 2725 Class TA | &nbsp;&nbsp;CMO Series 2725 Class TA |
| &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;1504589 |
| &nbsp;&nbsp;CMO Series 2882 Class ZC | &nbsp;&nbsp;CMO Series 2882 Class ZC | &nbsp;&nbsp;CMO Series 2882 Class ZC | &nbsp;&nbsp;CMO Series 2882 Class ZC |
| &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2812385 | &nbsp;&nbsp;&nbsp;&nbsp;2839498 |
| &nbsp;&nbsp;CMO Series 2953 Class LZ | &nbsp;&nbsp;CMO Series 2953 Class LZ | &nbsp;&nbsp;CMO Series 2953 Class LZ | &nbsp;&nbsp;CMO Series 2953 Class LZ |
| &nbsp;&nbsp;03/15/2035 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2662568 | &nbsp;&nbsp;&nbsp;&nbsp;2767790 |
| &nbsp;&nbsp;CMO Series 3028 Class ZE | &nbsp;&nbsp;CMO Series 3028 Class ZE | &nbsp;&nbsp;CMO Series 3028 Class ZE | &nbsp;&nbsp;CMO Series 3028 Class ZE |
| &nbsp;&nbsp;09/15/2035 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132465 |
| &nbsp;&nbsp;CMO Series 3032 Class PZ | &nbsp;&nbsp;CMO Series 3032 Class PZ | &nbsp;&nbsp;CMO Series 3032 Class PZ | &nbsp;&nbsp;CMO Series 3032 Class PZ |
| &nbsp;&nbsp;09/15/2035 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376441 |
| &nbsp;&nbsp;CMO Series 3071 Class ZP | &nbsp;&nbsp;CMO Series 3071 Class ZP | &nbsp;&nbsp;CMO Series 3071 Class ZP | &nbsp;&nbsp;CMO Series 3071 Class ZP |
| &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7676169 | &nbsp;&nbsp;&nbsp;&nbsp;7973570 |
| &nbsp;&nbsp;CMO Series 3121 Class EZ | &nbsp;&nbsp;CMO Series 3121 Class EZ | &nbsp;&nbsp;CMO Series 3121 Class EZ | &nbsp;&nbsp;CMO Series 3121 Class EZ |
| &nbsp;&nbsp;03/15/2036 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97077 |
| &nbsp;&nbsp;CMO Series 3181 Class AZ | &nbsp;&nbsp;CMO Series 3181 Class AZ | &nbsp;&nbsp;CMO Series 3181 Class AZ | &nbsp;&nbsp;CMO Series 3181 Class AZ |
| &nbsp;&nbsp;07/15/2036 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37450 |
| &nbsp;&nbsp;CMO Series 353 Class 300 | &nbsp;&nbsp;CMO Series 353 Class 300 | &nbsp;&nbsp;CMO Series 353 Class 300 | &nbsp;&nbsp;CMO Series 353 Class 300 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6118656 | &nbsp;&nbsp;&nbsp;&nbsp;5645150 |
| &nbsp;&nbsp;CMO Series 3740 Class BA | &nbsp;&nbsp;CMO Series 3740 Class BA | &nbsp;&nbsp;CMO Series 3740 Class BA | &nbsp;&nbsp;CMO Series 3740 Class BA |
| &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1157577 | &nbsp;&nbsp;&nbsp;&nbsp;1109100 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 53 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 3747 Class HY | &nbsp;&nbsp;CMO Series 3747 Class HY | &nbsp;&nbsp;CMO Series 3747 Class HY | &nbsp;&nbsp;CMO Series 3747 Class HY |
| &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2991000 | &nbsp;&nbsp;&nbsp;&nbsp;2965721 |
| &nbsp;&nbsp;CMO Series 3753 Class KZ | &nbsp;&nbsp;CMO Series 3753 Class KZ | &nbsp;&nbsp;CMO Series 3753 Class KZ | &nbsp;&nbsp;CMO Series 3753 Class KZ |
| &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5955270 | &nbsp;&nbsp;&nbsp;&nbsp;5879027 |
| &nbsp;&nbsp;CMO Series 3769 Class ZC | &nbsp;&nbsp;CMO Series 3769 Class ZC | &nbsp;&nbsp;CMO Series 3769 Class ZC | &nbsp;&nbsp;CMO Series 3769 Class ZC |
| &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2941379 | &nbsp;&nbsp;&nbsp;&nbsp;2905500 |
| &nbsp;&nbsp;CMO Series 3841 Class JZ | &nbsp;&nbsp;CMO Series 3841 Class JZ | &nbsp;&nbsp;CMO Series 3841 Class JZ | &nbsp;&nbsp;CMO Series 3841 Class JZ |
| &nbsp;&nbsp;04/15/2041 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;243696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245765 |
| &nbsp;&nbsp;CMO Series 3888 Class ZG | &nbsp;&nbsp;CMO Series 3888 Class ZG | &nbsp;&nbsp;CMO Series 3888 Class ZG | &nbsp;&nbsp;CMO Series 3888 Class ZG |
| &nbsp;&nbsp;07/15/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;574637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545862 |
| &nbsp;&nbsp;CMO Series 3926 Class NY | &nbsp;&nbsp;CMO Series 3926 Class NY | &nbsp;&nbsp;CMO Series 3926 Class NY | &nbsp;&nbsp;CMO Series 3926 Class NY |
| &nbsp;&nbsp;09/15/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;478398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459044 |
| &nbsp;&nbsp;CMO Series 3928 Class MB | &nbsp;&nbsp;CMO Series 3928 Class MB | &nbsp;&nbsp;CMO Series 3928 Class MB | &nbsp;&nbsp;CMO Series 3928 Class MB |
| &nbsp;&nbsp;09/15/2041 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1052026 | &nbsp;&nbsp;&nbsp;&nbsp;1025671 |
| &nbsp;&nbsp;CMO Series 3934 Class CB | &nbsp;&nbsp;CMO Series 3934 Class CB | &nbsp;&nbsp;CMO Series 3934 Class CB | &nbsp;&nbsp;CMO Series 3934 Class CB |
| &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2839829 | &nbsp;&nbsp;&nbsp;&nbsp;2720548 |
| &nbsp;&nbsp;CMO Series 3982 Class TZ | &nbsp;&nbsp;CMO Series 3982 Class TZ | &nbsp;&nbsp;CMO Series 3982 Class TZ | &nbsp;&nbsp;CMO Series 3982 Class TZ |
| &nbsp;&nbsp;01/15/2042 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1073918 | &nbsp;&nbsp;&nbsp;&nbsp;1019253 |
| &nbsp;&nbsp;CMO Series 4027 Class AB | &nbsp;&nbsp;CMO Series 4027 Class AB | &nbsp;&nbsp;CMO Series 4027 Class AB | &nbsp;&nbsp;CMO Series 4027 Class AB |
| &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1311704 | &nbsp;&nbsp;&nbsp;&nbsp;1278412 |
| &nbsp;&nbsp;CMO Series 4057 Class ZB | &nbsp;&nbsp;CMO Series 4057 Class ZB | &nbsp;&nbsp;CMO Series 4057 Class ZB | &nbsp;&nbsp;CMO Series 4057 Class ZB |
| &nbsp;&nbsp;06/15/2042 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6370805 | &nbsp;&nbsp;&nbsp;&nbsp;6047110 |
| &nbsp;&nbsp;CMO Series 4057 Class ZL | &nbsp;&nbsp;CMO Series 4057 Class ZL | &nbsp;&nbsp;CMO Series 4057 Class ZL | &nbsp;&nbsp;CMO Series 4057 Class ZL |
| &nbsp;&nbsp;06/15/2042 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7223721 | &nbsp;&nbsp;&nbsp;&nbsp;6624892 |
| &nbsp;&nbsp;CMO Series 4077 Class KM | &nbsp;&nbsp;CMO Series 4077 Class KM | &nbsp;&nbsp;CMO Series 4077 Class KM | &nbsp;&nbsp;CMO Series 4077 Class KM |
| &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39996 |
| &nbsp;&nbsp;CMO Series 4091 Class KB | &nbsp;&nbsp;CMO Series 4091 Class KB | &nbsp;&nbsp;CMO Series 4091 Class KB | &nbsp;&nbsp;CMO Series 4091 Class KB |
| &nbsp;&nbsp;08/15/2042 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;5769685 |
| &nbsp;&nbsp;CMO Series 4182 Class QN | &nbsp;&nbsp;CMO Series 4182 Class QN | &nbsp;&nbsp;CMO Series 4182 Class QN | &nbsp;&nbsp;CMO Series 4182 Class QN |
| &nbsp;&nbsp;02/15/2033 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;105753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103266 |
| &nbsp;&nbsp;CMO Series 4361 Class VB | &nbsp;&nbsp;CMO Series 4361 Class VB | &nbsp;&nbsp;CMO Series 4361 Class VB | &nbsp;&nbsp;CMO Series 4361 Class VB |
| &nbsp;&nbsp;02/15/2038 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4016394 | &nbsp;&nbsp;&nbsp;&nbsp;3928665 |
| &nbsp;&nbsp;CMO Series 4421 Class PB | &nbsp;&nbsp;CMO Series 4421 Class PB | &nbsp;&nbsp;CMO Series 4421 Class PB | &nbsp;&nbsp;CMO Series 4421 Class PB |
| &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5941237 | &nbsp;&nbsp;&nbsp;&nbsp;5552485 |
| &nbsp;&nbsp;CMO Series 4440 Class ZX | &nbsp;&nbsp;CMO Series 4440 Class ZX | &nbsp;&nbsp;CMO Series 4440 Class ZX | &nbsp;&nbsp;CMO Series 4440 Class ZX |
| &nbsp;&nbsp;01/15/2045 | &nbsp;&nbsp;4.000% | 11972785 | &nbsp;&nbsp;11174630 |
| &nbsp;&nbsp;CMO Series 4463 Class ZA | &nbsp;&nbsp;CMO Series 4463 Class ZA | &nbsp;&nbsp;CMO Series 4463 Class ZA | &nbsp;&nbsp;CMO Series 4463 Class ZA |
| &nbsp;&nbsp;04/15/2045 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5017678 | &nbsp;&nbsp;&nbsp;&nbsp;4812130 |
| &nbsp;&nbsp;CMO Series 4495 Class PA | &nbsp;&nbsp;CMO Series 4495 Class PA | &nbsp;&nbsp;CMO Series 4495 Class PA | &nbsp;&nbsp;CMO Series 4495 Class PA |
| &nbsp;&nbsp;09/15/2043 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;145311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140680 |
| &nbsp;&nbsp;CMO Series 4682 Class HZ | &nbsp;&nbsp;CMO Series 4682 Class HZ | &nbsp;&nbsp;CMO Series 4682 Class HZ | &nbsp;&nbsp;CMO Series 4682 Class HZ |
| &nbsp;&nbsp;04/15/2047 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3368708 | &nbsp;&nbsp;&nbsp;&nbsp;3141424 |
| &nbsp;&nbsp;CMO Series 4771 Class HZ | &nbsp;&nbsp;CMO Series 4771 Class HZ | &nbsp;&nbsp;CMO Series 4771 Class HZ | &nbsp;&nbsp;CMO Series 4771 Class HZ |
| &nbsp;&nbsp;03/15/2048 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9444660 | &nbsp;&nbsp;&nbsp;&nbsp;8368446 |
| &nbsp;&nbsp;CMO Series 4774 Class KA | &nbsp;&nbsp;CMO Series 4774 Class KA | &nbsp;&nbsp;CMO Series 4774 Class KA | &nbsp;&nbsp;CMO Series 4774 Class KA |
| &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;301895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295752 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 4787 Class PY | &nbsp;&nbsp;CMO Series 4787 Class PY | &nbsp;&nbsp;CMO Series 4787 Class PY | &nbsp;&nbsp;CMO Series 4787 Class PY |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1177188 | &nbsp;&nbsp;1120833 |
| &nbsp;&nbsp;CMO Series 4793 Class CD | &nbsp;&nbsp;CMO Series 4793 Class CD | &nbsp;&nbsp;CMO Series 4793 Class CD | &nbsp;&nbsp;CMO Series 4793 Class CD |
| &nbsp;&nbsp;06/15/2048 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;883286 | &nbsp;&nbsp;&nbsp;&nbsp;804393 |
| &nbsp;&nbsp;CMO Series 4839 Class A | &nbsp;&nbsp;CMO Series 4839 Class A | &nbsp;&nbsp;CMO Series 4839 Class A | &nbsp;&nbsp;CMO Series 4839 Class A |
| &nbsp;&nbsp;04/15/2051 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2607053 | &nbsp;&nbsp;2545649 |
| &nbsp;&nbsp;CMO Series 4941 Class CZ | &nbsp;&nbsp;CMO Series 4941 Class CZ | &nbsp;&nbsp;CMO Series 4941 Class CZ | &nbsp;&nbsp;CMO Series 4941 Class CZ |
| &nbsp;&nbsp;11/25/2049 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1091316 | &nbsp;&nbsp;&nbsp;&nbsp;921393 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 11/15/2043 | &nbsp;&nbsp;2.227% | 14144289 | &nbsp;&nbsp;1113230 |
| &nbsp;&nbsp;CMO Series 2013-4258 Class SJ | &nbsp;&nbsp;CMO Series 2013-4258 Class SJ | &nbsp;&nbsp;CMO Series 2013-4258 Class SJ | &nbsp;&nbsp;CMO Series 2013-4258 Class SJ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.650%<br> Cap 6.650%<br> 10/15/2043 | &nbsp;&nbsp;2.777% | &nbsp;&nbsp;3249251 | &nbsp;&nbsp;&nbsp;&nbsp;485760 |
| &nbsp;&nbsp;CMO Series 2014-4313 Class MS | &nbsp;&nbsp;CMO Series 2014-4313 Class MS | &nbsp;&nbsp;CMO Series 2014-4313 Class MS | &nbsp;&nbsp;CMO Series 2014-4313 Class MS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 04/15/2039 | &nbsp;&nbsp;2.277% | &nbsp;&nbsp;4975606 | &nbsp;&nbsp;&nbsp;&nbsp;390031 |
| &nbsp;&nbsp;CMO Series 3404 Class AS | &nbsp;&nbsp;CMO Series 3404 Class AS | &nbsp;&nbsp;CMO Series 3404 Class AS | &nbsp;&nbsp;CMO Series 3404 Class AS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.895%<br> Cap 5.895%<br> 01/15/2038 | &nbsp;&nbsp;2.022% | &nbsp;&nbsp;1677741 | &nbsp;&nbsp;&nbsp;&nbsp;129073 |
| &nbsp;&nbsp;CMO Series 3578 Class DI | &nbsp;&nbsp;CMO Series 3578 Class DI | &nbsp;&nbsp;CMO Series 3578 Class DI | &nbsp;&nbsp;CMO Series 3578 Class DI |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.650%<br> Cap 6.650%<br> 04/15/2036 | &nbsp;&nbsp;2.777% | &nbsp;&nbsp;2522011 | &nbsp;&nbsp;&nbsp;&nbsp;177171 |
| &nbsp;&nbsp;CMO Series 3892 Class SC | &nbsp;&nbsp;CMO Series 3892 Class SC | &nbsp;&nbsp;CMO Series 3892 Class SC | &nbsp;&nbsp;CMO Series 3892 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.950%<br> Cap 5.950%<br> 07/15/2041 | &nbsp;&nbsp;2.077% | &nbsp;&nbsp;3934974 | &nbsp;&nbsp;&nbsp;&nbsp;283815 |
| &nbsp;&nbsp;CMO Series 3997 Class SK | &nbsp;&nbsp;CMO Series 3997 Class SK | &nbsp;&nbsp;CMO Series 3997 Class SK | &nbsp;&nbsp;CMO Series 3997 Class SK |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.600%<br> Cap 6.600%<br> 11/15/2041 | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;8425177 | &nbsp;&nbsp;&nbsp;&nbsp;435746 |
| &nbsp;&nbsp;CMO Series 4087 Class SC | &nbsp;&nbsp;CMO Series 4087 Class SC | &nbsp;&nbsp;CMO Series 4087 Class SC | &nbsp;&nbsp;CMO Series 4087 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.550%<br> Cap 5.550%<br> 07/15/2042 | &nbsp;&nbsp;1.677% | &nbsp;&nbsp;4756595 | &nbsp;&nbsp;&nbsp;&nbsp;271628 |

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| | |
|:---|:---|
| 54 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 4281 Class SA | &nbsp;&nbsp;CMO Series 4281 Class SA | &nbsp;&nbsp;CMO Series 4281 Class SA | &nbsp;&nbsp;CMO Series 4281 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 12/15/2043 | &nbsp;&nbsp;2.227% | &nbsp;&nbsp;7588790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520024 |
| &nbsp;&nbsp;CMO Series 4635 Class SE | &nbsp;&nbsp;CMO Series 4635 Class SE | &nbsp;&nbsp;CMO Series 4635 Class SE | &nbsp;&nbsp;CMO Series 4635 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 12/15/2046 | &nbsp;&nbsp;2.227% | 12269251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795981 |
| &nbsp;&nbsp;CMO Series 4910 Class SG | &nbsp;&nbsp;CMO Series 4910 Class SG | &nbsp;&nbsp;CMO Series 4910 Class SG | &nbsp;&nbsp;CMO Series 4910 Class SG |
| &nbsp;&nbsp;1-month LIBID + 6.050%<br> Cap 6.050%<br> 09/25/2049 | &nbsp;&nbsp;2.034% | 16768507 | &nbsp;&nbsp;&nbsp;&nbsp;2133318 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(q)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(q)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(q)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(q)</sup> |
| &nbsp;&nbsp;02/01/2051-<br> 04/01/2051 | &nbsp;&nbsp;2.500% | 23653848 | &nbsp;&nbsp;20337649 |
| &nbsp;&nbsp;02/01/2052 | &nbsp;&nbsp;3.000% | 13941829 | &nbsp;&nbsp;12349184 |
| &nbsp;&nbsp;06/01/2052 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6001290 | &nbsp;&nbsp;&nbsp;&nbsp;5496960 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 1486 Class FA | &nbsp;&nbsp;CMO Series 1486 Class FA | &nbsp;&nbsp;CMO Series 1486 Class FA | &nbsp;&nbsp;CMO Series 1486 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 1.300%<br> Floor 1.300%, Cap 10.000%<br> 04/15/2023 | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402 |
| &nbsp;&nbsp;CMO Series 2380 Class F | &nbsp;&nbsp;CMO Series 2380 Class F | &nbsp;&nbsp;CMO Series 2380 Class F | &nbsp;&nbsp;CMO Series 2380 Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 0.450%<br> Floor 0.450%, Cap 8.500%<br> 11/15/2031 | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93737 |
| &nbsp;&nbsp;CMO Series 2557 Class FG | &nbsp;&nbsp;CMO Series 2557 Class FG | &nbsp;&nbsp;CMO Series 2557 Class FG | &nbsp;&nbsp;CMO Series 2557 Class FG |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%, Cap 8.000%<br> 01/15/2033 | &nbsp;&nbsp;4.273% | &nbsp;&nbsp;&nbsp;&nbsp;244605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243535 |
| &nbsp;&nbsp;CMO Series 2962 Class PF | &nbsp;&nbsp;CMO Series 2962 Class PF | &nbsp;&nbsp;CMO Series 2962 Class PF | &nbsp;&nbsp;CMO Series 2962 Class PF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.250%<br> Floor 0.250%, Cap 7.000%<br> 03/15/2035 | &nbsp;&nbsp;4.123% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95528 |
| &nbsp;&nbsp;CMO Series 2981 Class FU | &nbsp;&nbsp;CMO Series 2981 Class FU | &nbsp;&nbsp;CMO Series 2981 Class FU | &nbsp;&nbsp;CMO Series 2981 Class FU |
| &nbsp;&nbsp;1-month USD LIBOR + 0.200%<br> Floor 0.200%, Cap 8.000%<br> 05/15/2030 | &nbsp;&nbsp;4.073% | &nbsp;&nbsp;&nbsp;&nbsp;228165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225217 |
| &nbsp;&nbsp;CMO Series 3065 Class EB | &nbsp;&nbsp;CMO Series 3065 Class EB | &nbsp;&nbsp;CMO Series 3065 Class EB | &nbsp;&nbsp;CMO Series 3065 Class EB |
| &nbsp;&nbsp;-3.0 x 1-month USD LIBOR + 19.890%<br> Cap 19.890%<br> 11/15/2035 | &nbsp;&nbsp;8.271% | &nbsp;&nbsp;&nbsp;&nbsp;339265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345065 |
| &nbsp;&nbsp;CMO Series 3081 Class GC | &nbsp;&nbsp;CMO Series 3081 Class GC | &nbsp;&nbsp;CMO Series 3081 Class GC | &nbsp;&nbsp;CMO Series 3081 Class GC |
| &nbsp;&nbsp;-3.7 x 1-month USD LIBOR + 23.833%<br> Cap 23.833%<br> 12/15/2035 | &nbsp;&nbsp;9.632% | &nbsp;&nbsp;&nbsp;&nbsp;569632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605874 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 3085 Class FV | &nbsp;&nbsp;CMO Series 3085 Class FV | &nbsp;&nbsp;CMO Series 3085 Class FV | &nbsp;&nbsp;CMO Series 3085 Class FV |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%, Cap 8.000%<br> 08/15/2035 | &nbsp;&nbsp;4.573% | &nbsp;&nbsp;&nbsp;&nbsp;482627 | &nbsp;&nbsp;&nbsp;&nbsp;481635 |
| &nbsp;&nbsp;CMO Series 3564 Class FC | &nbsp;&nbsp;CMO Series 3564 Class FC | &nbsp;&nbsp;CMO Series 3564 Class FC | &nbsp;&nbsp;CMO Series 3564 Class FC |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%, Cap 6.500%<br> 01/15/2037 | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;&nbsp;&nbsp;159905 | &nbsp;&nbsp;&nbsp;&nbsp;162596 |
| &nbsp;&nbsp;CMO Series 3680 Class FA | &nbsp;&nbsp;CMO Series 3680 Class FA | &nbsp;&nbsp;CMO Series 3680 Class FA | &nbsp;&nbsp;CMO Series 3680 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 1.000%<br> Floor 1.000%, Cap 6.000%<br> 06/15/2040 | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;&nbsp;&nbsp;525555 | &nbsp;&nbsp;&nbsp;&nbsp;523737 |
| &nbsp;&nbsp;CMO Series 3852 Class QN | &nbsp;&nbsp;CMO Series 3852 Class QN | &nbsp;&nbsp;CMO Series 3852 Class QN | &nbsp;&nbsp;CMO Series 3852 Class QN |
| &nbsp;&nbsp;-3.6 x 1-month USD LIBOR + 27.211%<br> Cap 5.500%<br> 05/15/2041 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20813 |
| &nbsp;&nbsp;CMO Series 4048 Class FJ | &nbsp;&nbsp;CMO Series 4048 Class FJ | &nbsp;&nbsp;CMO Series 4048 Class FJ | &nbsp;&nbsp;CMO Series 4048 Class FJ |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%, Cap 9,999.000%<br> 07/15/2037 | &nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp;165734 | &nbsp;&nbsp;&nbsp;&nbsp;163815 |
| &nbsp;&nbsp;CMO Series 5115 Class FD | &nbsp;&nbsp;CMO Series 5115 Class FD | &nbsp;&nbsp;CMO Series 5115 Class FD | &nbsp;&nbsp;CMO Series 5115 Class FD |
| &nbsp;&nbsp;30-day Average SOFR + 0.250%<br> Floor 0.250%, Cap 4.000%<br> 08/15/2043 | &nbsp;&nbsp;3.468% | &nbsp;&nbsp;7352083 | &nbsp;&nbsp;6881797 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 303 Class C21 | &nbsp;&nbsp;CMO Series 303 Class C21 | &nbsp;&nbsp;CMO Series 303 Class C21 | &nbsp;&nbsp;CMO Series 303 Class C21 |
| &nbsp;&nbsp;01/15/2043 | &nbsp;&nbsp;4.000% | 11264756 | &nbsp;&nbsp;1983301 |
| &nbsp;&nbsp;CMO Series 303 Class C30 | &nbsp;&nbsp;CMO Series 303 Class C30 | &nbsp;&nbsp;CMO Series 303 Class C30 | &nbsp;&nbsp;CMO Series 303 Class C30 |
| &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7362373 | &nbsp;&nbsp;1230253 |
| &nbsp;&nbsp;CMO Series 364 Class C15 | &nbsp;&nbsp;CMO Series 364 Class C15 | &nbsp;&nbsp;CMO Series 364 Class C15 | &nbsp;&nbsp;CMO Series 364 Class C15 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4554027 | &nbsp;&nbsp;&nbsp;&nbsp;838037 |
| &nbsp;&nbsp;CMO Series 4146 Class IA | &nbsp;&nbsp;CMO Series 4146 Class IA | &nbsp;&nbsp;CMO Series 4146 Class IA | &nbsp;&nbsp;CMO Series 4146 Class IA |
| &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5362446 | &nbsp;&nbsp;&nbsp;&nbsp;607021 |
| &nbsp;&nbsp;CMO Series 4186 Class IB | &nbsp;&nbsp;CMO Series 4186 Class IB | &nbsp;&nbsp;CMO Series 4186 Class IB | &nbsp;&nbsp;CMO Series 4186 Class IB |
| &nbsp;&nbsp;03/15/2033 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5372693 | &nbsp;&nbsp;&nbsp;&nbsp;528308 |
| &nbsp;&nbsp;CMO Series 4627 Class PI | &nbsp;&nbsp;CMO Series 4627 Class PI | &nbsp;&nbsp;CMO Series 4627 Class PI | &nbsp;&nbsp;CMO Series 4627 Class PI |
| &nbsp;&nbsp;05/15/2044 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1803884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95766 |
| &nbsp;&nbsp;CMO Series 4698 Class BI | &nbsp;&nbsp;CMO Series 4698 Class BI | &nbsp;&nbsp;CMO Series 4698 Class BI | &nbsp;&nbsp;CMO Series 4698 Class BI |
| &nbsp;&nbsp;07/15/2047 | &nbsp;&nbsp;5.000% | 12736376 | &nbsp;&nbsp;2279311 |
| &nbsp;&nbsp;CMO Series 5048 Class HI | &nbsp;&nbsp;CMO Series 5048 Class HI | &nbsp;&nbsp;CMO Series 5048 Class HI | &nbsp;&nbsp;CMO Series 5048 Class HI |
| &nbsp;&nbsp;01/15/2042 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3295212 | &nbsp;&nbsp;&nbsp;&nbsp;552533 |
| &nbsp;&nbsp;CMO Series 5078 Class NI | &nbsp;&nbsp;CMO Series 5078 Class NI | &nbsp;&nbsp;CMO Series 5078 Class NI | &nbsp;&nbsp;CMO Series 5078 Class NI |
| &nbsp;&nbsp;06/15/2042 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2740000 | &nbsp;&nbsp;&nbsp;&nbsp;581212 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 351 Class 213 | &nbsp;&nbsp;CMO Series 351 Class 213 | &nbsp;&nbsp;CMO Series 351 Class 213 | &nbsp;&nbsp;CMO Series 351 Class 213 |
| &nbsp;&nbsp;02/15/2046 | &nbsp;&nbsp;4.059% | &nbsp;&nbsp;&nbsp;&nbsp;305330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57539 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 55 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 364 Class 141 | &nbsp;&nbsp;CMO Series 364 Class 141 | &nbsp;&nbsp;CMO Series 364 Class 141 | &nbsp;&nbsp;CMO Series 364 Class 141 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;2.752% | &nbsp;&nbsp;&nbsp;&nbsp;347610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50473 |
| &nbsp;&nbsp;CMO Series 364 Class 151 | &nbsp;&nbsp;CMO Series 364 Class 151 | &nbsp;&nbsp;CMO Series 364 Class 151 | &nbsp;&nbsp;CMO Series 364 Class 151 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;3.381% | &nbsp;&nbsp;&nbsp;&nbsp;348830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57485 |
| &nbsp;&nbsp;CMO Series 364 Class 158 | &nbsp;&nbsp;CMO Series 364 Class 158 | &nbsp;&nbsp;CMO Series 364 Class 158 | &nbsp;&nbsp;CMO Series 364 Class 158 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;&nbsp;&nbsp;191968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34952 |
| &nbsp;&nbsp;CMO Series 364 Class 167 | &nbsp;&nbsp;CMO Series 364 Class 167 | &nbsp;&nbsp;CMO Series 364 Class 167 | &nbsp;&nbsp;CMO Series 364 Class 167 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;2.533% | &nbsp;&nbsp;&nbsp;&nbsp;328091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41276 |
| &nbsp;&nbsp;CMO Series 364 Class C23 | &nbsp;&nbsp;CMO Series 364 Class C23 | &nbsp;&nbsp;CMO Series 364 Class C23 | &nbsp;&nbsp;CMO Series 364 Class C23 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;2.929% | &nbsp;&nbsp;4361820 | &nbsp;&nbsp;&nbsp;&nbsp;632700 |
| &nbsp;&nbsp;CMO Series 364 Class C24 | &nbsp;&nbsp;CMO Series 364 Class C24 | &nbsp;&nbsp;CMO Series 364 Class C24 | &nbsp;&nbsp;CMO Series 364 Class C24 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;2476281 | &nbsp;&nbsp;&nbsp;&nbsp;421073 |
| &nbsp;&nbsp;CMO Series 364 Class C25 | &nbsp;&nbsp;CMO Series 364 Class C25 | &nbsp;&nbsp;CMO Series 364 Class C25 | &nbsp;&nbsp;CMO Series 364 Class C25 |
| &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;4.104% | &nbsp;&nbsp;&nbsp;&nbsp;770858 | &nbsp;&nbsp;&nbsp;&nbsp;149743 |
| &nbsp;&nbsp;CMO Series 368 Class C15 | &nbsp;&nbsp;CMO Series 368 Class C15 | &nbsp;&nbsp;CMO Series 368 Class C15 | &nbsp;&nbsp;CMO Series 368 Class C15 |
| &nbsp;&nbsp;01/25/2048 | &nbsp;&nbsp;3.249% | &nbsp;&nbsp;5010868 | &nbsp;&nbsp;&nbsp;&nbsp;655255 |
| &nbsp;&nbsp;CMO Series 3833 Class LI | &nbsp;&nbsp;CMO Series 3833 Class LI | &nbsp;&nbsp;CMO Series 3833 Class LI | &nbsp;&nbsp;CMO Series 3833 Class LI |
| &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6380698 | &nbsp;&nbsp;&nbsp;&nbsp;285393 |
| &nbsp;&nbsp;CMO Series 5094 Class IO | &nbsp;&nbsp;CMO Series 5094 Class IO | &nbsp;&nbsp;CMO Series 5094 Class IO | &nbsp;&nbsp;CMO Series 5094 Class IO |
| &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;1.559% | 13916452 | &nbsp;&nbsp;1150079 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series K051 Class X1 | &nbsp;&nbsp;CMO Series K051 Class X1 | &nbsp;&nbsp;CMO Series K051 Class X1 | &nbsp;&nbsp;CMO Series K051 Class X1 |
| &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;0.639% | 16905812 | &nbsp;&nbsp;&nbsp;&nbsp;196653 |
| &nbsp;&nbsp;CMO Series K058 Class X1 | &nbsp;&nbsp;CMO Series K058 Class X1 | &nbsp;&nbsp;CMO Series K058 Class X1 | &nbsp;&nbsp;CMO Series K058 Class X1 |
| &nbsp;&nbsp;08/25/2026 | &nbsp;&nbsp;1.044% | &nbsp;&nbsp;2360400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65590 |
| &nbsp;&nbsp;CMO Series KW02 Class X1 | &nbsp;&nbsp;CMO Series KW02 Class X1 | &nbsp;&nbsp;CMO Series KW02 Class X1 | &nbsp;&nbsp;CMO Series KW02 Class X1 |
| &nbsp;&nbsp;12/25/2026 | &nbsp;&nbsp;0.425% | 10610352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57449 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 204236 Class IS | &nbsp;&nbsp;CMO Series 204236 Class IS | &nbsp;&nbsp;CMO Series 204236 Class IS | &nbsp;&nbsp;CMO Series 204236 Class IS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 08/15/2043 | &nbsp;&nbsp;2.127% | 11818447 | &nbsp;&nbsp;1073500 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS |
| &nbsp;&nbsp;CMO Series 3843 Class JZ | &nbsp;&nbsp;CMO Series 3843 Class JZ | &nbsp;&nbsp;CMO Series 3843 Class JZ | &nbsp;&nbsp;CMO Series 3843 Class JZ |
| &nbsp;&nbsp;04/15/2041 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;994431 | &nbsp;&nbsp;1000321 |
| &nbsp;&nbsp;CMO Series 4372 Class Z | &nbsp;&nbsp;CMO Series 4372 Class Z | &nbsp;&nbsp;CMO Series 4372 Class Z | &nbsp;&nbsp;CMO Series 4372 Class Z |
| &nbsp;&nbsp;08/15/2044 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2893758 | &nbsp;&nbsp;2578841 |
| &nbsp;&nbsp;CMO Series 4402 Class YB | &nbsp;&nbsp;CMO Series 4402 Class YB | &nbsp;&nbsp;CMO Series 4402 Class YB | &nbsp;&nbsp;CMO Series 4402 Class YB |
| &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2789562 | &nbsp;&nbsp;2525556 |
| &nbsp;&nbsp;CMO Series 4612 Class HZ | &nbsp;&nbsp;CMO Series 4612 Class HZ | &nbsp;&nbsp;CMO Series 4612 Class HZ | &nbsp;&nbsp;CMO Series 4612 Class HZ |
| &nbsp;&nbsp;08/15/2046 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7002489 | &nbsp;&nbsp;5755737 |
| &nbsp;&nbsp;CMO Series 4753 Class VZ | &nbsp;&nbsp;CMO Series 4753 Class VZ | &nbsp;&nbsp;CMO Series 4753 Class VZ | &nbsp;&nbsp;CMO Series 4753 Class VZ |
| &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1155830 | &nbsp;&nbsp;&nbsp;&nbsp;896873 |
| &nbsp;&nbsp;CMO Series 4755 Class Z | &nbsp;&nbsp;CMO Series 4755 Class Z | &nbsp;&nbsp;CMO Series 4755 Class Z | &nbsp;&nbsp;CMO Series 4755 Class Z |
| &nbsp;&nbsp;02/15/2048 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1155823 | &nbsp;&nbsp;&nbsp;&nbsp;989077 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 4257 Class IK | &nbsp;&nbsp;CMO Series 4257 Class IK | &nbsp;&nbsp;CMO Series 4257 Class IK | &nbsp;&nbsp;CMO Series 4257 Class IK |
| &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4109973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730315 |
| &nbsp;&nbsp;CMO Series 4999 Class IA | &nbsp;&nbsp;CMO Series 4999 Class IA | &nbsp;&nbsp;CMO Series 4999 Class IA | &nbsp;&nbsp;CMO Series 4999 Class IA |
| &nbsp;&nbsp;08/25/2050 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11259232 | &nbsp;&nbsp;&nbsp;&nbsp;2282996 |
| &nbsp;&nbsp;CMO Series 5058 Class NI | &nbsp;&nbsp;CMO Series 5058 Class NI | &nbsp;&nbsp;CMO Series 5058 Class NI | &nbsp;&nbsp;CMO Series 5058 Class NI |
| &nbsp;&nbsp;06/25/2050 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;16706123 | &nbsp;&nbsp;&nbsp;&nbsp;3025532 |
| &nbsp;&nbsp;CMO Series 5079 Class DI | &nbsp;&nbsp;CMO Series 5079 Class DI | &nbsp;&nbsp;CMO Series 5079 Class DI | &nbsp;&nbsp;CMO Series 5079 Class DI |
| &nbsp;&nbsp;02/25/2051 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12104320 | &nbsp;&nbsp;&nbsp;&nbsp;2555394 |
| &nbsp;&nbsp;CMO Series 5088 Class IB | &nbsp;&nbsp;CMO Series 5088 Class IB | &nbsp;&nbsp;CMO Series 5088 Class IB | &nbsp;&nbsp;CMO Series 5088 Class IB |
| &nbsp;&nbsp;03/25/2051 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;25783736 | &nbsp;&nbsp;&nbsp;&nbsp;3595478 |
| &nbsp;&nbsp;CMO Series 5095 Class AI | &nbsp;&nbsp;CMO Series 5095 Class AI | &nbsp;&nbsp;CMO Series 5095 Class AI | &nbsp;&nbsp;CMO Series 5095 Class AI |
| &nbsp;&nbsp;04/25/2051 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;24407850 | &nbsp;&nbsp;&nbsp;&nbsp;4138920 |
| &nbsp;&nbsp;CMO Series 5113 Class MI | &nbsp;&nbsp;CMO Series 5113 Class MI | &nbsp;&nbsp;CMO Series 5113 Class MI | &nbsp;&nbsp;CMO Series 5113 Class MI |
| &nbsp;&nbsp;06/25/2051 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;19275625 | &nbsp;&nbsp;&nbsp;&nbsp;3739911 |
| &nbsp;&nbsp;CMO Series 5115 Class GI | &nbsp;&nbsp;CMO Series 5115 Class GI | &nbsp;&nbsp;CMO Series 5115 Class GI | &nbsp;&nbsp;CMO Series 5115 Class GI |
| &nbsp;&nbsp;09/25/2050 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11574551 | &nbsp;&nbsp;&nbsp;&nbsp;2168400 |
| &nbsp;&nbsp;CMO Series 5153 Class JI | &nbsp;&nbsp;CMO Series 5153 Class JI | &nbsp;&nbsp;CMO Series 5153 Class JI | &nbsp;&nbsp;CMO Series 5153 Class JI |
| &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9542535 | &nbsp;&nbsp;&nbsp;&nbsp;1647519 |
| &nbsp;&nbsp;CMO Series 5217 Class PI | &nbsp;&nbsp;CMO Series 5217 Class PI | &nbsp;&nbsp;CMO Series 5217 Class PI | &nbsp;&nbsp;CMO Series 5217 Class PI |
| &nbsp;&nbsp;04/25/2052 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6352563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802283 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 5065 Class EI | &nbsp;&nbsp;CMO Series 5065 Class EI | &nbsp;&nbsp;CMO Series 5065 Class EI | &nbsp;&nbsp;CMO Series 5065 Class EI |
| &nbsp;&nbsp;11/25/2044 | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;&nbsp;&nbsp;1599634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361663 |
| &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;02/01/2025-<br> 08/01/2027 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9842 |
| &nbsp;&nbsp;03/01/2026-<br> 07/01/2038 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362427 |
| &nbsp;&nbsp;04/01/2027-<br> 06/01/2032 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25965 |
| &nbsp;&nbsp;05/01/2029-<br> 10/01/2040 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1213829 | &nbsp;&nbsp;&nbsp;&nbsp;1266003 |
| &nbsp;&nbsp;08/01/2029-<br> 06/01/2052 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;67855913 | &nbsp;&nbsp;&nbsp;&nbsp;61023176 |
| &nbsp;&nbsp;01/01/2031-<br> 05/01/2052 | &nbsp;&nbsp;2.500% | 116598829 | &nbsp;&nbsp;100569737 |
| &nbsp;&nbsp;03/01/2033-<br> 08/01/2052 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2432433 | &nbsp;&nbsp;&nbsp;&nbsp;2478487 |
| &nbsp;&nbsp;10/01/2033-<br> 02/01/2052 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;60785192 | &nbsp;&nbsp;&nbsp;&nbsp;56913641 |
| &nbsp;&nbsp;07/01/2039-<br> 07/01/2052 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12272086 | &nbsp;&nbsp;&nbsp;&nbsp;12271941 |
| &nbsp;&nbsp;08/01/2040-<br> 04/01/2052 | &nbsp;&nbsp;2.000% | 234782014 | &nbsp;&nbsp;194894199 |
| &nbsp;&nbsp;10/01/2040-<br> 06/01/2056 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;23930589 | &nbsp;&nbsp;&nbsp;&nbsp;23463605 |
| &nbsp;&nbsp;02/01/2041-<br> 05/01/2052 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;60865511 | &nbsp;&nbsp;&nbsp;&nbsp;58517129 |

---

---

| | |
|:---|:---|
| 56 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2003-22 Class Z | &nbsp;&nbsp;CMO Series 2003-22 Class Z | &nbsp;&nbsp;CMO Series 2003-22 Class Z | &nbsp;&nbsp;CMO Series 2003-22 Class Z |
| &nbsp;&nbsp;04/25/2033 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96865 |
| &nbsp;&nbsp;CMO Series 2003-33 Class PT | &nbsp;&nbsp;CMO Series 2003-33 Class PT | &nbsp;&nbsp;CMO Series 2003-33 Class PT | &nbsp;&nbsp;CMO Series 2003-33 Class PT |
| &nbsp;&nbsp;05/25/2033 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523 |
| &nbsp;&nbsp;CMO Series 2007-50 Class DZ | &nbsp;&nbsp;CMO Series 2007-50 Class DZ | &nbsp;&nbsp;CMO Series 2007-50 Class DZ | &nbsp;&nbsp;CMO Series 2007-50 Class DZ |
| &nbsp;&nbsp;06/25/2037 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;465086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470328 |
| &nbsp;&nbsp;CMO Series 2010-139 Class HA | &nbsp;&nbsp;CMO Series 2010-139 Class HA | &nbsp;&nbsp;CMO Series 2010-139 Class HA | &nbsp;&nbsp;CMO Series 2010-139 Class HA |
| &nbsp;&nbsp;11/25/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1528043 | &nbsp;&nbsp;&nbsp;&nbsp;1468376 |
| &nbsp;&nbsp;CMO Series 2010-37 Class A1 | &nbsp;&nbsp;CMO Series 2010-37 Class A1 | &nbsp;&nbsp;CMO Series 2010-37 Class A1 | &nbsp;&nbsp;CMO Series 2010-37 Class A1 |
| &nbsp;&nbsp;05/25/2035 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp;120323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119166 |
| &nbsp;&nbsp;CMO Series 2011-18 Class ZK | &nbsp;&nbsp;CMO Series 2011-18 Class ZK | &nbsp;&nbsp;CMO Series 2011-18 Class ZK | &nbsp;&nbsp;CMO Series 2011-18 Class ZK |
| &nbsp;&nbsp;03/25/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3324419 | &nbsp;&nbsp;&nbsp;&nbsp;3154728 |
| &nbsp;&nbsp;CMO Series 2011-53 Class WT | &nbsp;&nbsp;CMO Series 2011-53 Class WT | &nbsp;&nbsp;CMO Series 2011-53 Class WT | &nbsp;&nbsp;CMO Series 2011-53 Class WT |
| &nbsp;&nbsp;06/25/2041 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;311955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307154 |
| &nbsp;&nbsp;CMO Series 2011-87 Class GB | &nbsp;&nbsp;CMO Series 2011-87 Class GB | &nbsp;&nbsp;CMO Series 2011-87 Class GB | &nbsp;&nbsp;CMO Series 2011-87 Class GB |
| &nbsp;&nbsp;09/25/2041 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6958524 |
| &nbsp;&nbsp;CMO Series 2012-121 Class GZ | &nbsp;&nbsp;CMO Series 2012-121 Class GZ | &nbsp;&nbsp;CMO Series 2012-121 Class GZ | &nbsp;&nbsp;CMO Series 2012-121 Class GZ |
| &nbsp;&nbsp;11/25/2042 | &nbsp;&nbsp;3.500% | 11180435 | &nbsp;&nbsp;10581136 |
| &nbsp;&nbsp;CMO Series 2012-68 Class ZA | &nbsp;&nbsp;CMO Series 2012-68 Class ZA | &nbsp;&nbsp;CMO Series 2012-68 Class ZA | &nbsp;&nbsp;CMO Series 2012-68 Class ZA |
| &nbsp;&nbsp;07/25/2042 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8536432 | &nbsp;&nbsp;&nbsp;&nbsp;8053235 |
| &nbsp;&nbsp;CMO Series 2012-94 | &nbsp;&nbsp;CMO Series 2012-94 | &nbsp;&nbsp;CMO Series 2012-94 | &nbsp;&nbsp;CMO Series 2012-94 |
| &nbsp;&nbsp;09/25/2042 | &nbsp;&nbsp;3.500% | 10197637 | &nbsp;&nbsp;&nbsp;&nbsp;9447479 |
| &nbsp;&nbsp;CMO Series 2013-106 Class LA | &nbsp;&nbsp;CMO Series 2013-106 Class LA | &nbsp;&nbsp;CMO Series 2013-106 Class LA | &nbsp;&nbsp;CMO Series 2013-106 Class LA |
| &nbsp;&nbsp;08/25/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1709249 | &nbsp;&nbsp;&nbsp;&nbsp;1667038 |
| &nbsp;&nbsp;CMO Series 2013-16 Class GD | &nbsp;&nbsp;CMO Series 2013-16 Class GD | &nbsp;&nbsp;CMO Series 2013-16 Class GD | &nbsp;&nbsp;CMO Series 2013-16 Class GD |
| &nbsp;&nbsp;03/25/2033 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1354083 | &nbsp;&nbsp;&nbsp;&nbsp;1314118 |
| &nbsp;&nbsp;CMO Series 2013-66 Class AP | &nbsp;&nbsp;CMO Series 2013-66 Class AP | &nbsp;&nbsp;CMO Series 2013-66 Class AP | &nbsp;&nbsp;CMO Series 2013-66 Class AP |
| &nbsp;&nbsp;05/25/2043 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38364 |
| &nbsp;&nbsp;CMO Series 2016-9 Class A | &nbsp;&nbsp;CMO Series 2016-9 Class A | &nbsp;&nbsp;CMO Series 2016-9 Class A | &nbsp;&nbsp;CMO Series 2016-9 Class A |
| &nbsp;&nbsp;09/25/2043 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 |
| &nbsp;&nbsp;CMO Series 2018-38 Class PA | &nbsp;&nbsp;CMO Series 2018-38 Class PA | &nbsp;&nbsp;CMO Series 2018-38 Class PA | &nbsp;&nbsp;CMO Series 2018-38 Class PA |
| &nbsp;&nbsp;06/25/2047 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;532808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509669 |
| &nbsp;&nbsp;CMO Series 2018-55 Class PA | &nbsp;&nbsp;CMO Series 2018-55 Class PA | &nbsp;&nbsp;CMO Series 2018-55 Class PA | &nbsp;&nbsp;CMO Series 2018-55 Class PA |
| &nbsp;&nbsp;01/25/2047 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1512855 | &nbsp;&nbsp;&nbsp;&nbsp;1462693 |
| &nbsp;&nbsp;CMO Series 2018-64 Class ET | &nbsp;&nbsp;CMO Series 2018-64 Class ET | &nbsp;&nbsp;CMO Series 2018-64 Class ET | &nbsp;&nbsp;CMO Series 2018-64 Class ET |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2925772 | &nbsp;&nbsp;&nbsp;&nbsp;2681277 |
| &nbsp;&nbsp;CMO Series 2018-94D Class KD | &nbsp;&nbsp;CMO Series 2018-94D Class KD | &nbsp;&nbsp;CMO Series 2018-94D Class KD | &nbsp;&nbsp;CMO Series 2018-94D Class KD |
| &nbsp;&nbsp;12/25/2048 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;813113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773681 |
| &nbsp;&nbsp;CMO Series 2019-9 Class DZ | &nbsp;&nbsp;CMO Series 2019-9 Class DZ | &nbsp;&nbsp;CMO Series 2019-9 Class DZ | &nbsp;&nbsp;CMO Series 2019-9 Class DZ |
| &nbsp;&nbsp;03/25/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3694684 | &nbsp;&nbsp;&nbsp;&nbsp;3512343 |
| &nbsp;&nbsp;CMO Series 98-17 Class Z | &nbsp;&nbsp;CMO Series 98-17 Class Z | &nbsp;&nbsp;CMO Series 98-17 Class Z | &nbsp;&nbsp;CMO Series 98-17 Class Z |
| &nbsp;&nbsp;04/18/2028 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44011 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(q)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q)</sup> |
| &nbsp;&nbsp;11/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4419055 | &nbsp;&nbsp;&nbsp;&nbsp;4245187 |
| &nbsp;&nbsp;07/01/2050-<br> 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | 108422996 | &nbsp;&nbsp;92977065 |
| &nbsp;&nbsp;02/01/2052-<br> 07/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;99951809 | &nbsp;&nbsp;88519184 |
| &nbsp;&nbsp;05/01/2052-<br> 06/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;19040116 | &nbsp;&nbsp;17450213 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(q),(r)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q),(r)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q),(r)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(q),(r)</sup> |
| &nbsp;&nbsp;03/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;23794409 | &nbsp;&nbsp;21074330 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2002-59 Class HF | &nbsp;&nbsp;CMO Series 2002-59 Class HF | &nbsp;&nbsp;CMO Series 2002-59 Class HF | &nbsp;&nbsp;CMO Series 2002-59 Class HF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.350%<br> Floor 0.350%, Cap 8.000%<br> 08/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.254% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36477 |
| &nbsp;&nbsp;CMO Series 2004-93 Class FC | &nbsp;&nbsp;CMO Series 2004-93 Class FC | &nbsp;&nbsp;CMO Series 2004-93 Class FC | &nbsp;&nbsp;CMO Series 2004-93 Class FC |
| &nbsp;&nbsp;1-month USD LIBOR + 0.200%<br> Floor 0.200%, Cap 8.000%<br> 12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4.216% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309914 |
| &nbsp;&nbsp;CMO Series 2006-71 Class SH | &nbsp;&nbsp;CMO Series 2006-71 Class SH | &nbsp;&nbsp;CMO Series 2006-71 Class SH | &nbsp;&nbsp;CMO Series 2006-71 Class SH |
| &nbsp;&nbsp;-2.6 x 1-month USD LIBOR + 15.738%<br> Cap 15.738%<br> 05/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5.204% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135648 |
| &nbsp;&nbsp;CMO Series 2007-90 Class F | &nbsp;&nbsp;CMO Series 2007-90 Class F | &nbsp;&nbsp;CMO Series 2007-90 Class F | &nbsp;&nbsp;CMO Series 2007-90 Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 0.490%<br> Floor 0.490%, Cap 7.000%<br> 09/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4.506% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135307 |
| &nbsp;&nbsp;CMO Series 2007-W7 Class 1A4 | &nbsp;&nbsp;CMO Series 2007-W7 Class 1A4 | &nbsp;&nbsp;CMO Series 2007-W7 Class 1A4 | &nbsp;&nbsp;CMO Series 2007-W7 Class 1A4 |
| &nbsp;&nbsp;-6.0 x 1-month USD LIBOR + 39.180%<br> Cap 39.180%<br> 07/25/2037 | &nbsp;&nbsp;15.083% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58607 |
| &nbsp;&nbsp;CMO Series 2008-15 Class AS | &nbsp;&nbsp;CMO Series 2008-15 Class AS | &nbsp;&nbsp;CMO Series 2008-15 Class AS | &nbsp;&nbsp;CMO Series 2008-15 Class AS |
| &nbsp;&nbsp;-5.0 x 1-month USD LIBOR + 33.000%<br> Cap 33.000%<br> 08/25/2036 | &nbsp;&nbsp;12.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315362 |
| &nbsp;&nbsp;CMO Series 2010-142 Class HS | &nbsp;&nbsp;CMO Series 2010-142 Class HS | &nbsp;&nbsp;CMO Series 2010-142 Class HS | &nbsp;&nbsp;CMO Series 2010-142 Class HS |
| &nbsp;&nbsp;-2.0 x 1-month USD LIBOR + 10.000%<br> Cap 10.000%<br> 12/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294396 |
| &nbsp;&nbsp;CMO Series 2010-150 Class FL | &nbsp;&nbsp;CMO Series 2010-150 Class FL | &nbsp;&nbsp;CMO Series 2010-150 Class FL | &nbsp;&nbsp;CMO Series 2010-150 Class FL |
| &nbsp;&nbsp;1-month USD LIBOR + 0.550%<br> Floor 0.550%, Cap 7.000%<br> 10/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4.566% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106368 |
| &nbsp;&nbsp;CMO Series 2012-1 Class FA | &nbsp;&nbsp;CMO Series 2012-1 Class FA | &nbsp;&nbsp;CMO Series 2012-1 Class FA | &nbsp;&nbsp;CMO Series 2012-1 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.500%<br> Floor 0.500%, Cap 6.500%<br> 02/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840644 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 57 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2012-115 Class MT | &nbsp;&nbsp;CMO Series 2012-115 Class MT | &nbsp;&nbsp;CMO Series 2012-115 Class MT | &nbsp;&nbsp;CMO Series 2012-115 Class MT |
| &nbsp;&nbsp;-3.0 x 1-month USD LIBOR + 13.500%<br> Cap 4.500%<br> 10/25/2042 | &nbsp;&nbsp;1.140% | &nbsp;&nbsp;&nbsp;&nbsp;310600 | &nbsp;&nbsp;&nbsp;&nbsp;209404 |
| &nbsp;&nbsp;CMO Series 2016-32 Class GT | &nbsp;&nbsp;CMO Series 2016-32 Class GT | &nbsp;&nbsp;CMO Series 2016-32 Class GT | &nbsp;&nbsp;CMO Series 2016-32 Class GT |
| &nbsp;&nbsp;-4.5 x 1-month USD LIBOR + 18.000%<br> Cap 4.500%<br> 01/25/2043 | &nbsp;&nbsp;1.045% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21311 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2004-29 Class PS | &nbsp;&nbsp;CMO Series 2004-29 Class PS | &nbsp;&nbsp;CMO Series 2004-29 Class PS | &nbsp;&nbsp;CMO Series 2004-29 Class PS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 7.600%<br> Cap 7.600%<br> 05/25/2034 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;1142288 | &nbsp;&nbsp;&nbsp;&nbsp;134488 |
| &nbsp;&nbsp;CMO Series 2006-43 Class SJ | &nbsp;&nbsp;CMO Series 2006-43 Class SJ | &nbsp;&nbsp;CMO Series 2006-43 Class SJ | &nbsp;&nbsp;CMO Series 2006-43 Class SJ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.590%<br> Cap 6.590%<br> 06/25/2036 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;&nbsp;&nbsp;828968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78420 |
| &nbsp;&nbsp;CMO Series 2009-100 Class SA | &nbsp;&nbsp;CMO Series 2009-100 Class SA | &nbsp;&nbsp;CMO Series 2009-100 Class SA | &nbsp;&nbsp;CMO Series 2009-100 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 12/25/2039 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;2571038 | &nbsp;&nbsp;&nbsp;&nbsp;275202 |
| &nbsp;&nbsp;CMO Series 2009-87 Class NS | &nbsp;&nbsp;CMO Series 2009-87 Class NS | &nbsp;&nbsp;CMO Series 2009-87 Class NS | &nbsp;&nbsp;CMO Series 2009-87 Class NS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 11/25/2039 | &nbsp;&nbsp;2.234% | &nbsp;&nbsp;4310876 | &nbsp;&nbsp;&nbsp;&nbsp;304374 |
| &nbsp;&nbsp;CMO Series 2010-131 Class SA | &nbsp;&nbsp;CMO Series 2010-131 Class SA | &nbsp;&nbsp;CMO Series 2010-131 Class SA | &nbsp;&nbsp;CMO Series 2010-131 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.600%<br> Cap 6.600%<br> 11/25/2040 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3586724 | &nbsp;&nbsp;&nbsp;&nbsp;374090 |
| &nbsp;&nbsp;CMO Series 2010-21 Class SA | &nbsp;&nbsp;CMO Series 2010-21 Class SA | &nbsp;&nbsp;CMO Series 2010-21 Class SA | &nbsp;&nbsp;CMO Series 2010-21 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 03/25/2040 | &nbsp;&nbsp;2.234% | &nbsp;&nbsp;6391501 | &nbsp;&nbsp;&nbsp;&nbsp;526909 |
| &nbsp;&nbsp;CMO Series 2010-57 Class SA | &nbsp;&nbsp;CMO Series 2010-57 Class SA | &nbsp;&nbsp;CMO Series 2010-57 Class SA | &nbsp;&nbsp;CMO Series 2010-57 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.450%<br> Cap 6.450%<br> 06/25/2040 | &nbsp;&nbsp;2.434% | &nbsp;&nbsp;1560893 | &nbsp;&nbsp;&nbsp;&nbsp;142334 |
| &nbsp;&nbsp;CMO Series 2011-131 Class ST | &nbsp;&nbsp;CMO Series 2011-131 Class ST | &nbsp;&nbsp;CMO Series 2011-131 Class ST | &nbsp;&nbsp;CMO Series 2011-131 Class ST |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.540%<br> Cap 6.540%<br> 12/25/2041 | &nbsp;&nbsp;2.524% | 19589377 | &nbsp;&nbsp;2574526 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2011-47 Class GS | &nbsp;&nbsp;CMO Series 2011-47 Class GS | &nbsp;&nbsp;CMO Series 2011-47 Class GS | &nbsp;&nbsp;CMO Series 2011-47 Class GS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.930%<br> Cap 5.930%<br> 06/25/2041 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5304546 | &nbsp;&nbsp;&nbsp;&nbsp;385019 |
| &nbsp;&nbsp;CMO Series 2012-17 Class MS | &nbsp;&nbsp;CMO Series 2012-17 Class MS | &nbsp;&nbsp;CMO Series 2012-17 Class MS | &nbsp;&nbsp;CMO Series 2012-17 Class MS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.700%<br> Cap 6.700%<br> 03/25/2027 | &nbsp;&nbsp;2.684% | &nbsp;&nbsp;1732768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33833 |
| &nbsp;&nbsp;CMO Series 2013-10 Class SJ | &nbsp;&nbsp;CMO Series 2013-10 Class SJ | &nbsp;&nbsp;CMO Series 2013-10 Class SJ | &nbsp;&nbsp;CMO Series 2013-10 Class SJ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 02/25/2043 | &nbsp;&nbsp;2.134% | &nbsp;&nbsp;4375977 | &nbsp;&nbsp;&nbsp;&nbsp;380334 |
| &nbsp;&nbsp;CMO Series 2013-19 Class KS | &nbsp;&nbsp;CMO Series 2013-19 Class KS | &nbsp;&nbsp;CMO Series 2013-19 Class KS | &nbsp;&nbsp;CMO Series 2013-19 Class KS |
| &nbsp;&nbsp;-1.0 x 3-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 10/25/2041 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;4450158 | &nbsp;&nbsp;&nbsp;&nbsp;284776 |
| &nbsp;&nbsp;CMO Series 2013-34 Class SC | &nbsp;&nbsp;CMO Series 2013-34 Class SC | &nbsp;&nbsp;CMO Series 2013-34 Class SC | &nbsp;&nbsp;CMO Series 2013-34 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 04/25/2043 | &nbsp;&nbsp;2.134% | 12132115 | &nbsp;&nbsp;1794352 |
| &nbsp;&nbsp;CMO Series 2014-40 Class HS | &nbsp;&nbsp;CMO Series 2014-40 Class HS | &nbsp;&nbsp;CMO Series 2014-40 Class HS | &nbsp;&nbsp;CMO Series 2014-40 Class HS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.700%<br> Cap 6.700%<br> 07/25/2044 | &nbsp;&nbsp;2.684% | &nbsp;&nbsp;3182724 | &nbsp;&nbsp;&nbsp;&nbsp;498740 |
| &nbsp;&nbsp;CMO Series 2014-52 Class SL | &nbsp;&nbsp;CMO Series 2014-52 Class SL | &nbsp;&nbsp;CMO Series 2014-52 Class SL | &nbsp;&nbsp;CMO Series 2014-52 Class SL |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 09/25/2044 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;5493484 | &nbsp;&nbsp;&nbsp;&nbsp;598050 |
| &nbsp;&nbsp;CMO Series 2015-81 Class SD | &nbsp;&nbsp;CMO Series 2015-81 Class SD | &nbsp;&nbsp;CMO Series 2015-81 Class SD | &nbsp;&nbsp;CMO Series 2015-81 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.700%<br> Cap 6.700%<br> 01/25/2037 | &nbsp;&nbsp;2.684% | &nbsp;&nbsp;3917782 | &nbsp;&nbsp;&nbsp;&nbsp;321532 |
| &nbsp;&nbsp;CMO Series 2016-19 Class SA | &nbsp;&nbsp;CMO Series 2016-19 Class SA | &nbsp;&nbsp;CMO Series 2016-19 Class SA | &nbsp;&nbsp;CMO Series 2016-19 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 04/25/2046 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;4959702 | &nbsp;&nbsp;&nbsp;&nbsp;371138 |
| &nbsp;&nbsp;CMO Series 2016-32 Class SA | &nbsp;&nbsp;CMO Series 2016-32 Class SA | &nbsp;&nbsp;CMO Series 2016-32 Class SA | &nbsp;&nbsp;CMO Series 2016-32 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 10/25/2034 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;2277605 | &nbsp;&nbsp;&nbsp;&nbsp;165979 |

---

---

| | |
|:---|:---|
| 58 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2016-60 Class QS | &nbsp;&nbsp;CMO Series 2016-60 Class QS | &nbsp;&nbsp;CMO Series 2016-60 Class QS | &nbsp;&nbsp;CMO Series 2016-60 Class QS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 09/25/2046 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;6717613 | &nbsp;&nbsp;&nbsp;&nbsp;554082 |
| &nbsp;&nbsp;CMO Series 2016-60 Class SD | &nbsp;&nbsp;CMO Series 2016-60 Class SD | &nbsp;&nbsp;CMO Series 2016-60 Class SD | &nbsp;&nbsp;CMO Series 2016-60 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 09/25/2046 | &nbsp;&nbsp;2.084% | 21779687 | &nbsp;&nbsp;1623906 |
| &nbsp;&nbsp;CMO Series 2016-60 Class SE | &nbsp;&nbsp;CMO Series 2016-60 Class SE | &nbsp;&nbsp;CMO Series 2016-60 Class SE | &nbsp;&nbsp;CMO Series 2016-60 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 09/25/2046 | &nbsp;&nbsp;2.234% | &nbsp;&nbsp;6342991 | &nbsp;&nbsp;&nbsp;&nbsp;443239 |
| &nbsp;&nbsp;CMO Series 2016-82 Class SG | &nbsp;&nbsp;CMO Series 2016-82 Class SG | &nbsp;&nbsp;CMO Series 2016-82 Class SG | &nbsp;&nbsp;CMO Series 2016-82 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 11/25/2046 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;9015488 | &nbsp;&nbsp;&nbsp;&nbsp;613097 |
| &nbsp;&nbsp;CMO Series 2016-88 Class BS | &nbsp;&nbsp;CMO Series 2016-88 Class BS | &nbsp;&nbsp;CMO Series 2016-88 Class BS | &nbsp;&nbsp;CMO Series 2016-88 Class BS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 12/25/2046 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;6531179 | &nbsp;&nbsp;&nbsp;&nbsp;575228 |
| &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.650%<br> Cap 6.650%<br> 12/25/2046 | &nbsp;&nbsp;2.634% | &nbsp;&nbsp;4128846 | &nbsp;&nbsp;&nbsp;&nbsp;309187 |
| &nbsp;&nbsp;CMO Series 2017-26 Class SA | &nbsp;&nbsp;CMO Series 2017-26 Class SA | &nbsp;&nbsp;CMO Series 2017-26 Class SA | &nbsp;&nbsp;CMO Series 2017-26 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 04/25/2047 | &nbsp;&nbsp;2.134% | &nbsp;&nbsp;6209777 | &nbsp;&nbsp;&nbsp;&nbsp;403932 |
| &nbsp;&nbsp;CMO Series 2017-57 Class SD | &nbsp;&nbsp;CMO Series 2017-57 Class SD | &nbsp;&nbsp;CMO Series 2017-57 Class SD | &nbsp;&nbsp;CMO Series 2017-57 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 3.950%<br> Cap 2.750%<br> 08/25/2047 | &nbsp;&nbsp;0.364% | &nbsp;&nbsp;6434977 | &nbsp;&nbsp;&nbsp;&nbsp;162869 |
| &nbsp;&nbsp;CMO Series 2018-43 Class SE | &nbsp;&nbsp;CMO Series 2018-43 Class SE | &nbsp;&nbsp;CMO Series 2018-43 Class SE | &nbsp;&nbsp;CMO Series 2018-43 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 09/25/2038 | &nbsp;&nbsp;2.234% | &nbsp;&nbsp;4759565 | &nbsp;&nbsp;&nbsp;&nbsp;402796 |
| &nbsp;&nbsp;CMO Series 2018-61 Class SA | &nbsp;&nbsp;CMO Series 2018-61 Class SA | &nbsp;&nbsp;CMO Series 2018-61 Class SA | &nbsp;&nbsp;CMO Series 2018-61 Class SA |
| &nbsp;&nbsp;1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/25/2048 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;3349484 | &nbsp;&nbsp;&nbsp;&nbsp;280786 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-35 Class SH | &nbsp;&nbsp;CMO Series 2019-35 Class SH | &nbsp;&nbsp;CMO Series 2019-35 Class SH | &nbsp;&nbsp;CMO Series 2019-35 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/25/2049 | &nbsp;&nbsp;2.134% | 14190774 | &nbsp;&nbsp;&nbsp;&nbsp;1020246 |
| &nbsp;&nbsp;CMO Series 2019-39 Class SB | &nbsp;&nbsp;CMO Series 2019-39 Class SB | &nbsp;&nbsp;CMO Series 2019-39 Class SB | &nbsp;&nbsp;CMO Series 2019-39 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 08/25/2049 | &nbsp;&nbsp;2.084% | 12012624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873987 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 2013-16 Class MI | &nbsp;&nbsp;CMO Series 2013-16 Class MI | &nbsp;&nbsp;CMO Series 2013-16 Class MI | &nbsp;&nbsp;CMO Series 2013-16 Class MI |
| &nbsp;&nbsp;03/25/2043 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4202817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492717 |
| &nbsp;&nbsp;CMO Series 2013-23 Class AI | &nbsp;&nbsp;CMO Series 2013-23 Class AI | &nbsp;&nbsp;CMO Series 2013-23 Class AI | &nbsp;&nbsp;CMO Series 2013-23 Class AI |
| &nbsp;&nbsp;03/25/2043 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5017676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905257 |
| &nbsp;&nbsp;CMO Series 2013-35 Class IB | &nbsp;&nbsp;CMO Series 2013-35 Class IB | &nbsp;&nbsp;CMO Series 2013-35 Class IB | &nbsp;&nbsp;CMO Series 2013-35 Class IB |
| &nbsp;&nbsp;04/25/2033 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6567535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669052 |
| &nbsp;&nbsp;CMO Series 2013-41 Class HI | &nbsp;&nbsp;CMO Series 2013-41 Class HI | &nbsp;&nbsp;CMO Series 2013-41 Class HI | &nbsp;&nbsp;CMO Series 2013-41 Class HI |
| &nbsp;&nbsp;02/25/2033 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7477373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539811 |
| &nbsp;&nbsp;CMO Series 2015-54 Class GI | &nbsp;&nbsp;CMO Series 2015-54 Class GI | &nbsp;&nbsp;CMO Series 2015-54 Class GI | &nbsp;&nbsp;CMO Series 2015-54 Class GI |
| &nbsp;&nbsp;07/25/2045 | &nbsp;&nbsp;5.500% | 19999541 | &nbsp;&nbsp;&nbsp;&nbsp;3585212 |
| &nbsp;&nbsp;CMO Series 2020-42 Class AI | &nbsp;&nbsp;CMO Series 2020-42 Class AI | &nbsp;&nbsp;CMO Series 2020-42 Class AI | &nbsp;&nbsp;CMO Series 2020-42 Class AI |
| &nbsp;&nbsp;06/25/2050 | &nbsp;&nbsp;2.500% | 19685071 | &nbsp;&nbsp;&nbsp;&nbsp;2233905 |
| &nbsp;&nbsp;CMO Series 2020-72 Class LI | &nbsp;&nbsp;CMO Series 2020-72 Class LI | &nbsp;&nbsp;CMO Series 2020-72 Class LI | &nbsp;&nbsp;CMO Series 2020-72 Class LI |
| &nbsp;&nbsp;12/25/2040 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;1229932 |
| &nbsp;&nbsp;CMO Series 2021-33 Class AI | &nbsp;&nbsp;CMO Series 2021-33 Class AI | &nbsp;&nbsp;CMO Series 2021-33 Class AI | &nbsp;&nbsp;CMO Series 2021-33 Class AI |
| &nbsp;&nbsp;05/25/2047 | &nbsp;&nbsp;2.500% | 36383552 | &nbsp;&nbsp;&nbsp;&nbsp;4448435 |
| &nbsp;&nbsp;CMO Series 385 Class 8 | &nbsp;&nbsp;CMO Series 385 Class 8 | &nbsp;&nbsp;CMO Series 385 Class 8 | &nbsp;&nbsp;CMO Series 385 Class 8 |
| &nbsp;&nbsp;12/25/2037 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2063527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430982 |
| &nbsp;&nbsp;CMO Series 426 Class C58 | &nbsp;&nbsp;CMO Series 426 Class C58 | &nbsp;&nbsp;CMO Series 426 Class C58 | &nbsp;&nbsp;CMO Series 426 Class C58 |
| &nbsp;&nbsp;03/25/2052 | &nbsp;&nbsp;3.000% | 40486551 | &nbsp;&nbsp;&nbsp;&nbsp;6333748 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-24 Class IO | &nbsp;&nbsp;CMO Series 2021-24 Class IO | &nbsp;&nbsp;CMO Series 2021-24 Class IO | &nbsp;&nbsp;CMO Series 2021-24 Class IO |
| &nbsp;&nbsp;03/25/2059 | &nbsp;&nbsp;1.163% | &nbsp;&nbsp;8220427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585548 |
| &nbsp;&nbsp;Federal National Mortgage Association REMICS | &nbsp;&nbsp;Federal National Mortgage Association REMICS | &nbsp;&nbsp;Federal National Mortgage Association REMICS | &nbsp;&nbsp;Federal National Mortgage Association REMICS |
| &nbsp;&nbsp;CMO Series 2012-105 Class Z | &nbsp;&nbsp;CMO Series 2012-105 Class Z | &nbsp;&nbsp;CMO Series 2012-105 Class Z | &nbsp;&nbsp;CMO Series 2012-105 Class Z |
| &nbsp;&nbsp;10/25/2042 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2853261 | &nbsp;&nbsp;&nbsp;&nbsp;2667848 |
| &nbsp;&nbsp;CMO Series 2013-18 Class ZA | &nbsp;&nbsp;CMO Series 2013-18 Class ZA | &nbsp;&nbsp;CMO Series 2013-18 Class ZA | &nbsp;&nbsp;CMO Series 2013-18 Class ZA |
| &nbsp;&nbsp;03/25/2043 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3799977 | &nbsp;&nbsp;&nbsp;&nbsp;3482399 |
| &nbsp;&nbsp;CMO Series 2013-70 Class JZ | &nbsp;&nbsp;CMO Series 2013-70 Class JZ | &nbsp;&nbsp;CMO Series 2013-70 Class JZ | &nbsp;&nbsp;CMO Series 2013-70 Class JZ |
| &nbsp;&nbsp;07/25/2043 | &nbsp;&nbsp;3.000% | 13127145 | &nbsp;&nbsp;11457513 |
| &nbsp;&nbsp;CMO Series 2018-11 Class BX | &nbsp;&nbsp;CMO Series 2018-11 Class BX | &nbsp;&nbsp;CMO Series 2018-11 Class BX | &nbsp;&nbsp;CMO Series 2018-11 Class BX |
| &nbsp;&nbsp;12/25/2047 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9650719 | &nbsp;&nbsp;&nbsp;&nbsp;9179013 |
| &nbsp;&nbsp;CMO Series 2019-70 Class CB | &nbsp;&nbsp;CMO Series 2019-70 Class CB | &nbsp;&nbsp;CMO Series 2019-70 Class CB | &nbsp;&nbsp;CMO Series 2019-70 Class CB |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2930122 | &nbsp;&nbsp;&nbsp;&nbsp;2712884 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 59 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2017-14 Class DS | &nbsp;&nbsp;CMO Series 2017-14 Class DS | &nbsp;&nbsp;CMO Series 2017-14 Class DS | &nbsp;&nbsp;CMO Series 2017-14 Class DS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 03/25/2047 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;9553299 | &nbsp;&nbsp;&nbsp;&nbsp;1026151 |
| &nbsp;&nbsp;CMO Series 3908 Class XS | &nbsp;&nbsp;CMO Series 3908 Class XS | &nbsp;&nbsp;CMO Series 3908 Class XS | &nbsp;&nbsp;CMO Series 3908 Class XS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.450%<br> Cap 6.450%<br> 06/15/2039 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9810700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990606 |
| &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association REMICS<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-74 Class LI | &nbsp;&nbsp;CMO Series 2021-74 Class LI | &nbsp;&nbsp;CMO Series 2021-74 Class LI | &nbsp;&nbsp;CMO Series 2021-74 Class LI |
| &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;3.500% | 23398520 | &nbsp;&nbsp;&nbsp;&nbsp;4603050 |
| &nbsp;&nbsp;CMO Series 2022-38 Class IH | &nbsp;&nbsp;CMO Series 2022-38 Class IH | &nbsp;&nbsp;CMO Series 2022-38 Class IH | &nbsp;&nbsp;CMO Series 2022-38 Class IH |
| &nbsp;&nbsp;07/25/2052 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2777777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684429 |
| &nbsp;&nbsp;CMO Series 2022-5 Class LI | &nbsp;&nbsp;CMO Series 2022-5 Class LI | &nbsp;&nbsp;CMO Series 2022-5 Class LI | &nbsp;&nbsp;CMO Series 2022-5 Class LI |
| &nbsp;&nbsp;02/25/2052 | &nbsp;&nbsp;3.000% | 31823656 | &nbsp;&nbsp;&nbsp;&nbsp;4210037 |
| &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association |
| &nbsp;&nbsp;05/15/2040-<br> 10/20/2048 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2512207 | &nbsp;&nbsp;&nbsp;&nbsp;2555589 |
| &nbsp;&nbsp;05/20/2041-<br> 08/20/2048 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3789756 | &nbsp;&nbsp;&nbsp;&nbsp;3767642 |
| &nbsp;&nbsp;02/15/2042-<br> 10/20/2048 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5876976 | &nbsp;&nbsp;&nbsp;&nbsp;5678862 |
| &nbsp;&nbsp;03/20/2046-<br> 07/20/2049 | &nbsp;&nbsp;3.500% | 12786959 | &nbsp;&nbsp;12039375 |
| &nbsp;&nbsp;12/20/2046-<br> 12/20/2051 | &nbsp;&nbsp;3.000% | 19998892 | &nbsp;&nbsp;18191840 |
| &nbsp;&nbsp;08/20/2051-<br> 04/20/2052 | &nbsp;&nbsp;2.500% | 32482985 | &nbsp;&nbsp;28611584 |
| &nbsp;&nbsp;CMO Series 2005-45 Class ZA | &nbsp;&nbsp;CMO Series 2005-45 Class ZA | &nbsp;&nbsp;CMO Series 2005-45 Class ZA | &nbsp;&nbsp;CMO Series 2005-45 Class ZA |
| &nbsp;&nbsp;06/16/2035 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1559802 | &nbsp;&nbsp;&nbsp;&nbsp;1681415 |
| &nbsp;&nbsp;CMO Series 2009-104 Class YD | &nbsp;&nbsp;CMO Series 2009-104 Class YD | &nbsp;&nbsp;CMO Series 2009-104 Class YD | &nbsp;&nbsp;CMO Series 2009-104 Class YD |
| &nbsp;&nbsp;11/20/2039 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1439700 | &nbsp;&nbsp;&nbsp;&nbsp;1448487 |
| &nbsp;&nbsp;CMO Series 2009-55 Class LX | &nbsp;&nbsp;CMO Series 2009-55 Class LX | &nbsp;&nbsp;CMO Series 2009-55 Class LX | &nbsp;&nbsp;CMO Series 2009-55 Class LX |
| &nbsp;&nbsp;07/20/2039 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1779447 | &nbsp;&nbsp;&nbsp;&nbsp;1798725 |
| &nbsp;&nbsp;CMO Series 2009-67 Class DB | &nbsp;&nbsp;CMO Series 2009-67 Class DB | &nbsp;&nbsp;CMO Series 2009-67 Class DB | &nbsp;&nbsp;CMO Series 2009-67 Class DB |
| &nbsp;&nbsp;08/20/2039 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1978232 | &nbsp;&nbsp;&nbsp;&nbsp;1982446 |
| &nbsp;&nbsp;CMO Series 2010-108 Class WL | &nbsp;&nbsp;CMO Series 2010-108 Class WL | &nbsp;&nbsp;CMO Series 2010-108 Class WL | &nbsp;&nbsp;CMO Series 2010-108 Class WL |
| &nbsp;&nbsp;04/16/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1953861 | &nbsp;&nbsp;&nbsp;&nbsp;1897665 |
| &nbsp;&nbsp;CMO Series 2010-120 Class AY | &nbsp;&nbsp;CMO Series 2010-120 Class AY | &nbsp;&nbsp;CMO Series 2010-120 Class AY | &nbsp;&nbsp;CMO Series 2010-120 Class AY |
| &nbsp;&nbsp;09/20/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1805386 | &nbsp;&nbsp;&nbsp;&nbsp;1774777 |
| &nbsp;&nbsp;CMO Series 2010-135 Class PE | &nbsp;&nbsp;CMO Series 2010-135 Class PE | &nbsp;&nbsp;CMO Series 2010-135 Class PE | &nbsp;&nbsp;CMO Series 2010-135 Class PE |
| &nbsp;&nbsp;10/16/2040 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3893508 | &nbsp;&nbsp;&nbsp;&nbsp;3841790 |
| &nbsp;&nbsp;CMO Series 2014-3 Class EP | &nbsp;&nbsp;CMO Series 2014-3 Class EP | &nbsp;&nbsp;CMO Series 2014-3 Class EP | &nbsp;&nbsp;CMO Series 2014-3 Class EP |
| &nbsp;&nbsp;02/16/2043 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5757940 | &nbsp;&nbsp;&nbsp;&nbsp;5329250 |
| &nbsp;&nbsp;CMO Series 2016-111 Class PB | &nbsp;&nbsp;CMO Series 2016-111 Class PB | &nbsp;&nbsp;CMO Series 2016-111 Class PB | &nbsp;&nbsp;CMO Series 2016-111 Class PB |
| &nbsp;&nbsp;08/20/2046 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794979 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2018-1 Class LZ | &nbsp;&nbsp;CMO Series 2018-1 Class LZ | &nbsp;&nbsp;CMO Series 2018-1 Class LZ | &nbsp;&nbsp;CMO Series 2018-1 Class LZ |
| &nbsp;&nbsp;01/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;4279919 | &nbsp;&nbsp;&nbsp;&nbsp;3836641 |
| &nbsp;&nbsp;CMO Series 2018-115 Class DE | &nbsp;&nbsp;CMO Series 2018-115 Class DE | &nbsp;&nbsp;CMO Series 2018-115 Class DE | &nbsp;&nbsp;CMO Series 2018-115 Class DE |
| &nbsp;&nbsp;08/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;1621247 | &nbsp;&nbsp;&nbsp;&nbsp;1519941 |
| &nbsp;&nbsp;CMO Series 2018-147 Class BZ | &nbsp;&nbsp;CMO Series 2018-147 Class BZ | &nbsp;&nbsp;CMO Series 2018-147 Class BZ | &nbsp;&nbsp;CMO Series 2018-147 Class BZ |
| &nbsp;&nbsp;10/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;3956704 | &nbsp;&nbsp;&nbsp;&nbsp;3751887 |
| &nbsp;&nbsp;CMO Series 2018-53 Class AL | &nbsp;&nbsp;CMO Series 2018-53 Class AL | &nbsp;&nbsp;CMO Series 2018-53 Class AL | &nbsp;&nbsp;CMO Series 2018-53 Class AL |
| &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;733755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702743 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(r)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(r)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(r)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(r)</sup> |
| &nbsp;&nbsp;08/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 30329043 | &nbsp;&nbsp;27552539 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;1-year CMT + 1.137%<br> 03/20/2066 | &nbsp;&nbsp;&nbsp;&nbsp;4.467% | &nbsp;&nbsp;&nbsp;&nbsp;218407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218503 |
| &nbsp;&nbsp;1-year CMT + 0.706%<br> 04/20/2066 | &nbsp;&nbsp;&nbsp;&nbsp;4.034% | &nbsp;&nbsp;&nbsp;&nbsp;330146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329036 |
| &nbsp;&nbsp;CMO Series 2003-60 Class GS | &nbsp;&nbsp;CMO Series 2003-60 Class GS | &nbsp;&nbsp;CMO Series 2003-60 Class GS | &nbsp;&nbsp;CMO Series 2003-60 Class GS |
| &nbsp;&nbsp;-1.7 x 1-month USD LIBOR + 12.417%<br> Cap 12.417%<br> 05/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.939% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27011 |
| &nbsp;&nbsp;CMO Series 2006-37 Class AS | &nbsp;&nbsp;CMO Series 2006-37 Class AS | &nbsp;&nbsp;CMO Series 2006-37 Class AS | &nbsp;&nbsp;CMO Series 2006-37 Class AS |
| &nbsp;&nbsp;-6.0 x 1-month USD LIBOR + 39.660%<br> Cap 39.660%<br> 07/20/2036 | &nbsp;&nbsp;16.029% | &nbsp;&nbsp;&nbsp;&nbsp;567442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704155 |
| &nbsp;&nbsp;CMO Series 2010-H03 Class FA | &nbsp;&nbsp;CMO Series 2010-H03 Class FA | &nbsp;&nbsp;CMO Series 2010-H03 Class FA | &nbsp;&nbsp;CMO Series 2010-H03 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.550%<br> Floor 0.550%, Cap 10.690%<br> 03/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp;419693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416430 |
| &nbsp;&nbsp;CMO Series 2010-H26 Class LF | &nbsp;&nbsp;CMO Series 2010-H26 Class LF | &nbsp;&nbsp;CMO Series 2010-H26 Class LF | &nbsp;&nbsp;CMO Series 2010-H26 Class LF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.350%<br> Floor 0.350%, Cap 13.898%<br> 08/20/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3.493% | &nbsp;&nbsp;&nbsp;&nbsp;182468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180580 |
| &nbsp;&nbsp;CMO Series 2011-114 Class KF | &nbsp;&nbsp;CMO Series 2011-114 Class KF | &nbsp;&nbsp;CMO Series 2011-114 Class KF | &nbsp;&nbsp;CMO Series 2011-114 Class KF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.450%<br> Floor 0.450%, Cap 6.500%<br> 03/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4.389% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55691 |
| &nbsp;&nbsp;CMO Series 2012-H20 Class BA | &nbsp;&nbsp;CMO Series 2012-H20 Class BA | &nbsp;&nbsp;CMO Series 2012-H20 Class BA | &nbsp;&nbsp;CMO Series 2012-H20 Class BA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%, Cap 10.500%<br> 09/20/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3.703% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81432 |
| &nbsp;&nbsp;CMO Series 2012-H21 Class CF | &nbsp;&nbsp;CMO Series 2012-H21 Class CF | &nbsp;&nbsp;CMO Series 2012-H21 Class CF | &nbsp;&nbsp;CMO Series 2012-H21 Class CF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%<br> 05/20/2061 | &nbsp;&nbsp;&nbsp;&nbsp;3.843% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| &nbsp;&nbsp;CMO Series 2012-H21 Class DF | &nbsp;&nbsp;CMO Series 2012-H21 Class DF | &nbsp;&nbsp;CMO Series 2012-H21 Class DF | &nbsp;&nbsp;CMO Series 2012-H21 Class DF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.650%<br> Floor 0.650%<br> 05/20/2061 | &nbsp;&nbsp;&nbsp;&nbsp;3.793% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 |

---

---

| | |
|:---|:---|
| 60 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2012-H25 Class FA | &nbsp;&nbsp;CMO Series 2012-H25 Class FA | &nbsp;&nbsp;CMO Series 2012-H25 Class FA | &nbsp;&nbsp;CMO Series 2012-H25 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%<br> 12/20/2061 | &nbsp;&nbsp;3.843% | &nbsp;&nbsp;&nbsp;&nbsp;26379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26205 |
| &nbsp;&nbsp;CMO Series 2013-115 Class EF | &nbsp;&nbsp;CMO Series 2013-115 Class EF | &nbsp;&nbsp;CMO Series 2013-115 Class EF | &nbsp;&nbsp;CMO Series 2013-115 Class EF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.250%<br> Floor 0.250%, Cap 6.500%<br> 04/16/2028 | &nbsp;&nbsp;4.137% | &nbsp;&nbsp;&nbsp;&nbsp;78393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78231 |
| &nbsp;&nbsp;CMO Series 2013-H02 Class FD | &nbsp;&nbsp;CMO Series 2013-H02 Class FD | &nbsp;&nbsp;CMO Series 2013-H02 Class FD | &nbsp;&nbsp;CMO Series 2013-H02 Class FD |
| &nbsp;&nbsp;1-month USD LIBOR + 0.340%<br> Floor 0.340%, Cap 10.500%<br> 12/20/2062 | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;118114 | &nbsp;&nbsp;&nbsp;&nbsp;116608 |
| &nbsp;&nbsp;CMO Series 2013-H05 Class FB | &nbsp;&nbsp;CMO Series 2013-H05 Class FB | &nbsp;&nbsp;CMO Series 2013-H05 Class FB | &nbsp;&nbsp;CMO Series 2013-H05 Class FB |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%<br> 02/20/2062 | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
| &nbsp;&nbsp;CMO Series 2013-H08 Class BF | &nbsp;&nbsp;CMO Series 2013-H08 Class BF | &nbsp;&nbsp;CMO Series 2013-H08 Class BF | &nbsp;&nbsp;CMO Series 2013-H08 Class BF |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%, Cap 10.000%<br> 03/20/2063 | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;&nbsp;909096 | &nbsp;&nbsp;&nbsp;&nbsp;896618 |
| &nbsp;&nbsp;CMO Series 2013-H14 Class FD | &nbsp;&nbsp;CMO Series 2013-H14 Class FD | &nbsp;&nbsp;CMO Series 2013-H14 Class FD | &nbsp;&nbsp;CMO Series 2013-H14 Class FD |
| &nbsp;&nbsp;1-month USD LIBOR + 0.470%<br> Floor 0.470%, Cap 11.000%<br> 06/20/2063 | &nbsp;&nbsp;3.613% | &nbsp;&nbsp;&nbsp;647626 | &nbsp;&nbsp;&nbsp;&nbsp;640970 |
| &nbsp;&nbsp;CMO Series 2013-H17 Class FA | &nbsp;&nbsp;CMO Series 2013-H17 Class FA | &nbsp;&nbsp;CMO Series 2013-H17 Class FA | &nbsp;&nbsp;CMO Series 2013-H17 Class FA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.550%<br> Floor 0.550%, Cap 11.000%<br> 07/20/2063 | &nbsp;&nbsp;3.693% | &nbsp;&nbsp;&nbsp;166399 | &nbsp;&nbsp;&nbsp;&nbsp;165311 |
| &nbsp;&nbsp;CMO Series 2013-H18 Class EA | &nbsp;&nbsp;CMO Series 2013-H18 Class EA | &nbsp;&nbsp;CMO Series 2013-H18 Class EA | &nbsp;&nbsp;CMO Series 2013-H18 Class EA |
| &nbsp;&nbsp;1-month USD LIBOR + 0.500%<br> Floor 0.500%, Cap 10.190%<br> 07/20/2063 | &nbsp;&nbsp;3.643% | &nbsp;&nbsp;&nbsp;209565 | &nbsp;&nbsp;&nbsp;&nbsp;208259 |
| &nbsp;&nbsp;CMO Series 2013-H19 Class FC | &nbsp;&nbsp;CMO Series 2013-H19 Class FC | &nbsp;&nbsp;CMO Series 2013-H19 Class FC | &nbsp;&nbsp;CMO Series 2013-H19 Class FC |
| &nbsp;&nbsp;1-month USD LIBOR + 0.600%<br> Floor 0.600%, Cap 11.000%<br> 08/20/2063 | &nbsp;&nbsp;3.743% | 1085090 | &nbsp;&nbsp;1078808 |
| &nbsp;&nbsp;CMO Series 2015-H26 Class FC | &nbsp;&nbsp;CMO Series 2015-H26 Class FC | &nbsp;&nbsp;CMO Series 2015-H26 Class FC | &nbsp;&nbsp;CMO Series 2015-H26 Class FC |
| &nbsp;&nbsp;1-month USD LIBOR + 0.600%<br> Floor 0.600%, Cap 11.000%<br> 08/20/2065 | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;159501 | &nbsp;&nbsp;&nbsp;&nbsp;158655 |
| &nbsp;&nbsp;CMO Series 2017-H03 Class FB | &nbsp;&nbsp;CMO Series 2017-H03 Class FB | &nbsp;&nbsp;CMO Series 2017-H03 Class FB | &nbsp;&nbsp;CMO Series 2017-H03 Class FB |
| &nbsp;&nbsp;1-month USD LIBOR + 0.650%<br> Floor 0.650%, Cap 15.000%<br> 06/20/2066 | &nbsp;&nbsp;3.793% | 2350079 | &nbsp;&nbsp;2336103 |
| &nbsp;&nbsp;CMO Series 2018-H04 Class FM | &nbsp;&nbsp;CMO Series 2018-H04 Class FM | &nbsp;&nbsp;CMO Series 2018-H04 Class FM | &nbsp;&nbsp;CMO Series 2018-H04 Class FM |
| &nbsp;&nbsp;1-month USD LIBOR + 0.300%<br> Floor 0.300%, Cap 11.000%<br> 03/20/2068 | &nbsp;&nbsp;3.443% | 2105823 | &nbsp;&nbsp;2074585 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-H01 Class FL | &nbsp;&nbsp;CMO Series 2019-H01 Class FL | &nbsp;&nbsp;CMO Series 2019-H01 Class FL | &nbsp;&nbsp;CMO Series 2019-H01 Class FL |
| &nbsp;&nbsp;1-month USD LIBOR + 0.450%<br> Floor 0.450%, Cap 11.000%<br> 12/20/2068 | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;&nbsp;&nbsp;456666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450540 |
| &nbsp;&nbsp;CMO Series 2019-H10 Class FM | &nbsp;&nbsp;CMO Series 2019-H10 Class FM | &nbsp;&nbsp;CMO Series 2019-H10 Class FM | &nbsp;&nbsp;CMO Series 2019-H10 Class FM |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%, Cap 11.000%<br> 05/20/2069 | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;1832521 | &nbsp;&nbsp;&nbsp;&nbsp;1800635 |
| &nbsp;&nbsp;CMO Series 2020-H13 Class FM | &nbsp;&nbsp;CMO Series 2020-H13 Class FM | &nbsp;&nbsp;CMO Series 2020-H13 Class FM | &nbsp;&nbsp;CMO Series 2020-H13 Class FM |
| &nbsp;&nbsp;1-month USD LIBOR + 0.400%<br> Floor 0.400%, Cap 11.000%<br> 08/20/2070 | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;2653989 | &nbsp;&nbsp;&nbsp;&nbsp;2619280 |
| &nbsp;&nbsp;CMO Series 2022-H01 Class FE | &nbsp;&nbsp;CMO Series 2022-H01 Class FE | &nbsp;&nbsp;CMO Series 2022-H01 Class FE | &nbsp;&nbsp;CMO Series 2022-H01 Class FE |
| &nbsp;&nbsp;1-month USD LIBOR + 0.500%<br> Floor 0.500%, Cap 99.000%<br> 01/20/2072 | &nbsp;&nbsp;3.786% | 11908361 | &nbsp;&nbsp;11674550 |
| &nbsp;&nbsp;CMO Series 2022-H09 Class EF | &nbsp;&nbsp;CMO Series 2022-H09 Class EF | &nbsp;&nbsp;CMO Series 2022-H09 Class EF | &nbsp;&nbsp;CMO Series 2022-H09 Class EF |
| &nbsp;&nbsp;30-day Average SOFR + 0.450%<br> Floor 0.450%, Cap 11.000%<br> 04/20/2072 | &nbsp;&nbsp;3.842% | &nbsp;&nbsp;6842330 | &nbsp;&nbsp;&nbsp;&nbsp;6763829 |
| &nbsp;&nbsp;CMO Series 2022-H09 Class GF | &nbsp;&nbsp;CMO Series 2022-H09 Class GF | &nbsp;&nbsp;CMO Series 2022-H09 Class GF | &nbsp;&nbsp;CMO Series 2022-H09 Class GF |
| &nbsp;&nbsp;30-day Average SOFR + 0.700%<br> Floor 0.700%<br> 04/20/2072 | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;3534639 | &nbsp;&nbsp;&nbsp;&nbsp;3499633 |
| &nbsp;&nbsp;CMO Series 2022-H22 Class FE | &nbsp;&nbsp;CMO Series 2022-H22 Class FE | &nbsp;&nbsp;CMO Series 2022-H22 Class FE | &nbsp;&nbsp;CMO Series 2022-H22 Class FE |
| &nbsp;&nbsp;30-day Average SOFR + 1.040%<br> Floor 1.040%, Cap 7.500%<br> 09/20/2072 | &nbsp;&nbsp;4.432% | &nbsp;&nbsp;2977564 | &nbsp;&nbsp;&nbsp;&nbsp;2946965 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2010-31 Class ES | &nbsp;&nbsp;CMO Series 2010-31 Class ES | &nbsp;&nbsp;CMO Series 2010-31 Class ES | &nbsp;&nbsp;CMO Series 2010-31 Class ES |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.000%<br> Cap 5.000%<br> 03/20/2040 | &nbsp;&nbsp;1.061% | &nbsp;&nbsp;7268051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409122 |
| &nbsp;&nbsp;CMO Series 2011-13 Class S | &nbsp;&nbsp;CMO Series 2011-13 Class S | &nbsp;&nbsp;CMO Series 2011-13 Class S | &nbsp;&nbsp;CMO Series 2011-13 Class S |
| &nbsp;&nbsp;1-month LIBID + 5.950%<br> Cap 5.950%<br> 01/16/2041 | &nbsp;&nbsp;2.063% | &nbsp;&nbsp;4860138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342702 |
| &nbsp;&nbsp;CMO Series 2011-30 Class SB | &nbsp;&nbsp;CMO Series 2011-30 Class SB | &nbsp;&nbsp;CMO Series 2011-30 Class SB | &nbsp;&nbsp;CMO Series 2011-30 Class SB |
| &nbsp;&nbsp;1-month LIBID + 6.600%<br> Cap 6.600%<br> 02/20/2041 | &nbsp;&nbsp;2.661% | &nbsp;&nbsp;2461587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232483 |
| &nbsp;&nbsp;CMO Series 2015-155 Class SA | &nbsp;&nbsp;CMO Series 2015-155 Class SA | &nbsp;&nbsp;CMO Series 2015-155 Class SA | &nbsp;&nbsp;CMO Series 2015-155 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.700%<br> Cap 5.700%<br> 10/20/2045 | &nbsp;&nbsp;1.761% | &nbsp;&nbsp;3067613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275604 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 61 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2017-93 Class CS | &nbsp;&nbsp;CMO Series 2017-93 Class CS | &nbsp;&nbsp;CMO Series 2017-93 Class CS | &nbsp;&nbsp;CMO Series 2017-93 Class CS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 06/20/2047 | &nbsp;&nbsp;2.261% | &nbsp;&nbsp;9506522 | &nbsp;&nbsp;1124343 |
| &nbsp;&nbsp;CMO Series 2019-123 Class SP | &nbsp;&nbsp;CMO Series 2019-123 Class SP | &nbsp;&nbsp;CMO Series 2019-123 Class SP | &nbsp;&nbsp;CMO Series 2019-123 Class SP |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 10/20/2049 | &nbsp;&nbsp;2.161% | 12690287 | &nbsp;&nbsp;&nbsp;&nbsp;889956 |
| &nbsp;&nbsp;CMO Series 2019-13 Class SA | &nbsp;&nbsp;CMO Series 2019-13 Class SA | &nbsp;&nbsp;CMO Series 2019-13 Class SA | &nbsp;&nbsp;CMO Series 2019-13 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 01/20/2049 | &nbsp;&nbsp;2.161% | 10036857 | &nbsp;&nbsp;1030345 |
| &nbsp;&nbsp;CMO Series 2019-6 Class SJ | &nbsp;&nbsp;CMO Series 2019-6 Class SJ | &nbsp;&nbsp;CMO Series 2019-6 Class SJ | &nbsp;&nbsp;CMO Series 2019-6 Class SJ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 01/20/2049 | &nbsp;&nbsp;2.161% | &nbsp;&nbsp;7939536 | &nbsp;&nbsp;&nbsp;&nbsp;594103 |
| &nbsp;&nbsp;CMO Series 2019-86 Class SG | &nbsp;&nbsp;CMO Series 2019-86 Class SG | &nbsp;&nbsp;CMO Series 2019-86 Class SG | &nbsp;&nbsp;CMO Series 2019-86 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.600%<br> Cap 5.600%<br> 07/20/2049 | &nbsp;&nbsp;1.661% | &nbsp;&nbsp;4411216 | &nbsp;&nbsp;&nbsp;&nbsp;305090 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2010-H17 Class XQ | &nbsp;&nbsp;CMO Series 2010-H17 Class XQ | &nbsp;&nbsp;CMO Series 2010-H17 Class XQ | &nbsp;&nbsp;CMO Series 2010-H17 Class XQ |
| &nbsp;&nbsp;07/20/2060 | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 |
| &nbsp;&nbsp;CMO Series 2017-H04 Class DA | &nbsp;&nbsp;CMO Series 2017-H04 Class DA | &nbsp;&nbsp;CMO Series 2017-H04 Class DA | &nbsp;&nbsp;CMO Series 2017-H04 Class DA |
| &nbsp;&nbsp;12/20/2066 | &nbsp;&nbsp;4.345% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| &nbsp;&nbsp;Series 2003-72 Class Z | &nbsp;&nbsp;Series 2003-72 Class Z | &nbsp;&nbsp;Series 2003-72 Class Z | &nbsp;&nbsp;Series 2003-72 Class Z |
| &nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;5.334% | &nbsp;&nbsp;&nbsp;&nbsp;338282 | &nbsp;&nbsp;&nbsp;&nbsp;330598 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2014-150 Class IO | &nbsp;&nbsp;CMO Series 2014-150 Class IO | &nbsp;&nbsp;CMO Series 2014-150 Class IO | &nbsp;&nbsp;CMO Series 2014-150 Class IO |
| &nbsp;&nbsp;07/16/2056 | &nbsp;&nbsp;0.380% | 11145143 | &nbsp;&nbsp;&nbsp;&nbsp;189747 |
| &nbsp;&nbsp;CMO Series 2014-H05 Class AI | &nbsp;&nbsp;CMO Series 2014-H05 Class AI | &nbsp;&nbsp;CMO Series 2014-H05 Class AI | &nbsp;&nbsp;CMO Series 2014-H05 Class AI |
| &nbsp;&nbsp;02/20/2064 | &nbsp;&nbsp;1.281% | &nbsp;&nbsp;4349323 | &nbsp;&nbsp;&nbsp;&nbsp;182967 |
| &nbsp;&nbsp;CMO Series 2014-H14 Class BI | &nbsp;&nbsp;CMO Series 2014-H14 Class BI | &nbsp;&nbsp;CMO Series 2014-H14 Class BI | &nbsp;&nbsp;CMO Series 2014-H14 Class BI |
| &nbsp;&nbsp;06/20/2064 | &nbsp;&nbsp;1.552% | &nbsp;&nbsp;4917100 | &nbsp;&nbsp;&nbsp;&nbsp;204035 |
| &nbsp;&nbsp;CMO Series 2014-H15 Class HI | &nbsp;&nbsp;CMO Series 2014-H15 Class HI | &nbsp;&nbsp;CMO Series 2014-H15 Class HI | &nbsp;&nbsp;CMO Series 2014-H15 Class HI |
| &nbsp;&nbsp;05/20/2064 | &nbsp;&nbsp;1.427% | &nbsp;&nbsp;5840763 | &nbsp;&nbsp;&nbsp;&nbsp;191530 |
| &nbsp;&nbsp;CMO Series 2014-H20 Class HI | &nbsp;&nbsp;CMO Series 2014-H20 Class HI | &nbsp;&nbsp;CMO Series 2014-H20 Class HI | &nbsp;&nbsp;CMO Series 2014-H20 Class HI |
| &nbsp;&nbsp;10/20/2064 | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;1977824 | &nbsp;&nbsp;&nbsp;&nbsp;108108 |
| &nbsp;&nbsp;CMO Series 2015-163 Class IO | &nbsp;&nbsp;CMO Series 2015-163 Class IO | &nbsp;&nbsp;CMO Series 2015-163 Class IO | &nbsp;&nbsp;CMO Series 2015-163 Class IO |
| &nbsp;&nbsp;12/16/2057 | &nbsp;&nbsp;0.743% | &nbsp;&nbsp;1622935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48272 |
| &nbsp;&nbsp;CMO Series 2015-189 Class IG | &nbsp;&nbsp;CMO Series 2015-189 Class IG | &nbsp;&nbsp;CMO Series 2015-189 Class IG | &nbsp;&nbsp;CMO Series 2015-189 Class IG |
| &nbsp;&nbsp;01/16/2057 | &nbsp;&nbsp;0.737% | &nbsp;&nbsp;8344283 | &nbsp;&nbsp;&nbsp;&nbsp;243763 |
| &nbsp;&nbsp;CMO Series 2015-30 Class IO | &nbsp;&nbsp;CMO Series 2015-30 Class IO | &nbsp;&nbsp;CMO Series 2015-30 Class IO | &nbsp;&nbsp;CMO Series 2015-30 Class IO |
| &nbsp;&nbsp;07/16/2056 | &nbsp;&nbsp;0.701% | &nbsp;&nbsp;2598012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75841 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2015-32 Class IO | &nbsp;&nbsp;CMO Series 2015-32 Class IO | &nbsp;&nbsp;CMO Series 2015-32 Class IO | &nbsp;&nbsp;CMO Series 2015-32 Class IO |
| &nbsp;&nbsp;09/16/2049 | &nbsp;&nbsp;0.581% | &nbsp;&nbsp;3863600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77831 |
| &nbsp;&nbsp;CMO Series 2015-73 Class IO | &nbsp;&nbsp;CMO Series 2015-73 Class IO | &nbsp;&nbsp;CMO Series 2015-73 Class IO | &nbsp;&nbsp;CMO Series 2015-73 Class IO |
| &nbsp;&nbsp;11/16/2055 | &nbsp;&nbsp;0.428% | &nbsp;&nbsp;1606122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25715 |
| &nbsp;&nbsp;CMO Series 2015-9 Class IO | &nbsp;&nbsp;CMO Series 2015-9 Class IO | &nbsp;&nbsp;CMO Series 2015-9 Class IO | &nbsp;&nbsp;CMO Series 2015-9 Class IO |
| &nbsp;&nbsp;02/16/2049 | &nbsp;&nbsp;0.531% | &nbsp;&nbsp;6868691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122049 |
| &nbsp;&nbsp;CMO Series 2015-H22 Class BI | &nbsp;&nbsp;CMO Series 2015-H22 Class BI | &nbsp;&nbsp;CMO Series 2015-H22 Class BI | &nbsp;&nbsp;CMO Series 2015-H22 Class BI |
| &nbsp;&nbsp;09/20/2065 | &nbsp;&nbsp;1.702% | &nbsp;&nbsp;2006347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83695 |
| &nbsp;&nbsp;CMO Series 2016-72 Class IO | &nbsp;&nbsp;CMO Series 2016-72 Class IO | &nbsp;&nbsp;CMO Series 2016-72 Class IO | &nbsp;&nbsp;CMO Series 2016-72 Class IO |
| &nbsp;&nbsp;12/16/2055 | &nbsp;&nbsp;0.773% | &nbsp;&nbsp;6843798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197877 |
| &nbsp;&nbsp;CMO Series 2021-33 Class IO | &nbsp;&nbsp;CMO Series 2021-33 Class IO | &nbsp;&nbsp;CMO Series 2021-33 Class IO | &nbsp;&nbsp;CMO Series 2021-33 Class IO |
| &nbsp;&nbsp;10/16/2062 | &nbsp;&nbsp;0.840% | &nbsp;&nbsp;7966603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522292 |
| &nbsp;&nbsp;CMO Series 2021-40 Class IO | &nbsp;&nbsp;CMO Series 2021-40 Class IO | &nbsp;&nbsp;CMO Series 2021-40 Class IO | &nbsp;&nbsp;CMO Series 2021-40 Class IO |
| &nbsp;&nbsp;02/16/2063 | &nbsp;&nbsp;0.824% | &nbsp;&nbsp;7033781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463643 |
| &nbsp;&nbsp;CMO Series 2021-H03 Class IO | &nbsp;&nbsp;CMO Series 2021-H03 Class IO | &nbsp;&nbsp;CMO Series 2021-H03 Class IO | &nbsp;&nbsp;CMO Series 2021-H03 Class IO |
| &nbsp;&nbsp;04/20/2070 | &nbsp;&nbsp;1.263% | 16387296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66582 |
| &nbsp;&nbsp;CMO Series 2021-H08 Class IA | &nbsp;&nbsp;CMO Series 2021-H08 Class IA | &nbsp;&nbsp;CMO Series 2021-H08 Class IA | &nbsp;&nbsp;CMO Series 2021-H08 Class IA |
| &nbsp;&nbsp;01/20/2068 | &nbsp;&nbsp;1.327% | &nbsp;&nbsp;2006689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215791 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 2016-88 Class PI | &nbsp;&nbsp;CMO Series 2016-88 Class PI | &nbsp;&nbsp;CMO Series 2016-88 Class PI | &nbsp;&nbsp;CMO Series 2016-88 Class PI |
| &nbsp;&nbsp;07/20/2046 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6413904 | &nbsp;&nbsp;&nbsp;&nbsp;1053221 |
| &nbsp;&nbsp;CMO Series 2017-101 Class AI | &nbsp;&nbsp;CMO Series 2017-101 Class AI | &nbsp;&nbsp;CMO Series 2017-101 Class AI | &nbsp;&nbsp;CMO Series 2017-101 Class AI |
| &nbsp;&nbsp;07/20/2047 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4256737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593094 |
| &nbsp;&nbsp;CMO Series 2017-52 Class AI | &nbsp;&nbsp;CMO Series 2017-52 Class AI | &nbsp;&nbsp;CMO Series 2017-52 Class AI | &nbsp;&nbsp;CMO Series 2017-52 Class AI |
| &nbsp;&nbsp;04/20/2047 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3215661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543930 |
| &nbsp;&nbsp;CMO Series 2017-68 Class TI | &nbsp;&nbsp;CMO Series 2017-68 Class TI | &nbsp;&nbsp;CMO Series 2017-68 Class TI | &nbsp;&nbsp;CMO Series 2017-68 Class TI |
| &nbsp;&nbsp;05/20/2047 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1319612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213068 |
| &nbsp;&nbsp;CMO Series 2019-108 Class MI | &nbsp;&nbsp;CMO Series 2019-108 Class MI | &nbsp;&nbsp;CMO Series 2019-108 Class MI | &nbsp;&nbsp;CMO Series 2019-108 Class MI |
| &nbsp;&nbsp;07/20/2049 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8432196 | &nbsp;&nbsp;&nbsp;&nbsp;1204751 |
| &nbsp;&nbsp;CMO Series 2019-99 Class AI | &nbsp;&nbsp;CMO Series 2019-99 Class AI | &nbsp;&nbsp;CMO Series 2019-99 Class AI | &nbsp;&nbsp;CMO Series 2019-99 Class AI |
| &nbsp;&nbsp;08/16/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5368348 | &nbsp;&nbsp;&nbsp;&nbsp;1178960 |
| &nbsp;&nbsp;CMO Series 2020-134 Class AI | &nbsp;&nbsp;CMO Series 2020-134 Class AI | &nbsp;&nbsp;CMO Series 2020-134 Class AI | &nbsp;&nbsp;CMO Series 2020-134 Class AI |
| &nbsp;&nbsp;09/20/2050 | &nbsp;&nbsp;3.000% | 10453082 | &nbsp;&nbsp;&nbsp;&nbsp;1444484 |
| &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(d)</sup> |
| &nbsp;&nbsp;01/20/2052-<br> 12/20/2052 | &nbsp;&nbsp;3.500% | 73874000 | &nbsp;&nbsp;68583818 |
| &nbsp;&nbsp;12/20/2052 | &nbsp;&nbsp;2.500% | 35325000 | &nbsp;&nbsp;31041844 |
| &nbsp;&nbsp;12/20/2052 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;1986765 |
| &nbsp;&nbsp;12/20/2052 | &nbsp;&nbsp;4.000% | 12755000 | &nbsp;&nbsp;12174548 |
| &nbsp;&nbsp;12/20/2052-<br> 01/23/2053 | &nbsp;&nbsp;4.500% | 33585000 | &nbsp;&nbsp;32892332 |
| &nbsp;&nbsp;12/20/2052 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9079000 | &nbsp;&nbsp;&nbsp;&nbsp;9070488 |
| &nbsp;&nbsp;12/20/2052-<br> 01/23/2053 | &nbsp;&nbsp;5.500% | 18000000 | &nbsp;&nbsp;18211136 |
| &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp;CMO Series 2018-2 Class MV (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class MV (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class MV (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class MV (FHLMC) |
| &nbsp;&nbsp;11/25/2057 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4148438 | &nbsp;&nbsp;&nbsp;&nbsp;3858807 |

---

---

| | |
|:---|:---|
| 62 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(d)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(d)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(d)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(d)</sup> |
| &nbsp;&nbsp;12/15/2037-<br> 12/13/2052 | &nbsp;&nbsp;2.500% | 143471000 | &nbsp;&nbsp;&nbsp;&nbsp;123198515 |
| &nbsp;&nbsp;12/15/2037-<br> 12/13/2052 | &nbsp;&nbsp;3.000% | 171332000 | &nbsp;&nbsp;&nbsp;&nbsp;151754694 |
| &nbsp;&nbsp;12/15/2037-<br> 12/13/2052 | &nbsp;&nbsp;4.000% | 126743000 | &nbsp;&nbsp;&nbsp;&nbsp;119915620 |
| &nbsp;&nbsp;01/13/2052-<br> 12/13/2052 | &nbsp;&nbsp;2.000% | 175329000 | &nbsp;&nbsp;&nbsp;&nbsp;144528902 |
| &nbsp;&nbsp;01/13/2052-<br> 12/13/2052 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;95450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87397243 |
| &nbsp;&nbsp;01/13/2052-<br> 12/13/2052 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;73825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73453375 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;4.500% | 193600000 | &nbsp;&nbsp;&nbsp;&nbsp;188427250 |
| &nbsp;&nbsp;12/13/2052-<br> 01/12/2053 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;38000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38408179 |
| &nbsp;&nbsp;12/13/2052-<br> 01/12/2053 | &nbsp;&nbsp;6.000% | 131201000 | &nbsp;&nbsp;&nbsp;&nbsp;134140376 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $2,943,975,549) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $2,943,975,549) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $2,943,975,549) | &nbsp;&nbsp;**2829256623** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> 4.5%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> 4.5%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> 4.5%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> 4.5%** |
| &nbsp;&nbsp;ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-OP1 Class A2D | &nbsp;&nbsp;CMO Series 2006-OP1 Class A2D | &nbsp;&nbsp;CMO Series 2006-OP1 Class A2D | &nbsp;&nbsp;CMO Series 2006-OP1 Class A2D |
| &nbsp;&nbsp;1-month USD LIBOR + 0.480%<br> Floor 0.240%<br> 04/25/2036 | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;&nbsp;&nbsp;7723815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857167 |
| &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-F Class A1 | &nbsp;&nbsp;CMO Series 2019-F Class A1 | &nbsp;&nbsp;CMO Series 2019-F Class A1 | &nbsp;&nbsp;CMO Series 2019-F Class A1 |
| &nbsp;&nbsp;07/25/2059 | &nbsp;&nbsp;2.860% | &nbsp;&nbsp;&nbsp;&nbsp;5047239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733125 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 |
| &nbsp;&nbsp;07/25/2067 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7996195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466909 |
| &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2022-1 Class A3 | &nbsp;&nbsp;CMO Series 2022-1 Class A3 | &nbsp;&nbsp;CMO Series 2022-1 Class A3 | &nbsp;&nbsp;CMO Series 2022-1 Class A3 |
| &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745159 |
| &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust |
| &nbsp;&nbsp;CMO Series 2006-3 Class 4A14 | &nbsp;&nbsp;CMO Series 2006-3 Class 4A14 | &nbsp;&nbsp;CMO Series 2006-3 Class 4A14 | &nbsp;&nbsp;CMO Series 2006-3 Class 4A14 |
| &nbsp;&nbsp;03/25/2036 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316726 |
| &nbsp;&nbsp;CMO Series 2006-3 Class 5A3 | &nbsp;&nbsp;CMO Series 2006-3 Class 5A3 | &nbsp;&nbsp;CMO Series 2006-3 Class 5A3 | &nbsp;&nbsp;CMO Series 2006-3 Class 5A3 |
| &nbsp;&nbsp;03/25/2036 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306530 |
| &nbsp;&nbsp;Banc of America Funding Trust<sup>(s)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(s)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(s)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(s)</sup> |
| &nbsp;&nbsp;CMO Series 2006-D Class 3A1 | &nbsp;&nbsp;CMO Series 2006-D Class 3A1 | &nbsp;&nbsp;CMO Series 2006-D Class 3A1 | &nbsp;&nbsp;CMO Series 2006-D Class 3A1 |
| &nbsp;&nbsp;05/20/2036 | &nbsp;&nbsp;3.407% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598809 |
| &nbsp;&nbsp;Banc of America Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(b)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2007-C Class 7A1 | &nbsp;&nbsp;CMO Series 2007-C Class 7A1 | &nbsp;&nbsp;CMO Series 2007-C Class 7A1 | &nbsp;&nbsp;CMO Series 2007-C Class 7A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.420%<br> Floor 0.420%<br> 05/20/2047 | &nbsp;&nbsp;4.359% | &nbsp;&nbsp;&nbsp;&nbsp;1553397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346902 |
| &nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-5 Class B1 |
| &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;3.489% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776162 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated CMO Series 2022-2 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2022-2 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2022-2 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2022-2 Class B3A |
| &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;3.412% | 1473874 | &nbsp;&nbsp;1013718 |
| &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1A Class M2 | &nbsp;&nbsp;CMO Series 2019-1A Class M2 | &nbsp;&nbsp;CMO Series 2019-1A Class M2 | &nbsp;&nbsp;CMO Series 2019-1A Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.700%<br> Floor 2.700%<br> 03/25/2029 | &nbsp;&nbsp;6.286% | 2290000 | &nbsp;&nbsp;2268459 |
| &nbsp;&nbsp;CMO Series 2021-3A Class M1C | &nbsp;&nbsp;CMO Series 2021-3A Class M1C | &nbsp;&nbsp;CMO Series 2021-3A Class M1C | &nbsp;&nbsp;CMO Series 2021-3A Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 1.550%<br> Floor 1.550%<br> 09/25/2031 | &nbsp;&nbsp;5.071% | 2200000 | &nbsp;&nbsp;1938049 |
| &nbsp;&nbsp;CMO Series 2022-1 Class M1C | &nbsp;&nbsp;CMO Series 2022-1 Class M1C | &nbsp;&nbsp;CMO Series 2022-1 Class M1C | &nbsp;&nbsp;CMO Series 2022-1 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 3.700%<br> Floor 3.700%<br> 01/26/2032 | &nbsp;&nbsp;7.247% | 2500000 | &nbsp;&nbsp;2197021 |
| &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 |
| &nbsp;&nbsp;04/01/2069 | &nbsp;&nbsp;2.115% | 2843917 | &nbsp;&nbsp;2654756 |
| &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(h),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2021-4F Class A | &nbsp;&nbsp;CMO Series 2021-4F Class A | &nbsp;&nbsp;CMO Series 2021-4F Class A | &nbsp;&nbsp;CMO Series 2021-4F Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.000%<br> 09/14/2026 | &nbsp;&nbsp;2.050% | 3578336 | &nbsp;&nbsp;3560444 |
| &nbsp;&nbsp;Carrington Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Carrington Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Carrington Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Carrington Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-NC3 Class A3 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A3 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A3 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.150%<br> Floor 0.150%, Cap 12.500%<br> 08/25/2036 | &nbsp;&nbsp;4.166% | 1483750 | &nbsp;&nbsp;1374568 |
| &nbsp;&nbsp;CMO Series 2006-NC3 Class A4 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A4 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A4 | &nbsp;&nbsp;CMO Series 2006-NC3 Class A4 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.240%<br> Floor 0.240%, Cap 12.500%<br> 08/25/2036 | &nbsp;&nbsp;4.256% | 9300000 | &nbsp;&nbsp;7255981 |
| &nbsp;&nbsp;Chase Mortgage Finance Corp.<sup>(a),(c)</sup> | &nbsp;&nbsp;Chase Mortgage Finance Corp.<sup>(a),(c)</sup> | &nbsp;&nbsp;Chase Mortgage Finance Corp.<sup>(a),(c)</sup> | &nbsp;&nbsp;Chase Mortgage Finance Corp.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B2 |
| &nbsp;&nbsp;03/25/2050 | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;935933 | &nbsp;&nbsp;&nbsp;&nbsp;775271 |
| &nbsp;&nbsp;Subordinated Series 2016-SH1 Class M2 | &nbsp;&nbsp;Subordinated Series 2016-SH1 Class M2 | &nbsp;&nbsp;Subordinated Series 2016-SH1 Class M2 | &nbsp;&nbsp;Subordinated Series 2016-SH1 Class M2 |
| &nbsp;&nbsp;04/25/2045 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;221841 | &nbsp;&nbsp;&nbsp;&nbsp;186211 |
| &nbsp;&nbsp;CIM Group<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Group<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Group<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Group<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-R7 Class A1A | &nbsp;&nbsp;CMO Series 2020-R7 Class A1A | &nbsp;&nbsp;CMO Series 2020-R7 Class A1A | &nbsp;&nbsp;CMO Series 2020-R7 Class A1A |
| &nbsp;&nbsp;12/27/2061 | &nbsp;&nbsp;2.250% | 6864271 | &nbsp;&nbsp;6118223 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.076%<br> Floor 1.076%<br> 09/25/2058 | &nbsp;&nbsp;5.196% | 3203827 | &nbsp;&nbsp;3133144 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-J2 Class B1 | &nbsp;&nbsp;CMO Series 2019-J2 Class B1 | &nbsp;&nbsp;CMO Series 2019-J2 Class B1 | &nbsp;&nbsp;CMO Series 2019-J2 Class B1 |
| &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;&nbsp;833842 | &nbsp;&nbsp;&nbsp;&nbsp;700372 |
| &nbsp;&nbsp;CMO Series 2019-R5 Class M2 | &nbsp;&nbsp;CMO Series 2019-R5 Class M2 | &nbsp;&nbsp;CMO Series 2019-R5 Class M2 | &nbsp;&nbsp;CMO Series 2019-R5 Class M2 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;3.250% | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;966044 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 63 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2020-R4 Class A1A | &nbsp;&nbsp;CMO Series 2020-R4 Class A1A | &nbsp;&nbsp;CMO Series 2020-R4 Class A1A | &nbsp;&nbsp;CMO Series 2020-R4 Class A1A |
| &nbsp;&nbsp;06/25/2060 | &nbsp;&nbsp;3.300% | 6556586 | &nbsp;&nbsp;5955235 |
| &nbsp;&nbsp;CMO Series 2020-R6 Class A1A | &nbsp;&nbsp;CMO Series 2020-R6 Class A1A | &nbsp;&nbsp;CMO Series 2020-R6 Class A1A | &nbsp;&nbsp;CMO Series 2020-R6 Class A1A |
| &nbsp;&nbsp;12/25/2060 | &nbsp;&nbsp;2.250% | 4365065 | &nbsp;&nbsp;3826509 |
| &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 |
| &nbsp;&nbsp;07/25/2059 | &nbsp;&nbsp;2.568% | 6046514 | &nbsp;&nbsp;5507327 |
| &nbsp;&nbsp;CMO Series 2021-R3 Class A1A | &nbsp;&nbsp;CMO Series 2021-R3 Class A1A | &nbsp;&nbsp;CMO Series 2021-R3 Class A1A | &nbsp;&nbsp;CMO Series 2021-R3 Class A1A |
| &nbsp;&nbsp;06/25/2057 | &nbsp;&nbsp;1.951% | 8809094 | &nbsp;&nbsp;7885637 |
| &nbsp;&nbsp;CMO Series 2022-I1 Class A1 | &nbsp;&nbsp;CMO Series 2022-I1 Class A1 | &nbsp;&nbsp;CMO Series 2022-I1 Class A1 | &nbsp;&nbsp;CMO Series 2022-I1 Class A1 |
| &nbsp;&nbsp;02/25/2067 | &nbsp;&nbsp;4.350% | 6433641 | &nbsp;&nbsp;6093974 |
| &nbsp;&nbsp;Citicorp Mortgage Securities Trust | &nbsp;&nbsp;Citicorp Mortgage Securities Trust | &nbsp;&nbsp;Citicorp Mortgage Securities Trust | &nbsp;&nbsp;Citicorp Mortgage Securities Trust |
| &nbsp;&nbsp;CMO Series 2007-8 Class 1A3 | &nbsp;&nbsp;CMO Series 2007-8 Class 1A3 | &nbsp;&nbsp;CMO Series 2007-8 Class 1A3 | &nbsp;&nbsp;CMO Series 2007-8 Class 1A3 |
| &nbsp;&nbsp;09/25/2037 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;240350 | &nbsp;&nbsp;&nbsp;&nbsp;230049 |
| &nbsp;&nbsp;Citigroup Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-A Class A1 | &nbsp;&nbsp;CMO Series 2022-A Class A1 | &nbsp;&nbsp;CMO Series 2022-A Class A1 | &nbsp;&nbsp;CMO Series 2022-A Class A1 |
| &nbsp;&nbsp;09/25/2062 | &nbsp;&nbsp;6.170% | 2354830 | &nbsp;&nbsp;2325174 |
| &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-J2 Class B3W | &nbsp;&nbsp;Subordinated CMO Series 2021-J2 Class B3W | &nbsp;&nbsp;Subordinated CMO Series 2021-J2 Class B3W | &nbsp;&nbsp;Subordinated CMO Series 2021-J2 Class B3W |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;&nbsp;480457 | &nbsp;&nbsp;&nbsp;&nbsp;314588 |
| &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-R01 Class 2M2 | &nbsp;&nbsp;CMO Series 2019-R01 Class 2M2 | &nbsp;&nbsp;CMO Series 2019-R01 Class 2M2 | &nbsp;&nbsp;CMO Series 2019-R01 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.450%<br> 07/25/2031 | &nbsp;&nbsp;6.466% | &nbsp;&nbsp;&nbsp;242909 | &nbsp;&nbsp;&nbsp;&nbsp;242151 |
| &nbsp;&nbsp;CMO Series 2019-R02 Class 1M2 | &nbsp;&nbsp;CMO Series 2019-R02 Class 1M2 | &nbsp;&nbsp;CMO Series 2019-R02 Class 1M2 | &nbsp;&nbsp;CMO Series 2019-R02 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.300%<br> 08/25/2031 | &nbsp;&nbsp;6.316% | &nbsp;&nbsp;&nbsp;&nbsp;78042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77896 |
| &nbsp;&nbsp;CMO Series 2020-R02 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-R02 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-R02 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-R02 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> 01/25/2040 | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;&nbsp;295351 | &nbsp;&nbsp;&nbsp;&nbsp;289076 |
| &nbsp;&nbsp;CMO Series 2020-SBT1 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.650%<br> 02/25/2040 | &nbsp;&nbsp;7.694% | 1500000 | &nbsp;&nbsp;1465964 |
| &nbsp;&nbsp;CMO Series 2020-SBT1 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 2M2 | &nbsp;&nbsp;CMO Series 2020-SBT1 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.650%<br> 02/25/2040 | &nbsp;&nbsp;7.694% | 3500000 | &nbsp;&nbsp;3443056 |
| &nbsp;&nbsp;CMO Series 2022-R07 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R07 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R07 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R07 Class 1M2 |
| &nbsp;&nbsp;30-day Average SOFR + 4.650%<br> 06/25/2042 | &nbsp;&nbsp;8.171% | 2700000 | &nbsp;&nbsp;2743234 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-R05 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-R05 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-R05 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-R05 Class 1B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 4.100%<br> 07/25/2039 | &nbsp;&nbsp;8.116% | 1710522 | &nbsp;&nbsp;1670705 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-R02 Class 2B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 01/25/2040 | &nbsp;&nbsp;7.016% | 2500000 | &nbsp;&nbsp;2112856 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.500%<br> 01/25/2042 | &nbsp;&nbsp;8.021% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;913379 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R04 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R04 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R04 Class 1B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R04 Class 1B1 |
| &nbsp;&nbsp;30-day Average SOFR + 5.250%<br> 03/25/2042 | &nbsp;&nbsp;8.771% | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;728358 |
| &nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2007-HY5 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY5 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY5 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY5 Class 1A1 |
| &nbsp;&nbsp;09/25/2047 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;307925 | &nbsp;&nbsp;&nbsp;&nbsp;224392 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RP11 Class PT | &nbsp;&nbsp;CMO Series 2021-RP11 Class PT | &nbsp;&nbsp;CMO Series 2021-RP11 Class PT | &nbsp;&nbsp;CMO Series 2021-RP11 Class PT |
| &nbsp;&nbsp;10/25/2061 | &nbsp;&nbsp;3.774% | 8105994 | &nbsp;&nbsp;6175616 |
| &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-ATH2 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH2 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH2 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH2 Class A1 |
| &nbsp;&nbsp;05/25/2067 | &nbsp;&nbsp;4.570% | 7065320 | &nbsp;&nbsp;6699705 |
| &nbsp;&nbsp;CMO Series 2022-ATH3 Class A3 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A3 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A3 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A3 |
| &nbsp;&nbsp;08/25/2067 | &nbsp;&nbsp;6.392% | 1710078 | &nbsp;&nbsp;1658647 |
| &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;4.267% | 5829706 | &nbsp;&nbsp;5512127 |
| &nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC<sup>(c)</sup> | &nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC<sup>(c)</sup> | &nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC<sup>(c)</sup> | &nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2007-CB1 Class AF3 | &nbsp;&nbsp;CMO Series 2007-CB1 Class AF3 | &nbsp;&nbsp;CMO Series 2007-CB1 Class AF3 | &nbsp;&nbsp;CMO Series 2007-CB1 Class AF3 |
| &nbsp;&nbsp;01/25/2037 | &nbsp;&nbsp;3.096% | 3470835 | &nbsp;&nbsp;1165573 |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A |
| &nbsp;&nbsp;09/25/2057 | &nbsp;&nbsp;3.850% | 5550084 | &nbsp;&nbsp;5148780 |
| &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 |
| &nbsp;&nbsp;02/25/2060 | &nbsp;&nbsp;3.447% | 3589168 | &nbsp;&nbsp;3534972 |
| &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 |
| &nbsp;&nbsp;03/25/2059 | &nbsp;&nbsp;2.688% | 2656538 | &nbsp;&nbsp;2591188 |
| &nbsp;&nbsp;CSMCM Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMCM Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMCM Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMCM Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RP11 Class CERT | &nbsp;&nbsp;CMO Series 2021-RP11 Class CERT | &nbsp;&nbsp;CMO Series 2021-RP11 Class CERT | &nbsp;&nbsp;CMO Series 2021-RP11 Class CERT |
| &nbsp;&nbsp;10/27/2061 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;&nbsp;337361 | &nbsp;&nbsp;&nbsp;&nbsp;259843 |
| &nbsp;&nbsp;CSMCM Trust Certificates<sup>(a),(c),(h),(j)</sup> | &nbsp;&nbsp;CSMCM Trust Certificates<sup>(a),(c),(h),(j)</sup> | &nbsp;&nbsp;CSMCM Trust Certificates<sup>(a),(c),(h),(j)</sup> | &nbsp;&nbsp;CSMCM Trust Certificates<sup>(a),(c),(h),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2018-RPL4 Class CERT | &nbsp;&nbsp;CMO Series 2018-RPL4 Class CERT | &nbsp;&nbsp;CMO Series 2018-RPL4 Class CERT | &nbsp;&nbsp;CMO Series 2018-RPL4 Class CERT |
| &nbsp;&nbsp;07/25/2050 | &nbsp;&nbsp;3.735% | 1582252 | &nbsp;&nbsp;1386862 |
| &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;3.257% | 2000000 | &nbsp;&nbsp;1260299 |
| &nbsp;&nbsp;CMO Series 2022-2 Class A3 | &nbsp;&nbsp;CMO Series 2022-2 Class A3 | &nbsp;&nbsp;CMO Series 2022-2 Class A3 | &nbsp;&nbsp;CMO Series 2022-2 Class A3 |
| &nbsp;&nbsp;03/25/2067 | &nbsp;&nbsp;4.300% | 1949374 | &nbsp;&nbsp;1708077 |
| &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Domino's Pizza Master Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2015-1A Class A2II | &nbsp;&nbsp;CMO Series 2015-1A Class A2II | &nbsp;&nbsp;CMO Series 2015-1A Class A2II | &nbsp;&nbsp;CMO Series 2015-1A Class A2II |
| &nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;4.474% | 1880000 | &nbsp;&nbsp;1786190 |
| &nbsp;&nbsp;Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2005-AR6 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR6 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR6 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR6 Class 2A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.580%<br> Floor 0.290%, Cap 11.000%<br> 10/19/2045 | &nbsp;&nbsp;4.519% | 1144216 | &nbsp;&nbsp;&nbsp;&nbsp;933470 |

---

---

| | |
|:---|:---|
| 64 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.200%<br> Floor 0.200%<br> 10/19/2036 | &nbsp;&nbsp;4.139% | 1866659 | &nbsp;&nbsp;1254260 |
| &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1 Class M1B | &nbsp;&nbsp;CMO Series 2019-1 Class M1B | &nbsp;&nbsp;CMO Series 2019-1 Class M1B | &nbsp;&nbsp;CMO Series 2019-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.800%<br> 04/25/2029 | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;&nbsp;493283 | &nbsp;&nbsp;&nbsp;&nbsp;475423 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 3.450%<br> Floor 3.450%<br> 04/25/2034 | &nbsp;&nbsp;6.971% | 1500000 | &nbsp;&nbsp;1439267 |
| &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2015-C02 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C02 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C02 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C02 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 4.000%<br> 05/25/2025 | &nbsp;&nbsp;8.016% | &nbsp;&nbsp;&nbsp;759088 | &nbsp;&nbsp;&nbsp;&nbsp;761934 |
| &nbsp;&nbsp;CMO Series 2015-C03 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C03 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C03 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C03 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 5.000%<br> Floor 5.000%<br> 07/25/2025 | &nbsp;&nbsp;9.016% | &nbsp;&nbsp;&nbsp;141265 | &nbsp;&nbsp;&nbsp;&nbsp;144355 |
| &nbsp;&nbsp;CMO Series 2015-C04 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 1M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 5.700%<br> 04/25/2028 | &nbsp;&nbsp;9.716% | 1242500 | &nbsp;&nbsp;1307731 |
| &nbsp;&nbsp;CMO Series 2015-C04 Class 2M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 2M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 2M2 | &nbsp;&nbsp;CMO Series 2015-C04 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 5.550%<br> 04/25/2028 | &nbsp;&nbsp;9.566% | 1147950 | &nbsp;&nbsp;1178083 |
| &nbsp;&nbsp;CMO Series 2017-C07 Class 2M2 | &nbsp;&nbsp;CMO Series 2017-C07 Class 2M2 | &nbsp;&nbsp;CMO Series 2017-C07 Class 2M2 | &nbsp;&nbsp;CMO Series 2017-C07 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> 05/25/2030 | &nbsp;&nbsp;6.516% | 1740144 | &nbsp;&nbsp;1755625 |
| &nbsp;&nbsp;CMO Series 2018-C06 Class 1M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 1M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 1M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 03/25/2031 | &nbsp;&nbsp;6.016% | 2725884 | &nbsp;&nbsp;2684996 |
| &nbsp;&nbsp;CMO Series 2018-C06 Class 2M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 2M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 2M2 | &nbsp;&nbsp;CMO Series 2018-C06 Class 2M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.100%<br> Floor 2.100%<br> 03/25/2031 | &nbsp;&nbsp;6.116% | 1656084 | &nbsp;&nbsp;1647804 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2022-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA2 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 6.000%<br> 07/25/2042 | &nbsp;&nbsp;9.521% | 2000000 | &nbsp;&nbsp;1905503 |
| &nbsp;&nbsp;First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;First Franklin Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-FF18 Class A2D | &nbsp;&nbsp;CMO Series 2006-FF18 Class A2D | &nbsp;&nbsp;CMO Series 2006-FF18 Class A2D | &nbsp;&nbsp;CMO Series 2006-FF18 Class A2D |
| &nbsp;&nbsp;1-month USD LIBOR + 0.210%<br> Floor 0.210%<br> 12/25/2037 | &nbsp;&nbsp;4.226% | 1299386 | &nbsp;&nbsp;1152474 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2007-FF2 Class A2B | &nbsp;&nbsp;CMO Series 2007-FF2 Class A2B | &nbsp;&nbsp;CMO Series 2007-FF2 Class A2B | &nbsp;&nbsp;CMO Series 2007-FF2 Class A2B |
| &nbsp;&nbsp;1-month USD LIBOR + 0.100%<br> Floor 0.100%<br> 03/25/2037 | &nbsp;&nbsp;4.116% | &nbsp;&nbsp;3378542 | &nbsp;&nbsp;&nbsp;&nbsp;1665897 |
| &nbsp;&nbsp;First Horizon Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;First Horizon Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;First Horizon Mortgage Pass-Through Trust<sup>(c)</sup> | &nbsp;&nbsp;First Horizon Mortgage Pass-Through Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2007-AR1 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-AR1 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-AR1 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-AR1 Class 1A1 |
| &nbsp;&nbsp;05/25/2037 | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;&nbsp;&nbsp;198141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85346 |
| &nbsp;&nbsp;Flagstar Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Flagstar Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Flagstar Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Flagstar Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2018-5 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-5 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-5 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-5 Class B3 |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp;913409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784506 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.035% | &nbsp;&nbsp;&nbsp;&nbsp;877180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748570 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.035% | &nbsp;&nbsp;&nbsp;&nbsp;938160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798010 |
| &nbsp;&nbsp;Freddie Mac STACR Remic Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Remic Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Remic Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Remic Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-DNA2 Class B1 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class B1 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class B1 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 2.500%<br> 02/25/2050 | &nbsp;&nbsp;6.516% | &nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2510840 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA2 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.850%<br> 02/25/2050 | &nbsp;&nbsp;5.866% | &nbsp;&nbsp;1313941 | &nbsp;&nbsp;&nbsp;&nbsp;1303902 |
| &nbsp;&nbsp;CMO Series 2020-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.900%<br> 01/25/2050 | &nbsp;&nbsp;5.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49678 |
| &nbsp;&nbsp;CMO Series 2020-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA2 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA2 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.100%<br> 03/25/2050 | &nbsp;&nbsp;7.116% | &nbsp;&nbsp;1478579 | &nbsp;&nbsp;&nbsp;&nbsp;1475890 |
| &nbsp;&nbsp;CMO Series 2020-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA3 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.600%<br> 07/25/2050 | &nbsp;&nbsp;7.616% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
| &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> 01/25/2034 | &nbsp;&nbsp;5.171% | &nbsp;&nbsp;1241803 | &nbsp;&nbsp;&nbsp;&nbsp;1213206 |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class B1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class B1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class B1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.000%<br> 08/25/2033 | &nbsp;&nbsp;6.521% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;4896871 |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.250%<br> 08/25/2033 | &nbsp;&nbsp;5.771% | 11700000 | &nbsp;&nbsp;10745259 |
| &nbsp;&nbsp;CMO Series 2021-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA3 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.100%<br> 09/25/2041 | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;3810000 | &nbsp;&nbsp;&nbsp;&nbsp;3279847 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 65 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2021-HQA4 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.350%<br> 12/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5.871% | 3000000 | &nbsp;&nbsp;2553944 |
| &nbsp;&nbsp;CMO Series 2022-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.500%<br> 01/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6.021% | 2000000 | &nbsp;&nbsp;1762091 |
| &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> 04/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6.421% | 3940000 | &nbsp;&nbsp;3767857 |
| &nbsp;&nbsp;CMO Series 2022-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 6.750%<br> 06/25/2042 | &nbsp;&nbsp;10.271% | 3000000 | &nbsp;&nbsp;3094116 |
| &nbsp;&nbsp;CMO Series 2022-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA3 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA3 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.350%<br> 08/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8.871% | 2000000 | &nbsp;&nbsp;1843751 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA3 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.500%<br> 10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7.021% | 2025000 | &nbsp;&nbsp;1792050 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA6 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.400%<br> 10/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 2000000 | &nbsp;&nbsp;1797667 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.800%<br> 11/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4.797% | &nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;890400 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA3 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.350%<br> 09/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6.871% | 1220000 | &nbsp;&nbsp;1005024 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-HQA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA4 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.750%<br> 12/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7.271% | 6000000 | &nbsp;&nbsp;4973546 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA1 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.400%<br> 01/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6.921% | 3000000 | &nbsp;&nbsp;2578263 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.750%<br> 09/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9.271% | 6000000 | &nbsp;&nbsp;5965243 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.600%<br> 11/25/2050 | &nbsp;&nbsp;6.121% | 5331516 | &nbsp;&nbsp;5269824 |
| &nbsp;&nbsp;CMO Series 2021-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA2 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA2 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.300%<br> 08/25/2033 | &nbsp;&nbsp;5.821% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;966300 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.000%<br> 11/25/2050 | &nbsp;&nbsp;7.521% | 1805000 | &nbsp;&nbsp;1654723 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.650%<br> 11/25/2041 | &nbsp;&nbsp;6.647% | &nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;638929 |
| &nbsp;&nbsp;Galton Funding Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Galton Funding Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Galton Funding Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Galton Funding Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1 Class B1 | &nbsp;&nbsp;CMO Series 2019-1 Class B1 | &nbsp;&nbsp;CMO Series 2019-1 Class B1 | &nbsp;&nbsp;CMO Series 2019-1 Class B1 |
| &nbsp;&nbsp;02/25/2059 | &nbsp;&nbsp;4.250% | 1610386 | &nbsp;&nbsp;1450461 |
| &nbsp;&nbsp;CMO Series 2019-1 Class B2 | &nbsp;&nbsp;CMO Series 2019-1 Class B2 | &nbsp;&nbsp;CMO Series 2019-1 Class B2 | &nbsp;&nbsp;CMO Series 2019-1 Class B2 |
| &nbsp;&nbsp;02/25/2059 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;904354 | &nbsp;&nbsp;&nbsp;&nbsp;815636 |
| &nbsp;&nbsp;Subordinated CMO Series 2018-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-2 Class B2 |
| &nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;472718 | &nbsp;&nbsp;&nbsp;&nbsp;436481 |
| &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;11/25/2049 | &nbsp;&nbsp;2.487% | 6749117 | &nbsp;&nbsp;6093766 |
| &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3 Class M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 02/25/2034 | &nbsp;&nbsp;5.897% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;919284 |
| &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-PJ3 Class A1 | &nbsp;&nbsp;CMO Series 2019-PJ3 Class A1 | &nbsp;&nbsp;CMO Series 2019-PJ3 Class A1 | &nbsp;&nbsp;CMO Series 2019-PJ3 Class A1 |
| &nbsp;&nbsp;03/25/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;23169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21141 |
| &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-GR3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-GR3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-GR3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-GR3 Class B3 |
| &nbsp;&nbsp;04/25/2052 | &nbsp;&nbsp;3.390% | 1008548 | &nbsp;&nbsp;&nbsp;&nbsp;708841 |
| &nbsp;&nbsp;GSAMP Trust<sup>(b)</sup> | &nbsp;&nbsp;GSAMP Trust<sup>(b)</sup> | &nbsp;&nbsp;GSAMP Trust<sup>(b)</sup> | &nbsp;&nbsp;GSAMP Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2004-OPT Class M1 | &nbsp;&nbsp;CMO Series 2004-OPT Class M1 | &nbsp;&nbsp;CMO Series 2004-OPT Class M1 | &nbsp;&nbsp;CMO Series 2004-OPT Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.870%<br> Floor 0.580%<br> 11/25/2034 | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;&nbsp;976330 | &nbsp;&nbsp;&nbsp;&nbsp;920609 |
| &nbsp;&nbsp;GSR Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;GSR Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;GSR Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;GSR Mortgage Loan Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-AR2 Class 2A1 |
| &nbsp;&nbsp;04/25/2036 | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;&nbsp;996716 | &nbsp;&nbsp;&nbsp;&nbsp;682561 |

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| | |
|:---|:---|
| 66 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;HarborView Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;HarborView Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;HarborView Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;HarborView Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-10 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.200%<br> Floor 0.200%<br> 11/19/2036 | &nbsp;&nbsp;4.139% | 5718778 | &nbsp;&nbsp;4460919 |
| &nbsp;&nbsp;HSI Asset Securitization Corp. Trust<sup>(b)</sup> | &nbsp;&nbsp;HSI Asset Securitization Corp. Trust<sup>(b)</sup> | &nbsp;&nbsp;HSI Asset Securitization Corp. Trust<sup>(b)</sup> | &nbsp;&nbsp;HSI Asset Securitization Corp. Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-OPT1 Class M1 | &nbsp;&nbsp;CMO Series 2006-OPT1 Class M1 | &nbsp;&nbsp;CMO Series 2006-OPT1 Class M1 | &nbsp;&nbsp;CMO Series 2006-OPT1 Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.540%<br> Floor 0.360%<br> 12/25/2035 | &nbsp;&nbsp;4.584% | 1508009 | &nbsp;&nbsp;1486552 |
| &nbsp;&nbsp;JPMorgan Alternative Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Alternative Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Alternative Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Alternative Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2007-S1 Class A1 | &nbsp;&nbsp;CMO Series 2007-S1 Class A1 | &nbsp;&nbsp;CMO Series 2007-S1 Class A1 | &nbsp;&nbsp;CMO Series 2007-S1 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.560%<br> Floor 0.280%, Cap 11.500%<br> 04/25/2047 | &nbsp;&nbsp;4.576% | 2514728 | &nbsp;&nbsp;2368234 |
| &nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust<sup>(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2007-CH5 Class A5 | &nbsp;&nbsp;CMO Series 2007-CH5 Class A5 | &nbsp;&nbsp;CMO Series 2007-CH5 Class A5 | &nbsp;&nbsp;CMO Series 2007-CH5 Class A5 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.260%<br> Floor 0.260%<br> 06/25/2037 | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;&nbsp;833582 | &nbsp;&nbsp;&nbsp;&nbsp;827507 |
| &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust |
| &nbsp;&nbsp;CMO Series 2006-S2 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-S2 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-S2 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-S2 Class 2A2 |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27876 |
| &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-5 Class A13 | &nbsp;&nbsp;CMO Series 2018-5 Class A13 | &nbsp;&nbsp;CMO Series 2018-5 Class A13 | &nbsp;&nbsp;CMO Series 2018-5 Class A13 |
| &nbsp;&nbsp;10/25/2048 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;910644 | &nbsp;&nbsp;&nbsp;&nbsp;771706 |
| &nbsp;&nbsp;CMO Series 2018-6 Class 1A10 | &nbsp;&nbsp;CMO Series 2018-6 Class 1A10 | &nbsp;&nbsp;CMO Series 2018-6 Class 1A10 | &nbsp;&nbsp;CMO Series 2018-6 Class 1A10 |
| &nbsp;&nbsp;12/25/2048 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;144739 | &nbsp;&nbsp;&nbsp;&nbsp;124112 |
| &nbsp;&nbsp;CMO Series 2019-1 Class A3 | &nbsp;&nbsp;CMO Series 2019-1 Class A3 | &nbsp;&nbsp;CMO Series 2019-1 Class A3 | &nbsp;&nbsp;CMO Series 2019-1 Class A3 |
| &nbsp;&nbsp;05/25/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;311407 | &nbsp;&nbsp;&nbsp;&nbsp;287370 |
| &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 |
| &nbsp;&nbsp;08/25/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;98159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92051 |
| &nbsp;&nbsp;CMO Series 2019-5 Class A3 | &nbsp;&nbsp;CMO Series 2019-5 Class A3 | &nbsp;&nbsp;CMO Series 2019-5 Class A3 | &nbsp;&nbsp;CMO Series 2019-5 Class A3 |
| &nbsp;&nbsp;11/25/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;220265 | &nbsp;&nbsp;&nbsp;&nbsp;204721 |
| &nbsp;&nbsp;CMO Series 2019-8 Class A15 | &nbsp;&nbsp;CMO Series 2019-8 Class A15 | &nbsp;&nbsp;CMO Series 2019-8 Class A15 | &nbsp;&nbsp;CMO Series 2019-8 Class A15 |
| &nbsp;&nbsp;03/25/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;149750 | &nbsp;&nbsp;&nbsp;&nbsp;128423 |
| &nbsp;&nbsp;CMO Series 2019-9 Class B2A | &nbsp;&nbsp;CMO Series 2019-9 Class B2A | &nbsp;&nbsp;CMO Series 2019-9 Class B2A | &nbsp;&nbsp;CMO Series 2019-9 Class B2A |
| &nbsp;&nbsp;05/25/2050 | &nbsp;&nbsp;3.418% | 1416233 | &nbsp;&nbsp;1112850 |
| &nbsp;&nbsp;CMO Series 2019-HYB1 Class B1 | &nbsp;&nbsp;CMO Series 2019-HYB1 Class B1 | &nbsp;&nbsp;CMO Series 2019-HYB1 Class B1 | &nbsp;&nbsp;CMO Series 2019-HYB1 Class B1 |
| &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;&nbsp;953583 | &nbsp;&nbsp;&nbsp;&nbsp;870177 |
| &nbsp;&nbsp;CMO Series 2019-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A3 |
| &nbsp;&nbsp;02/25/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;142480 | &nbsp;&nbsp;&nbsp;&nbsp;126567 |
| &nbsp;&nbsp;CMO Series 2019-LTV2 Class A18 | &nbsp;&nbsp;CMO Series 2019-LTV2 Class A18 | &nbsp;&nbsp;CMO Series 2019-LTV2 Class A18 | &nbsp;&nbsp;CMO Series 2019-LTV2 Class A18 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11599 |
| &nbsp;&nbsp;CMO Series 2019-LTV3 Class B3 | &nbsp;&nbsp;CMO Series 2019-LTV3 Class B3 | &nbsp;&nbsp;CMO Series 2019-LTV3 Class B3 | &nbsp;&nbsp;CMO Series 2019-LTV3 Class B3 |
| &nbsp;&nbsp;03/25/2050 | &nbsp;&nbsp;4.385% | 1590415 | &nbsp;&nbsp;1400873 |
| &nbsp;&nbsp;CMO Series 2020-1 Class A15 | &nbsp;&nbsp;CMO Series 2020-1 Class A15 | &nbsp;&nbsp;CMO Series 2020-1 Class A15 | &nbsp;&nbsp;CMO Series 2020-1 Class A15 |
| &nbsp;&nbsp;06/25/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;462335 | &nbsp;&nbsp;&nbsp;&nbsp;394830 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2020-2 Class A15 | &nbsp;&nbsp;CMO Series 2020-2 Class A15 | &nbsp;&nbsp;CMO Series 2020-2 Class A15 | &nbsp;&nbsp;CMO Series 2020-2 Class A15 |
| &nbsp;&nbsp;07/25/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;302451 | &nbsp;&nbsp;&nbsp;&nbsp;260357 |
| &nbsp;&nbsp;CMO Series 2020-5 Class A15 | &nbsp;&nbsp;CMO Series 2020-5 Class A15 | &nbsp;&nbsp;CMO Series 2020-5 Class A15 | &nbsp;&nbsp;CMO Series 2020-5 Class A15 |
| &nbsp;&nbsp;12/25/2050 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;216766 | &nbsp;&nbsp;&nbsp;&nbsp;179478 |
| &nbsp;&nbsp;CMO Series 2020-5 Class B1 | &nbsp;&nbsp;CMO Series 2020-5 Class B1 | &nbsp;&nbsp;CMO Series 2020-5 Class B1 | &nbsp;&nbsp;CMO Series 2020-5 Class B1 |
| &nbsp;&nbsp;12/25/2050 | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;&nbsp;&nbsp;949325 | &nbsp;&nbsp;&nbsp;&nbsp;779234 |
| &nbsp;&nbsp;CMO Series 2021-13 Class A3 | &nbsp;&nbsp;CMO Series 2021-13 Class A3 | &nbsp;&nbsp;CMO Series 2021-13 Class A3 | &nbsp;&nbsp;CMO Series 2021-13 Class A3 |
| &nbsp;&nbsp;04/25/2052 | &nbsp;&nbsp;2.500% | 10356869 | &nbsp;&nbsp;8342944 |
| &nbsp;&nbsp;Subordinated CMO Series 2017-1 Class B4 | &nbsp;&nbsp;Subordinated CMO Series 2017-1 Class B4 | &nbsp;&nbsp;Subordinated CMO Series 2017-1 Class B4 | &nbsp;&nbsp;Subordinated CMO Series 2017-1 Class B4 |
| &nbsp;&nbsp;01/25/2047 | &nbsp;&nbsp;3.449% | &nbsp;&nbsp;&nbsp;&nbsp;418245 | &nbsp;&nbsp;&nbsp;&nbsp;351624 |
| &nbsp;&nbsp;Subordinated CMO Series 2017-3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2017-3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2017-3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2017-3 Class B1 |
| &nbsp;&nbsp;08/25/2047 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;1267022 | &nbsp;&nbsp;1082305 |
| &nbsp;&nbsp;Subordinated CMO Series 2017-6 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2017-6 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2017-6 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2017-6 Class B2 |
| &nbsp;&nbsp;12/25/2048 | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;&nbsp;&nbsp;536527 | &nbsp;&nbsp;&nbsp;&nbsp;446555 |
| &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B1 |
| &nbsp;&nbsp;01/25/2049 | &nbsp;&nbsp;4.056% | &nbsp;&nbsp;1094550 | &nbsp;&nbsp;&nbsp;&nbsp;944037 |
| &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2018-8 Class B2 |
| &nbsp;&nbsp;01/25/2049 | &nbsp;&nbsp;4.056% | &nbsp;&nbsp;&nbsp;&nbsp;912125 | &nbsp;&nbsp;&nbsp;&nbsp;767591 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 |
| &nbsp;&nbsp;08/25/2049 | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;2136797 | &nbsp;&nbsp;1891671 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-6 Class B1 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.238% | &nbsp;&nbsp;&nbsp;&nbsp;937507 | &nbsp;&nbsp;&nbsp;&nbsp;812312 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-8 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2019-8 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2019-8 Class B3A | &nbsp;&nbsp;Subordinated CMO Series 2019-8 Class B3A |
| &nbsp;&nbsp;03/25/2050 | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;1879294 | &nbsp;&nbsp;1528584 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-LTV1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV1 Class B2 |
| &nbsp;&nbsp;06/25/2049 | &nbsp;&nbsp;4.547% | &nbsp;&nbsp;1772385 | &nbsp;&nbsp;1597496 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B2 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.675% | &nbsp;&nbsp;1125902 | &nbsp;&nbsp;1031701 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2019-LTV2 Class B3 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;4.675% | &nbsp;&nbsp;&nbsp;&nbsp;938251 | &nbsp;&nbsp;&nbsp;&nbsp;859751 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-8 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-8 Class B2 |
| &nbsp;&nbsp;03/25/2051 | &nbsp;&nbsp;3.515% | &nbsp;&nbsp;1892331 | &nbsp;&nbsp;1513111 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-LTV2 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2022-LTV2 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2022-LTV2 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2022-LTV2 Class A1 |
| &nbsp;&nbsp;11/25/2052 | &nbsp;&nbsp;3.309% | &nbsp;&nbsp;1587465 | &nbsp;&nbsp;1167725 |
| &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-7FRB Class A1 | &nbsp;&nbsp;CMO Series 2018-7FRB Class A1 | &nbsp;&nbsp;CMO Series 2018-7FRB Class A1 | &nbsp;&nbsp;CMO Series 2018-7FRB Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.750%<br> 04/25/2046 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;&nbsp;&nbsp;659388 | &nbsp;&nbsp;&nbsp;&nbsp;610355 |
| &nbsp;&nbsp;JPMorgan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2015-3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2015-3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2015-3 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2015-3 Class B3 |
| &nbsp;&nbsp;05/25/2045 | &nbsp;&nbsp;3.607% | &nbsp;&nbsp;&nbsp;&nbsp;457492 | &nbsp;&nbsp;&nbsp;&nbsp;405366 |
| &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-PR1 Class A1 | &nbsp;&nbsp;CMO Series 2019-PR1 Class A1 | &nbsp;&nbsp;CMO Series 2019-PR1 Class A1 | &nbsp;&nbsp;CMO Series 2019-PR1 Class A1 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;7168114 | &nbsp;&nbsp;7028279 |
| &nbsp;&nbsp;CMO Series 2020-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS1 Class A1 |
| &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;2.882% | &nbsp;&nbsp;3273025 | &nbsp;&nbsp;3141129 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 67 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2020-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2020-GS2 Class A1 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;2.750% | 12064262 | &nbsp;&nbsp;11629749 |
| &nbsp;&nbsp;CMO Series 2020-SL1 Class A | &nbsp;&nbsp;CMO Series 2020-SL1 Class A | &nbsp;&nbsp;CMO Series 2020-SL1 Class A | &nbsp;&nbsp;CMO Series 2020-SL1 Class A |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;2.734% | &nbsp;&nbsp;&nbsp;&nbsp;652887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630746 |
| &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;1.892% | &nbsp;&nbsp;1036223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894311 |
| &nbsp;&nbsp;CMO Series 2021-SL1 Class A | &nbsp;&nbsp;CMO Series 2021-SL1 Class A | &nbsp;&nbsp;CMO Series 2021-SL1 Class A | &nbsp;&nbsp;CMO Series 2021-SL1 Class A |
| &nbsp;&nbsp;09/25/2060 | &nbsp;&nbsp;1.991% | &nbsp;&nbsp;&nbsp;&nbsp;978741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956673 |
| &nbsp;&nbsp;Lehman XS Trust<sup>(b)</sup> | &nbsp;&nbsp;Lehman XS Trust<sup>(b)</sup> | &nbsp;&nbsp;Lehman XS Trust<sup>(b)</sup> | &nbsp;&nbsp;Lehman XS Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2005-5N Class 3A1A | &nbsp;&nbsp;CMO Series 2005-5N Class 3A1A | &nbsp;&nbsp;CMO Series 2005-5N Class 3A1A | &nbsp;&nbsp;CMO Series 2005-5N Class 3A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.300%<br> Floor 0.300%<br> 11/25/2035 | &nbsp;&nbsp;4.316% | &nbsp;&nbsp;&nbsp;&nbsp;479812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462011 |
| &nbsp;&nbsp;CMO Series 2006-2N Class 1A1 | &nbsp;&nbsp;CMO Series 2006-2N Class 1A1 | &nbsp;&nbsp;CMO Series 2006-2N Class 1A1 | &nbsp;&nbsp;CMO Series 2006-2N Class 1A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.520%<br> Floor 0.260%<br> 02/25/2046 | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;1135097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971491 |
| &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(h),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(h),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 06/30/2023 | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;2878938 | &nbsp;&nbsp;&nbsp;&nbsp;2878938 |
| &nbsp;&nbsp;Long Beach Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Long Beach Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Long Beach Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Long Beach Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2006-10 Class 1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A | &nbsp;&nbsp;CMO Series 2006-10 Class 1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.150%<br> Floor 0.150%<br> 11/25/2036 | &nbsp;&nbsp;4.166% | &nbsp;&nbsp;3749662 | &nbsp;&nbsp;&nbsp;&nbsp;2573819 |
| &nbsp;&nbsp;CMO Series 2006-11 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-11 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-11 Class 2A2 | &nbsp;&nbsp;CMO Series 2006-11 Class 2A2 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.100%<br> Floor 0.100%<br> 12/25/2036 | &nbsp;&nbsp;4.116% | 30101121 | &nbsp;&nbsp;11210576 |
| &nbsp;&nbsp;MASTR Alternative Loan Trust | &nbsp;&nbsp;MASTR Alternative Loan Trust | &nbsp;&nbsp;MASTR Alternative Loan Trust | &nbsp;&nbsp;MASTR Alternative Loan Trust |
| &nbsp;&nbsp;CMO Series 2004-12 Class 4A1 | &nbsp;&nbsp;CMO Series 2004-12 Class 4A1 | &nbsp;&nbsp;CMO Series 2004-12 Class 4A1 | &nbsp;&nbsp;CMO Series 2004-12 Class 4A1 |
| &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;363332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347238 |
| &nbsp;&nbsp;Mello Mortgage Capital Acceptance Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mello Mortgage Capital Acceptance Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mello Mortgage Capital Acceptance Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mello Mortgage Capital Acceptance Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-INV1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-INV1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-INV1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2021-INV1 Class B3 |
| &nbsp;&nbsp;06/25/2051 | &nbsp;&nbsp;2.981% | &nbsp;&nbsp;1973799 | &nbsp;&nbsp;&nbsp;&nbsp;1279400 |
| &nbsp;&nbsp;Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2007-1 Class A2D | &nbsp;&nbsp;CMO Series 2007-1 Class A2D | &nbsp;&nbsp;CMO Series 2007-1 Class A2D | &nbsp;&nbsp;CMO Series 2007-1 Class A2D |
| &nbsp;&nbsp;1-month USD LIBOR + 0.340%<br> Floor 0.340%<br> 04/25/2037 | &nbsp;&nbsp;4.696% | 16467737 | &nbsp;&nbsp;&nbsp;&nbsp;6473077 |
| &nbsp;&nbsp;Morgan Stanley Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Resecuritization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Resecuritization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2015-R4 Class 4B1 | &nbsp;&nbsp;CMO Series 2015-R4 Class 4B1 | &nbsp;&nbsp;CMO Series 2015-R4 Class 4B1 | &nbsp;&nbsp;CMO Series 2015-R4 Class 4B1 |
| &nbsp;&nbsp;08/26/2047 | &nbsp;&nbsp;3.373% | &nbsp;&nbsp;&nbsp;&nbsp;286713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284458 |
| &nbsp;&nbsp;MortgageIT Trust<sup>(b)</sup> | &nbsp;&nbsp;MortgageIT Trust<sup>(b)</sup> | &nbsp;&nbsp;MortgageIT Trust<sup>(b)</sup> | &nbsp;&nbsp;MortgageIT Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2005-5 Class A1 | &nbsp;&nbsp;CMO Series 2005-5 Class A1 | &nbsp;&nbsp;CMO Series 2005-5 Class A1 | &nbsp;&nbsp;CMO Series 2005-5 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.520%<br> Floor 0.260%, Cap 11.500%<br> 12/25/2035 | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp;496300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464502 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-4A Class A1S | &nbsp;&nbsp;CMO Series 2018-4A Class A1S | &nbsp;&nbsp;CMO Series 2018-4A Class A1S | &nbsp;&nbsp;CMO Series 2018-4A Class A1S |
| &nbsp;&nbsp;1-month USD LIBOR + 0.750%<br> Floor 0.750%<br> 01/25/2048 | &nbsp;&nbsp;4.766% | &nbsp;&nbsp;1075686 | &nbsp;&nbsp;&nbsp;&nbsp;1037069 |
| &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.550%<br> 07/25/2028 | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp;247864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247150 |
| &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 10/25/2030 | &nbsp;&nbsp;7.616% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72263 |
| &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> Floor 1.650%<br> 10/25/2033 | &nbsp;&nbsp;5.171% | &nbsp;&nbsp;&nbsp;&nbsp;562745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560199 |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.050%<br> Floor 2.050%<br> 10/25/2033 | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883627 |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 3.000%<br> Floor 3.000%<br> 10/25/2033 | &nbsp;&nbsp;6.521% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2032459 |
| &nbsp;&nbsp;Oaktown Re VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 04/25/2034 | &nbsp;&nbsp;5.181% | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;1988804 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 3.350%<br> Floor 3.350%<br> 04/25/2034 | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1768709 |
| &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-EXP1 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP1 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP1 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP1 Class 1A3 |
| &nbsp;&nbsp;01/25/2059 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67477 |
| &nbsp;&nbsp;CMO Series 2019-INV2 Class A25 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A25 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A25 | &nbsp;&nbsp;CMO Series 2019-INV2 Class A25 |
| &nbsp;&nbsp;05/27/2049 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91060 |
| &nbsp;&nbsp;Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup> | &nbsp;&nbsp;Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup> | &nbsp;&nbsp;Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup> | &nbsp;&nbsp;Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2005-4 Class M2 | &nbsp;&nbsp;CMO Series 2005-4 Class M2 | &nbsp;&nbsp;CMO Series 2005-4 Class M2 | &nbsp;&nbsp;CMO Series 2005-4 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.750%<br> Floor 0.500%<br> 11/25/2035 | &nbsp;&nbsp;4.766% | 11526000 | &nbsp;&nbsp;11066726 |

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|:---|:---|
| 68 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 |
| &nbsp;&nbsp;08/25/2027 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;3204187 | &nbsp;&nbsp;&nbsp;&nbsp;3012210 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.744% |  | &nbsp;&nbsp;6652019 | &nbsp;&nbsp;&nbsp;&nbsp;6014192 |
| &nbsp;&nbsp;CMO Series 2022-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A1 |
| &nbsp;&nbsp;06/25/2052 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;8489912 | &nbsp;&nbsp;&nbsp;&nbsp;7888306 |
| &nbsp;&nbsp;CMO Series 2022-RN2 Class A2 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A2 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A2 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A2 | &nbsp;&nbsp;CMO Series 2022-RN2 Class A2 |
| &nbsp;&nbsp;06/25/2052 | &nbsp;&nbsp;6.500% |  | 13780000 | &nbsp;&nbsp;12475303 |
| &nbsp;&nbsp;CMO Series 2022-RN3 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN3 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN3 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN3 Class A1 | &nbsp;&nbsp;CMO Series 2022-RN3 Class A1 |
| &nbsp;&nbsp;08/25/2052 | &nbsp;&nbsp;5.000% |  | 10312478 | &nbsp;&nbsp;&nbsp;&nbsp;9539852 |
| &nbsp;&nbsp;Radnor RE Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor RE Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor RE Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor RE Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor RE Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 2.700%<br> Floor 2.700%<br> 12/27/2033 | &nbsp;&nbsp;6.247% |  | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2845147 |
| &nbsp;&nbsp;RALI Trust<sup>(c)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2005-QA4 Class A41 | &nbsp;&nbsp;CMO Series 2005-QA4 Class A41 | &nbsp;&nbsp;CMO Series 2005-QA4 Class A41 | &nbsp;&nbsp;CMO Series 2005-QA4 Class A41 | &nbsp;&nbsp;CMO Series 2005-QA4 Class A41 |
| &nbsp;&nbsp;04/25/2035 | &nbsp;&nbsp;3.641% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33753 |
| &nbsp;&nbsp;RALI Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c),(e)</sup> | &nbsp;&nbsp;RALI Trust<sup>(c),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2006-QS18 Class 1AV | &nbsp;&nbsp;CMO Series 2006-QS18 Class 1AV | &nbsp;&nbsp;CMO Series 2006-QS18 Class 1AV | &nbsp;&nbsp;CMO Series 2006-QS18 Class 1AV | &nbsp;&nbsp;CMO Series 2006-QS18 Class 1AV |
| &nbsp;&nbsp;12/25/2036 | &nbsp;&nbsp;0.467% |  | 20939580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262645 |
| &nbsp;&nbsp;CMO Series 2007-QS1 Class 2AV | &nbsp;&nbsp;CMO Series 2007-QS1 Class 2AV | &nbsp;&nbsp;CMO Series 2007-QS1 Class 2AV | &nbsp;&nbsp;CMO Series 2007-QS1 Class 2AV | &nbsp;&nbsp;CMO Series 2007-QS1 Class 2AV |
| &nbsp;&nbsp;01/25/2037 | &nbsp;&nbsp;0.171% |  | 23002246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132686 |
| &nbsp;&nbsp;Rathlin Residential<sup>(a),(b)</sup> | &nbsp;&nbsp;Rathlin Residential<sup>(a),(b)</sup> | &nbsp;&nbsp;Rathlin Residential<sup>(a),(b)</sup> | &nbsp;&nbsp;Rathlin Residential<sup>(a),(b)</sup> | &nbsp;&nbsp;Rathlin Residential<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class A | &nbsp;&nbsp;CMO Series 2021-1A Class A | &nbsp;&nbsp;CMO Series 2021-1A Class A | &nbsp;&nbsp;CMO Series 2021-1A Class A | &nbsp;&nbsp;CMO Series 2021-1A Class A |
| &nbsp;&nbsp;1-month EURIBOR + 2.000%<br> 09/27/2075 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2978771 | &nbsp;&nbsp;&nbsp;&nbsp;2961161 |
| &nbsp;&nbsp;RFMSI Trust<sup>(c)</sup> | &nbsp;&nbsp;RFMSI Trust<sup>(c)</sup> | &nbsp;&nbsp;RFMSI Trust<sup>(c)</sup> | &nbsp;&nbsp;RFMSI Trust<sup>(c)</sup> | &nbsp;&nbsp;RFMSI Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2005-SA5 Class 1A | &nbsp;&nbsp;CMO Series 2005-SA5 Class 1A | &nbsp;&nbsp;CMO Series 2005-SA5 Class 1A | &nbsp;&nbsp;CMO Series 2005-SA5 Class 1A | &nbsp;&nbsp;CMO Series 2005-SA5 Class 1A |
| &nbsp;&nbsp;11/25/2035 | &nbsp;&nbsp;3.578% |  | &nbsp;&nbsp;&nbsp;&nbsp;599777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355212 |
| &nbsp;&nbsp;CMO Series 2006-SA4 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-SA4 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-SA4 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-SA4 Class 2A1 | &nbsp;&nbsp;CMO Series 2006-SA4 Class 2A1 |
| &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;5.158% |  | &nbsp;&nbsp;&nbsp;&nbsp;157892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129575 |
| &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust<sup>(c)</sup> | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust<sup>(c)</sup> | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust<sup>(c)</sup> | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust<sup>(c)</sup> | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2017-3SC Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2017-3SC Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2017-3SC Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2017-3SC Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2017-3SC Class HT (FHLMC) |
| &nbsp;&nbsp;07/25/2056 | &nbsp;&nbsp;3.250% |  | 17510532 | &nbsp;&nbsp;15934684 |
| &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust | &nbsp;&nbsp;Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp;CMO Series 2017-4 Class M45T | &nbsp;&nbsp;CMO Series 2017-4 Class M45T | &nbsp;&nbsp;CMO Series 2017-4 Class M45T | &nbsp;&nbsp;CMO Series 2017-4 Class M45T | &nbsp;&nbsp;CMO Series 2017-4 Class M45T |
| &nbsp;&nbsp;06/25/2057 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;375571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368033 |
| &nbsp;&nbsp;CMO Series 2018-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-2 Class HT (FHLMC) |
| &nbsp;&nbsp;11/25/2057 | &nbsp;&nbsp;3.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;282588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252760 |
| &nbsp;&nbsp;CMO Series 2018-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-3 Class HT (FHLMC) |
| &nbsp;&nbsp;08/25/2057 | &nbsp;&nbsp;3.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;306487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273170 |
| &nbsp;&nbsp;CMO Series 2018-4 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-4 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-4 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-4 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2018-4 Class HT (FHLMC) |
| &nbsp;&nbsp;03/25/2058 | &nbsp;&nbsp;3.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;253457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225784 |
| &nbsp;&nbsp;CMO Series 2019-1 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-1 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-1 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-1 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-1 Class HT (FHLMC) |
| &nbsp;&nbsp;07/25/2058 | &nbsp;&nbsp;3.000% |  | &nbsp;&nbsp;1044641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933930 |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-2 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-2 Class HT (FHLMC) |
| &nbsp;&nbsp;08/25/2058 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;192767 | &nbsp;&nbsp;&nbsp;&nbsp;172451 |
| &nbsp;&nbsp;CMO Series 2019-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-3 Class HT (FHLMC) | &nbsp;&nbsp;CMO Series 2019-3 Class HT (FHLMC) |
| &nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;62860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56242 |
| &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-4 Class A19 | &nbsp;&nbsp;CMO Series 2019-4 Class A19 | &nbsp;&nbsp;CMO Series 2019-4 Class A19 | &nbsp;&nbsp;CMO Series 2019-4 Class A19 |
| &nbsp;&nbsp;11/25/2049 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;154172 | &nbsp;&nbsp;&nbsp;&nbsp;132218 |
| &nbsp;&nbsp;CMO Series 2019-CH2 Class A1 | &nbsp;&nbsp;CMO Series 2019-CH2 Class A1 | &nbsp;&nbsp;CMO Series 2019-CH2 Class A1 | &nbsp;&nbsp;CMO Series 2019-CH2 Class A1 |
| &nbsp;&nbsp;08/25/2049 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;47248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45913 |
| &nbsp;&nbsp;Subordinated CMO Series 2015-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2015-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2015-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2015-1 Class B1 |
| &nbsp;&nbsp;01/25/2045 | &nbsp;&nbsp;3.917% | &nbsp;&nbsp;&nbsp;317665 | &nbsp;&nbsp;&nbsp;&nbsp;293813 |
| &nbsp;&nbsp;Subordinated CMO Series 2018-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-6 Class B1 |
| &nbsp;&nbsp;07/25/2048 | &nbsp;&nbsp;4.168% | 1120730 | &nbsp;&nbsp;&nbsp;&nbsp;993905 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B2 |
| &nbsp;&nbsp;06/25/2049 | &nbsp;&nbsp;4.255% | 1813561 | &nbsp;&nbsp;1574672 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-3 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-3 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-3 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2020-3 Class B2 |
| &nbsp;&nbsp;04/25/2050 | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;&nbsp;999662 | &nbsp;&nbsp;&nbsp;&nbsp;787133 |
| &nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2004-20 Class 1A2 | &nbsp;&nbsp;CMO Series 2004-20 Class 1A2 | &nbsp;&nbsp;CMO Series 2004-20 Class 1A2 | &nbsp;&nbsp;CMO Series 2004-20 Class 1A2 |
| &nbsp;&nbsp;01/25/2035 | &nbsp;&nbsp;3.549% | &nbsp;&nbsp;&nbsp;378426 | &nbsp;&nbsp;&nbsp;&nbsp;355836 |
| &nbsp;&nbsp;CMO Series 2006-5 Class 1A1 | &nbsp;&nbsp;CMO Series 2006-5 Class 1A1 | &nbsp;&nbsp;CMO Series 2006-5 Class 1A1 | &nbsp;&nbsp;CMO Series 2006-5 Class 1A1 |
| &nbsp;&nbsp;06/25/2036 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;&nbsp;665498 | &nbsp;&nbsp;&nbsp;&nbsp;590449 |
| &nbsp;&nbsp;Texas Capital Bank NA<sup>(a),(b)</sup> | &nbsp;&nbsp;Texas Capital Bank NA<sup>(a),(b)</sup> | &nbsp;&nbsp;Texas Capital Bank NA<sup>(a),(b)</sup> | &nbsp;&nbsp;Texas Capital Bank NA<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021 Class NOTE | &nbsp;&nbsp;CMO Series 2021 Class NOTE | &nbsp;&nbsp;CMO Series 2021 Class NOTE | &nbsp;&nbsp;CMO Series 2021 Class NOTE |
| &nbsp;&nbsp;3-month USD LIBOR + 4.500%<br> 09/30/2024 | &nbsp;&nbsp;8.174% | 7340000 | &nbsp;&nbsp;7040521 |
| &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV2 Class A1 |
| &nbsp;&nbsp;06/25/2057 | &nbsp;&nbsp;4.350% | 6134267 | &nbsp;&nbsp;5790238 |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A3 |
| &nbsp;&nbsp;08/25/2067 | &nbsp;&nbsp;5.830% | 1944903 | &nbsp;&nbsp;1894417 |
| &nbsp;&nbsp;WaMu Asset-Backed Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Asset-Backed Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Asset-Backed Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Asset-Backed Certificates Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2007-HE1 Class 2A3 | &nbsp;&nbsp;CMO Series 2007-HE1 Class 2A3 | &nbsp;&nbsp;CMO Series 2007-HE1 Class 2A3 | &nbsp;&nbsp;CMO Series 2007-HE1 Class 2A3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.150%<br> Floor 0.150%<br> 01/25/2037 | &nbsp;&nbsp;4.166% | 3421111 | &nbsp;&nbsp;1638147 |
| &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2003-AR8 Class A | &nbsp;&nbsp;CMO Series 2003-AR8 Class A | &nbsp;&nbsp;CMO Series 2003-AR8 Class A | &nbsp;&nbsp;CMO Series 2003-AR8 Class A |
| &nbsp;&nbsp;08/25/2033 | &nbsp;&nbsp;4.161% | &nbsp;&nbsp;&nbsp;232178 | &nbsp;&nbsp;&nbsp;&nbsp;217957 |
| &nbsp;&nbsp;CMO Series 2004-AR4 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR4 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR4 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR4 Class A6 |
| &nbsp;&nbsp;06/25/2034 | &nbsp;&nbsp;3.469% | 1692391 | &nbsp;&nbsp;1570195 |
| &nbsp;&nbsp;CMO Series 2004-AR7 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR7 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR7 Class A6 | &nbsp;&nbsp;CMO Series 2004-AR7 Class A6 |
| &nbsp;&nbsp;07/25/2034 | &nbsp;&nbsp;3.495% | &nbsp;&nbsp;&nbsp;806992 | &nbsp;&nbsp;&nbsp;&nbsp;745664 |
| &nbsp;&nbsp;CMO Series 2007-HY1 Class 3A3 | &nbsp;&nbsp;CMO Series 2007-HY1 Class 3A3 | &nbsp;&nbsp;CMO Series 2007-HY1 Class 3A3 | &nbsp;&nbsp;CMO Series 2007-HY1 Class 3A3 |
| &nbsp;&nbsp;02/25/2037 | &nbsp;&nbsp;3.210% | 2346592 | &nbsp;&nbsp;2083789 |
| &nbsp;&nbsp;CMO Series 2007-HY3 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY3 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY3 Class 1A1 | &nbsp;&nbsp;CMO Series 2007-HY3 Class 1A1 |
| &nbsp;&nbsp;03/25/2037 | &nbsp;&nbsp;2.929% | &nbsp;&nbsp;&nbsp;406564 | &nbsp;&nbsp;&nbsp;&nbsp;312797 |

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| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 69 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency<sup>(n)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup> | &nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2005-AR11 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR11 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR11 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR11 Class A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.640%<br> Floor 0.320%, Cap 10.500%<br> 08/25/2045 | &nbsp;&nbsp;4.656% | &nbsp;&nbsp;&nbsp;598080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562397 |
| &nbsp;&nbsp;CMO Series 2005-AR17 Class A1A1 | &nbsp;&nbsp;CMO Series 2005-AR17 Class A1A1 | &nbsp;&nbsp;CMO Series 2005-AR17 Class A1A1 | &nbsp;&nbsp;CMO Series 2005-AR17 Class A1A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.540%<br> Floor 0.270%, Cap 10.500%<br> 12/25/2045 | &nbsp;&nbsp;4.556% | 2045083 | &nbsp;&nbsp;&nbsp;&nbsp;1801166 |
| &nbsp;&nbsp;CMO Series 2005-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR2 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR2 Class 2A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.620%<br> Floor 0.310%, Cap 10.500%<br> 01/25/2045 | &nbsp;&nbsp;4.636% | &nbsp;&nbsp;&nbsp;526720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502408 |
| &nbsp;&nbsp;CMO Series 2005-AR8 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR8 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR8 Class 2A1A | &nbsp;&nbsp;CMO Series 2005-AR8 Class 2A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.580%<br> Floor 0.290%, Cap 10.500%<br> 07/25/2045 | &nbsp;&nbsp;4.596% | 1866608 | &nbsp;&nbsp;&nbsp;&nbsp;1686811 |
| &nbsp;&nbsp;CMO Series 2005-AR9 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR9 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR9 Class A1A | &nbsp;&nbsp;CMO Series 2005-AR9 Class A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.640%<br> Floor 0.320%, Cap 10.500%<br> 07/25/2045 | &nbsp;&nbsp;4.656% | &nbsp;&nbsp;&nbsp;467548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422042 |
| &nbsp;&nbsp;CMO Series 2006-AR4 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-AR4 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-AR4 Class 1A1A | &nbsp;&nbsp;CMO Series 2006-AR4 Class 1A1A |
| &nbsp;&nbsp;1-year MTA + 0.940%<br> Floor 0.940%<br> 05/25/2046 | &nbsp;&nbsp;2.989% | 1195702 | &nbsp;&nbsp;&nbsp;&nbsp;1017725 |
| &nbsp;&nbsp;CMO Series 2006-AR5 Class A12A | &nbsp;&nbsp;CMO Series 2006-AR5 Class A12A | &nbsp;&nbsp;CMO Series 2006-AR5 Class A12A | &nbsp;&nbsp;CMO Series 2006-AR5 Class A12A |
| &nbsp;&nbsp;1-year MTA + 0.980%<br> Floor 0.980%<br> 06/25/2046 | &nbsp;&nbsp;3.029% | &nbsp;&nbsp;&nbsp;334434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305978 |
| &nbsp;&nbsp;CMO Series 2007-OC2 Class A3 | &nbsp;&nbsp;CMO Series 2007-OC2 Class A3 | &nbsp;&nbsp;CMO Series 2007-OC2 Class A3 | &nbsp;&nbsp;CMO Series 2007-OC2 Class A3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.310%<br> Floor 0.310%<br> 06/25/2037 | &nbsp;&nbsp;4.664% | 1793964 | &nbsp;&nbsp;&nbsp;&nbsp;1577995 |
| &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1 Class A1 | &nbsp;&nbsp;CMO Series 2019-1 Class A1 | &nbsp;&nbsp;CMO Series 2019-1 Class A1 | &nbsp;&nbsp;CMO Series 2019-1 Class A1 |
| &nbsp;&nbsp;11/25/2048 | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;&nbsp;&nbsp;50985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48313 |
| &nbsp;&nbsp;Subordinated CMO Series 2018-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2018-1 Class B3 |
| &nbsp;&nbsp;07/25/2047 | &nbsp;&nbsp;3.665% | 1074481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891796 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class B3 | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class B3 |
| &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;3.369% | 1912108 | &nbsp;&nbsp;&nbsp;&nbsp;1428807 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $497,184,813) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $497,184,813) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $497,184,813) | &nbsp;&nbsp;**451520968** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Rights 0.0%** | &nbsp;&nbsp;**Rights 0.0%** | &nbsp;&nbsp;**Rights 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Materials 0.0%** | &nbsp;&nbsp;**Materials 0.0%** | &nbsp;&nbsp;**Materials 0.0%** |
| &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** |
| &nbsp;&nbsp;TPC Group, Inc.<sup>(h),(i),(j)</sup> | &nbsp;&nbsp;700569 | &nbsp;&nbsp;1 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**1** |
| &nbsp;&nbsp;Total Rights<br> (Cost $—) | &nbsp;&nbsp;Total Rights<br> (Cost $—) | &nbsp;&nbsp;**1** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans 0.6%** | &nbsp;&nbsp;**Senior Loans 0.6%** | &nbsp;&nbsp;**Senior Loans 0.6%** | &nbsp;&nbsp;**Senior Loans 0.6%** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** |
| &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche E Term Loan | &nbsp;&nbsp;Tranche E Term Loan | &nbsp;&nbsp;Tranche E Term Loan | &nbsp;&nbsp;Tranche E Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> 05/30/2025 | &nbsp;&nbsp;5.924% | &nbsp;&nbsp;&nbsp;724476 | &nbsp;&nbsp;&nbsp;&nbsp;713659 |
| &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> 12/09/2025 | &nbsp;&nbsp;5.924% | &nbsp;&nbsp;&nbsp;225559 | &nbsp;&nbsp;&nbsp;&nbsp;221964 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**935623** |
| &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** |
| &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 04/21/2028 | &nbsp;&nbsp;8.108% | 1085092 | &nbsp;&nbsp;1069976 |
| &nbsp;&nbsp;**Automotive 0.0%** | &nbsp;&nbsp;**Automotive 0.0%** | &nbsp;&nbsp;**Automotive 0.0%** | &nbsp;&nbsp;**Automotive 0.0%** |
| &nbsp;&nbsp;Clarios Global LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 04/30/2026 | &nbsp;&nbsp;7.321% | 1686524 | &nbsp;&nbsp;1657364 |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** |
| &nbsp;&nbsp;Deerfield Dakota Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Deerfield Dakota Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Deerfield Dakota Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Deerfield Dakota Holdings LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 1.000%<br> 04/09/2027 | &nbsp;&nbsp;7.836% | &nbsp;&nbsp;&nbsp;721971 | &nbsp;&nbsp;&nbsp;&nbsp;681230 |
| &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** |
| &nbsp;&nbsp;Charter Communications Operating LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Charter Communications Operating LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Charter Communications Operating LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Charter Communications Operating LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 02/01/2027 | &nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;243108 | &nbsp;&nbsp;&nbsp;&nbsp;236814 |
| &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/17/2025 | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;&nbsp;687273 | &nbsp;&nbsp;&nbsp;&nbsp;657033 |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 04/15/2027 | &nbsp;&nbsp;6.373% | 3960850 | &nbsp;&nbsp;3705058 |

---

---

| | |
|:---|:---|
| 70 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.000%<br> Floor 0.750%<br> 08/02/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9.071% | 1319500 | &nbsp;&nbsp;1261917 |
| &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 01/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.373% | 1250000 | &nbsp;&nbsp;1216987 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7077809** |
| &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** |
| &nbsp;&nbsp;TPC Group, Inc.<sup>(b),(t),(u)</sup> | &nbsp;&nbsp;TPC Group, Inc.<sup>(b),(t),(u)</sup> | &nbsp;&nbsp;TPC Group, Inc.<sup>(b),(t),(u)</sup> | &nbsp;&nbsp;TPC Group, Inc.<sup>(b),(t),(u)</sup> |
| &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 10.000%<br> Floor 1.000%<br> 03/01/2023 | &nbsp;&nbsp;13.910% | &nbsp;&nbsp;&nbsp;&nbsp;55954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55954 |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** |
| &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 01/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.798% | &nbsp;&nbsp;&nbsp;311286 | &nbsp;&nbsp;&nbsp;&nbsp;306617 |
| &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 12/06/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;&nbsp;72622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65889 |
| &nbsp;&nbsp;Intrado Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Intrado Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Intrado Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Intrado Corp.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.000%<br> Floor 1.000%<br> 10/10/2024 | &nbsp;&nbsp;&nbsp;&nbsp;8.415% | &nbsp;&nbsp;&nbsp;653228 | &nbsp;&nbsp;&nbsp;&nbsp;598246 |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 10/10/2024 | &nbsp;&nbsp;&nbsp;&nbsp;7.915% | &nbsp;&nbsp;&nbsp;496460 | &nbsp;&nbsp;&nbsp;&nbsp;454449 |
| &nbsp;&nbsp;Pre-Paid Legal Services, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Pre-Paid Legal Services, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Pre-Paid Legal Services, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Pre-Paid Legal Services, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.821% | &nbsp;&nbsp;&nbsp;505239 | &nbsp;&nbsp;&nbsp;&nbsp;486712 |
| &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 09/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.505% | &nbsp;&nbsp;&nbsp;451995 | &nbsp;&nbsp;&nbsp;&nbsp;445161 |
| &nbsp;&nbsp;Safe Fleet Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Safe Fleet Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Safe Fleet Holdings LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Safe Fleet Holdings LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 02/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.869% | &nbsp;&nbsp;&nbsp;169797 | &nbsp;&nbsp;&nbsp;&nbsp;163854 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Spin Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Spin Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Spin Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Spin Holdco, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 03/04/2028 | &nbsp;&nbsp;7.144% | &nbsp;&nbsp;&nbsp;729272 | &nbsp;&nbsp;&nbsp;&nbsp;650569 |
| &nbsp;&nbsp;TruGreen LP<sup>(b),(t)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(t)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(t)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 11/02/2027 | &nbsp;&nbsp;8.071% | &nbsp;&nbsp;&nbsp;288251 | &nbsp;&nbsp;&nbsp;&nbsp;256111 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3427608** |
| &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** |
| &nbsp;&nbsp;Acuity Specialty Products, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Acuity Specialty Products, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Acuity Specialty Products, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Acuity Specialty Products, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.000%<br> Floor 1.000%<br> 08/12/2024 | &nbsp;&nbsp;7.674% | &nbsp;&nbsp;&nbsp;279128 | &nbsp;&nbsp;&nbsp;&nbsp;241795 |
| &nbsp;&nbsp;AI Aqua Merger Sub, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AI Aqua Merger Sub, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AI Aqua Merger Sub, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AI Aqua Merger Sub, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 07/31/2028 | &nbsp;&nbsp;4.922% | &nbsp;&nbsp;&nbsp;&nbsp;63635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60347 |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 07/31/2028 | &nbsp;&nbsp;7.844% | &nbsp;&nbsp;&nbsp;279994 | &nbsp;&nbsp;&nbsp;&nbsp;265526 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**567668** |
| &nbsp;&nbsp;**Electric 0.0%** | &nbsp;&nbsp;**Electric 0.0%** | &nbsp;&nbsp;**Electric 0.0%** | &nbsp;&nbsp;**Electric 0.0%** |
| &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 12/31/2025 | &nbsp;&nbsp;5.788% | &nbsp;&nbsp;&nbsp;281262 | &nbsp;&nbsp;&nbsp;&nbsp;278770 |
| &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** |
| &nbsp;&nbsp;Avolon Borrower 1 LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Avolon Borrower 1 LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Avolon Borrower 1 LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Avolon Borrower 1 LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 0.750%<br> 01/15/2025 | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;&nbsp;175812 | &nbsp;&nbsp;&nbsp;&nbsp;172873 |
| &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.500%<br> 12/01/2027 | &nbsp;&nbsp;6.189% | 1974875 | &nbsp;&nbsp;1958522 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**2131395** |
| &nbsp;&nbsp;**Food and Beverage 0.0%** | &nbsp;&nbsp;**Food and Beverage 0.0%** | &nbsp;&nbsp;**Food and Beverage 0.0%** | &nbsp;&nbsp;**Food and Beverage 0.0%** |
| &nbsp;&nbsp;Hostess Brands LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Hostess Brands LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Hostess Brands LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Hostess Brands LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> Floor 0.750%<br> 08/03/2025 | &nbsp;&nbsp;6.664% | &nbsp;&nbsp;&nbsp;480605 | &nbsp;&nbsp;&nbsp;&nbsp;477251 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 71 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Naked Juice LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 3.250%<br> Floor 0.500%<br> 01/24/2029 | &nbsp;&nbsp;6.903% | 1560726 | &nbsp;&nbsp;1467082 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1944333** |
| &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** |
| &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 07/21/2025 | &nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;723063 | &nbsp;&nbsp;&nbsp;&nbsp;717430 |
| &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(q),(t)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 07/21/2025 | &nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 |
| &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 01/27/2029 | &nbsp;&nbsp;8.086% | &nbsp;&nbsp;&nbsp;545037 | &nbsp;&nbsp;&nbsp;&nbsp;519023 |
| &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> Floor 0.500%<br> 04/14/2029 | &nbsp;&nbsp;6.896% | &nbsp;&nbsp;&nbsp;457643 | &nbsp;&nbsp;&nbsp;&nbsp;448147 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1688243** |
| &nbsp;&nbsp;**Health Care 0.1%** | &nbsp;&nbsp;**Health Care 0.1%** | &nbsp;&nbsp;**Health Care 0.1%** | &nbsp;&nbsp;**Health Care 0.1%** |
| &nbsp;&nbsp;Avantor Funding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.500%<br> 11/08/2027 | &nbsp;&nbsp;6.321% | &nbsp;&nbsp;&nbsp;783827 | &nbsp;&nbsp;&nbsp;&nbsp;777165 |
| &nbsp;&nbsp;Bausch & Lomb Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Bausch & Lomb Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Bausch & Lomb Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Bausch & Lomb Corp.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> Floor 0.500%<br> 05/10/2027 | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;&nbsp;139711 | &nbsp;&nbsp;&nbsp;&nbsp;132237 |
| &nbsp;&nbsp;Gainwell Acquisition Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Gainwell Acquisition Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Gainwell Acquisition Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Gainwell Acquisition Corp.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 10/01/2027 | &nbsp;&nbsp;7.674% | &nbsp;&nbsp;&nbsp;744318 | &nbsp;&nbsp;&nbsp;&nbsp;724966 |
| &nbsp;&nbsp;ICON PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/03/2028 | &nbsp;&nbsp;5.938% | &nbsp;&nbsp;&nbsp;394115 | &nbsp;&nbsp;&nbsp;&nbsp;391919 |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/03/2028 | &nbsp;&nbsp;5.938% | &nbsp;&nbsp;&nbsp;&nbsp;98194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97647 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Medline Borrower LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(t)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;497500 | &nbsp;&nbsp;&nbsp;&nbsp;471933 |
| &nbsp;&nbsp;PetVet Care Centers LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;PetVet Care Centers LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;PetVet Care Centers LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;PetVet Care Centers LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.750%<br> 02/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;128040 | &nbsp;&nbsp;&nbsp;&nbsp;118277 |
| &nbsp;&nbsp;WP CityMD Bidco LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;WP CityMD Bidco LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;WP CityMD Bidco LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;WP CityMD Bidco LLC<sup>(b),(q),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 12/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.924% | 2850000 | &nbsp;&nbsp;2834867 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5549011** |
| &nbsp;&nbsp;**Independent Energy 0.0%** | &nbsp;&nbsp;**Independent Energy 0.0%** | &nbsp;&nbsp;**Independent Energy 0.0%** | &nbsp;&nbsp;**Independent Energy 0.0%** |
| &nbsp;&nbsp;Ascent Resources Utica Holdings<sup>(b),(t)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings<sup>(b),(t)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings<sup>(b),(t)</sup> | &nbsp;&nbsp;Ascent Resources Utica Holdings<sup>(b),(t)</sup> |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 10.000%<br> Floor 1.000%<br> 11/01/2025 | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;302547 |
| &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** | &nbsp;&nbsp;**Leisure 0.0%** |
| &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(q),(t),(u)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(q),(t),(u)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(q),(t),(u)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(q),(t),(u)</sup> |
| &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 10.000%<br> Floor 1.000%<br> 09/07/2023 | &nbsp;&nbsp;13.896% | &nbsp;&nbsp;&nbsp;831170 | &nbsp;&nbsp;&nbsp;&nbsp;800525 |
| &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(q),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> Floor 0.500%<br> 01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7.044% | &nbsp;&nbsp;&nbsp;&nbsp;52090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51814 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**852339** |
| &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** |
| &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 8.000%<br> Floor 1.000%<br> 05/25/2026 | &nbsp;&nbsp;11.894% | &nbsp;&nbsp;&nbsp;332161 | &nbsp;&nbsp;&nbsp;&nbsp;312729 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> 08/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.144% | 5299182 | &nbsp;&nbsp;&nbsp;&nbsp;837960 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1150689** |

---

---

| | |
|:---|:---|
| 72 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Other Financial Institutions 0.0%** | &nbsp;&nbsp;**Other Financial Institutions 0.0%** | &nbsp;&nbsp;**Other Financial Institutions 0.0%** | &nbsp;&nbsp;**Other Financial Institutions 0.0%** |
| &nbsp;&nbsp;Trans Union LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(q),(t)</sup> |
| &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 11/16/2026 | &nbsp;&nbsp;5.821% | &nbsp;&nbsp;&nbsp;623338 | &nbsp;&nbsp;&nbsp;&nbsp;606084 |
| &nbsp;&nbsp;Trans Union LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.500%<br> 12/01/2028 | &nbsp;&nbsp;6.321% | &nbsp;&nbsp;&nbsp;275623 | &nbsp;&nbsp;&nbsp;&nbsp;270731 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**876815** |
| &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** |
| &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 08/12/2028 | &nbsp;&nbsp;8.016% | &nbsp;&nbsp;&nbsp;432404 | &nbsp;&nbsp;&nbsp;&nbsp;426459 |
| &nbsp;&nbsp;Artera Services LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Artera Services LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Artera Services LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Artera Services LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> Floor 1.000%<br> 03/06/2025 | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;&nbsp;450283 | &nbsp;&nbsp;&nbsp;&nbsp;364625 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**791084** |
| &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** |
| &nbsp;&nbsp;Berry Global, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche Z Term Loan | &nbsp;&nbsp;Tranche Z Term Loan | &nbsp;&nbsp;Tranche Z Term Loan | &nbsp;&nbsp;Tranche Z Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> 07/01/2026 | &nbsp;&nbsp;5.629% | 2246297 | &nbsp;&nbsp;2217095 |
| &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** |
| &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> 08/01/2027 | &nbsp;&nbsp;5.518% | 1890757 | &nbsp;&nbsp;1827246 |
| &nbsp;&nbsp;Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> 11/15/2027 | &nbsp;&nbsp;6.071% | 1853536 | &nbsp;&nbsp;1793036 |
| &nbsp;&nbsp;Horizon Therapeutics USA, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Horizon Therapeutics USA, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Horizon Therapeutics USA, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Horizon Therapeutics USA, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> Floor 0.500%<br> 03/15/2028 | &nbsp;&nbsp;5.813% | 1056387 | &nbsp;&nbsp;1044503 |
| &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 05/05/2028 | &nbsp;&nbsp;7.571% | 1210777 | &nbsp;&nbsp;1200183 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Organon & Co.<sup>(b),(t)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(t)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(t)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 06/02/2028 | &nbsp;&nbsp;6.188% | 3304759 | &nbsp;&nbsp;3268407 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**9133375** |
| &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** |
| &nbsp;&nbsp;Acrisure LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Acrisure LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Acrisure LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Acrisure LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 02/15/2027 | &nbsp;&nbsp;7.571% | 1662214 | &nbsp;&nbsp;1553272 |
| &nbsp;&nbsp;AmWINS Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AmWINS Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AmWINS Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;AmWINS Group, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.750%<br> 02/19/2028 | &nbsp;&nbsp;6.321% | 2451271 | &nbsp;&nbsp;2398348 |
| &nbsp;&nbsp;Asurion LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> 11/03/2024 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;478645 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4430265** |
| &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** |
| &nbsp;&nbsp;1011778 BC ULC<sup>(b),(t)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(t)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(t)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 11/19/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;546418 | &nbsp;&nbsp;&nbsp;&nbsp;535490 |
| &nbsp;&nbsp;**Retailers 0.0%** | &nbsp;&nbsp;**Retailers 0.0%** | &nbsp;&nbsp;**Retailers 0.0%** | &nbsp;&nbsp;**Retailers 0.0%** |
| &nbsp;&nbsp;Michaels Companies, Inc. (The)<sup>(b),(t)</sup> | &nbsp;&nbsp;Michaels Companies, Inc. (The)<sup>(b),(t)</sup> | &nbsp;&nbsp;Michaels Companies, Inc. (The)<sup>(b),(t)</sup> | &nbsp;&nbsp;Michaels Companies, Inc. (The)<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.750%<br> 04/15/2028 | &nbsp;&nbsp;7.924% | 1975000 | &nbsp;&nbsp;1488380 |
| &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** |
| &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(q),(t),(v)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(q),(t),(v)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(q),(t),(v)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(q),(t),(v)</sup> |
| &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 02/15/2029 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;251929 | &nbsp;&nbsp;&nbsp;&nbsp;229508 |
| &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 02/15/2029 | &nbsp;&nbsp;7.411% | 1482668 | &nbsp;&nbsp;1350711 |
| &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.500%<br> Floor 0.500%<br> 07/06/2029 | &nbsp;&nbsp;8.112% | &nbsp;&nbsp;&nbsp;482176 | &nbsp;&nbsp;&nbsp;&nbsp;475985 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 73 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Coherent Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 07/02/2029 | &nbsp;&nbsp;6.586% | &nbsp;&nbsp;&nbsp;146106 | &nbsp;&nbsp;&nbsp;&nbsp;144371 |
| &nbsp;&nbsp;CommScope, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 04/06/2026 | &nbsp;&nbsp;7.321% | 1712271 | &nbsp;&nbsp;1643250 |
| &nbsp;&nbsp;DTI Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;DTI Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;DTI Holdco, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;DTI Holdco, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.750%<br> Floor 0.750%<br> 04/26/2029 | &nbsp;&nbsp;8.844% | &nbsp;&nbsp;&nbsp;&nbsp;87961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81089 |
| &nbsp;&nbsp;Entegris, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> 07/06/2029 | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;445810 |
| &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 06/30/2028 | &nbsp;&nbsp;7.174% | &nbsp;&nbsp;&nbsp;298142 | &nbsp;&nbsp;&nbsp;&nbsp;293390 |
| &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.750%<br> Floor 0.500%<br> 05/02/2029 | &nbsp;&nbsp;8.944% | &nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;126965 |
| &nbsp;&nbsp;Open Text Corp.<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(q),(t)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(q),(t)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 11/16/2029 | &nbsp;&nbsp;7.307% | &nbsp;&nbsp;&nbsp;179945 | &nbsp;&nbsp;&nbsp;&nbsp;174622 |
| &nbsp;&nbsp;Peraton Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(t)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 02/01/2028 | &nbsp;&nbsp;7.821% | 2610969 | &nbsp;&nbsp;2545695 |
| &nbsp;&nbsp;Project Alpha Intermediate Holding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Project Alpha Intermediate Holding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Project Alpha Intermediate Holding, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Project Alpha Intermediate Holding, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 04/26/2024 | &nbsp;&nbsp;8.080% | &nbsp;&nbsp;&nbsp;284277 | &nbsp;&nbsp;&nbsp;&nbsp;276317 |
| &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 08/31/2028 | &nbsp;&nbsp;7.985% | &nbsp;&nbsp;&nbsp;160251 | &nbsp;&nbsp;&nbsp;&nbsp;153992 |

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;RealPage, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;RealPage, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;RealPage, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;RealPage, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Trache B Term Loan | &nbsp;&nbsp;Trache B Term Loan | &nbsp;&nbsp;Trache B Term Loan | &nbsp;&nbsp;Trache B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 04/24/2028 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128685 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**8070390** |
| &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** | &nbsp;&nbsp;**Wireless 0.0%** |
| &nbsp;&nbsp;Digicel International Finance Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd.<sup>(b),(t)</sup> | &nbsp;&nbsp;Digicel International Finance Ltd.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 05/27/2024 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;&nbsp;2732764 | &nbsp;&nbsp;&nbsp;&nbsp;2316018 |
| &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 04/11/2025 | &nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708344 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3024362** |
| &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** |
| &nbsp;&nbsp;Telenet Financing USD LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Telenet Financing USD LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Telenet Financing USD LLC<sup>(b),(t)</sup> | &nbsp;&nbsp;Telenet Financing USD LLC<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;6-month USD LIBOR + 2.000%<br> 04/30/2028 | &nbsp;&nbsp;5.873% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726698 |
| &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(t)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(t)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 03/09/2027 | &nbsp;&nbsp;8.336% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237585 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 03/09/2027 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;&nbsp;1613487 | &nbsp;&nbsp;&nbsp;&nbsp;1212503 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2176786** |
| &nbsp;&nbsp;Total Senior Loans<br> (Cost $64,708,533) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $64,708,533) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $64,708,533) | &nbsp;&nbsp;&nbsp;&nbsp;**62114601** |
| &nbsp;&nbsp;**Treasury Bills 1.8%** | &nbsp;&nbsp;**Treasury Bills 1.8%** | &nbsp;&nbsp;**Treasury Bills 1.8%** | &nbsp;&nbsp;**Treasury Bills 1.8%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Yield** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**United States 1.8%** | &nbsp;&nbsp;**United States 1.8%** | &nbsp;&nbsp;**United States 1.8%** | &nbsp;&nbsp;**United States 1.8%** |
| &nbsp;&nbsp;U.S. Treasury Bills<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury Bills<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury Bills<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury Bills<sup>(r)</sup> |
| &nbsp;&nbsp;01/12/2023 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;19914470 |
| &nbsp;&nbsp;05/18/2023 | &nbsp;&nbsp;4.600% | 102290000 | &nbsp;&nbsp;100155221 |
| &nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;U.S. Treasury Bills |
| &nbsp;&nbsp;01/26/2023 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;24849723 |
| &nbsp;&nbsp;02/09/2023 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7440340 |
| &nbsp;&nbsp;02/16/2023 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;14867592 |
| &nbsp;&nbsp;03/02/2023 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;17500000 | &nbsp;&nbsp;&nbsp;&nbsp;17311689 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**184539035** |
| &nbsp;&nbsp;Total Treasury Bills<br> (Cost $185,371,067) | &nbsp;&nbsp;Total Treasury Bills<br> (Cost $185,371,067) | &nbsp;&nbsp;Total Treasury Bills<br> (Cost $185,371,067) | &nbsp;&nbsp;**184539035** |

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| | |
|:---|:---|
| 74 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

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Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217350 |
| &nbsp;&nbsp;Residual Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Residual Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Residual Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Residual Funding Corp.<sup>(g)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;7351000 | &nbsp;&nbsp;&nbsp;&nbsp;5446141 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311843 |
| &nbsp;&nbsp;Resolution Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Resolution Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Resolution Funding Corp.<sup>(g)</sup> | &nbsp;&nbsp;Resolution Funding Corp.<sup>(g)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2166805 |
| &nbsp;&nbsp;Tennessee Valley Authority Principal STRIP<sup>(g)</sup> | &nbsp;&nbsp;Tennessee Valley Authority Principal STRIP<sup>(g)</sup> | &nbsp;&nbsp;Tennessee Valley Authority Principal STRIP<sup>(g)</sup> | &nbsp;&nbsp;Tennessee Valley Authority Principal STRIP<sup>(g)</sup> |
| &nbsp;&nbsp;09/15/2024 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406649 |
| &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $9,242,835) | &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $9,242,835) | &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $9,242,835) | &nbsp;&nbsp;&nbsp;&nbsp;**8548788** |
| &nbsp;&nbsp;**U.S. Treasury Obligations 12.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 12.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 12.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 12.4%** |
| &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury |
| &nbsp;&nbsp;09/30/2024 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11840000 | &nbsp;&nbsp;&nbsp;&nbsp;11804850 |
| &nbsp;&nbsp;11/30/2024 | &nbsp;&nbsp;4.500% | 173784000 | &nbsp;&nbsp;174333863 |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;58107000 | &nbsp;&nbsp;&nbsp;&nbsp;58769783 |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2010000 | &nbsp;&nbsp;&nbsp;&nbsp;2035282 |
| &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;95545000 | &nbsp;&nbsp;&nbsp;&nbsp;96799028 |
| &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;3.875% | 145177000 | &nbsp;&nbsp;145766782 |
| &nbsp;&nbsp;03/31/2028 | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;12775000 | &nbsp;&nbsp;&nbsp;&nbsp;11202078 |
| &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;8575703 |
| &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;26996800 | &nbsp;&nbsp;&nbsp;&nbsp;28064017 |
| &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;31900000 | &nbsp;&nbsp;&nbsp;&nbsp;21153687 |
| &nbsp;&nbsp;08/15/2041 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;76745000 | &nbsp;&nbsp;&nbsp;&nbsp;53529637 |
| &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;2.000% | 242979000 | &nbsp;&nbsp;176995015 |
| &nbsp;&nbsp;02/15/2042 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;86590000 | &nbsp;&nbsp;&nbsp;&nbsp;67404903 |
| &nbsp;&nbsp;05/15/2042 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;59045000 | &nbsp;&nbsp;&nbsp;&nbsp;53048242 |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;27195000 | &nbsp;&nbsp;&nbsp;&nbsp;22333894 |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;73838000 | &nbsp;&nbsp;&nbsp;&nbsp;74184116 |
| &nbsp;&nbsp;05/15/2043 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280039 |
| &nbsp;&nbsp;05/15/2046 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;5650000 | &nbsp;&nbsp;&nbsp;&nbsp;4319602 |
| &nbsp;&nbsp;08/15/2049 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;7360000 | &nbsp;&nbsp;&nbsp;&nbsp;5346350 |
| &nbsp;&nbsp;05/15/2050 | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;40235000 | &nbsp;&nbsp;&nbsp;&nbsp;22443586 |
| &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;31720000 | &nbsp;&nbsp;&nbsp;&nbsp;19587100 |
| &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578738 |
| &nbsp;&nbsp;02/15/2052 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3825000 | &nbsp;&nbsp;&nbsp;&nbsp;2764160 |
| &nbsp;&nbsp;05/15/2052 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;19500000 | &nbsp;&nbsp;&nbsp;&nbsp;16221562 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations (continued)** | &nbsp;&nbsp;**U.S. Treasury Obligations (continued)** | &nbsp;&nbsp;**U.S. Treasury Obligations (continued)** | &nbsp;&nbsp;**U.S. Treasury Obligations (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;08/15/2052 | &nbsp;&nbsp;3.000% | 48698900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41728870 |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;4.000% | 27325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28426539 |
| &nbsp;&nbsp;U.S. Treasury<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(r)</sup> |
| &nbsp;&nbsp;05/15/2041 | &nbsp;&nbsp;2.250% | 86850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66765937 |
| &nbsp;&nbsp;08/15/2043 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6718911 |
| &nbsp;&nbsp;05/15/2045 | &nbsp;&nbsp;3.000% | 10035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452920 |
| &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511890 |
| &nbsp;&nbsp;02/15/2039 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822778 |
| &nbsp;&nbsp;05/15/2039 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387605 |
| &nbsp;&nbsp;02/15/2040 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;5735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867500 |
| &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;3590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733016 |
| &nbsp;&nbsp;08/15/2041 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079058 |
| &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600977 |
| &nbsp;&nbsp;05/15/2042 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177563 |
| &nbsp;&nbsp;08/15/2042 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;5510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424185 |
| &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888118 |
| &nbsp;&nbsp;02/15/2044 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;5980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486372 |
| &nbsp;&nbsp;08/15/2044 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;1255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507834 |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;8770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559729 |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370969 |
| &nbsp;&nbsp;U.S. Treasury<sup>(g),(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g),(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g),(r)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(g),(r)</sup> |
| &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS | &nbsp;&nbsp;STRIPS |
| &nbsp;&nbsp;05/15/2043 | &nbsp;&nbsp;0.000% | 18965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8066052 |
| &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $1,429,183,974) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $1,429,183,974) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $1,429,183,974) | &nbsp;&nbsp;**1264118840** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 11.2%** | &nbsp;&nbsp;**Money Market Funds 11.2%** | &nbsp;&nbsp;**Money Market Funds 11.2%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(w),(x)</sup> | &nbsp;&nbsp;1133806349 | &nbsp;&nbsp;&nbsp;&nbsp;1133352826 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $1,133,295,945) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $1,133,295,945) | &nbsp;&nbsp;&nbsp;&nbsp;**1133352826** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $12,350,295,644)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $12,350,295,644)** | &nbsp;&nbsp;**11433410089** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;**(1266934555)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**10166475534** |

---

At November 30, 2022, securities and/or cash totaling $63,547,942 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** |
| &nbsp;&nbsp;**Currency to<br> be sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency to<br> be purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | **Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;585,395 EUR | &nbsp;&nbsp;&nbsp;&nbsp;609,931 USD | &nbsp;&nbsp;&nbsp;&nbsp;State Street | 12/23/2022 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(440) |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 75 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Long Bond | 344 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Long Bond | 222 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 10-Year Note | 2311 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;262298500 | &nbsp;&nbsp;&nbsp;&nbsp;1404179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 10-Year Note | 306 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(23191) |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | 3290 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;675632347 | &nbsp;&nbsp;&nbsp;&nbsp;1701111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | 1506 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;309271220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | 280 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57500625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | 2048 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;222352001 | &nbsp;&nbsp;&nbsp;&nbsp;1168131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | 1952 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;211929251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | 701 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83879031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 831 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;113249719 | &nbsp;&nbsp;&nbsp;&nbsp;1312612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 337 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45926781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 609 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82995281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(29394) |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8974101 | &nbsp;&nbsp;&nbsp;&nbsp;(52585) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Long Bond | (815) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;(103505000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1063008) |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | (588) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63839344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(302834) |
| &nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | (371) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44392469) | &nbsp;&nbsp;&nbsp;&nbsp;59532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra 10-Year Note | (35) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4187969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36645) |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;59532 | &nbsp;&nbsp;&nbsp;&nbsp;(1402487) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** |
| &nbsp;&nbsp;**Fund receives** | **Fund pays** | **Payment<br> frequency** | **Counterparty** | **Maturity<br> date** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Fixed rate of 1.390% | 3-Month USD LIBOR | Receives SemiAnnually, Pays Quarterly | Citi | 09/28/2025 | USD | 223000000 | (10491849) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (10491849) |
| &nbsp;&nbsp;3-Month USD LIBOR | Fixed rate of 1.870% | Receives Quarterly, Pays SemiAnnually | Citi | 09/28/2053 | USD | &nbsp;&nbsp;&nbsp;19000000 | &nbsp;&nbsp;&nbsp;&nbsp;4982767 |  |  | 4982767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(5509082) |  |  | 4982767 | (10491849) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Pay<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CDX North America High Yield Index, Series 39 | Morgan Stanley | 12/20/2027 | 5.000 | Quarterly | USD | 75670000 | (3014726) |  |  |  | (3014726) |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** |
| &nbsp;&nbsp;**Reference index** |  | **Reference rate** |
| &nbsp;&nbsp;3-Month USD LIBOR | London Interbank Offered Rate | 4.779% |

---

#### Notes to Portfolio of Investments
(a) Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A
eligible securities, which are often sold only to qualified institutional buyers. At November 30, 2022, the total value of these securities amounted to $2,890,406,985, which represents 28.43% of total net assets.

(b) Variable rate security. The interest rate shown was the current rate as of November 30, 2022.

(c) 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, 2022.

---

| | |
|:---|:---|
| 76 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(d)** **Represents a security purchased on a when-issued basis.** 

**(e)** **Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans.** 

**(f)** **Represents principal only securities which have the right to receive the principal portion only on an underlying pool of mortgage loans.** 

**(g)** **Zero coupon bond.** 

**(h)** **Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At November 30, 2022, the total value of these securities amounted to $7,826,254, which represents 0.08% of total net assets.** 

**(i)** **Non-income producing investment.** 

**(j)** **Valuation based on significant unobservable inputs.** 

**(k)** **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, 2022.** 

**(l)** **Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash.** 

**(m)** **Represents a security in default.** 

**(n)** **Principal amounts are denominated in United States Dollars unless otherwise noted.** 

**(o)** **Principal and interest may not be guaranteed by a governmental entity.** 

**(p)** **Municipal obligations include debt obligations issued by or on behalf of territories, possessions, or sovereign nations within the territorial boundaries of the United States. At November 30, 2022, the total value of these securities amounted to $2,592,891, which represents 0.03% of total net assets.** 

**(q)** **Represents a security purchased on a forward commitment basis.** 

**(r)** **This security or a portion of this security has been pledged as collateral in connection with derivative contracts.** 

**(s)** **Represents a variable rate security where the coupon adjusts periodically through an auction process.** 

**(t)** **The stated interest rate represents the weighted average interest rate at November 30, 2022 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. These base lending rates are primarily the LIBOR and other short-term rates. 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.** 

**(u)** **The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy Code.** 

**(v)** **At November 30, 2022, 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;**Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp;athenahealth Group, Inc.<br> Delayed Draw Term Loan<br> 02/15/2029 3.500% | 251929 |

---

(w) The rate shown is the seven-day current annualized yield at November 30, 2022.

(x) As defined in the Investment Company Act of 1940, as amended, 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, 2022 are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 1202908828 | &nbsp;&nbsp;1418854027 | &nbsp;&nbsp;(1488457233) | &nbsp;&nbsp;47204 | &nbsp;&nbsp;1133352826 | &nbsp;&nbsp;82189 | &nbsp;&nbsp;9121317 | &nbsp;&nbsp;1133806349 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| BAM | &nbsp;&nbsp;Build America Mutual Assurance Co. |
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury |
| CVR | &nbsp;&nbsp;Contingent Value Rights |
| EURIBOR | &nbsp;&nbsp;Euro Interbank Offered Rate |
| FHLMC | &nbsp;&nbsp;Federal Home Loan Mortgage Corporation |
| LIBID | &nbsp;&nbsp;London Interbank Bid Rate |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 | 77 |

---

------

Portfolio of Investments (continued)<br> Multi-Manager Total Return Bond Strategies Fund, November 30, 2022 (Unaudited)

#### Abbreviation Legend (continued)<br>

---

| | |
|:---|:---|
| **LIBOR** | &nbsp;&nbsp;**London Interbank Offered Rate** |
| **MTA** | &nbsp;&nbsp;**Monthly Treasury Average** |
| **SOFR** | &nbsp;&nbsp;**Secured Overnight Financing Rate** |
| **STRIPS** | &nbsp;&nbsp;**Separate Trading of Registered Interest and Principal Securities** |
| **TBA** | &nbsp;&nbsp;**To Be Announced** |

---

#### Currency Legend
EUR Euro <br> USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

---

| | |
|:---|:---|
| 78 | Multi-Manager Total Return Bond Strategies Fund \| First Quarter Report 2022 |

---

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

1QT101_08_N01_(01/23)

## 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:** 02110

  - **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:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12241958745.09

**Total Liabilities:** $2103424889.54

**Net Assets:** $10138533855.55

**Delayed Delivery Securities:** $2037123333.59

**Stand-by Commitments:** $3956424.77

**Cash Not Reported:** $1990129.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 783934.810400000000 | **1-Year:** 96923.765599999900 | **5-Year:** 534434.601600000000 | **10-Year:** 950224.138300000000 | **30-Year:** 1840232.102600000000

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

- **3-Month:** 576.567100000000 | **1-Year:** 63900.194500000000 | **5-Year:** 159817.115800000000 | **10-Year:** 487175.874400000000 | **30-Year:** 209463.457000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179755 | -4.66%               | -1.46%               | 3.82%                |
| Class ID C000216709 | -4.65%               | -1.45%               | 3.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-72276334.63            | $-383039496.44                             |
| Month 2  | $-89328762.67            | $-57995175.56                              |
| Month 3  | $-41883096.34            | $357438612.20                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $3179583.03    | 0.03%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2620000 | PA      | $2298359.60    | 0.02%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7920000 | PA      | $6298146.91    | 0.06%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                           | BOARDWALK PIPELINES LP                                                  | CUSIP: 096630AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $687765.74     | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     245000 | PA      | $171002.02     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $946579.97     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2425121.72    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     761000 | PA      | $753903.84     | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     270000 | PA      | $254670.28     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1131707.09    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     794000 | PA      | $726467.31     | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4203000 | PA      | $3706642.43    | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4865988.49    | 0.05%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC BOJA_20-1                                   | BOJA_20-1A                                                              | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1588000 | PA      | $1417759.57    | 0.01%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2839000 | PA      | $2842744.87    | 0.03%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2286000 | PA      | $2305038.45    | 0.02%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    6175000 | PA      | $6076669.42    | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                   | BORGWARNER INC                                                          | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     126000 | PA      | $123963.63     | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                      | CUSIP: 100743AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1330626.29    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROP                                                      | BOSTON PROPERTIES LP                                                    | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $216570.69     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROP                                                      | BOSTON PROPERTIES LP                                                    | CUSIP: 10112RBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4670579.32    | 0.05%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                              | BOXER PARENT CO INC                                                     | CUSIP: 103186AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2390431.43    | 0.02%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     591000 | PA      | $477927.72     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     400000 | PA      | $342050.52     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B                       | BRAVO_21-B                                                              | CUSIP: 10568JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2843917 | PA      | $2654756.28    | 0.03%             | 2069-04-01      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     800000 | PA      | $703310.68     | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL FEDERATIVE REPUBLIC OF (GOV                                      | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1300000 | PA      | $1228722.66    | 0.01%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                 | BRAZIL MINAS SPE                                                        | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    1740000 | PA      | $1678111.11    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHOUSE FINANCIAL GLOBAL FD                                         | CUSIP: 10921U2G2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4371979.56    | 0.04%             | 2023-12-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHOUSE FINANCIAL GLOBAL FD                                         | CUSIP: 10921U2H0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2956294.22    | 0.03%             | 2025-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                        | BRINKER INTERNATIONAL INC                                               | CUSIP: 109641AH3<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1785847.22    | 0.02%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1225566.99    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DC9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72152.71      | 0.00%             | 2025-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     555000 | PA      | $525186.83     | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1867592.93    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1968924.68    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                     | BRITISH COLUMBIA (PROVINCE OF)                                          | CUSIP: 110709EC2<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |    2000000 | PA      | $2548453.04    | 0.03%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP                                        | CUSIP: 11120VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     915000 | PA      | $697156.56     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     320000 | PA      | $312596.18     | 0.00%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1113674.55    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5511000 | PA      | $4090503.43    | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6720000 | PA      | $4916009.88    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2527819.82    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1006726.58    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                                                  | CUSIP: 11271LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     964000 | PA      | $938235.99     | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIE                                 | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1560000 | PA      | $1393459.33    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES INC                            | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2029549.88    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                            | BRUNSWICK CORPORATION                                                   | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2076162.97    | 0.02%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                                                | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1161771.76    | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                        | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     304000 | PA      | $279453.47     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                        | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     953000 | PA      | $957190.13     | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                        | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     711000 | PA      | $594255.98     | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RESOLUTION FUNDING CORP                                                 | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    3000000 | PA      | $2166805.11    | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFCSP STRIP PRINCIPAL                                                   | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    7351000 | PA      | $5446140.74    | 0.05%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFCSP STRIP PRINCIPAL                                                   | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     425000 | PA      | $311842.36     | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     501000 | PA      | $449518.52     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                      | FARMERS EXCHANGE CAPITAL II                                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2584760.54    | 0.03%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCHANGE                                             | FARMERS INSURANCE EXCHANGE                                              | CUSIP: 309601AA0<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1202523.58    | 0.01%             | 2024-05-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $964728.91     | 0.01%             | 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        |    4327000 | PA      | $3776017.56    | 0.04%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1303471.57    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $1095560.85    | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER LLC                                | REYNOLDS GROUP ISSUER INC                                               | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $879574.64     | 0.01%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING                                                      | CUSIP: 76209PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4390000 | PA      | $3760991.54    | 0.04%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283GJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1368 | PA      | $1374.10       | 0.00%             | 2025-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35079 | PA      | $36171.88      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3823 | PA      | $3945.16       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52226 | PA      | $54056.75      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                      | RIO TINTO FINANCE (USA) LTD                                             | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     216000 | PA      | $147113.03     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                      | CUSIP: 771196BY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     840000 | PA      | $563840.49     | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                                            | CUSIP: 77340RAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2196233.62    | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                                            | CUSIP: 77340RAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1282515.39    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-1A                               | ROCKT_21-1A                                                             | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7900000 | PA      | $7486055.80    | 0.07%             | 2034-07-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-3A                               | ROCKT_21-3                                                              | CUSIP: 77341NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10000000 | PA      | $9442960.00    | 0.09%             | 2034-10-20      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS INC                                               | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     446000 | PA      | $394872.27     | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS INC                                               | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     388000 | PA      | $315730.46     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HV44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150409 | PA      | $156920.25     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14231 | PA      | $14580.81      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31288G4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182305 | PA      | $187340.08     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31288KA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63040 | PA      | $64570.44      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5488000 | PA      | $5204398.00    | 0.05%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                                                  | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     573000 | PA      | $489837.07     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219769 | PA      | $230965.81     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3128M5DY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223199 | PA      | $235081.60     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M9D90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     663748 | PA      | $648100.42     | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                                                        | CUSIP: 3128MFWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1961095 | PA      | $1896794.02    | 0.02%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                        | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8215000 | PA      | $7975276.20    | 0.08%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                        | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     706000 | PA      | $624919.21     | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6840000 | PA      | $7116430.05    | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     385000 | PA      | $345280.12     | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     489000 | PA      | $416185.81     | 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        |    3075000 | PA      | $2437628.91    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447094 | PA      | $450951.66     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1654786 | PA      | $1641779.43    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1793062 | PA      | $1680914.75    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     890073 | PA      | $808964.63     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1642000 | PA      | $1098744.45    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                                                | RUBY PIPELINE LLC                                                       | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |    1727273 | PA      | $1477315.25    | 0.01%             | 2022-04-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3640018 | PA      | $3294013.96    | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     946927 | PA      | $860637.45     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2354607.68    | 0.02%             | 2025-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC SCFET_22-1                             | SCFET_22-1A                                                             | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2283739.47    | 0.02%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS TLB 2.0                                              | CUSIP: 78404XAH8<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | LON              | CORP              | US        |     713338 | PA      | $708344.14     | 0.01%             | 2025-04-11      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     592000 | PA      | $461145.81     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     779258 | PA      | $732608.68     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3463330 | PA      | $3147730.97    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2043425 | PA      | $1855300.20    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2806526 | PA      | $2631852.36    | 0.03%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1866250.91    | 0.02%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1200236.70    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341270 | PA      | $331387.64     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3085632 | PA      | $2784414.78    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1336544.75    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2919000 | PA      | $2348300.91    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIE                                 | SGCMS_16-C5                                                             | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5120000 | PA      | $4687594.50    | 0.05%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SKY AVIATION LEASING SJETS_17-1                                  | SJETS_17-1                                                              | CUSIP: 784309AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1422799 | PA      | $1091998.35    | 0.01%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                                                        | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     839533 | PA      | $808059.46     | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                                                        | CUSIP: 3128MMXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215524 | PA      | $208456.36     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD                                                | SK TELECOM CO LTD                                                       | CUSIP: 78440PAE8<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    2490000 | PA      | $2478000.39    | 0.02%             | 2023-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLMA_08-2                                                        | SLMA_08-2                                                               | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $895162.12     | 0.01%             | 2083-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                                                        | CUSIP: 3128MMYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1033278 | PA      | $999397.56     | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_1486                                           | FHLMC_1486                                                              | CUSIP: 312915BD2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       5399 | PA      | $5402.40       | 0.00%             | 2023-04-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-3                                 | SLMA_08-3                                                               | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $956793.30     | 0.01%             | 2083-04-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-5                                 | SLMA_08-5                                                               | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4060000 | PA      | $3788994.59    | 0.04%             | 2073-07-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SLMA_08-4                                                        | SLMA_08-4                                                               | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1119169.25    | 0.01%             | 2073-04-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-6                                 | SLMA_08-6                                                               | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3956323 | PA      | $3820013.46    | 0.04%             | 2023-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1504819.04    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF THE)                                           | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $438026.58     | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF THE)                                           | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     275000 | PA      | $302765.73     | 0.00%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-6                                 | SLMA_08-6                                                               | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1049582.40    | 0.01%             | 2083-07-26      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-7                                 | SLMA_08-7                                                               | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $994762.74     | 0.01%             | 2083-07-26      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                                               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $519973.97     | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                                               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     870000 | PA      | $694824.53     | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292GMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1836.61       | 0.00%             | 2024-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        584 | PA      | $598.43        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                      | PHILLIPS 66                                                             | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     333000 | PA      | $317218.93     | 0.00%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | PHILLIPS 66                                                             | CUSIP: 718547AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1155210.76    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     487000 | PA      | $416224.39     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     799000 | PA      | $677786.09     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1113860.40    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401778 | PA      | $403232.54     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312935C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161060 | PA      | $167850.86     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312936KD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48865 | PA      | $50025.45      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312942SZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397258 | PA      | $387608.18     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247407 | PA      | $247591.56     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31296NH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3412 | PA      | $3499.85       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                             | PHYSICIANS REALTY LP                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1383954.97    | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC                                        | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     453000 | PA      | $313183.48     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7385000 | PA      | $7418929.20    | 0.07%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1487557.58    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2426 | PA      | $2487.91       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11264756 | PA      | $1983301.21    | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7362373 | PA      | $1230253.07    | 0.01%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHS_351                                        | FHLMC_351                                                               | CUSIP: 31325WQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     305330 | PA      | $57539.13      | 0.00%             | 2046-02-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                       | CUSIP: 720198AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1300909.12    | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                       | CUSIP: 720198AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2339000 | PA      | $1666348.91    | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1738073.52    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2426091.72    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2025180.83    | 0.02%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORP                                                             | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     590000 | PA      | $567209.25     | 0.01%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                             | PINE STREET TRUST II                                                    | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1695382.47    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     921000 | PA      | $737230.86     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2327209.99    | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES 2017-1 AA                                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24214 | PA      | $21565.03      | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY                                       | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3171487.96    | 0.03%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1810172.84    | 0.02%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XD72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     328091 | PA      | $41276.35      | 0.00%             | 2046-12-15      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     347610 | PA      | $50473.00      | 0.00%             | 2046-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $842854.63     | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1779736.35    | 0.02%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     348830 | PA      | $57485.05      | 0.00%             | 2046-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     191968 | PA      | $34951.72      | 0.00%             | 2046-12-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 16-2 AA PTT                                           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     839202 | PA      | $731982.02     | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2017-2 AA PTT                                         | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     282912 | PA      | $247005.00     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1045915.61    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1148000 | PA      | $1009760.96    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC  PLNT_18-1A                     | PLNT_18-1A                                                              | CUSIP: 72703PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3868800 | PA      | $3619850.46    | 0.04%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                     | POSCO                                                                   | CUSIP: 73730EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |     650000 | PA      | $610810.49     | 0.01%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2016-1 CLASS AA                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     632226 | PA      | $565740.27     | 0.01%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS A                                 | AMERICAN AIRLINES 16-1 A PTT                                            | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     802227 | PA      | $628913.18     | 0.01%             | 2029-07-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2609619.06    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1912026.40    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJ27<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     770858 | PA      | $149743.35     | 0.00%             | 2046-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4554027 | PA      | $838037.18     | 0.01%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINE S2016-3 PASS TH                                 | AMERICAN AIRLINES 2016-3 A                                              | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     631232 | PA      | $484258.24     | 0.00%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2015-2 PT                                             | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375891 | PA      | $1096433.19    | 0.01%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1184260.70    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                    | POWER FINANCE CORPORATION LTD                                           | CUSIP: 73928QAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     546000 | PA      | $557579.14     | 0.01%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4361820 | PA      | $632700.46     | 0.01%             | 2046-12-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2476281 | PA      | $421072.91     | 0.00%             | 2046-12-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | POWERTEAM SERVICES LLC TL 3.25                                          | CUSIP: 73937UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450283 | PA      | $364625.41     | 0.00%             | 2025-03-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | POWERTEAM SERVICES LLC                                                  | CUSIP: 73939VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     594000 | PA      | $491049.29     | 0.00%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2015-2 CLASS AA                                       | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114888 | PA      | $103210.10     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                                                | CUSIP: 02401LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2518753.02    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | 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      | $293.76        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                    | PREMIER ENTERTAINMENT SUB LLC                                           | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2151527.46    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $823089.16     | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 02406PAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     782000 | PA      | $745209.50     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD                                 | PRESIDENT & FELLOWS OF HARVARD                                          | CUSIP: 740816AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2350403.41    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD                                 | PRESIDENT & FELLOWS OF HARVARD                                          | CUSIP: 740816AN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1669523.26    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                                                     | CUSIP: 74112BAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1264098.92    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_21-1A                       | PART_21-1A                                                              | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525000 | PA      | $2343953.97    | 0.02%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3           | ACAR_21-3                                                               | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564422 | PA      | $1556563.65    | 0.02%             | 2026-02-13      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4           | ACAR_22-4                                                               | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $583716.23     | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                                                             | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6652019 | PA      | $6014191.74    | 0.06%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRIMROSE SCHOOLS PROSE_19-1A                                     | PROSE_19-1A                                                             | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1455000 | PA      | $1325736.35    | 0.01%             | 2049-07-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-4           | ACAR_20-4                                                               | CUSIP: 02530QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1904786 | PA      | $1866500.56    | 0.02%             | 2026-12-14      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER                                                 | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3036142.79    | 0.03%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER                                                 | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     691000 | PA      | $474165.86     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY                                         | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3891000 | PA      | $2991937.80    | 0.03%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC                                                | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1301663.67    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                    | PRINCIPAL FINANCIAL GROUP INC                                           | CUSIP: 74251VAH5<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     667000 | PA      | $661643.02     | 0.01%             | 2023-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY                                         | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1736231.27    | 0.02%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2605025.80    | 0.03%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR1                          | PROG_21-SFR1                                                            | CUSIP: 74331FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3830000 | PA      | $3275607.12    | 0.03%             | 2038-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| QLIK TECHNOLOGIES INC                                            | QLIK TECHNOLOGIES TLB 4.0                                               | CUSIP: 74339DAE8<br>LEI: 549300J248L9GZ8UCG34 | Long             | LON              | CORP              | US        |     284277 | PA      | $276316.90     | 0.00%             | 2024-04-26      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6871000 | PA      | $6520846.63    | 0.06%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $4019705.84    | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                                             | CUSIP: 74340XCB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     588000 | PA      | $473542.68     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | PROSUS NV                                                               | CUSIP: 74365PAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2505000 | PA      | $1754373.57    | 0.02%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WEB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1486478.87    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $422577.34     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     743000 | PA      | $630615.51     | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     561000 | PA      | $415953.28     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                        | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     165000 | PA      | $160410.52     | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     665000 | PA      | $664228.26     | 0.01%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                                          | CUSIP: 74368CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4107031.20    | 0.04%             | 2025-01-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                                          | CUSIP: 74368CBP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5445000 | PA      | $5320383.72    | 0.05%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                      | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $81727.43      | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     684000 | PA      | $640908.16     | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC                                       | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     749000 | PA      | $688730.49     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC                                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2893000 | PA      | $2366823.97    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2              | AMCAR_22-2                                                              | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2090000 | PA      | $2044965.52    | 0.02%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2              | AMCAR_20-2                                                              | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $526360.95     | 0.01%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2              | AMCAR_20-2                                                              | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $463435.45     | 0.00%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_19-1              | AMCAR_19-1                                                              | CUSIP: 03066GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2204381.70    | 0.02%             | 2025-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3              | AMCAR_21-3                                                              | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $2793435.88    | 0.03%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_19-3              | AMCAR_19-3                                                              | CUSIP: 03066NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1407380.73    | 0.01%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2              | AMCAR_21-2                                                              | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $2214736.61    | 0.02%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2              | AMCAR_21-2                                                              | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2905000 | PA      | $2636865.60    | 0.03%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-1              | AMCAR_22-1                                                              | CUSIP: 03066TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2175000 | PA      | $2083959.50    | 0.02%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-1              | AMCAR_20-1                                                              | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $906000.66     | 0.01%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA                                      | CUSIP: 030981AH7<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2481652.73    | 0.02%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5011000 | PA      | $3985529.87    | 0.04%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     998000 | PA      | $889260.49     | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7290000 | PA      | $5974577.74    | 0.06%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $2860351.75    | 0.03%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1543580.41    | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6953000 | PA      | $7391306.20    | 0.07%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_13-C12                                                            | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1885000 | PA      | $1859228.47    | 0.02%             | 2046-10-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| MSBAM_15-C21                                                     | MSBAM_15-C21                                                            | CUSIP: 61764XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     458730 | PA      | $436377.63     | 0.00%             | 2048-03-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C29                                                            | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648794 | PA      | $624416.21     | 0.01%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST M                                 | MSC_16-UB11                                                             | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8300158 | PA      | $7578813.09    | 0.07%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                             | MOROCCO (KINGDOM OF)                                                    | CUSIP: 617726AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |    1300000 | PA      | $1128432.40    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                             | MOROCCO (KINGDOM OF)                                                    | CUSIP: 617726AM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     350000 | PA      | $240665.27     | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5653000 | PA      | $4978843.35    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                               | MORGAN STANLEY DIRECT LENDING FUND                                      | CUSIP: 61774AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2854563.79    | 0.03%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST MHL_05-5                                        | MHL_05-5                                                                | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     496300 | PA      | $464502.24     | 0.00%             | 2035-12-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                    | MOSAIC CO                                                               | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1140461.72    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                    | MOSAIC CO                                                               | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     985000 | PA      | $929042.95     | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MSAIC_19-1A                                                      | MSAIC_19-1A                                                             | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1126596 | PA      | $1065381.98    | 0.01%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_18-1A                               | MSAIC_18-1A                                                             | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543559 | PA      | $502464.89     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_17-2A                               | MSAIC_17-2A                                                             | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     571515 | PA      | $530335.23     | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_18-2GS                              | MSAIC_18-2GS                                                            | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1323212 | PA      | $1234702.86    | 0.01%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_20-2                               | MSAIC_20-2A                                                             | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2015331 | PA      | $1699016.49    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_20-2                               | MSAIC_20-2A                                                             | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1285139 | PA      | $1094769.84    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_21-2                               | MSAIC_21-2A                                                             | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1017232 | PA      | $826203.31     | 0.01%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3326607.54    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2017608.24    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                        | MYLAN INC                                                               | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2470731.12    | 0.02%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                        | MYLAN INC                                                               | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    4263000 | PA      | $3305373.45    | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN II BV                                                      | MYLAN NV                                                                | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1122000 | PA      | $873378.60     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2A9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     581000 | PA      | $514883.16     | 0.01%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2D3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1230000 | PA      | $1071850.30    | 0.01%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1419601.03    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                  | NGPL PIPECO LLC                                                         | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $391686.82     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     954000 | PA      | $961438.27     | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2765837.58    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     560000 | PA      | $502293.04     | 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      | $2069006.71    | 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      | $452624.63     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC                                                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1056000 | PA      | $1052887.06    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                            | NYU HOSPITALS CENTER                                                    | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $717684.49     | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     600000 | PA      | $385556.94     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     342000 | PA      | $297338.35     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAKILAT                                                          | NAKILAT INC                                                             | CUSIP: 62983PAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MH        |    1070973 | PA      | $1099401.68    | 0.01%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC COMPANY                                    | NARRAGANSETT ELECTRIC COMPANY                                           | CUSIP: 631005BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2179000 | PA      | $1969933.02    | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LTD                                             | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     920000 | PA      | $700833.75     | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK OF CANADA                                            | NATIONAL BANK OF CANADA                                                 | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    7465000 | PA      | $7257549.74    | 0.07%             | 2025-06-09      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP FINA                                      | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1415089.67    | 0.01%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1512468.61    | 0.01%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3677944.28    | 0.04%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOPERATI                                      | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1134126.26    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     930000 | PA      | $709731.40     | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1233000 | PA      | $1030626.30    | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOPERATI                                      | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1049272.09    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     528000 | PA      | $556678.72     | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS FINANCE LLC/AMERIGAS FI                                 | AMERIGAS FINANCE LLC/FIN CORP                                           | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2204422.51    | 0.02%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $2900502.64    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING COR                                 | NATIONAL SECURITIES CLEARING CORP                                       | CUSIP: 637639AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5185000 | PA      | $5268522.31    | 0.05%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED                                          | CUSIP: 032177AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1429374.77    | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25                                               | CUSIP: 03234TAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2451271 | PA      | $2398348.01    | 0.02%             | 2028-02-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_13-1A                            | ANCHC_13-1A                                                             | CUSIP: 033292AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5250000 | PA      | $5177943.75    | 0.05%             | 2030-10-13      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_                                 | ANCHC_16-8A                                                             | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11500000 | PA      | $11116095.50   | 0.11%             | 2034-10-27      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_21-21A                           | ANCHC_21-21A                                                            | CUSIP: 03331KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10000000 | PA      | $9591680.00    | 0.09%             | 2034-10-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                               | AOMT_22-6                                                               | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7996195 | PA      | $7466908.97    | 0.07%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                              | CUSIP: 034863AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     149000 | PA      | $148414.57     | 0.00%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                              | CUSIP: 034863AZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     530000 | PA      | $445854.62     | 0.00%             | 2028-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG                               | Bay Area Toll Authority                                                 | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1920000 | PA      | $2200039.10    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                             | BAYER US FINANCE LLC                                                    | CUSIP: 07274EAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $503036.78     | 0.00%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV                                          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1140133.15    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12251000 | PA      | $11477980.88   | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1401359.92    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5659905.80    | 0.06%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     840000 | PA      | $858517.45     | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | CUSIP: 03523TBV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2987781.57    | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $872351.55     | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3055843.40    | 0.03%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3441836.67    | 0.03%             | 2024-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     844000 | PA      | $742723.49     | 0.01%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2222351.00    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-4F                                  | BVRT_21-4F                                                              | CUSIP: 07335QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3578336 | PA      | $3560444.22    | 0.04%             | 2026-09-14      | Variable      | 2.05%                 | No            |                  3 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     746000 | PA      | $601683.57     | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4605000 | PA      | $3769330.93    | 0.04%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-5             | BVINV_21-5                                                              | CUSIP: 07336JCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976998 | PA      | $776162.21     | 0.01%             | 2051-11-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2             | BVINV_22-2                                                              | CUSIP: 07336NCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1473874 | PA      | $1013717.93    | 0.01%             | 2051-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                   | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613826.06     | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     920000 | PA      | $858569.27     | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-84                                            | FNMA_11-84                                                              | CUSIP: 3136A0A72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1127396 | PA      | $1118238.66    | 0.01%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-131                                           | FNMA_11-131                                                             | CUSIP: 3136A2N58<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19589377 | PA      | $2574526.07    | 0.03%             | 2041-12-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1278926.72    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                               | AON CORP / AON GLOBAL HOLDINGS PLC                                      | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3692031.63    | 0.04%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE LLC II BEACN_21-1                       | BEACN_21-1A                                                             | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140000 | PA      | $1787008.33    | 0.02%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      44000 | PA      | $42948.97      | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-1                                             | FNMA_12-1                                                               | CUSIP: 3136A3TY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     857541 | PA      | $840643.84     | 0.01%             | 2042-02-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-17                                            | FNMA_12-17                                                              | CUSIP: 3136A4D48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1732768 | PA      | $33833.16      | 0.00%             | 2027-03-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-68                                            | FNMA_12-68                                                              | CUSIP: 3136A7CL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8536432 | PA      | $8053235.00    | 0.08%             | 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        |    2853261 | PA      | $2667848.49    | 0.03%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-94                                            | FNMA_12-94                                                              | CUSIP: 3136A8XR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10197637 | PA      | $9447478.70    | 0.09%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-115                                           | FNMA_12-115                                                             | CUSIP: 3136A9CM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     310600 | PA      | $209404.30     | 0.00%             | 2042-10-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-121                                           | FNMA_12-121                                                             | CUSIP: 3136A9WX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11180435 | PA      | $10581136.07   | 0.10%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                            | FNMA_13-10                                                              | CUSIP: 3136ACEL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4375977 | PA      | $380333.64     | 0.00%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2104784.18    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24A                                           | APID_16-24A                                                             | CUSIP: 03759CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2736123.90    | 0.03%             | 2030-10-20      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-19                                            | FNMA_13-19                                                              | CUSIP: 3136ACNH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4450158 | PA      | $284776.30     | 0.00%             | 2041-10-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                            | FNMA_13-16                                                              | CUSIP: 3136ACRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4202817 | PA      | $492717.21     | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1337988.03    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4764207.35    | 0.05%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                            | FNMA_13-16                                                              | CUSIP: 3136ACSH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1354083 | PA      | $1314117.57    | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-18                                            | FNMA_13-18                                                              | CUSIP: 3136ACZS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3799977 | PA      | $3482399.44    | 0.03%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-1A                                     | BMIR_19-1A                                                              | CUSIP: 07876RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2268458.89    | 0.02%             | 2029-03-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_22-1                                      | BMIR_22-1                                                               | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    2500000 | PA      | $2197021.00    | 0.02%             | 2032-01-26      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | ADT INC TL 2.75                                                         | CUSIP: 03765VAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451995 | PA      | $445161.14     | 0.00%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| APID_15-22A                                                      | APID_15-22A                                                             | CUSIP: 03765XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6400000 | PA      | $6284832.00    | 0.06%             | 2031-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-23                                            | FNMA_13-23                                                              | CUSIP: 3136ADAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5017676 | PA      | $905256.53     | 0.01%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-34                                            | FNMA_13-34                                                              | CUSIP: 3136ADPZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12132115 | PA      | $1794351.95    | 0.02%             | 2043-04-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | APPALACHIAN POWER CO                                                    | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     444000 | PA      | $328687.24     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $3520052.50    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS TLB2 1.75                                        | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243108 | PA      | $236813.67     | 0.00%             | 2027-02-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_19-1                    | CHASE_19-1                                                              | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     935933 | PA      | $775271.11     | 0.01%             | 2050-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-35                                            | FNMA_13-35                                                              | CUSIP: 3136ADRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6567535 | PA      | $669051.86     | 0.01%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-41                                            | FNMA_13-41                                                              | CUSIP: 3136ADT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7477373 | PA      | $539810.98     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_16-SH1                  | CHASE_16-SH1                                                            | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     221841 | PA      | $186210.88     | 0.00%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | CHESAPEAKE ENERGY CORPORATION                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1941805.06    | 0.02%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-3A                                     | BMIR_21-3A                                                              | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $1938049.08    | 0.02%             | 2031-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                            | BMARK_20-B17                                                            | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25321194 | PA      | $1531580.26    | 0.02%             | 2053-03-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                     | CHEVRON CORP                                                            | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1152550.66    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                              | CHILE (REPUBLIC OF)                                                     | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    1298000 | PA      | $1094290.98    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2647000 | PA      | $1816644.91    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     560000 | PA      | $381763.44     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                              | CHILE (REPUBLIC OF)                                                     | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     700000 | PA      | $594302.94     | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     400000 | PA      | $381856.75     | 0.00%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA_13-70                                                       | FNMA_13-70                                                              | CUSIP: 3136AEZ67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13127145 | PA      | $11457512.54   | 0.11%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-66                                            | FNMA_13-66                                                              | CUSIP: 3136AFWH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      38654 | PA      | $38364.06      | 0.00%             | 2043-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     612000 | PA      | $564291.09     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2343173.16    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-106                                           | FNMA_13-106                                                             | CUSIP: 3136AGG71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1709249 | PA      | $1667038.15    | 0.02%             | 2041-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA_14-52                                                       | FNMA_14-52                                                              | CUSIP: 3136AKH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5493484 | PA      | $598049.76     | 0.01%             | 2044-09-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                               | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     537000 | PA      | $465180.92     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLEBEES / IHOP FUNDING LLC DIN_19-1A                           | DIN_19-1A                                                               | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1039500 | PA      | $983271.99     | 0.01%             | 2049-06-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                            | BMARK_19-B10                                                            | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29744156 | PA      | $1568602.66    | 0.02%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                            | BMARK_20-B20                                                            | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14502507 | PA      | $1134819.69    | 0.01%             | 2053-10-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-40                                            | FNMA_14-40                                                              | CUSIP: 3136AKMA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3182724 | PA      | $498740.22     | 0.00%             | 2044-07-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-54                                            | FNMA_15-54                                                              | CUSIP: 3136APLU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19999541 | PA      | $3585211.73    | 0.04%             | 2045-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B26                            | BMARK_21-B26                                                            | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $8895066.32    | 0.09%             | 2054-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B31                            | BMARK_21-B31                                                            | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4440000 | PA      | $3677236.86    | 0.04%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                           | CHUBB INA HOLDINGS INC                                                  | CUSIP: 171239AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3304000 | PA      | $2604276.01    | 0.03%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST 2007-1                                  | CITEL_07-1                                                              | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     429660 | PA      | $401651.52     | 0.00%             | 2042-06-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BSP_16-10A                                                       | BSP_16-10A                                                              | CUSIP: 08181LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2810000 | PA      | $2615393.45    | 0.03%             | 2034-04-20      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| WR BERKLEY CORP                                                  | WR BERKLEY CORPORATION                                                  | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1164981.17    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-9                                             | FNMA_16-9                                                               | CUSIP: 3136AQ5N6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       9725 | PA      | $9658.24       | 0.00%             | 2043-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-81                                            | FNMA_15-81                                                              | CUSIP: 3136AQPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3917782 | PA      | $321531.58     | 0.00%             | 2037-01-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_16-C2                                                             | CUSIP: 17291CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $1630672.71    | 0.02%             | 2049-08-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_21-PRM2                | CGCMT_21-PRM2                                                           | CUSIP: 17291HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1385247.30    | 0.01%             | 2036-10-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-19                                            | FNMA_16-19                                                              | CUSIP: 3136ARC71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4959702 | PA      | $371137.94     | 0.00%             | 2046-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-32                                            | FNMA_16-32                                                              | CUSIP: 3136ASTY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      32299 | PA      | $21311.09      | 0.00%             | 2043-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | BERKSHIRE HATHAWAY ENERGY CO                                            | CUSIP: 084659BE0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     996000 | PA      | $902591.25     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP                                         | CUSIP: 084664CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     386000 | PA      | $263873.16     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4180387.25    | 0.04%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1239176.64    | 0.01%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APPLEBEES / IHOP FUNDING LLC DIN_19-1A                           | DIN_19-1A                                                               | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     495000 | PA      | $450712.50     | 0.00%             | 2049-06-07      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                        | APTIV PLC                                                               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1905000 | PA      | $1187582.94    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-32                                            | FNMA_16-32                                                              | CUSIP: 3136ASUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2277605 | PA      | $165978.87     | 0.00%             | 2034-10-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATMX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21779686 | PA      | $1623906.49    | 0.02%             | 2046-09-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST AQFIT_20-AA                                   | AQFIT_20-AA                                                             | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     764595 | PA      | $718653.81     | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST AQFIT_21-A                                    | AQFIT_21-A                                                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2208025 | PA      | $2011485.31    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     395000 | PA      | $340329.91     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $991999.10     | 0.01%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP                                         | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1598000 | PA      | $1305832.74    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                           | BERKSHIRE HATHAWAY INC                                                  | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4515989.59    | 0.04%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6717613 | PA      | $554081.50     | 0.01%             | 2046-09-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6342991 | PA      | $443239.32     | 0.00%             | 2046-09-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $8596997.18    | 0.08%             | 2049-12-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $4616725.71    | 0.05%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| BERMUDA                                                          | BERMUDA (GOVERNMENT OF)                                                 | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    1105000 | PA      | $910443.35     | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1163000 | PA      | $983402.15     | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                                                | CUSIP: 03846JW71<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $246926.83     | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL4     | ARCLO_21-FL4                                                            | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2998849.10    | 0.03%             | 2036-11-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                                              | CUSIP: 3136AUBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9015488 | PA      | $613097.37     | 0.01%             | 2046-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-88                                            | FNMA_16-88                                                              | CUSIP: 3136AUTF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6531179 | PA      | $575227.68     | 0.01%             | 2046-12-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-93                                            | FNMA_16-93                                                              | CUSIP: 3136AUUY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4128846 | PA      | $309186.57     | 0.00%             | 2046-12-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-14                                            | FNMA_17-14                                                              | CUSIP: 3136AVWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9553299 | PA      | $1026151.35    | 0.01%             | 2047-03-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-26                                            | FNMA_17-26                                                              | CUSIP: 3136AWBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6209777 | PA      | $403932.32     | 0.00%             | 2047-04-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-57                                            | FNMA_17-57                                                              | CUSIP: 3136AXPC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6434977 | PA      | $162868.63     | 0.00%             | 2047-08-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-43                                            | FNMA_18-43                                                              | CUSIP: 3136B12F0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4759565 | PA      | $402795.77     | 0.00%             | 2038-09-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-11                                            | FNMA_18-11                                                              | CUSIP: 3136B1EY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9650719 | PA      | $9179013.26    | 0.09%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_22-FL1     | ARCLO_22-FL1                                                            | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $6860724.32    | 0.07%             | 2037-01-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF2         | AMMST_21-MF2                                                            | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $14761915.20   | 0.15%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $763086.74     | 0.01%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3040386.10    | 0.03%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-38                                            | FNMA_18-38                                                              | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     532808 | PA      | $509668.67     | 0.01%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                                                              | CUSIP: 3136B22X9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2925772 | PA      | $2681277.25    | 0.03%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL ESCROW CORP                                         | BERRY GLOBAL ESCROW CORP                                                | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1610866.10    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY PLASTICS CORP TLZ 1.75                                            | CUSIP: 08579JBG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2246297 | PA      | $2217094.93    | 0.02%             | 2026-07-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                 | ARCELORMITTAL SA                                                        | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    6145000 | PA      | $6195022.76    | 0.06%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                         | ARCH CAPITAL FINANCE LLC                                                | CUSIP: 03939CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $842291.58     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-61                                            | FNMA_18-61                                                              | CUSIP: 3136B2TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3349484 | PA      | $280785.93     | 0.00%             | 2048-08-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FNMA_18-55                                                       | FNMA_18-55                                                              | CUSIP: 3136B2TU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1512855 | PA      | $1462692.83    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     955000 | PA      | $890981.80     | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $3992201.80    | 0.04%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25                                               | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      72622 | PA      | $65889.31      | 0.00%             | 2027-12-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                 | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $2262080.16    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA_19-9                                                        | FNMA_19-9                                                               | CUSIP: 3136B33F5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3694684 | PA      | $3512342.92    | 0.03%             | 2049-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-94                                            | FNMA_18-94D                                                             | CUSIP: 3136B3WS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     813113 | PA      | $773680.68     | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $4188788.50    | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1315158.01    | 0.01%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-35                                       | FNMA_19-35                                                              | CUSIP: 3136B5GQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14190774 | PA      | $1020245.73    | 0.01%             | 2049-07-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-39                                       | FNMA_19-39                                                              | CUSIP: 3136B5XT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12012624 | PA      | $873986.84     | 0.01%             | 2049-08-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7855000 | PA      | $6288545.30    | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7108000 | PA      | $6187917.73    | 0.06%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4331000 | PA      | $3406742.21    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7057000 | PA      | $5130819.37    | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                           | ARES FINANCE CO IV LLC                                                  | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3415000 | PA      | $2122994.44    | 0.02%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | ARES CAPITAL CORPORATION                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     210000 | PA      | $199492.14     | 0.00%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-70                                            | FNMA_19-70                                                              | CUSIP: 3136B7LS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2930122 | PA      | $2712884.18    | 0.03%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-42                                            | FNMA_20-42                                                              | CUSIP: 3136B95W3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19685071 | PA      | $2233905.18    | 0.02%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-C                                | BHG_22-C                                                                | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     920248 | PA      | $911764.03     | 0.01%             | 2035-10-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORP                                                        | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     286000 | PA      | $282864.08     | 0.00%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | ABBOTT LABORATORIES                                                     | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205920.30     | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $1023049.21    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1314573.32    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $4052549.50    | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     241000 | PA      | $214318.97     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     488000 | PA      | $415142.53     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                        | BLACK KNIGHT INFOSERV LLC                                               | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1348678.29    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BLACKROCK INC                                                           | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     870000 | PA      | $708810.45     | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4972000 | PA      | $4711050.79    | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2329000 | PA      | $2141245.87    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                | CITGO HOLDING INC                                                       | CUSIP: 17302WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25125.14      | 0.00%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $12626853.89   | 0.12%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | ARES CAPITAL CORPORATION                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2699399.38    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555CX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $440807.33     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     643000 | PA      | $526514.75     | 0.01%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     617000 | PA      | $462843.68     | 0.00%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1784914.59    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     511000 | PA      | $450403.84     | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     325000 | PA      | $322626.43     | 0.00%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                  | ARRW_22-1                                                               | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $745158.50     | 0.01%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | ARTHUR J GALLAGHER & CO                                                 | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $4340791.94    | 0.04%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1303000 | PA      | $786512.43     | 0.01%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     901000 | PA      | $601372.44     | 0.01%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASB BANK LTD                                                     | ASB BANK LTD                                                            | CUSIP: 04342JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |    4416000 | PA      | $4139420.44    | 0.04%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                                             | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1182862.77    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     838000 | PA      | $784558.75     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7095000 | PA      | $6198775.99    | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197476.71     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1536931.66    | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3054003.41    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4424148.20    | 0.04%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5547420.63    | 0.05%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1912858.84    | 0.02%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS/                                 | ASCENT RESOURCES UTICA/ARU FIN                                          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $589691.12     | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS/                                 | ASCENT RESOURCES UTICA/ARU FIN                                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $186003.18     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     808000 | PA      | $653733.02     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2434000 | PA      | $2280515.00    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES CMS                                 | CMSI_07-8                                                               | CUSIP: 17312DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240350 | PA      | $230049.08     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC35                                                           | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9524382.00    | 0.09%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $908707.24     | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP. ACE_06-OP1                                  | ACE_06-OP1                                                              | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7723815 | PA      | $6857167.08    | 0.07%             | 2036-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NORTH AMERIC                                      | CUSIP: 58769JAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2908576.31    | 0.03%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                                          | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     538000 | PA      | $373892.67     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $3915836.56    | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-C7                  | CGCMT_19-C7                                                             | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3985000 | PA      | $3478702.16    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     921000 | PA      | $831923.74     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     520000 | PA      | $451382.32     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC43                | CGCMT_19-GC43                                                           | CUSIP: 17328HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8696910.00    | 0.09%             | 2052-11-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                    | CMLTI_21-J2                                                             | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480457 | PA      | $314588.21     | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                                          | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     538000 | PA      | $359304.65     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                                                     | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1889767.06    | 0.02%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_22-A                     | CMLTI_22-A                                                              | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2354830 | PA      | $2325173.82    | 0.02%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                            | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4725234.85    | 0.05%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     220000 | PA      | $181323.83     | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     651000 | PA      | $583910.11     | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB 6.28                                                   | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1662214 | PA      | $1553272.24    | 0.02%             | 2027-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                         | ISRAEL ELECTRIC CORP LTD                                                | CUSIP: 006000244<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    2200000 | PA      | $2082667.27    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1380794.90    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPT Opt Partner                                                  | MPT OPERATING PARTNERSHIP/FIN                                           | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1004495.15    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MRLN_16-1                                                        | MRLN_16-1                                                               | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     701994 | PA      | $531018.04     | 0.01%             | 2032-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN FFMER_07-1            | FFMER_07-1                                                              | CUSIP: 59023LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16467737 | PA      | $6473077.22    | 0.06%             | 2037-04-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITYLINE COMMERCIAL MORTGAGE TRU                                 | CLMT_16-CLNE                                                            | CUSIP: 178772AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3428499.96    | 0.03%             | 2031-11-10      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| CITYLINE COMMERCIAL MORTGAGE TRU                                 | CLMT_16-CLNE                                                            | CUSIP: 178772AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1275941.70    | 0.01%             | 2031-11-10      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | BLACKSTONE PRIVATE CREDIT FUND                                          | CUSIP: 09261HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8155000 | PA      | $6971767.48    | 0.07%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | BLACKSTONE PRIVATE CREDIT FUND                                          | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     592000 | PA      | $507322.68     | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD                                              | CUSIP: 00687YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    2700000 | PA      | $2512702.08    | 0.02%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                   | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     710000 | PA      | $690655.64     | 0.01%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                     | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    6005000 | PA      | $4617085.43    | 0.05%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                     | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1295000 | PA      | $1182540.24    | 0.01%             | 2025-10-14      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                           | METROPOLITAN EDISON COMPANY                                             | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1819074.77    | 0.02%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | METROPOLITAN LIFE GLOBAL FUNDING I                                      | CUSIP: 59217GFD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4732045.38    | 0.05%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                                              | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1889000 | PA      | $1814730.17    | 0.02%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC/AERCAP                                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1856000 | PA      | $1825756.52    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | BLACKSTONE SECURED LENDING FUND                                         | CUSIP: 000000000<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $2805959.82    | 0.03%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                             | BLUE OWL FINANCE LLC                                                    | CUSIP: 09581JAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4065000 | PA      | $3219086.14    | 0.03%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                     | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    1815000 | PA      | $1578785.52    | 0.02%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                     | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    3730000 | PA      | $3551385.07    | 0.04%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                                 | BLUEM_2R                                                                | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11500000 | PA      | $11312757.00   | 0.11%             | 2030-10-20      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_21-28A                                | BLUEM_21-28A                                                            | CUSIP: 09630PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1200257.50    | 0.01%             | 2034-04-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | Metropolitan Transportation Authority                                   | CUSIP: 59261AG76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     810000 | PA      | $736634.41     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1435000 | PA      | $1368182.91    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_21-31A                                | BLUEM_21-31A                                                            | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3600000 | PA      | $3436542.00    | 0.03%             | 2034-04-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     895000 | PA      | $890958.28     | 0.01%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC / AERCA                                      | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3225000 | PA      | $3110003.66    | 0.03%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     445000 | PA      | $388775.95     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING                                  | CLEVELAND ELECTRIC ILLUMINATING CO                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1292243.94    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING                                  | CLEVELAND ELECTRIC ILLUMINATING CO                                      | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3293000 | PA      | $3014776.63    | 0.03%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2150000 | PA      | $1590632.59    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | MICROSOFT CORPORATION                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2088434.69    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP DAC/AERCAP GLOB                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5655000 | PA      | $4747754.61    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2913000 | PA      | $2301317.54    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY (THE)                                             | CLOROX COMPANY                                                          | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1463213.39    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                               | CNO GLOBAL FUNDING                                                      | CUSIP: 18977W2C3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5690000 | PA      | $4832630.91    | 0.05%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                               | COCA-COLA EUROPEAN PARTNERS PLC                                         | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    6295000 | PA      | $5907654.05    | 0.06%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     700000 | PA      | $652172.06     | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325DP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $214968.94     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1605000 | PA      | $1213472.30    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | MICROSOFT CORPORATION                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $3121790.57    | 0.03%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | MICROCHIP TECHNOLOGY INCORPORATED                                       | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6105221.31    | 0.06%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | ADVANCED MICRO DEVICES INC                                              | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2034007.89    | 0.02%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | ADVANCED MICRO DEVICES INC                                              | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2113785.59    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1570000 | PA      | $1441577.78    | 0.01%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3535000 | PA      | $2915833.37    | 0.03%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | MICROCHIP TECHNOLOGY INCORPORATED                                       | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     345000 | PA      | $326728.22     | 0.00%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                   | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5617653.21    | 0.06%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                         | COLONIAL ENTERPRISES INC                                                | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3080202.55    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS COMPANY LLC                              | COLORADO INTERSTATE GAS/ISSUER CO                                       | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2198962.10    | 0.02%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                                           | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 1133806349 | NS      | $1133352826.27 | 11.18%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $785838.28     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENTS LP                                               | CUSIP: 59523UAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     831000 | PA      | $716441.14     | 0.01%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                        | MDST_06-1                                                               | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     613978 | PA      | $591446.55     | 0.01%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     580000 | PA      | $506099.00     | 0.00%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3775000 | PA      | $2982001.49    | 0.03%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                               | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     624000 | PA      | $668852.12     | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                               | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1439826.65    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10479.56      | 0.00%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     822000 | PA      | $721789.63     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16-21A                             | MDPK_16-21A                                                             | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17000000 | PA      | $16608116.00   | 0.16%             | 2032-10-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16-21A                             | MDPK_16-21A                                                             | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1673834.75    | 0.02%             | 2032-10-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1131942.23    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3045410.36    | 0.03%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-8                                 | SLMA_08-8                                                               | CUSIP: 78445GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1108715.94    | 0.01%             | 2075-10-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-9                                 | SLMA_08-9                                                               | CUSIP: 78445JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1070738.69    | 0.01%             | 2083-10-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B                     | AFFRM_21-B                                                              | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2510000 | PA      | $2366180.26    | 0.02%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-A                     | AFFRM_22-A                                                              | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $497560.46     | 0.00%             | 2027-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-38A                             | MDPK_21-38A                                                             | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $14552430.00   | 0.14%             | 2034-07-17      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                             | MDPK_21-48A                                                             | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6500000 | PA      | $6375291.00    | 0.06%             | 2033-04-19      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                                              | CUSIP: 595620AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $93949.95      | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO VIII LLC MIDO_18-8A                          | MIDO_18-8A                                                              | CUSIP: 59801MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6600000 | PA      | $6266462.40    | 0.06%             | 2031-02-20      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1424535.20    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     723000 | PA      | $631414.81     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                        | GAINWELL ACQUISITION CORP TLB 4.0                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744318 | PA      | $724965.91     | 0.01%             | 2027-10-01      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                        | MILEAGE PLUS HLDS/MILEAGE PLUS                                          | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     633713 | PA      | $627740.50     | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2830002.41    | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $1050535.63    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_12-2                                 | SLMA_12-2                                                               | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4748066 | PA      | $4538768.14    | 0.04%             | 2029-01-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_12-7                                 | SLMA_12-7                                                               | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2301409 | PA      | $2205942.72    | 0.02%             | 2026-05-26      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                             | MDPK_21-48A                                                             | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1520000 | PA      | $1442887.36    | 0.01%             | 2033-04-19      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-59A                             | MDPK_59                                                                 | CUSIP: 55822EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12220662.50   | 0.12%             | 2034-01-18      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                    | COMERICA BANK                                                           | CUSIP: 20034DJA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3823554.65    | 0.04%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3647000 | PA      | $3182502.00    | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD MCSLT_19-2GS                            | MCSLT_19-2A                                                             | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1126838 | PA      | $1034382.89    | 0.01%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD MCSLT_19-1A                             | MCSLT_19-1A                                                             | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1061950 | PA      | $998139.05     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                          | CUSIP: 55903VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2187755.38    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                          | CUSIP: 55903VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1164236.79    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 LTD AGL_21-11A                                        | AGL_21-11A                                                              | CUSIP: 00851TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12200000 | PA      | $11550118.20   | 0.11%             | 2034-04-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                            | AHOLD FINANCE USA LLC                                                   | CUSIP: 008685AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1910203.25    | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                                      | MILLICOM INTL CELLULAR SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $411250.35     | 0.00%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                    | MISC CAPITAL TWO LABUAN LTD                                             | CUSIP: 60475DAB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    3700000 | PA      | $3396836.95    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $417617.54     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2370800.23    | 0.02%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                          | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6975000 | PA      | $5569445.99    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                          | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17989000 | PA      | $13932090.86   | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DA                                 | SMBC AVIATION CAPITAL FINANCE DAC                                       | CUSIP: 78448TAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1206000 | PA      | $1026213.87    | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_20-PTA                      | SMB_20-PTA                                                              | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2648841 | PA      | $2333313.80    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-LC19                                 | COMM_15-LC19                                                            | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     835000 | PA      | $791894.29     | 0.01%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                                                             | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2513000 | PA      | $2163422.85    | 0.02%             | 2037-02-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                                                    | CUSIP: 605417BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     414000 | PA      | $341684.16     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                      | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2115000 | PA      | $2109293.90    | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNERS LP                                   | MAGELLAN MIDSTREAM PARTNERS LP                                          | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     320000 | PA      | $248115.08     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $827627.21     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2595779.34    | 0.03%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1911945.28    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM S                                 | SOFI_17-D                                                               | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275202 | PA      | $263762.40     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_19-A                       | SOFI_19-A                                                               | CUSIP: 78471HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2355067.00    | 0.02%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                          | MAGNA INTERNATIONAL INC                                                 | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1076561.19    | 0.01%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO MAGNE_16-17A                                       | MAGNE_16-17A                                                            | CUSIP: 55954EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1050000 | PA      | $1036163.10    | 0.01%             | 2031-07-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST CBSLT_20-AGS                       | CBSLT_20-AGS                                                            | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1134519 | PA      | $1001321.70    | 0.01%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDEN LOAN TRUST CBSLT_18-CGS                        | CBSLT_18-CGS                                                            | CUSIP: 20267XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     173196 | PA      | $166592.86     | 0.00%             | 2046-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     971000 | PA      | $957732.24     | 0.01%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $5593288.60    | 0.06%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2002666.77    | 0.02%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5239115.80    | 0.05%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                            | SPGN_22-TFLM                                                            | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5670000 | PA      | $5496155.53    | 0.05%             | 2039-02-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                           | SWF ESCROW ISSUER CORPORATION                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $555244.35     | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                           | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3335000 | PA      | $2713368.64    | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_19-F                              | AJAXM_19-F                                                              | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5047239 | PA      | $4733124.85    | 0.05%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE OF                                             | MANITOBA (PROVINCE OF)                                                  | CUSIP: 563469UL7<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |     300000 | PA      | $276972.49     | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_20-15A                                     | MCLO_20-15A                                                             | CUSIP: 56579UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20500000 | PA      | $20194119.50   | 0.20%             | 2031-11-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2441391.97    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     177000 | PA      | $167667.47     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2255517.09    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                                                    | CUSIP: 78574MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     574000 | PA      | $431400.16     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     300000 | PA      | $266158.93     | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2875000 | PA      | $2667535.08    | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     487000 | PA      | $417058.87     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     266000 | PA      | $229041.37     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | SALESFORCE.COM INC                                                      | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     936000 | PA      | $692763.80     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                               | SALLY HOLDINGS LLC/SALLY CAPITAL                                        | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915077.28    | 0.02%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2699582.49    | 0.03%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)                                                 | CUSIP: 903724BV3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3850000 | PA      | $922705.21     | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                   | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     964000 | PA      | $952421.63     | 0.01%             | 2023-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     673000 | PA      | $496373.50     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)                                                 | CUSIP: 903724BW1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1000000 | PA      | $237501.59     | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                                           | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5195000 | PA      | $4548734.57    | 0.04%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     578000 | PA      | $579071.10     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_19-AA                        | MFIT_19-AA                                                              | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     926535 | PA      | $914261.79     | 0.01%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR PASS THROUGH TRUST 2020-1A                            | ALASKA AIRLINES 20-1 PT                                                 | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     763117 | PA      | $715379.94     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSO        | ALBERTSONS COMPANIES LLC/SAFEWAY                                        | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1267150.77    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1585996.79    | 0.02%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WSTEWTR REV      | City of San Francisco CA Public Utilities Commission Water Revenue      | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2510000 | PA      | $1866262.31    | 0.02%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7820000 | PA      | $7669429.97    | 0.08%             | 2024-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                              | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     797000 | PA      | $732591.77     | 0.01%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | MOLINA HEALTHCARE INC                                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3856168.95    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     445000 | PA      | $391593.68     | 0.00%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5545000 | PA      | $5149338.19    | 0.05%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | MOLINA HEALTHCARE INC                                                   | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1289813.22    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                        | MONONGAHELA POWER COMPANY                                               | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     617000 | PA      | $582208.01     | 0.01%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                                                       | CUSIP: 906548CJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $488261.98     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1221157.73    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                 | LENOVO GROUP LTD                                                        | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    1355000 | PA      | $1308407.97    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1643858.35    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY REREMIC TRUST MSR                                 | MSRR_15-R4                                                              | CUSIP: 61690WAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     286713 | PA      | $284458.05     | 0.00%             | 2047-08-26      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                         | MSC_21-L5                                                               | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13578459 | PA      | $952883.29     | 0.01%             | 2054-05-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_20-AA                     | MFIT_20-AA                                                              | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $942201.30     | 0.01%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                      | MARKEL CORPORATION                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4480915.14    | 0.04%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1762000 | PA      | $1491059.69    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7275000 | PA      | $7345640.76    | 0.07%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1368846.71    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     824000 | PA      | $808496.04     | 0.01%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                      | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1508000 | PA      | $1183626.64    | 0.01%             | 2049-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-3                     | CAALT_22-3A                                                             | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6030000 | PA      | $6049647.55    | 0.06%             | 2032-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $8835682.33    | 0.09%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1636784.39    | 0.02%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-4                     | CAALT_21-4                                                              | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1890000 | PA      | $1758060.42    | 0.02%             | 2030-10-15      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3A                    | CAALT_21-3A                                                             | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $2000767.40    | 0.02%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     635000 | PA      | $625263.24     | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                | UNITED AIR 2020-1 A PTT                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2096887 | PA      | $2055639.56    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2734503.46    | 0.03%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     897000 | PA      | $855382.71     | 0.01%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A         | SCART_20-AA                                                             | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1295688.25    | 0.01%             | 2026-02-17      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                                              | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3920721.18    | 0.04%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                       | UNITED AIRLINES 2016-2 A PTT                                            | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     741576 | PA      | $570097.79     | 0.01%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS                       | UNITED AIRLINES 2019-2 CLASS A PAS                                      | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     462293 | PA      | $369109.96     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298BQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7240000 | PA      | $5633284.00    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                                | CUSIP: 53079EBE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $272455.32     | 0.00%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     706000 | PA      | $612698.94     | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                                              | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1388507.81    | 0.01%             | 2026-09-09      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-3                                  | MFT_21-3A                                                               | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1005352 | PA      | $995836.42     | 0.01%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_18-4A                                 | MFT_18-4A                                                               | CUSIP: 57109GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123483 | PA      | $123236.82     | 0.00%             | 2028-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                                | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1458368.37    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                                | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     696000 | PA      | $625814.48     | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                | SDART_20-2                                                              | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710597 | PA      | $706474.42     | 0.01%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                | SDART_20-2                                                              | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $678717.76     | 0.01%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     828000 | PA      | $769962.43     | 0.01%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $767800.62     | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                | SDART_22-3                                                              | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3710000 | PA      | $3599327.73    | 0.04%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                | SDART_20-3                                                              | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2765063.87    | 0.03%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_22-3                                  | MFT_22-3A                                                               | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7406384 | PA      | $7325010.56    | 0.07%             | 2032-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-1A                                 | MFT_21-1A                                                               | CUSIP: 57110NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $662332.79     | 0.01%             | 2031-06-16      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5704000 | PA      | $4371042.91    | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $6686933.81    | 0.07%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2014-1-A                                            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     442657 | PA      | $407605.20     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-1               | UACST_22-1                                                              | CUSIP: 90944DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1205000 | PA      | $1190627.24    | 0.01%             | 2025-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2               | UACST_22-2                                                              | CUSIP: 90944KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1995000 | PA      | $1969618.61    | 0.02%             | 2027-05-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1270000 | PA      | $1211041.71    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $3982058.35    | 0.04%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     299000 | PA      | $267066.36     | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                     | CAALT_20-2A                                                             | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1285942 | PA      | $1267828.27    | 0.01%             | 2029-07-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                               | CREDIT AGRICOLE SA/LONDON                                               | CUSIP: 22535WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     530000 | PA      | $526607.00     | 0.01%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1                | SDART_22-1                                                              | CUSIP: 80286EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4005000 | PA      | $3873047.67    | 0.04%             | 2026-08-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                | SDART_22-4                                                              | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3505000 | PA      | $3411050.58    | 0.03%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LIFE_21-BMR                                                      | LIFE_21-BMR                                                             | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1867643 | PA      | $1745861.55    | 0.02%             | 2038-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | REGIONALCARE/LIFEPOINT HEALTH INC                                       | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2288871.85    | 0.02%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INCORPORATED                                                       | CUSIP: 571676AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $901236.80     | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     964000 | PA      | $672075.74     | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6556000 | PA      | $6360210.44    | 0.06%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14562000 | PA      | $13486926.56   | 0.13%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                               | CREDIT AGRICOLE SA/LONDON                                               | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5925000 | PA      | $5369217.52    | 0.05%             | 2026-06-16      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-3A                    | CAALT_20-3A                                                             | CUSIP: 22536BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2105000 | PA      | $2102250.45    | 0.02%             | 2029-12-17      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1048435.72    | 0.01%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     962000 | PA      | $837439.99     | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    6429000 | PA      | $6364890.46    | 0.06%             | 2023-12-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    3297000 | PA      | $2802726.26    | 0.03%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4                | SDART_20-4                                                              | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1744730 | PA      | $1723523.71    | 0.02%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4                | SDART_20-4                                                              | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1708716.24    | 0.02%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LEGACY LIFEPOINT HEALTH INC                                             | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1319419.60    | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                  | LIFE STORAGE LP                                                         | CUSIP: 53227JAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     936000 | PA      | $730923.77     | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4520000 | PA      | $3589857.99    | 0.04%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5680000 | PA      | $3858699.59    | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7486000 | PA      | $5838436.80    | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2307355.87    | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                | SDART_22-7                                                              | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775000 | PA      | $776067.56     | 0.01%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                | SDART_22-5                                                              | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1880000 | PA      | $1837807.72    | 0.02%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    8745000 | PA      | $7844324.20    | 0.08%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   20625000 | PA      | $17744821.05   | 0.18%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | MARSH & MCLENNAN COMPANIES INC                                          | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1269885.90    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2863364.98    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1462758.48    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2368000 | PA      | $1974548.01    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4501000 | PA      | $4534366.86    | 0.04%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                         | CREDIT SUISSE GROUP FUNDING GG LTD                                      | CUSIP: 225433AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |    4890000 | PA      | $4668695.62    | 0.05%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_22-A               | SBCLN_22-A                                                              | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1262272 | PA      | $1240490.49    | 0.01%             | 2032-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                              | SANTOS FINANCE LTD                                                      | CUSIP: 803014AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     652000 | PA      | $524816.60     | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                  | LIFE STORAGE LP                                                         | CUSIP: 53227JAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $189492.80     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     930000 | PA      | $976008.02     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     910000 | PA      | $904082.07     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | MARTIN MARIETTA MATERIALS INC                                           | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $2823352.53    | 0.03%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                                                  | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3708144.92    | 0.04%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTH MEFA_18-A               | MEFA_18-A                                                               | CUSIP: 57563NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1551347 | PA      | $1517631.64    | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MA INSTITUTE OF TECH                                             | MASSACHUSETTS INSTITUTE OF TECH                                         | CUSIP: 575718AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1593465.52    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MA INSTITUTE OF TECH                                             | MASSACHUSETTS INSTITUTE OF TECH                                         | CUSIP: 575718AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1385112.80    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | SASOL FINANCING USA LLC                                                 | CUSIP: 80386WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $594896.09     | 0.01%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | KINGDOM OF SAUDI ARABIA MINISTRY                                        | CUSIP: 80413TAW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     575000 | PA      | $413958.94     | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4160672.48    | 0.04%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                           | MASSACHUSETTS MUTUAL LIFE INSURANC                                      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     375000 | PA      | $377777.17     | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MALT_04-12                                                       | MALT_04-12                                                              | CUSIP: 576434YG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     363332 | PA      | $347238.08     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     550000 | PA      | $371992.67     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                   | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     350000 | PA      | $284062.26     | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1975000 | PA      | $1856560.36    | 0.02%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2940000 | PA      | $2912008.38    | 0.03%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     608000 | PA      | $598773.58     | 0.01%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2053000 | PA      | $1939309.21    | 0.02%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                 | CREDIT SUISSE AG                                                        | CUSIP: 22546DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    1030000 | PA      | $964069.10     | 0.01%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                               | CREDIT SUISSE NEW YORK                                                  | CUSIP: 22550L2G5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     539000 | PA      | $427196.77     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3845000 | PA      | $3633234.66    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1431443.30    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | CHARLES SCHWAB CORPORATION (THE)                                        | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2786020.28    | 0.03%             | 2049-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | CHARLES SCHWAB CORPORATION (THE)                                        | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2462075.63    | 0.02%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                               | CREDIT SUISSE NEW YORK                                                  | CUSIP: 22550L2H3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $782760.08     | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                               | CREDIT SUISSE AG/NY                                                     | CUSIP: 22550L2K6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9856000 | PA      | $8921227.49    | 0.09%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     695000 | PA      | $642643.59     | 0.01%             | 2026-02-05      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5560000 | PA      | $5426573.29    | 0.05%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC                                      | CUSIP: 80874YBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1443790.38    | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                                               | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     235000 | PA      | $224632.71     | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                  | CRESTWOOD MID PARTNERS LP/MID FIN                                       | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2448728.18    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                            | CROATIA (REPUBLIC OF)                                                   | CUSIP: 226775AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HR        |     500000 | PA      | $503756.35     | 0.00%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2551081.21    | 0.03%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1175000 | PA      | $1013296.22    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                                                      | CUSIP: 81180WAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2305000 | PA      | $2263813.25    | 0.02%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                                                      | CUSIP: 81180WBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1015000 | PA      | $784449.06     | 0.01%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTAMY CORP                                                     | MATTAMY GROUP CORP                                                      | CUSIP: 57701RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $3713842.49    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                         | AMENTUM (MAVERICK) TLB 4.0                                              | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311286 | PA      | $306616.43     | 0.00%             | 2027-01-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6205000 | PA      | $6019309.85    | 0.06%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3245000 | PA      | $2989680.22    | 0.03%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     857000 | PA      | $739050.40     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                   | OFFICE PROPERTIES INCOME TRUST                                          | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1135823.05    | 0.01%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                      | MAYO CLINIC                                                             | CUSIP: 578454AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $641198.27     | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     910000 | PA      | $707389.57     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     401000 | PA      | $347701.69     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1166428.95    | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1601297.41    | 0.02%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION CO                                        | MEAD JOHNSON NUTRITION CO                                               | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     616000 | PA      | $606639.04     | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                   | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2838599.10    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2248667.02    | 0.02%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     684000 | PA      | $625521.23     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CROWN FINANCE US INC DIP TL 10.0                                        | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     831170 | PA      | $800525.04     | 0.01%             | 2023-09-07      | Variable      | 13.90%                | No            |                  2 | On Loan: No      |
| MED TRUST MED_21-MDLN                                            | MED_21-MDLN                                                             | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810000 | PA      | $2683237.53    | 0.03%             | 2038-11-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                  | MELLO_21-INV1                                                           | CUSIP: 58549KBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1973799 | PA      | $1279399.83    | 0.01%             | 2051-06-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4712000 | PA      | $4916130.25    | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796S34<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   25000000 | PA      | $24849723.00   | 0.25%             | 2023-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                           | MEMORIAL SLOAN-KETTERING CANCER CT                                      | CUSIP: 586054AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4630000 | PA      | $3902132.42    | 0.04%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     933000 | PA      | $761999.41     | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1148000 | PA      | $891471.57     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO LTD CRNPT_21-11A                                 | CRNPT_21-11A                                                            | CUSIP: 22845JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14250000 | PA      | $13879343.25   | 0.14%             | 2034-01-17      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2                      | CSMC_20-RPL2                                                            | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3589168 | PA      | $3534971.56    | 0.03%             | 2060-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR MASTER TRUST LDMSR _18-GT1                        | LDMSR_18-GT1                                                            | CUSIP: 53946TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1201653.57    | 0.01%             | 2023-10-16      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD LPSLT_20-2GF                              | LPSLT_20-2GF                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1476679 | PA      | $1230265.23    | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796W47<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  102290000 | PA      | $100155221.00  | 0.99%             | 2023-05-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796XR5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   20000000 | PA      | $19914470.20   | 0.20%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                     | CUBESMART LP                                                            | CUSIP: 22966RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2321412.73    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_17-1A                                 | DNKN_17-1A                                                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1190625 | PA      | $1077364.42    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     764000 | PA      | $708569.00     | 0.01%             | 2049-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5768000 | PA      | $4471554.84    | 0.04%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LOAN REVOLVING ADVANCE INVESTMENT TRUST LRAIT_21-2               | LRAIT_21-2                                                              | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2878938 | PA      | $2878938.40    | 0.03%             | 2023-06-30      | Variable      | 6.62%                 | No            |                  3 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     712000 | PA      | $742157.11     | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796XZ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    7500000 | PA      | $7440340.35    | 0.07%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796YA1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   15000000 | PA      | $14867591.70   | 0.15%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $1143278.91    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     493000 | PA      | $545326.28     | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1716462.30    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | SENIOR HOUSING PROPERTIES TRUST                                         | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $963230.43     | 0.01%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_19-1A                                 | DNKN_19-1A                                                              | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     628875 | PA      | $593262.75     | 0.01%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_19-1A                                 | DNKN_19-1A                                                              | CUSIP: 233046AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1161000 | PA      | $1043941.48    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912796YB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   14000000 | PA      | $13849350.90   | 0.14%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (PRIN)                                                   | CUSIP: 912803EL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    8770000 | PA      | $3559729.32    | 0.04%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGN1_21-1A                                                      | LOGN1_21-1A                                                             | CUSIP: 540543AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $14602935.00   | 0.14%             | 2034-07-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT_06-11                       | LBMLT_06-11                                                             | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30101121 | PA      | $11210575.70   | 0.11%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC                                                | CUSIP: 81728UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1193215.59    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_15-1                                 | SEMT_15-1                                                               | CUSIP: 81745QCA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     317665 | PA      | $293812.78     | 0.00%             | 2045-01-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_21-1A                                 | DNKN_21-1A                                                              | CUSIP: 233046AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4356000 | PA      | $3299130.29    | 0.03%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DBUBS MORTGAGE TRUST DBUBS_17-BRBK                               | DBUBS_17-BRBK                                                           | CUSIP: 23305JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2623452.44    | 0.03%             | 2034-10-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   27195000 | PA      | $22333893.75   | 0.22%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     335000 | PA      | $280039.06     | 0.00%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DBUBS MORTGAGE TRUST DBUBS_11-LC                                 | DBUBS_11-LC2A                                                           | CUSIP: 23305XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162560 | PA      | $161298.65     | 0.00%             | 2044-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9              | DBJPM_20-C9                                                             | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46303640 | PA      | $3262105.33    | 0.03%             | 2053-09-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    7130000 | PA      | $6718910.94    | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   10035000 | PA      | $8452919.53    | 0.08%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LBMLT_06-10                                                      | LBMLT_06-10                                                             | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3749662 | PA      | $2573819.01    | 0.03%             | 2036-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                   | Los Angeles Unified School District/CA                                  | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2685000 | PA      | $2840589.84    | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    5650000 | PA      | $4319601.56    | 0.04%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    7360000 | PA      | $5346350.00    | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     539000 | PA      | $435857.33     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     944000 | PA      | $775217.12     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   40235000 | PA      | $22443585.94   | 0.22%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   31720000 | PA      | $19587100.00   | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     775000 | PA      | $771127.70     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                                  | LNSTR_17-5                                                              | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $774453.92     | 0.01%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | LUNDIN ENERGY FINANCE BV                                                | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    8157000 | PA      | $7179563.16    | 0.07%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | LUNDIN ENERGY FINANCE BV                                                | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1575000 | PA      | $1296871.79    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-2                                 | SEMT_19-2                                                               | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1813561 | PA      | $1574672.40    | 0.02%             | 2049-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                             | SERBIA (REPUBLIC OF)                                                    | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6640000 | PA      | $4911005.09    | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                     | LYONDELLBASELL INDUSTRIES NV                                            | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     713000 | PA      | $715677.95     | 0.01%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                 | MDC HOLDINGS INC                                                        | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $1967995.42    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   31900000 | PA      | $21153687.50   | 0.21%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   86850000 | PA      | $66765937.50   | 0.66%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-FL6           | MF1_21-FL6                                                              | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6506746.40    | 0.06%             | 2036-07-16      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL8           | MF1_22-FL8                                                              | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $3272957.04    | 0.03%             | 2037-02-19      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_22-MHIL                                                | MHP_22-MHIL                                                             | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2914976 | PA      | $2681399.78    | 0.03%             | 2027-01-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     188000 | PA      | $173563.78     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-CH2                               | SEMT_19-CH2                                                             | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      47248 | PA      | $45912.53      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-6                                 | SEMT_18-6                                                               | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1120730 | PA      | $993905.00     | 0.01%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   76745000 | PA      | $53529637.50   | 0.53%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     880000 | PA      | $578737.50     | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  242979000 | PA      | $176995015.32  | 1.75%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3825000 | PA      | $2764160.16    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1415863.98    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1146759.88    | 0.01%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_20-3                                 | SEMT_20-3                                                               | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     999662 | PA      | $787133.23     | 0.01%             | 2050-04-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-4                                 | SEMT_19-4                                                               | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154172 | PA      | $132217.77     | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                    | M/I HOMES INC                                                           | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     675000 | PA      | $590427.06     | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MKT MORTGAGE TRUST MKT_20-525M                                   | MKT_20-525M                                                             | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1254729.89    | 0.01%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD SHACK_14-5RA                                  | SHACK_14-5RA                                                            | CUSIP: 81881JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11000000 | PA      | $10777228.00   | 0.11%             | 2031-05-07      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                   | SHELL INTERNATIONAL FINANCE BV                                          | CUSIP: 822582BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1094000 | PA      | $1028451.68    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   86590000 | PA      | $67404903.13   | 0.66%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   19500000 | PA      | $16221562.50   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST DBGS_18-BIOD                                 | DBGS_18-BIOD                                                            | CUSIP: 23306GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2741288 | PA      | $2624803.90    | 0.03%             | 2035-05-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST DBGS_18-BIOD                                 | DBGS_18-BIOD                                                            | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10782400 | PA      | $10262767.87   | 0.10%             | 2035-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   59045000 | PA      | $53048242.19   | 0.52%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   37092000 | PA      | $31783207.51   | 0.31%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   27325000 | PA      | $28426539.06   | 0.28%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   73838000 | PA      | $74184115.63   | 0.73%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                   | SHELL INTERNATIONAL FINANCE BV                                          | CUSIP: 822582CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     398000 | PA      | $387882.19     | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                       | SHIRE ACQUISITIONS INVESTMENTS                                          | CUSIP: 82481LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1050000 | PA      | $1030705.90    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | DBWF_16-85T                                                             | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1757890.60    | 0.02%             | 2036-12-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | DBWF_16-85T                                                             | CUSIP: 23307CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1602255.80    | 0.02%             | 2036-12-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   12775000 | PA      | $11202078.13   | 0.11%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY (CPI) NOTE                                                     | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3711255 | PA      | $3492625.17    | 0.03%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAG                                 | DBJPM_16-SFC                                                            | CUSIP: 23312RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1294903.80    | 0.01%             | 2036-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23329PAE0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     625000 | PA      | $624916.31     | 0.01%             | 2022-12-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2865000 | PA      | $2901036.34    | 0.03%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   11840000 | PA      | $11804850.00   | 0.12%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3950000 | PA      | $3477461.22    | 0.03%             | 2026-09-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                                                            | CUSIP: 23330JAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     300000 | PA      | $313645.90     | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | SILGAN HOLDINGS INC                                                     | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1239264.47    | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  101385000 | PA      | $102715678.13  | 1.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   21409800 | PA      | $22256156.16   | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST DSLA_06-AR2                             | DSLA_06-AR2                                                             | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1866659 | PA      | $1254260.22    | 0.01%             | 2036-10-19      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST DSLA_05-AR6                             | DSLA_05-AR6                                                             | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1144216 | PA      | $933469.83     | 0.01%             | 2045-10-19      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFW6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   56764000 | PA      | $57411464.38   | 0.57%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFX4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  170815000 | PA      | $171355468.91  | 1.69%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   10155000 | PA      | $9413636.87    | 0.09%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2761549.47    | 0.03%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    8500000 | PA      | $8575703.13    | 0.08%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  138583000 | PA      | $139145993.44  | 1.37%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   10520000 | PA      | $10533870.94   | 0.10%             | 2026-10-09      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                   | DTAOT_20-2A                                                             | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941419 | PA      | $929459.41     | 0.01%             | 2026-03-16      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1A                                  | DTAOT_21-1A                                                             | CUSIP: 23344GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52295 | PA      | $51861.73      | 0.00%             | 2025-09-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2A                                  | DTAOT_22-2A                                                             | CUSIP: 23345AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4445000 | PA      | $4299164.88    | 0.04%             | 2027-01-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2A                                  | DTAOT_21-2A                                                             | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1795000 | PA      | $1750117.64    | 0.02%             | 2027-01-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     400000 | PA      | $177562.50     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    5510000 | PA      | $2424184.78    | 0.02%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   18965000 | PA      | $8066051.56    | 0.08%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834AU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1570000 | PA      | $822778.13     | 0.01%             | 2039-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834DU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2860000 | PA      | $1511889.84    | 0.01%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834DV7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    4595000 | PA      | $2387605.10    | 0.02%             | 2039-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834EV6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    7400000 | PA      | $3758968.75    | 0.04%             | 2039-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    9279000 | PA      | $3888118.50    | 0.04%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    5980000 | PA      | $2486371.88    | 0.02%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NV6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1255000 | PA      | $507833.79     | 0.01%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834PH5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     935000 | PA      | $370968.55     | 0.00%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834FB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    5735000 | PA      | $2867500.00    | 0.03%             | 2040-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834JH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3590000 | PA      | $1733016.42    | 0.02%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    4455000 | PA      | $2079058.02    | 0.02%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3500000 | PA      | $1600976.58    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                                                       | QWEST CORPORATION                                                       | CUSIP: 912920AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3978000 | PA      | $3955416.18    | 0.04%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1689000 | PA      | $1560830.72    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     528000 | PA      | $442052.04     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $960813.88     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48548.88      | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     443000 | PA      | $422330.88     | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS/                                 | ASCENT RESOURCES UTICA HLDS/FIN                                         | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2489991.98    | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     473000 | PA      | $385661.52     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     617000 | PA      | $512036.53     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WO                                 | ASHTON WOODS USA LLC/FIN                                                | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1516593.44    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                     | ASSURANT INC                                                            | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1750478.05    | 0.02%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     366000 | PA      | $272444.30     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     190000 | PA      | $145831.66     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2766636.30    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3626000 | PA      | $3428693.13    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1756295.14    | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1261163.27    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                     | ASSURANT INC                                                            | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1006500.22    | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A2V2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3308648.75    | 0.03%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     941000 | PA      | $1039585.53    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     892000 | PA      | $1001009.63    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A2Z3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2542832.61    | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3C3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3566285.31    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $266344.28     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3L3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1282872.12    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV                 | Regents of the University of California Medical Center Pooled Revenue   | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5650000 | PA      | $3816520.76    | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $1993438.77    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                               | ATHENE HOLDING LTD                                                      | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    6884000 | PA      | $6891940.49    | 0.07%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1910000 | PA      | $1601923.23    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_12A                                         | ATRM_12A                                                                | CUSIP: 04965CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12547323 | PA      | $12408135.69   | 0.12%             | 2027-04-22      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)    | AUSTRALIA AND NEW ZEALAND BANKING                                       | CUSIP: 052528AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1251657.78    | 0.01%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                   | AUTONATION INC                                                          | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2402206.52    | 0.02%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                   | AUTONATION INC                                                          | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2091537.06    | 0.02%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2135240.18    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA REVS                                    | University of California                                                | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5700000 | PA      | $5478421.62    | 0.05%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                           | University of Michigan                                                  | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2840000 | PA      | $2238651.87    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                           | University of Michigan                                                  | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3298569.19    | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     415000 | PA      | $394532.61     | 0.00%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $913170.51     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                        | AVALONBAY COMMUNITIES INC                                               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     768000 | PA      | $768826.58     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR INC                                                      | AVANTOR INC TLB5 2.25                                                   | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     783828 | PA      | $777164.99     | 0.01%             | 2027-11-08      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                       | UNIVERSITY OF PENNSYLVANIA                                              | CUSIP: 91481CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1401049.76    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                | UNIVERSITY OF SOUTHERN CALIFORNIA                                       | CUSIP: 914886AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4525000 | PA      | $3614290.45    | 0.04%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $551484.08     | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2020000 | PA      | $1345035.58    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC                                                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2926917.25    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC                                                            | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1545468.98    | 0.02%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     290000 | PA      | $249581.44     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    3381000 | PA      | $3338090.07    | 0.03%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1010460.30    | 0.01%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     630000 | PA      | $531514.76     | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | URUGUAY (THE REPUBLIC OF)                                               | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    1115000 | PA      | $1114994.57    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COMP PART LP/USA COMP FIN                                           | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $866441.88     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                               | VALERO ENERGY CORPORATION                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2682187.19    | 0.03%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                           | VALMONT INDUSTRIES INC                                                  | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1785863.49    | 0.02%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | VAR ENERGI ASA                                                          | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    3585000 | PA      | $3783098.28    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VECTOR GRP LTD                                                   | VECTOR GROUP LTD                                                        | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2824393.91    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                       | AESOP_20-1A                                                             | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $105437.60     | 0.00%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2A                       | AESOP_20-2A                                                             | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1433887.52    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | VENTAS REALTY LP                                                        | CUSIP: 92277GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $207952.25     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $654199.34     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                        | AESOP_22-5A                                                             | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3240000 | PA      | $3238851.42    | 0.03%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                        | AVNET INC                                                               | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2684975.10    | 0.03%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_17-28AA                                    | VENTR_17-28AA                                                           | CUSIP: 92331DAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12500000 | PA      | $12032525.00   | 0.12%             | 2034-10-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD VENTR_17-2                                 | VENTR_17-27A                                                            | CUSIP: 92331LBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4100000 | PA      | $3795251.10    | 0.04%             | 2030-07-20      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB3 2.0                                                         | CUSIP: 05400KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     175812 | PA      | $172872.64     | 0.00%             | 2025-01-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB BORROWER 1 US 2.25                                           | CUSIP: 05400KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1974874 | PA      | $1958522.39    | 0.02%             | 2027-12-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $971480.23     | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3295086.29    | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     750000 | PA      | $714042.80     | 0.01%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2905000 | PA      | $2667367.69    | 0.03%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1101000 | PA      | $1001700.26    | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1051000 | PA      | $898086.39     | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1132819.20    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     477000 | PA      | $382223.51     | 0.00%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3017000 | PA      | $2425898.44    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BB-UBS TRUST BBUBS_12-TFT                                        | BBUBS_12-TFT                                                            | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2435199 | PA      | $2355272.27    | 0.02%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $11995646.40   | 0.12%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $773654.58     | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $625526.29     | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790000 | PA      | $2201922.68    | 0.02%             | 2036-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2          | BBCMS_18-C2                                                             | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60949357 | PA      | $2114211.30    | 0.02%             | 2051-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_19-BPR        | BAMLL_19-BPR                                                            | CUSIP: 05492PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6325000 | PA      | $5855467.42    | 0.06%             | 2032-11-05      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-BID         | BBCMS_20-BID                                                            | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3732180.38    | 0.04%             | 2037-10-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                    | B&G FOODS INC                                                           | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1942509.01    | 0.02%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                         | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $616563.61     | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1412214.11    | 0.01%             | 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        |    1409000 | PA      | $1112749.82    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $4208863.38    | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2751402.61    | 0.03%             | 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        |    2253000 | PA      | $1779396.76    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     562000 | PA      | $395899.92     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2357196.69    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7455677.52    | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_21-C12         | BBCMS_21-C12                                                            | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5580000 | PA      | $4620328.16    | 0.05%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                                            | CUSIP: 055631AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14258000 | PA      | $11655889.34   | 0.11%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                                            | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2821000 | PA      | $1674402.29    | 0.02%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     292000 | PA      | $247294.60     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $5215909.61    | 0.05%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     504000 | PA      | $511831.60     | 0.01%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1070330.54    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     659000 | PA      | $673680.01     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A                | ODART_21-1A                                                             | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7367000 | PA      | $6251259.75    | 0.06%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A                | ODART_21-1A                                                             | CUSIP: 682687AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $752038.38     | 0.01%             | 2030-11-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                | ONEOK PARTNERS LP                                                       | CUSIP: 68268NAG8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     274000 | PA      | $262415.30     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                | ONEOK PARTNERS LP                                                       | CUSIP: 68268NAM5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     721000 | PA      | $678378.82     | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2                      | OMFIT_22-2A                                                             | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6280000 | PA      | $6012272.92    | 0.06%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_20-2                      | OMFIT_20-2A                                                             | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2359777.32    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP                                                          | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2950000 | PA      | $2970796.23    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                           | OPEN TEXT HOLDINGS INC                                                  | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1162210.60    | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPMAC_05-4                                                       | OPMAC_05-4                                                              | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11526000 | PA      | $11066725.78   | 0.11%             | 2035-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2219634.58    | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3892000 | PA      | $3086170.15    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     938000 | PA      | $698277.48     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4363000 | PA      | $3039720.77    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2175105.42    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3048000 | PA      | $2240655.64    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     903000 | PA      | $783459.70     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1356685.49    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $4156602.00    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     677000 | PA      | $749687.19     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                                                   | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1214823.39    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                        | ORIX CORPORATION                                                        | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1560000 | PA      | $1504933.11    | 0.01%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                        | ORIX CORPORATION                                                        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2815000 | PA      | $2753712.38    | 0.03%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST OSCAR_21-1                                | OSCAR_21-1A                                                             | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    2050000 | PA      | $1861091.41    | 0.02%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                   | OT MERGER CORP                                                          | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $205049.42     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINANCE CORP                                 | OWL ROCK TECHNOLOGY FIN CORP                                            | CUSIP: 691205AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6475000 | PA      | $5896037.03    | 0.06%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP                                        | OWL ROCK CORE INCOME CORP                                               | CUSIP: 69120VAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2673840.84    | 0.03%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP                                        | OWL ROCK CORE INCOME CORP                                               | CUSIP: 69120VAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1172682.47    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                            | OWL ROCK CAPITAL CORP                                                   | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $996593.69     | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                            | OWL ROCK CAPITAL CORP                                                   | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1272292.92    | 0.01%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $239986.40     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $83690.55      | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2309201.85    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7445000 | PA      | $7822814.31    | 0.08%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC (                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $5081996.85    | 0.05%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4                  | PRPM_22-4                                                               | CUSIP: 693588AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3204187 | PA      | $3012209.95    | 0.03%             | 2027-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN GAS NEGARA (PERSERO) TBK PT                           | PERUSAHAAN GAS NEGARA PERSERO TBK                                       | CUSIP: 69367PAA4<br>LEI: 549300OX1VFDX7ZPN240 | Long             | DBT              | NUSS              | ID        |     525000 | PA      | $524863.43     | 0.01%             | 2024-05-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PT PERTAMINA (PERSERO)                                                  | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1424000 | PA      | $1240014.05    | 0.01%             | 2030-08-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA PERSERO PT                                                    | CUSIP: 69370PAL5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1200000 | PA      | $976963.69     | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | FREEPORT INDONESIA PT                                                   | CUSIP: 69377FAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1045000 | PA      | $964707.62     | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2                 | PRET_22-RN2                                                             | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8489912 | PA      | $7888306.11    | 0.08%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2                 | PRET_22-RN2                                                             | CUSIP: 69377NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13780000 | PA      | $12475302.71   | 0.12%             | 2052-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $755274.01     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     289000 | PA      | $304463.95     | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD CANYC_19-1A                               | CANYC_19-1A                                                             | CUSIP: 13887TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   17500000 | PA      | $17108542.50   | 0.17%             | 2032-04-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1149613.95    | 0.01%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     883000 | PA      | $766185.85     | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                              | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $772988.49     | 0.01%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8945000 | PA      | $8540286.25    | 0.08%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     816000 | PA      | $701988.05     | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     789000 | PA      | $756052.04     | 0.01%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST CARD2_21-1A                                       | CARD2_21-1A                                                             | CUSIP: 14161GBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    2850000 | PA      | $2678540.30    | 0.03%             | 2027-04-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $622267.01     | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1352000 | PA      | $1081447.45    | 0.01%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2379098.66    | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     523000 | PA      | $462123.30     | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     393000 | PA      | $398868.66     | 0.00%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CGMS_13-3A                                                       | CGMS_13-3A                                                              | CUSIP: 14310GAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3975454 | PA      | $3917769.93    | 0.04%             | 2030-10-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_17-2A                                                              | CUSIP: 14315JAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2100000 | PA      | $1980633.90    | 0.02%             | 2031-07-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-3RA                     | CGMS_14-3RA                                                             | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   21572361 | PA      | $21168052.08   | 0.21%             | 2031-07-27      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                               | CARMX 19-2                                                              | CUSIP: 14316LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3270000 | PA      | $3242243.59    | 0.03%             | 2025-02-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CGMS_20-1A                                                       | CGMS_20-1A                                                              | CUSIP: 14317XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1250000 | PA      | $1154810.00    | 0.01%             | 2034-07-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | PROGRESS ENERGY CAROLINAS INC                                           | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1218045.97    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | CAROLINA POWER & LIGHT CO                                               | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     475000 | PA      | $403003.35     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST C                                 | CARR_06-NC3                                                             | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1483750 | PA      | $1374568.45    | 0.01%             | 2036-08-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST C                                 | CARR_06-NC3                                                             | CUSIP: 144528AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9300000 | PA      | $7255980.90    | 0.07%             | 2036-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N2                       | CRVNA_21-N2                                                             | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     529160 | PA      | $488993.39     | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P3                       | CRVNA_22-P3                                                             | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1132737.54    | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                       | CRVNA_21-N4                                                             | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1795000 | PA      | $1715264.13    | 0.02%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P4                       | CRVNA_21-P4                                                             | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6320000 | PA      | $5984877.58    | 0.06%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                    | CASCADES INC.                                                           | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    1180000 | PA      | $1051397.74    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | CATHOLIC HEALTH INITIATIVES                                             | CUSIP: 14916RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $418211.28     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC                                                | CUSIP: 15089QAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     456000 | PA      | $378374.99     | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO                                                  | CELULOSA ARAUCO Y CONSTITUCION SA                                       | CUSIP: 151191BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     700000 | PA      | $644271.14     | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO                                                  | CELULOSA ARAUCO Y CONSTITUCION SA                                       | CUSIP: 151191BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     500000 | PA      | $455420.33     | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3765127.67    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     850000 | PA      | $790092.86     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1661895.70    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3832000 | PA      | $3240004.97    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC (ALBERTA)                                     | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAR0<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | DBT              | CORP              | CA        |     711000 | PA      | $657380.67     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |    3750000 | PA      | $2703618.64    | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | CENTRAL GARDEN & PET COMPANY                                            | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $874603.54     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES INC                                          | CENTURY COMMUNITIES INC                                                 | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2434010.28    | 0.02%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1743971.62    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3926897.88    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1166155.73    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4625000 | PA      | $3493221.01    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2305000 | PA      | $1473276.32    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     941000 | PA      | $582244.99     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT LLC/CAP                                                | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3954000 | PA      | $2616634.82    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     616000 | PA      | $504147.40     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1822513.43    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                          | SIMON PROPERTY GROUP LP                                                 | CUSIP: 828807DF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $315177.01     | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                          | SIMON PROPERTY GROUP LP                                                 | CUSIP: 828807DL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     348000 | PA      | $297228.30     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GROUP INC                                           | CUSIP: 829259AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1206847.47    | 0.01%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD                      | SINOPEC GROUP OVERSEAS DEVELOPMENT                                      | CUSIP: 82938BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     300000 | PA      | $288258.31     | 0.00%             | 2025-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                                                     | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1239897.71    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVI LTD SIXST_20-16A                            | SIXST_20-16A                                                            | CUSIP: 83012DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25250000 | PA      | $24877840.25   | 0.25%             | 2032-10-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     531155 | PA      | $503267.07     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | SMITHFIELD FOODS INC                                                    | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2299726.38    | 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      | $1558320.76    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5055000 | PA      | $4929983.99    | 0.05%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     445000 | PA      | $415919.52     | 0.00%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     480000 | PA      | $369472.44     | 0.00%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4285000 | PA      | $3722147.12    | 0.04%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2590000 | PA      | $2041877.06    | 0.02%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3130000 | PA      | $3064543.84    | 0.03%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM                                 | SOFI_16-B                                                               | CUSIP: 83402JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18447 | PA      | $18408.98      | 0.00%             | 2032-10-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM                                 | SOFI_17-A                                                               | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33751 | PA      | $33507.82      | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                       | SOFI_17-E                                                               | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15142 | PA      | $14995.23      | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM                                 | SOFI_16-D                                                               | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36509 | PA      | $36390.12      | 0.00%             | 2039-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-B                       | SOFI_18-B                                                               | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2430807.57    | 0.02%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_19-B                         | SOFI_19-B                                                               | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2263854.25    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-B                       | SOFI_20-B                                                               | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2010071.14    | 0.02%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A                       | SOFI_18-A                                                               | CUSIP: 83406EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85151 | PA      | $80214.01      | 0.00%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | SONIC AUTOMOTIVE INC                                                    | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1299135.69    | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC SONIC_20-1A                                    | SONIC_20-1A                                                             | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1857250 | PA      | $1644821.10    | 0.02%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-1A                                  | SNDPT_13-1A                                                             | CUSIP: 83608GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6000000 | PA      | $5876874.00    | 0.06%             | 2031-01-26      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205AQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1100000 | PA      | $1085926.75    | 0.01%             | 2024-01-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1275000 | PA      | $1165191.41    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3475000 | PA      | $3168052.24    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                               | SOUTH CAROLINA ELECTRIC & GAS COMP                                      | CUSIP: 837004BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     676000 | PA      | $689349.23     | 0.01%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY IND INC                                             | SOUTH JERSEY INDUSTRIES INC                                             | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1417109.32    | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                      | CUSIP: 842400HL0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4824871.61    | 0.05%             | 2022-12-02      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                  | SOUTHERN CALIFORNIA GAS COMPANY                                         | CUSIP: 842434CX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4776880.54    | 0.05%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                                             | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $528333.99     | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     932000 | PA      | $929294.53     | 0.01%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1043854.21    | 0.01%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $897959.02     | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper                                                  | SOUTHERN COPPER CORP                                                    | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     600000 | PA      | $586220.11     | 0.01%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                       | CUSIP: 8426EPAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     443000 | PA      | $360238.91     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                       | CUSIP: 8426EPAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5715000 | PA      | $5675504.95    | 0.06%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                 | SOUTHERN NATURAL GAS COMPANY                                            | CUSIP: 843452AY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3056235.59    | 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      | $1679437.35    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                               | SOUTHWEST GAS CORP                                                      | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $1780184.08    | 0.02%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                               | SOUTHWEST GAS CORP                                                      | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     302000 | PA      | $264771.41     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6450000 | PA      | $5897255.38    | 0.06%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1096000 | PA      | $984158.50     | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                        | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2306143.77    | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_20-VKNG                          | BX_20-VKNG                                                              | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6704526 | PA      | $6486613.23    | 0.06%             | 2037-10-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                        | C&S GROUP ENTERPRISES LLC                                               | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2009565.02    | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB_21-CX2                       | CAMB_21-CX2                                                             | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $5809745.52    | 0.06%             | 2046-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $90731.38      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1408622.61    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $875984.60     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SERVICING AND SECURITIZATION CBASS_07-CB1     | CBASS_07-CB1                                                            | CUSIP: 1248MGAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3470835 | PA      | $1165573.27    | 0.01%             | 2037-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                           | CD_17-CD6                                                               | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $18353436.00   | 0.18%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                | CBRE SERVICES INC                                                       | CUSIP: 12505BAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     837000 | PA      | $655995.72     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                       | CDW LLC / CDW FINANCE CORP                                              | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2400244.38    | 0.02%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                       | CDW LLC / CDW FINANCE CORP                                              | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     857000 | PA      | $720224.32     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                       | CDW LLC/CDW FINANCE                                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5270000 | PA      | $4434833.48    | 0.04%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_                                 | CD_16-CD1                                                               | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14750906 | PA      | $13548875.42   | 0.13%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_19-CD8                           | CD_19-CD8                                                               | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46776516 | PA      | $3150346.87    | 0.03%             | 2057-08-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1481607.87    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2989805.59    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                  | CF_19-CF2                                                               | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43972877 | PA      | $2435895.10    | 0.02%             | 2052-11-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF3                  | CF_19-CF3                                                               | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $13479031.09   | 0.13%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | CFCRE_16-C4                                                             | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5518323.69    | 0.05%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | CFCRE_16-C4                                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54027379 | PA      | $2192485.07    | 0.02%             | 2058-05-10      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_07-H                                 | CWHL_07-HY5                                                             | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     307925 | PA      | $224391.70     | 0.00%             | 2047-09-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1                         | CSMC_22-JR1                                                             | CUSIP: 12546WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5829706 | PA      | $5512126.62    | 0.05%             | 2066-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                | CI FINANCIAL CORP                                                       | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     684000 | PA      | $416750.68     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_15-4A                                      | CIFC_15-4A                                                              | CUSIP: 12550TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6300000 | PA      | $5846696.10    | 0.06%             | 2034-04-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3429000 | PA      | $3245539.41    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1071489.91    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     486000 | PA      | $448777.81     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2071399.28    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $467415.28     | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1089799.76    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $720932.49     | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3205363.55    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR13                                 | COMM_13-CR13                                                            | CUSIP: 12630BAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2644161 | PA      | $2588172.16    | 0.03%             | 2046-11-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                                                         | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     482000 | PA      | $449266.66     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523CF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1888608.03    | 0.02%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523CK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     892000 | PA      | $648647.93     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORP                                                                | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     231000 | PA      | $201495.23     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                                                         | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1880127.20    | 0.02%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                              | CUSIP: 125523CQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $886169.10     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R6                                              | CIM_18-R6                                                               | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3203827 | PA      | $3133143.82    | 0.03%             | 2058-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORP                                                                | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $999787.72     | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14090000 | PA      | $12723455.99   | 0.13%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_19-6A                                      | CIFC_19-6A                                                              | CUSIP: 12555XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $1912968.00    | 0.02%             | 2033-01-16      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-R5                                              | CIM_19-R5                                                               | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $966043.87     | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-J2                                              | CIM_19-J2                                                               | CUSIP: 12558TBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     833842 | PA      | $700372.06     | 0.01%             | 2049-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| CIM_20-R4                                                        | CIM_20-R4                                                               | CUSIP: 12559WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6556586 | PA      | $5955234.58    | 0.06%             | 2060-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9             | CSMC_18-RPL9                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5550084 | PA      | $5148780.27    | 0.05%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMCM TRUST CERTIFICATES CSMCM_18-RPL4                           | CSMCM_18-RPL4                                                           | CUSIP: 12655RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1582252 | PA      | $1386861.71    | 0.01%             | 2050-07-25      | Variable      | 3.74%                 | No            |                  3 | On Loan: No      |
| CIM TRUST CIM_20-R6                                              | CIM_20-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4365065 | PA      | $3826509.25    | 0.04%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                              | CIM_20-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6864271 | PA      | $6118223.18    | 0.06%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR2                                             | CIM_21-NR2                                                              | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6046514 | PA      | $5507327.41    | 0.05%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_22-1A                                       | CLIF_22-1A                                                              | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2774400 | PA      | $2331108.87    | 0.02%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6                        | CSMC_20-RPL6                                                            | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2656538 | PA      | $2591187.63    | 0.03%             | 2059-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CSWF TRUST CSWF_21-SOP2                                          | CSWF_21-SOP2                                                            | CUSIP: 12657VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16000000 | PA      | $14695457.61   | 0.14%             | 2034-06-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| CSMCM TRUST CERTIFICATES CSMCM_21-RP11                           | CSMCM_21-RP11                                                           | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     337361 | PA      | $259842.68     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RP11                        | CSMC_21-RP11                                                            | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8105994 | PA      | $6175615.72    | 0.06%             | 2061-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                | CK HUTCHISON INTERNATIONAL 21 LTD                                       | CUSIP: 12565WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1675000 | PA      | $1394933.80    | 0.01%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8809094 | PA      | $7885637.40    | 0.08%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     926000 | PA      | $882245.69     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     657000 | PA      | $625014.32     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-I1                                              | CIM_22-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6433641 | PA      | $6093973.49    | 0.06%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                    | CME GROUP INC                                                           | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1138805.44    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     540000 | PA      | $489761.44     | 0.00%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     945000 | PA      | $860658.25     | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73014.49      | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2113280.84    | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     402000 | PA      | $366476.86     | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                        | CSMC_22-ATH3                                                            | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710078 | PA      | $1658646.68    | 0.02%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     386000 | PA      | $287803.84     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS4                                 | COMM_14-UBS4                                                            | CUSIP: 12591QAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4812615.00    | 0.05%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $985028.89     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $959328.51     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS2                                 | COMM_14-UBS2                                                            | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1134512.30    | 0.01%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5880000 | PA      | $5727331.92    | 0.06%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1106700.59    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $988697.49     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM_14-UBS6                                                     | COMM_14-UBS6                                                            | CUSIP: 12592PBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2984606 | PA      | $2846088.72    | 0.03%             | 2047-12-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                  | COMM_15-PC1                                                             | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2755000 | PA      | $2635588.93    | 0.03%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8665000 | PA      | $8020517.23    | 0.08%             | 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        |    7985000 | PA      | $7395087.92    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                     | COMM_16-COR1                                                            | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8410989 | PA      | $7744224.68    | 0.08%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C18                     | CSAIL_19-C18                                                            | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3345000 | PA      | $2840101.02    | 0.03%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                     | CSAIL_20-C19                                                            | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $480170.48     | 0.00%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA FINANCIAL CORP                                                      | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3555117.38    | 0.04%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1600796.92    | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     996000 | PA      | $699543.96     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     903000 | PA      | $724234.09     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                                         | C&W SENIOR FINANCING DAC                                                | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     385000 | PA      | $343356.90     | 0.00%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_12-LTRT                                 | COMM_12-LTRT                                                            | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3725755 | PA      | $3181196.07    | 0.03%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                  | COMM_13-CR7                                                             | CUSIP: 12625FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4210480.95    | 0.04%             | 2046-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                    | CABLE ONE INC                                                           | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     695000 | PA      | $559871.79     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                       | CABOT CORPORATION                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2435576.86    | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                  | COMM_13-CR7                                                             | CUSIP: 12625FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8575000 | PA      | $8128382.27    | 0.08%             | 2046-03-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COMM_13-CR9                                                      | COMM_13-CR9                                                             | CUSIP: 12625UBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2217662 | PA      | $2196994.42    | 0.02%             | 2045-07-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                       | CABOT CORPORATION                                                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1678014.22    | 0.02%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                               | COTERRA ENERGY INC                                                      | CUSIP: 127097AE3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1465317.91    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM_13-CR10                                                     | COMM_13-CR10                                                            | CUSIP: 12626BAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1220000 | PA      | $1117407.27    | 0.01%             | 2046-08-10      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-DC1                                  | COMM_15-DC1                                                             | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $751318.76     | 0.01%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                                               | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2603961.94    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                    | CAESARS RESORT COLLECTION TLB1 3.5                                      | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3672 | PA      | $3643.12       | 0.00%             | 2025-07-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST CALI_19-101C                                 | CALI_19-101C                                                            | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $2079004.49    | 0.02%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                 | CA ST HFA CEDARS SINAI MED CTR                                          | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1785000 | PA      | $1333270.94    | 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        |    2500000 | PA      | $2287174.18    | 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      | $517802.62     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1731256.96    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3494445.28    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE                                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    7005000 | PA      | $6819376.54    | 0.07%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63859UBH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1070000 | PA      | $928670.58     | 0.01%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3253189.75    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS HOLDINGS INC                                            | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1152432.89    | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                                                 | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2536353.82    | 0.03%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                              | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $328800.50     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $974403.84     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $553490.74     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                                                             | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    3216000 | PA      | $3275840.82    | 0.03%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                                                             | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5333880.80    | 0.05%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3370000 | PA      | $3343303.43    | 0.03%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7040000 | PA      | $6938868.49    | 0.07%             | 2024-08-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                           | SPRINT SPECTRUM CO I/ II /III/ LLC                                      | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5609375 | PA      | $5527887.95    | 0.05%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                           | SPRINT SPECTRUM CO I/ II /III/ LLC                                      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8144718.90    | 0.08%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2610000 | PA      | $2293504.25    | 0.02%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5340000 | PA      | $5230292.37    | 0.05%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $1751070.68    | 0.02%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2275000 | PA      | $1954182.75    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUT INS CO                                            | NATIONWIDE MUTUAL INSURANCE CO                                          | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5708934.22    | 0.06%             | 2024-12-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                       | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $5312070.60    | 0.05%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3080000 | PA      | $3176706.52    | 0.03%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                          | STANDARD INDUSTRIES INC                                                 | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2557743.49    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-HA                           | NAVSL_20-HA                                                             | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     806768 | PA      | $716096.75     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1220664.67    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL                                 | NAVSL_14-3                                                              | CUSIP: 63938JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4088278 | PA      | $3882484.68    | 0.04%             | 2083-03-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL                                 | NAVSL_14-4                                                              | CUSIP: 63938QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1783801 | PA      | $1771605.54    | 0.02%             | 2083-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SRPT_14-STAR                                                     | SRPT_14-STAR                                                            | CUSIP: 85571XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2461743 | PA      | $1678908.71    | 0.02%             | 2027-11-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1840278.88    | 0.02%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-BA                           | NAVSL_20-BA                                                             | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1247889 | PA      | $1131350.93    | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-D                  | NAVSL_20-DA                                                             | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     897644 | PA      | $797475.48     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA                 | NAVSL_20-GA                                                             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1543836 | PA      | $1357941.28    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-FA                           | NAVSL_20-FA                                                             | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     835172 | PA      | $763111.64     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| POLAND  (REPUBLIC OF)                                            | POLAND (REPUBLIC OF)                                                    | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     159000 | PA      | $168325.33     | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     491000 | PA      | $461147.38     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                            | NAVSL_21-A                                                              | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798109 | PA      | $680145.57     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_06-1                              | NSLT_06-1                                                               | CUSIP: 64033HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5991833 | PA      | $5734012.21    | 0.06%             | 2036-08-23      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1291906.22    | 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        |     747000 | PA      | $627376.53     | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NSLT_14-4A                                                       | NSLT_14-4A                                                              | CUSIP: 64033MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4210000 | PA      | $4118837.08    | 0.04%             | 2048-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CABLEVISION CSC HLDGS LLC TLB 2.25                                      | CUSIP: 64072UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     687273 | PA      | $657032.74     | 0.01%             | 2025-07-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FINANCE US INC                                               | CUSIP: 85855CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3160082.03    | 0.03%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STIFEL FINL CORP                                                 | STIFEL FINANCIAL CORP                                                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3294668.92    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CABLEVISION CSC HLDGS LLC TLB5 2.5                                      | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3960850 | PA      | $3705058.39    | 0.04%             | 2027-04-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC                                                     | CUSIP: 641062AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $855277.10     | 0.01%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_04-20        | SARM_04-20                                                              | CUSIP: 863579GZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     378426 | PA      | $355836.11     | 0.00%             | 2035-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| LXS_05-5N                                                        | LXS_05-5N                                                               | CUSIP: 86359DUR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     479812 | PA      | $462011.08     | 0.00%             | 2035-11-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC.                                                    | CUSIP: 641062BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1148734.19    | 0.01%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC                                                     | CUSIP: 641062BD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     849000 | PA      | $841673.93     | 0.01%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC                                                     | CUSIP: 641062BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     839000 | PA      | $823741.05     | 0.01%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                       | NETAPP INC                                                              | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1700721.35    | 0.02%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_06-5         | SARM_06-5                                                               | CUSIP: 86360NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     665498 | PA      | $590449.00     | 0.01%             | 2036-06-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                         | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5900000 | PA      | $4896795.39    | 0.05%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14                                 | NEUB_14-17A                                                             | CUSIP: 64129UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $1897090.00    | 0.02%             | 2029-04-22      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_19-33A                             | NEUB_19-33A                                                             | CUSIP: 64132TAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $1876020.00    | 0.02%             | 2033-10-16      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                   | SUMITOMO MITSUI TRUST BANK LTD                                          | CUSIP: 86563VAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    5715000 | PA      | $5391235.36    | 0.05%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                   | SUMITOMO MITSUI TRUST BANK LTD                                          | CUSIP: 86563VAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    1045000 | PA      | $986951.95     | 0.01%             | 2025-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                             | SUMMIT MATERIALS LLC/FIN CORP                                           | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2201658.30    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                     | SUN COMMUNITIES OPERATING LP                                            | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1106000 | PA      | $956942.64     | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_21-40A                             | NEUB_21-40A                                                             | CUSIP: 64134JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4355101.65    | 0.04%             | 2033-04-16      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                | USRE_21-1                                                               | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5030000 | PA      | $4252794.58    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC SNVA_20-2A                             | SNVA_20-2A                                                              | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2847324 | PA      | $2245358.27    | 0.02%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HELIOS ISSUER LLC SNVA_21-1                                      | SNVA_21-1                                                               | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2474951 | PA      | $2045540.64    | 0.02%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HELIOS ISSUER LLC SNVA_20-AA                                     | SNVA_20-AA                                                              | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1060927 | PA      | $891252.20     | 0.01%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1066665.87    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                             | NEW ENGLAND POWER CO                                                    | CUSIP: 644188BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3670000 | PA      | $2280898.80    | 0.02%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-4A                   | NRZT_18-4A                                                              | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075686 | PA      | $1037069.22    | 0.01%             | 2048-01-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS LP                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21744.94      | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS OPS LP                                        | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4041000 | PA      | $3494147.11    | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK AND PRESBYTERIAN HOSPITAL                               | NEW YORK AND PRESBYTERIAN HOSPITAL                                      | CUSIP: 649322AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     785000 | PA      | $635289.03     | 0.01%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| NEW YORK AND PRESBYTERIAN HOSPITAL                               | NY & PRESBYTERIAN HOSPITAL                                              | CUSIP: 649322AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $213769.70     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY                                         | CUSIP: 64952GAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $1973296.85    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                                            | CUSIP: 64952WEG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3755000 | PA      | $2999851.14    | 0.03%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                 | City of New York NY                                                     | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3315970.80    | 0.03%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                 | City of New York NY                                                     | CUSIP: 64966QRP7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     515000 | PA      | $414916.60     | 0.00%             | 2030-08-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | NY NEW YORK CITY TRANSNL FIN AUTH                                       | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2075680.80    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1045000 | PA      | $816784.23     | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_18-1                                       | SUNRN_18-1                                                              | CUSIP: 86772DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1813580 | PA      | $1669937.28    | 0.02%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_19-1A                                      | SUNRN_19-1A                                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1458639 | PA      | $1296862.61    | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH PERS REV                                         | NY ST DORM AUTH PERSONL INCOME TAX                                      | CUSIP: 64990FQY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1036951.25    | 0.01%             | 2032-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4050165.82    | 0.04%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | SUZANO AUSTRIA GMBH                                                     | CUSIP: 86964WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |     275000 | PA      | $273504.39     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | SUZANO AUSTRIA GMBH                                                     | CUSIP: 86964WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |     825000 | PA      | $772899.69     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | NEWMONT CORPORATION                                                     | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2604146.82    | 0.03%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1122064.22    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBT6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2995515.84    | 0.03%             | 2023-02-22      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     678000 | PA      | $581662.49     | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $1954535.05    | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $488758.55     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | SUZANO AUSTRIA GMBH                                                     | CUSIP: 86964WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    1000000 | PA      | $839233.93     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    4220000 | PA      | $4052472.50    | 0.04%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3812000 | PA      | $2956565.74    | 0.03%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_20-1                 | NFMOT_20-1A                                                             | CUSIP: 65341KBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2515000 | PA      | $2493818.42    | 0.02%             | 2025-02-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    6535000 | PA      | $6475020.20    | 0.06%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                   | TD SYNNEX CORP                                                          | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     314000 | PA      | $268202.79     | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     605000 | PA      | $466212.41     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                                            | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     394000 | PA      | $400823.74     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1100000 | PA      | $854746.37     | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7865000 | PA      | $6924849.52    | 0.07%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | NORDEA BANK ABP                                                         | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    7925000 | PA      | $6858870.75    | 0.07%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION                                            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     372000 | PA      | $265561.47     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK THE                                             | NORINCHUKIN BANK/THE                                                    | CUSIP: 656029AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    5255000 | PA      | $5236269.24    | 0.05%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NORTHERN NAT GAS CO                                              | NORTHERN NATURAL GAS COMPANY                                            | CUSIP: 665501AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     496000 | PA      | $341528.34     | 0.00%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $6594323.26    | 0.07%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL RETAIL BANK                                           | SYNCHRONY BANK                                                          | CUSIP: 87166FAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3550051.46    | 0.04%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORPORATION                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1221981.93    | 0.01%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1196501.00    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| TCW GEM LTD TCW_21-1A                                            | TCW_21-1A                                                               | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3150000 | PA      | $2921562.00    | 0.03%             | 2034-03-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TCI-FLATIRON CLO LTD TFLAT_18-1A                                 | TFLAT_18-1A                                                             | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2161618.20    | 0.02%             | 2032-01-29      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                   | COMMONWEALTH BANK OF AUSTRALIA                                          | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     435000 | PA      | $320712.45     | 0.00%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                                             | CUSIP: 202795JL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     409000 | PA      | $324400.71     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                    | COMMSCOPE INC                                                           | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1263168.05    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES LLC                                              | CUSIP: 20338HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $347738.76     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R02              | CAS_19-R02                                                              | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      78042 | PA      | $77896.27      | 0.00%             | 2031-08-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1       | CAS_20-SBT1                                                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1465964.25    | 0.01%             | 2040-02-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1       | CAS_20-SBT1                                                             | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3443056.05    | 0.03%             | 2040-02-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                      | CAS_22-R04                                                              | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $728358.45     | 0.01%             | 2042-03-25      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| TCW_17-1A                                                        | TCW_17-1A                                                               | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6750000 | PA      | $6555897.00    | 0.06%             | 2034-10-29      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| TCW_17-1A                                                        | TCW_17-1A                                                               | CUSIP: 87240NAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6186687.00    | 0.06%             | 2034-10-29      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02                   | CAS_22-R02                                                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $913379.40     | 0.01%             | 2042-01-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R01              | CAS_19-R01                                                              | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     242909 | PA      | $242151.16     | 0.00%             | 2031-07-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R05              | CAS_19-R05                                                              | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710522 | PA      | $1670704.86    | 0.02%             | 2039-07-25      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R07        | CAS_22-R07                                                              | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2743234.02    | 0.03%             | 2042-06-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     961000 | PA      | $934964.97     | 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        |    4308000 | PA      | $3741459.83    | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R02              | CAS_20-R02                                                              | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     295351 | PA      | $289076.15     | 0.00%             | 2040-01-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R02              | CAS_20-R02                                                              | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2112855.75    | 0.02%             | 2040-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1352000 | PA      | $1141987.01    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS CO                                                       | CUSIP: 20826FBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1633781.63    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     171000 | PA      | $169722.56     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     375000 | PA      | $324719.89     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1046785.94    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1288356.56    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NEW                                      | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     321000 | PA      | $248901.10     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC                                                | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     578000 | PA      | $579295.71     | 0.01%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC                                                | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $2537658.46    | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                                                | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     604000 | PA      | $525301.14     | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 PASS THROUGH TRUSTS                       | CONTINENTAL AIRLINES INC                                                | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210307 | PA      | $201791.21     | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                        | CONTINENTAL RESOURCES INC                                               | CUSIP: 212015AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $383255.71     | 0.00%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                        | CONTINENTAL RESOURCES INC                                               | CUSIP: 212015AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1637129.99    | 0.02%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC                                   | COOPER-STANDARD AUTOMOTIVE INC                                          | CUSIP: 216762AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $63095.98      | 0.00%             | 2026-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2019656.89    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1288443.48    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3129000 | PA      | $2871604.42    | 0.03%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                      | CORNING INC                                                             | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     438000 | PA      | $392545.53     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                    | CORPORACION ANDINA DE FOMENTO                                           | CUSIP: 219868BZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |    3000000 | PA      | $2994005.16    | 0.03%             | 2023-01-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BAU2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $180800.12     | 0.00%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORPORACION FINANCIERA DE DESARR                                 | CORPORACION FINANCIERA DE DESARROL                                      | CUSIP: 21987DAE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $498446.91     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0226C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35325000 | PA      | $31041844.10   | 0.31%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2200000 | PA      | $1986764.69    | 0.02%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                               | ALCON FINANCE CORP                                                      | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     516000 | PA      | $519814.61     | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17000000 | PA      | $15788750.00   | 0.16%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0326C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56874000 | PA      | $52795067.81   | 0.52%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                               | ALCON FINANCE CORP                                                      | CUSIP: 01400EAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     503000 | PA      | $509389.75     | 0.01%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                     | ALIMENTATION COUCHE-TARD INC                                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1845825.42    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                   | ALLEGHANY CORPORATION                                                   | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      38000 | PA      | $34306.95      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                   | ALLEGHANY CORPORATION                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $931396.13     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12755000 | PA      | $12174547.76   | 0.12%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7834687.44    | 0.08%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25585000 | PA      | $25058308.73   | 0.25%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0506C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9079000 | PA      | $9070488.44    | 0.09%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                   | ALLEGHANY CORPORATION                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     183000 | PA      | $131446.61     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO VII LTD ALLEG_18-1A                                  | ALLEG_18-1A                                                             | CUSIP: 01750CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7500000 | PA      | $7341180.00    | 0.07%             | 2031-06-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                       | ALLIANT ENERGY FINANCE LLC                                              | CUSIP: 01882YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2392587.41    | 0.02%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                       | ALLIANT ENERGY FINANCE LLC                                              | CUSIP: 01882YAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2933176.94    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS                                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $276567.88     | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL HOLDCO/ALLIED FIN                                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2185744.40    | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP        | ALLIED UNIVERSAL HOLDCO/ALLIED FIN                                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $934983.69     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     990000 | PA      | $836915.91     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1441000 | PA      | $1048120.02    | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4805000 | PA      | $3900406.52    | 0.04%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                                                           | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     942000 | PA      | $670715.75     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT SECURITY CORP                                                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1286298.87    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1439508.03    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $3033236.19    | 0.03%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0526C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $15177899.70   | 0.15%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC                                                | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1298423.55    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  148950000 | PA      | $122802292.22  | 1.21%             | 2052-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $750925.98     | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1                  | TALNT_20-1A                                                             | CUSIP: 89237JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1405000 | PA      | $1283026.47    | 0.01%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26379000 | PA      | $21726609.89   | 0.21%             | 2052-12-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                                                   | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6000000 | PA      | $5543411.64    | 0.05%             | 2037-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75725000 | PA      | $64830657.79   | 0.64%             | 2052-01-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  100246000 | PA      | $85749489.10   | 0.85%             | 2052-12-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                                                   | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $1882099.24    | 0.02%             | 2037-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2500000 | PA      | $2213839.50    | 0.02%             | 2052-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1759351.02    | 0.02%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                            | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1685432.82    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAFIGURA SECURITISATION FINANCE PLC TRFIG_21-1A                 | TRFIG_21-1A                                                             | CUSIP: 892725AU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1359797.95    | 0.01%             | 2025-01-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| TRALEE CDO LTD TRAL_21-7A                                        | TRAL_21-7A                                                              | CUSIP: 89288CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9250000 | PA      | $8980131.25    | 0.09%             | 2034-04-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| TRALEE CDO LTD TRAL_19-6A                                        | TRAL_21-6A                                                              | CUSIP: 89289EAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   25000000 | PA      | $24261675.00   | 0.24%             | 2032-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                  | TRANS UNION LLC TLB5 1.75                                               | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     623338 | PA      | $606084.13     | 0.01%             | 2026-11-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  131332000 | PA      | $116222235.01  | 1.15%             | 2052-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   78500000 | PA      | $71882695.71   | 0.71%             | 2052-01-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                            | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $706311.08     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | AGL CAPITAL CORPORATION                                                 | CUSIP: 001192AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1956830.28    | 0.02%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD AGL_21-12A                                           | AGL_21-12A                                                              | CUSIP: 00120BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $921542.00     | 0.01%             | 2034-07-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1LTD AGL_21-13A                                          | AGL_21-13A                                                              | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5074072.50    | 0.05%             | 2034-10-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO                                       | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4177783.40    | 0.04%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO                                       | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $212716.74     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2569998.11    | 0.03%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     662000 | PA      | $588013.48     | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLE 2.25                                                  | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     724476 | PA      | $713659.27     | 0.01%             | 2025-05-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLF 2.25                                                  | CUSIP: 89364MBR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225559 | PA      | $221963.75     | 0.00%             | 2025-12-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                                           | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    7380000 | PA      | $7480436.93    | 0.07%             | 2026-10-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AIG GLOBAL FUNDING                                               | AIG GLOBAL FUNDING                                                      | CUSIP: 00138CAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3161997.17    | 0.03%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGE PARTNERS LP / FIN CO                                      | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1301251.38    | 0.01%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                                         | TRANSOCEAN PHOENIX 2 LTD                                                | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     800000 | PA      | $794939.26     | 0.01%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16950000 | PA      | $15514546.88   | 0.15%             | 2052-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                                                   | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2169000 | PA      | $2120197.50    | 0.02%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD AIMCO_20-11A                                       | AIMCO_20-11A                                                            | CUSIP: 00140NAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $3876228.00    | 0.04%             | 2034-10-17      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AIG CLO AIGIM_21-1A                                              | AIGIM_21-1A                                                             | CUSIP: 00141YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1750000 | PA      | $1619332.75    | 0.02%             | 2034-04-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                           | TRANSOCEAN PROTEUS LTD                                                  | CUSIP: 893829AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1757700 | PA      | $1717021.25    | 0.02%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                          | TRANSOCEAN POSEIDON LTD                                                 | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     975625 | PA      | $948641.76     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  124574000 | PA      | $117795421.65  | 1.16%             | 2052-12-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  193600000 | PA      | $188427250.00  | 1.86%             | 2052-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7957500.00    | 0.08%             | 2052-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65825000 | PA      | $65495875.00   | 0.65%             | 2052-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD TREST_21-5                                      | TREST_21-5A                                                             | CUSIP: 89532UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6800000 | PA      | $6469268.40    | 0.06%             | 2034-10-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                                                               | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $919283.90     | 0.01%             | 2034-02-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33000000 | PA      | $33351418.32   | 0.33%             | 2053-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $5056760.85    | 0.05%             | 2052-12-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_17-7A                                     | TRNTS_17-7A                                                             | CUSIP: 89641CAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3849936.00    | 0.04%             | 2035-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                            | TCF_21-1A                                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2746667 | PA      | $2295346.19    | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| AIG CLO AIGIM_21-2                                               | AIGIM_21-2A                                                             | CUSIP: 00142DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6950000 | PA      | $6731130.60    | 0.07%             | 2034-07-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AIG CLO LTD AIGIM_19-2A                                          | AIGIM_19-2A                                                             | CUSIP: 00142MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12186162.50   | 0.12%             | 2033-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1500000 | PA      | $1531983.54    | 0.02%             | 2053-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  129701000 | PA      | $132608391.88  | 1.31%             | 2052-12-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5358384.37    | 0.05%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5442006.40    | 0.05%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      89000 | PA      | $85597.57      | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     299000 | PA      | $278108.43     | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                   | AMC ENTERTAINMENT HOLDINGS INC                                          | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     670233 | PA      | $250576.46     | 0.00%             | 2026-06-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL LTD/LN                                             | CUSIP: 00182EBP3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3390000 | PA      | $3186202.39    | 0.03%             | 2025-02-18      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     249000 | PA      | $221818.10     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1103718.69    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                               | TRITON CONTAINER INTERNATIONAL LTD                                      | CUSIP: 89680YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     617000 | PA      | $535577.90     | 0.01%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                               | TRITON CONTAINER INTERNATIONAL LTD                                      | CUSIP: 89680YAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     558000 | PA      | $440506.47     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV                                            | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     280000 | PA      | $263481.18     | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                     | TRUSTAGE FINANCIAL GROUP INC                                            | CUSIP: 89787EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1876235.35    | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                   | ANGI GROUP LLC                                                          | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1224829.56    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $918770.63     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $819862.79     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $2652376.77    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1939112.52    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2160724.79    | 0.02%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                                                     | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     288251 | PA      | $256111.36     | 0.00%             | 2027-11-02      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     340000 | PA      | $301468.66     | 0.00%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1204450.50    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3616789.89    | 0.04%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1240057.71    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1360006.64    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $975294.96     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                     | KEYBANK NATIONAL ASSOCIATION                                            | CUSIP: 49327M3F9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9115000 | PA      | $9392756.47    | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $997040.31     | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     659000 | PA      | $504942.60     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                | KEYSPAN CORPORATION                                                     | CUSIP: 49337WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $724010.80     | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                         | KIA CORP                                                                | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    1405000 | PA      | $1318702.68    | 0.01%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8582000 | PA      | $6059828.21    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4718000 | PA      | $3313546.56    | 0.03%             | 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        |    5008000 | PA      | $3452890.65    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN3                 | PRET_22-RN3                                                             | CUSIP: 69381PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10312478 | PA      | $9539851.99    | 0.09%             | 2052-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     562000 | PA      | $427702.21     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     948000 | PA      | $693002.38     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | KILROY REALTY LP                                                        | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2601000 | PA      | $1852518.87    | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                | KIMCO REALTY CORPORATION                                                | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3539113.30    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     635000 | PA      | $710337.25     | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1029370.84    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     424000 | PA      | $303864.31     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5253196.28    | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     482000 | PA      | $474968.59     | 0.00%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                       | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     578000 | PA      | $540361.72     | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                       | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     817000 | PA      | $745967.06     | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                | KINROSS GOLD CORP                                                       | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    1239000 | PA      | $1181292.60    | 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: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $295656.17     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA INC                                      | KOMATSU FINANCE AMERICA INC                                             | CUSIP: 50048WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2922090.51    | 0.03%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                               | KONTOOR BRANDS INC                                                      | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     475000 | PA      | $392772.16     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT FOODS GROUP INC                                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3968471.06    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT FOODS GROUP INC                                                   | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     796000 | PA      | $883045.23     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1246799.83    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1581956.50    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $1821670.73    | 0.02%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3585976.15    | 0.04%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                              | CUSIP: 695114CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     137000 | PA      | $114934.03     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1357678.58    | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2447287.12    | 0.02%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                              | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $494274.75     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                              | CUSIP: 695114CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1859815.22    | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1236141.70    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                    | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     720000 | PA      | $586052.16     | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2469041.50    | 0.02%             | 2023-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $227867.82     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER INC                                | PACTIV EVERGREEN GROUP ISSUER LLC                                       | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1281975.25    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-1                         | PAID_22-1                                                               | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1979845 | PA      | $1899724.74    | 0.02%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                    | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1623000 | PA      | $1220034.14    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                    | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     584000 | PA      | $387149.88     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2090040.42    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                                                    | CUSIP: 900123CA6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1080000 | PA      | $1080701.05    | 0.01%             | 2023-03-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1312791.60    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL COMMERCIAL MORTGA                                 | LCCM_17-LC26                                                            | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4137880.50    | 0.04%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                                  | LNSTR_16-4                                                              | CUSIP: 50219QAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $5279900.80    | 0.05%             | 2049-03-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                       | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2317000.10    | 0.02%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     912000 | PA      | $790244.88     | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     558000 | PA      | $423005.89     | 0.00%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| PLMRS_14-1A                                                      | PLMRS_14-1A                                                             | CUSIP: 69688XAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8000000 | PA      | $7897304.00    | 0.08%             | 2031-01-17      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO PLMRS_20-3A                                    | PLMRS_20-3A                                                             | CUSIP: 69701RAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1893344.00    | 0.02%             | 2031-11-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                       | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3960000 | PA      | $2708551.14    | 0.03%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORP OF AMERICA HLDG                                         | CUSIP: 50540RAN2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     330000 | PA      | $326056.91     | 0.00%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     460000 | PA      | $395608.80     | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     668000 | PA      | $522075.49     | 0.01%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $195059.68     | 0.00%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    1575000 | PA      | $1373678.81    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $151734.46     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     650000 | PA      | $539962.45     | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1172000 | PA      | $785227.18     | 0.01%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1480000 | PA      | $1441723.88    | 0.01%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORPORATION OF AMERICA                                       | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2561000 | PA      | $2471542.25    | 0.02%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP                                        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1928121.18    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    3150000 | PA      | $3307495.24    | 0.03%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                  | CUSIP: 699149AJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     540000 | PA      | $519782.44     | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3055000 | PA      | $3047718.07    | 0.03%             | 2026-05-12      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1320000 | PA      | $1267571.84    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                                | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1217211.20    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_20-2A                                 | LFT_20-2A                                                               | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $609122.92     | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                  | CUSIP: 699149AK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    1031000 | PA      | $819074.90     | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Park Aerospace                                                   | PARK AEROSPACE HOLDINGS LTD                                             | CUSIP: 70014LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     379000 | PA      | $372609.85     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                         | LEASEPLAN CORPORATION NV                                                | CUSIP: 52206AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3440000 | PA      | $3229066.87    | 0.03%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                          | LMAT_21-GS1                                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1036223 | PA      | $894310.87     | 0.01%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS1                          | LMAT_20-GS1                                                             | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3273025 | PA      | $3141129.29    | 0.03%             | 2059-10-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2                          | LMAT_20-GS2                                                             | CUSIP: 52475AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12064262 | PA      | $11629748.56   | 0.11%             | 2060-03-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7430000 | PA      | $7187067.09    | 0.07%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS AG (LONDON BRANCH)                                           | UBS AG/LONDON                                                           | CUSIP: 902674YK0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3985000 | PA      | $3703668.25    | 0.04%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Park Aerospace                                                   | PARK AEROSPACE HOLDINGS LTD                                             | CUSIP: 70014LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3105000 | PA      | $3090873.03    | 0.03%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A                    | PAIA_17-1A                                                              | CUSIP: 70017KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $4823925.00    | 0.05%             | 2034-02-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-SL1                          | LMAT_20-SL1                                                             | CUSIP: 52475KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     652887 | PA      | $630745.80     | 0.01%             | 2060-01-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-PR1                          | LMAT_19-PR1                                                             | CUSIP: 52475MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7168114 | PA      | $7028278.79    | 0.07%             | 2059-09-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD PAIA_19-2A            | PAIA_19-2R                                                              | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $14392845.00   | 0.14%             | 2034-10-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC                                          | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2164463.93    | 0.02%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-SL1                          | LMAT_21-SL1                                                             | CUSIP: 52475PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     978741 | PA      | $956672.94     | 0.01%             | 2060-09-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| LXS_06-2N                                                        | LXS_06-2N                                                               | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1135097 | PA      | $971491.33     | 0.01%             | 2046-02-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                                              | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     845000 | PA      | $653834.46     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_19-2A                                 | LFT_19-2A                                                               | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1787090 | PA      | $1730446.79    | 0.02%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                          | PARTNERRE FINANCE B LLC                                                 | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1993208.40    | 0.02%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     964000 | PA      | $896938.70     | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     204000 | PA      | $178625.94     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     506000 | PA      | $420036.23     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     825000 | PA      | $718505.46     | 0.01%             | 2059-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1515908.78    | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4196000 | PA      | $3904482.23    | 0.04%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5               | UBSBB_13-C5                                                             | CUSIP: 90270YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283557 | PA      | $282643.36     | 0.00%             | 2046-03-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C10                       | UBSCM_18-C10                                                            | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5154397.60    | 0.05%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                               | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4215534.50    | 0.04%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                               | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $162888.60     | 0.00%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2549319.97    | 0.03%             | 2049-12-31      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST                     | US AIRWAYS 2012-1 CLASS A                                               | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     774823 | PA      | $746753.61     | 0.01%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     460000 | PA      | $414482.64     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2350000 | PA      | $1978849.95    | 0.02%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                               | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $81206.01      | 0.00%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST                                      | CUSIP: 706451BG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $638150.94     | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST                                      | CUSIP: 706451BR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      50000 | PA      | $33503.76      | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS PASS THROUGH CERTIFICATES SERIES 2012-2 CLASS C       | US AIRWAYS 2012-2 CLASS A                                               | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2145306 | PA      | $1928152.90    | 0.02%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE                                 | UBSBB_13-C6                                                             | CUSIP: 90349GBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935000 | PA      | $1919676.74    | 0.02%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)                                                 | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2410000 | PA      | $646479.05     | 0.01%             | 2024-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     545000 | PA      | $539503.90     | 0.01%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3363000 | PA      | $3294099.16    | 0.03%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                              | ITALY (REPUBLIC OF)                                                     | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    8270000 | PA      | $8050452.26    | 0.08%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                              | ITALY (REPUBLIC OF)                                                     | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1700000 | PA      | $1419127.12    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS FIN                                      | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3055000 | PA      | $2542481.99    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA FOOD CO                                                         | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3255000 | PA      | $2563249.48    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS FIN                                      | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1955000 | PA      | $1644527.92    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC                                                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $379063.81     | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                                    | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1802964.08    | 0.02%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2025000 | PA      | $1942830.79    | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2700000 | PA      | $2618898.02    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4200000 | PA      | $4070754.07    | 0.04%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     885000 | PA      | $661810.26     | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    8005000 | PA      | $7848257.14    | 0.08%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-5                              | JPMMT_19-5                                                              | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220265 | PA      | $204720.87     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-1                        | CACLN_21-1                                                              | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     419404 | PA      | $402077.53     | 0.00%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-3                        | CACLN_21-3                                                              | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     471282 | PA      | $430337.44     | 0.00%             | 2029-02-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | Pennsylvania Turnpike Commission                                        | CUSIP: 709223VZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1620000 | PA      | $1778255.53    | 0.02%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL FIN                                      | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5245000 | PA      | $5186155.30    | 0.05%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                              | JPMMT_19-8                                                              | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149750 | PA      | $128422.87     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                              | JPMMT_19-8                                                              | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1879294 | PA      | $1528583.72    | 0.02%             | 2050-03-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_21-NRD                                             | BPR_21-NRD                                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $2887075.64    | 0.03%             | 2023-12-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                            | BPR_22-OANA                                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2238025.58    | 0.02%             | 2037-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING/PTL FINANCE                                        | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     905000 | PA      | $868674.43     | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL                                          | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     842000 | PA      | $741736.02     | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-2                              | JPMMT_20-2                                                              | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     302451 | PA      | $260356.68     | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-13                             | JPMMT_21-13                                                             | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10356869 | PA      | $8342943.81    | 0.08%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC | JPMCC_22-ACB                                                            | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6450000 | PA      | $6126785.99    | 0.06%             | 2039-03-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| HENDR_13-3A                                                      | HENDR_13-3A                                                             | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1554549 | PA      | $1408799.94    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HENDR_14-2A                                                      | HENDR_14-2A                                                             | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1952385 | PA      | $1728021.51    | 0.02%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993922.96     | 0.01%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8813000 | PA      | $8677064.59    | 0.09%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPALT_07-S1                                                      | JPALT_07-S1                                                             | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2514728 | PA      | $2368233.71    | 0.02%             | 2047-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| BROADWAY MORTGAGE TRUST BWAY_15                                  | BWAY_15-1740                                                            | CUSIP: 05604LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6850000 | PA      | $6059027.76    | 0.06%             | 2035-01-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $942370.68     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMMT_06-S2                                                      | JPMMT_06-S2                                                             | CUSIP: 46628YBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       7026 | PA      | $27876.47      | 0.00%             | 2049-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION C                                 | JPMAC_07-CH5                                                            | CUSIP: 46631KAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     833582 | PA      | $827506.48     | 0.01%             | 2037-06-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_20-VIV3                                              | BX_20-VIV3                                                              | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780000 | PA      | $4610204.87    | 0.05%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-IRON                          | BX_21-IRON                                                              | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2804650.20    | 0.03%             | 2038-02-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL FIN                                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1236000 | PA      | $1080919.12    | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                                             | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $1989695.95    | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (THE REPUBLIC OF)                                                  | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    1785000 | PA      | $1920278.38    | 0.02%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (THE REPUBLIC OF)                                                  | CUSIP: 715638BU5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     412000 | PA      | $402516.21     | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                          | BX_21-SOAR                                                              | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17690987 | PA      | $16406924.01   | 0.16%             | 2038-06-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | BXHPP_21-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6550816.30    | 0.06%             | 2036-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C1 | JPMCC_13-C13                                                            | CUSIP: 46640JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2792780 | PA      | $2773874.16    | 0.03%             | 2046-01-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_13-C14                                                            | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2585512 | PA      | $2552624.77    | 0.03%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                      | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     990000 | PA      | $854268.39     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                      | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     620000 | PA      | $525210.34     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_13-C17                                                            | CUSIP: 46640UAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1840000 | PA      | $1518618.42    | 0.01%             | 2047-01-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMBB_14-C19                                                     | JPMBB_14-C19                                                            | CUSIP: 46641WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     874000 | PA      | $794753.20     | 0.01%             | 2047-04-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                      | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     925000 | PA      | $696879.92     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                      | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $362871.72     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JPMBB_14-C26                                                     | JPMBB_14-C26                                                            | CUSIP: 46643TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262835 | PA      | $250911.16     | 0.00%             | 2048-01-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                 | JPMMT_15-3                                                              | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     457492 | PA      | $405365.82     | 0.00%             | 2045-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | JPMDB_16-C4                                                             | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8174742 | PA      | $7473472.75    | 0.07%             | 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        |    3054000 | PA      | $2471723.99    | 0.02%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III  | PERUSAHAAN PENERBIT SURAT BERHARGA                                      | CUSIP: 71567RAP1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $882938.39     | 0.01%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                           | PERUSAHAAN LISTRIK NEGARA PT                                            | CUSIP: 71568PAC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    5000000 | PA      | $4735680.00    | 0.05%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $9454447.47    | 0.09%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6449000 | PA      | $6402179.56    | 0.06%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                           | PERUSAHAAN LISTRIK NEGARA PT                                            | CUSIP: 71568PAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     500000 | PA      | $494431.09     | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                           | PERUSAHAAN LISTRIK NEGARA PT                                            | CUSIP: 71568QAE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    2000000 | PA      | $1977724.34    | 0.02%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2967548.30    | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2550566.39    | 0.03%             | 2024-07-23      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1092939.13    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1690023.74    | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                           | PERUSAHAAN LISTRIK NEGARA PT                                            | CUSIP: 71568QAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $192394.41     | 0.00%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                           | PERUSAHAAN LISTRIK NEGARA                                               | CUSIP: 71568QAN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     750000 | PA      | $611010.70     | 0.01%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4299000 | PA      | $3745271.90    | 0.04%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2356369.19    | 0.02%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1848000 | PA      | $1430370.09    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                      | PETROBRAS GLOBAL FINANCE BV                                             | CUSIP: 71647NAQ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | NL        |     400000 | PA      | $435596.87     | 0.00%             | 2026-05-23      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10430000 | PA      | $9202287.93    | 0.09%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6503000 | PA      | $5282941.61    | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $968785.49     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4428990.22    | 0.04%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QBF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      51250 | PA      | $51018.48      | 0.00%             | 2022-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QBR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     940000 | PA      | $576634.52     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3741000 | PA      | $3244447.68    | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11305000 | PA      | $9059653.02    | 0.09%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QBX9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $174680.37     | 0.00%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1897260.36    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5817000 | PA      | $3677703.43    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   13777000 | PA      | $12471069.21   | 0.12%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2346331.55    | 0.02%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-VAMF                                              | BX_22-VAMF                                                              | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4624404.00    | 0.05%             | 2039-01-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                                              | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2741550.60    | 0.03%             | 2036-09-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     276000 | PA      | $230453.35     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     625000 | PA      | $526306.89     | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5918000 | PA      | $5855002.30    | 0.06%             | 2027-06-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3490000 | PA      | $3448469.00    | 0.03%             | 2027-06-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_19-3A                            | BCC_19-3A                                                               | CUSIP: 05683TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   17250000 | PA      | $16636555.50   | 0.16%             | 2034-10-21      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC                                      | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2690810.95    | 0.03%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1503000 | PA      | $1033815.70    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3025000 | PA      | $2274230.94    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC           | BAKER HUGHES LLC/CO OBLIGOR INC                                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     523000 | PA      | $471365.19     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD BOBA_20-1                            | BOBA_20-1A                                                              | CUSIP: 05766BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13750000 | PA      | $13461855.00   | 0.13%             | 2032-01-20      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     800000 | PA      | $511523.74     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD                                                    | CUSIP: 716743AP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    1300000 | PA      | $1205390.80    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | BALL CORPORATION                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     600000 | PA      | $582133.60     | 0.01%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-3                    | BAFC_06-3                                                               | CUSIP: 058931AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     377422 | PA      | $316726.05     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD                                                    | CUSIP: 71675CAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $167985.67     | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2882525.49    | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-3                    | BAFC_06-3                                                               | CUSIP: 058931BF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     363413 | PA      | $306530.06     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-D                    | BAFC_06-D                                                               | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     706804 | PA      | $598809.12     | 0.01%             | 2036-05-20      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                                           | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     884000 | PA      | $725589.08     | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                      | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2377784.06    | 0.02%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_07-C                    | BAFC_07-C                                                               | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1553397 | PA      | $1346901.86    | 0.01%             | 2047-05-20      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 059626AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     875000 | PA      | $682236.15     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1398880.85    | 0.01%             | 2023-04-12      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $1766034.26    | 0.02%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3104134.85    | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $939468.60     | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $737930.08     | 0.01%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6800000 | PA      | $6647802.67    | 0.07%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                       | BANGKOK BANK PCL/HONG KONG                                              | CUSIP: 06000BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TH        |     930000 | PA      | $866913.55     | 0.01%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK6                                                | BANK_17-BNK6                                                            | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $1743485.66    | 0.02%             | 2060-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GEU9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997305.66    | 0.02%             | 2023-01-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     795000 | PA      | $779676.61     | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2444583.23    | 0.02%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1970990.04    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1292453.81    | 0.01%             | 2023-12-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2582568.89    | 0.03%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2004742.02    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     642000 | PA      | $575258.44     | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     466000 | PA      | $363935.70     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $1664111.33    | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5280992.50    | 0.05%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Sto                                                       | PUBLIC STORAGE                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     472000 | PA      | $406239.98     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP                             | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2740000 | PA      | $2592891.32    | 0.03%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                 | PUGET ENERGY INC                                                        | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1608438.88    | 0.02%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                  | PULTE GROUP INC                                                         | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     737000 | PA      | $743381.76     | 0.01%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                                                        | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    1910000 | PA      | $1922932.11    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                        | QORVO INC                                                               | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1101112.92    | 0.01%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2287572.53    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5319000 | PA      | $5558623.71    | 0.05%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2349000 | PA      | $2564794.01    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                             | QUEBEC (PROVINCE OF)                                                    | CUSIP: 74815HCA8<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |     230000 | PA      | $249904.06     | 0.00%             | 2026-03-02      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS                                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1032415.71    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS1                       | RALI_07-QS1                                                             | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23002246 | PA      | $132686.16     | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS RALI_                                 | RALI_06-QS18                                                            | CUSIP: 74922RAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20939580 | PA      | $262645.15     | 0.00%             | 2036-12-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| RBSCF TRUST RBSCF_13-GSP                                         | RBSCF_13-GSP                                                            | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1132786.43    | 0.01%             | 2032-01-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I RF                                 | RFMSI_06-SA4                                                            | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     157892 | PA      | $129574.62     | 0.00%             | 2036-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $252679.18     | 0.00%             | 2049-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $292707.54     | 0.00%             | 2049-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $261029.29     | 0.00%             | 2050-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $852612.76     | 0.01%             | 2049-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $757914.35     | 0.01%             | 2049-11-08      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1460000 | PA      | $1111641.08    | 0.01%             | 2050-03-01      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     970000 | PA      | $869913.39     | 0.01%             | 2026-06-24      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDK7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2167285.18    | 0.02%             | 2027-02-24      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3515000 | PA      | $3044191.34    | 0.03%             | 2027-12-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDN1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     833000 | PA      | $768850.56     | 0.01%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1391000 | PA      | $1341951.16    | 0.01%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC                                              | RAIN CII CARBON LLC / CII CARBON C                                      | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1620195.69    | 0.02%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                                                               | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2845146.60    | 0.03%             | 2033-12-27      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                     | RAYMOND JAMES FINANCIAL INC.                                            | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1587531.99    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     664000 | PA      | $667357.54     | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     193000 | PA      | $185134.45     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | REGENCY ENERGY PARTNERS LP/FIN CO                                       | CUSIP: 75886AAJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2385700.20    | 0.02%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_22-1                     | RMIT_22-1                                                               | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2576906.36    | 0.03%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                          | RELIANCE INDUSTRIES LTD                                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    1450000 | PA      | $1202937.20    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                          | RELIANCE INDUSTRIES LTD                                                 | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    1300000 | PA      | $883208.35     | 0.01%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                         | RELIANCE STAN LIFE GLOBAL FUND II                                       | CUSIP: 75951AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1443801.01    | 0.01%             | 2023-09-19      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                         | RELIANCE STANDARD LIFE GLOBAL II                                        | CUSIP: 75951AAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4081287.65    | 0.04%             | 2025-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                         | RENESAS ELECTRONICS CORP                                                | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     545000 | PA      | $469752.38     | 0.00%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC/TX                                             | RENT-A-CENTER INC/TX                                                    | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     300000 | PA      | $247411.71     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | URUGUAY (ORIENTAL REPUBLIC OF)                                          | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    1000000 | PA      | $970246.12     | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_05-QA4                       | RALI_05-QA4                                                             | CUSIP: 76110H4L0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      35049 | PA      | $33753.39      | 0.00%             | 2035-04-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RFMSI_05-SA5             | RFMSI_05-SA5                                                            | CUSIP: 76111XZA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     599777 | PA      | $355212.27     | 0.00%             | 2035-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-H03                                                             | CUSIP: 38376XNT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     419693 | PA      | $416430.43     | 0.00%             | 2060-03-20      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108             | GNMA_10-108                                                             | CUSIP: 38377JTZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1953861 | PA      | $1897665.44    | 0.02%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-120                                                             | CUSIP: 38377KNT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1805386 | PA      | $1774777.19    | 0.02%             | 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        |    3893508 | PA      | $3841790.23    | 0.04%             | 2040-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_11-13                                                              | CUSIP: 38377TCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4860138 | PA      | $342702.43     | 0.00%             | 2041-01-16      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30              | GNMA_11-30                                                              | CUSIP: 38377TUA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2461587 | PA      | $232482.61     | 0.00%             | 2041-02-20      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_11-114                                                             | CUSIP: 38377XKV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      55784 | PA      | $55691.43      | 0.00%             | 2041-03-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-162             | GNMA_13-162                                                             | CUSIP: 38378NFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17329714 | PA      | $45506.10      | 0.00%             | 2046-09-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H15                                                             | CUSIP: 38378U8B6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5840763 | PA      | $191530.31     | 0.00%             | 2064-05-20      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-115             | GNMA_13-115                                                             | CUSIP: 38378WWS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      78393 | PA      | $78230.64      | 0.00%             | 2028-04-16      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-6                                                               | CUSIP: 38378X4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2086022 | PA      | $24131.94      | 0.00%             | 2051-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-9                                                               | CUSIP: 38378X5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6868691 | PA      | $122049.08     | 0.00%             | 2049-02-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-101             | GNMA_14-101                                                             | CUSIP: 38378XFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10134318 | PA      | $158769.30     | 0.00%             | 2056-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-134                                                             | CUSIP: 38378XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12504067 | PA      | $64294.66      | 0.00%             | 2055-01-16      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| GNMA_14-150                                                      | GNMA_14-150                                                             | CUSIP: 38378XTA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11145143 | PA      | $189747.18     | 0.00%             | 2056-07-16      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| GNMA_14-3                                                        | GNMA_14-3                                                               | CUSIP: 38378YYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5757940 | PA      | $5329249.94    | 0.05%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-146                                                             | CUSIP: 38379K2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6134641 | PA      | $54674.99      | 0.00%             | 2055-07-16      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-174                                                             | CUSIP: 38379K3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6156467 | PA      | $129094.34     | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                         | GNMA_15-163                                                             | CUSIP: 38379K5Z7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1622935 | PA      | $48272.24      | 0.00%             | 2057-12-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-171                                                             | CUSIP: 38379K6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4949081 | PA      | $152023.39     | 0.00%             | 2055-11-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-114                                                             | CUSIP: 38379KA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1515251 | PA      | $24928.00      | 0.00%             | 2057-03-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-30                                                              | CUSIP: 38379KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2598012 | PA      | $75840.91      | 0.00%             | 2056-07-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-21                                                              | CUSIP: 38379KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3849029 | PA      | $98014.38      | 0.00%             | 2056-07-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-29                                                              | CUSIP: 38379KDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6761301 | PA      | $135141.51     | 0.00%             | 2049-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-41                                                              | CUSIP: 38379KEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1197337 | PA      | $16375.03      | 0.00%             | 2056-09-16      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-120                                                             | CUSIP: 38379KF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7727530 | PA      | $169813.25     | 0.00%             | 2057-03-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-32                                                              | CUSIP: 38379KGH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3863600 | PA      | $77830.68      | 0.00%             | 2049-09-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-73                                                              | CUSIP: 38379KMF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1606122 | PA      | $25714.66      | 0.00%             | 2055-11-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-70                                                              | CUSIP: 38379KQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5787894 | PA      | $112950.75     | 0.00%             | 2049-12-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18454668 | PA      | $310918.71     | 0.00%             | 2055-07-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10660777 | PA      | $292144.74     | 0.00%             | 2055-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-101                                                             | CUSIP: 38379KVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3000542 | PA      | $40804.07      | 0.00%             | 2052-03-16      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155             | GNMA_15-155                                                             | CUSIP: 38379QXB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3067613 | PA      | $275604.19     | 0.00%             | 2045-10-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-39                                                              | CUSIP: 38379RHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3626749 | PA      | $100476.90     | 0.00%             | 2056-01-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-189                                                             | CUSIP: 38379UAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8344283 | PA      | $243763.21     | 0.00%             | 2057-01-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GOVERMENT NATIONAL MORTGAGE ASSO                                 | GNMA_16-72                                                              | CUSIP: 38379UTJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6843798 | PA      | $197876.78     | 0.00%             | 2055-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-152                                                             | CUSIP: 38379UY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11940566 | PA      | $426780.89     | 0.00%             | 2058-08-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88              | GNMA_16-88                                                              | CUSIP: 38379XTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6413904 | PA      | $1053221.43    | 0.01%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-111                                                             | CUSIP: 38379YU97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1097000 | PA      | $794979.45     | 0.01%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137        | FHLMC_K137                                                              | CUSIP: 3137H5DR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  275033798 | PA      | $3893983.52    | 0.04%             | 2031-11-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-101                                                             | CUSIP: 38380F2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4256737 | PA      | $593093.73     | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-93                                                              | CUSIP: 38380FHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9506522 | PA      | $1124342.98    | 0.01%             | 2047-06-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-168             | GNMA_17-168                                                             | CUSIP: 38380JDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16991008 | PA      | $618430.22     | 0.01%             | 2059-12-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-2               | GNMA_18-2                                                               | CUSIP: 38380JLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7331387 | PA      | $335546.60     | 0.00%             | 2059-12-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01             | GNMA_19-H01                                                             | CUSIP: 38380LPU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     456666 | PA      | $450540.42     | 0.00%             | 2068-12-20      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H10             | GNMA_19-H10                                                             | CUSIP: 38380LVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1832521 | PA      | $1800635.24    | 0.02%             | 2069-05-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-110             | GNMA_18-110                                                             | CUSIP: 38380MDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21821445 | PA      | $853737.87     | 0.01%             | 2059-11-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-108             | GNMA_20-108                                                             | CUSIP: 38380PWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9037913 | PA      | $552749.70     | 0.01%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                                              | CUSIP: 3137H6SZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6352563 | PA      | $802283.03     | 0.01%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K141             | FHLMC_K141                                                              | CUSIP: 3137H6ZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7249442 | PA      | $174385.32     | 0.00%             | 2032-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-H13            | GNMA_20-H13                                                             | CUSIP: 38380QGX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2653989 | PA      | $2619279.80    | 0.03%             | 2070-08-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H08             | GNMA_21-H08                                                             | CUSIP: 38380QS86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2006689 | PA      | $215791.33     | 0.00%             | 2068-01-20      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142              | FHLMC_K142                                                              | CUSIP: 3137H73R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17580767 | PA      | $409870.96     | 0.00%             | 2031-12-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143        | FHLMC_K143                                                              | CUSIP: 3137H74C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7946465 | PA      | $213196.50     | 0.00%             | 2055-04-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144             | FHLMC_K144                                                              | CUSIP: 3137H7MB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10396418 | PA      | $277354.61     | 0.00%             | 2032-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K145       | FHLMC_K145                                                              | CUSIP: 3137H7Z22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4662614 | PA      | $120695.49     | 0.00%             | 2055-06-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_21-H03              | GNMA_21-H03                                                             | CUSIP: 38380QYD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16387296 | PA      | $66581.58      | 0.00%             | 2070-04-20      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-40              | GNMA_21-40                                                              | CUSIP: 38380RE71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7033781 | PA      | $463642.95     | 0.00%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-52              | GNMA_21-52                                                              | CUSIP: 38380RJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10633080 | PA      | $593823.46     | 0.01%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-33              | GNMA_21-33                                                              | CUSIP: 38380RVE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7966603 | PA      | $522292.11     | 0.01%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146        | FHLMC_K146                                                              | CUSIP: 3137H7ZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15768219 | PA      | $319976.59     | 0.00%             | 2032-06-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_22-K147     | FHLMC_K147                                                              | CUSIP: 3137H8BN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12195783 | PA      | $360041.45     | 0.00%             | 2032-06-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_K149                                  | FHLMC_K149                                                              | CUSIP: 3137H93E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20994443 | PA      | $489829.75     | 0.00%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K150              | FHLMC_K-150                                                             | CUSIP: 3137H9CB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18244651 | PA      | $488792.45     | 0.00%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1               | GNMA_18-1                                                               | CUSIP: 38380UE82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4279919 | PA      | $3836641.42    | 0.04%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53              | GNMA_18-53                                                              | CUSIP: 38380V6D8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     733755 | PA      | $702743.14     | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42660 | PA      | $43969.78      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385JFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7192 | PA      | $7615.75       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H04             | GNMA_18-H04                                                             | CUSIP: 38380VPL9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2105823 | PA      | $2074585.00    | 0.02%             | 2068-03-20      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115             | GNMA_18-115                                                             | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1621247 | PA      | $1519941.46    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1524 | PA      | $1607.68       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385W6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     605556 | PA      | $631118.67     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147             | GNMA_18-147                                                             | CUSIP: 38381AFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3956704 | PA      | $3751887.17    | 0.04%             | 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        |    7939536 | PA      | $594102.80     | 0.01%             | 2049-01-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385XNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9025 | PA      | $9026.20       | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31386MZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39002 | PA      | $40745.35      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22006 | PA      | $23036.00      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31388KFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3895 | PA      | $3884.63       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31388QVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        629 | PA      | $628.93        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31389TBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2049 | PA      | $2045.51       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138A24H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     218429 | PA      | $218700.57     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 3138A5GV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     102432 | PA      | $99834.08      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AAL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65444 | PA      | $66495.99      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 3138ABBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     672967 | PA      | $674672.14     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA_19-13                                                       | GNMA_19-13                                                              | CUSIP: 38381BPA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10036857 | PA      | $1030344.63    | 0.01%             | 2049-01-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-163             | GNMA_21-163                                                             | CUSIP: 38381D2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11462700 | PA      | $760813.77     | 0.01%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-145             | GNMA_21-145                                                             | CUSIP: 38381DK58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2568672 | PA      | $147754.40     | 0.00%             | 2061-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-151             | GNMA_21-151                                                             | CUSIP: 38381DM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10880312 | PA      | $819649.81     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AMUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      60670 | PA      | $61224.55      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AVSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1452962 | PA      | $1416123.99    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-106             | GNMA_21-106                                                             | CUSIP: 38381DMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9642301 | PA      | $668290.52     | 0.01%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-144             | GNMA_21-144                                                             | CUSIP: 38381DP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12212620 | PA      | $807912.41     | 0.01%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138E5TQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     578511 | PA      | $579975.97     | 0.01%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EAE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     199589 | PA      | $194707.85     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-133             | GNMA_21-133                                                             | CUSIP: 38381DXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12125680 | PA      | $861300.40     | 0.01%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-132             | GNMA_21-132                                                             | CUSIP: 38381DZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12399006 | PA      | $876072.86     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     363632 | PA      | $381703.76     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EHZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     272469 | PA      | $265564.24     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-4               | GNMA_22-4                                                               | CUSIP: 38381EQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15711746 | PA      | $1082093.07    | 0.01%             | 2064-03-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-17              | GNMA_22-17                                                              | CUSIP: 38381EVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6395234 | PA      | $422162.18     | 0.00%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EM4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4740329 | PA      | $4341920.19    | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5664815 | PA      | $5342428.31    | 0.05%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ETJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5530043 | PA      | $5180323.87    | 0.05%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4495596 | PA      | $4346274.51    | 0.04%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                                | CUSIP: 3138LGA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1500000 | PA      | $1359962.84    | 0.01%             | 2031-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138M1EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     291653 | PA      | $274983.94     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138M57K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     679803 | PA      | $641243.33     | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138MAC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     812039 | PA      | $765718.05     | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138MQBV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     985708 | PA      | $962841.75     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W6RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1378421 | PA      | $1300186.99    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5107933 | PA      | $4814245.04    | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                                               | CUSIP: 3138WGDT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1431411 | PA      | $1355333.65    | 0.01%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WGYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2611892 | PA      | $2546105.44    | 0.03%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4672263 | PA      | $4368067.18    | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1493215 | PA      | $1351868.81    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2975913 | PA      | $2783084.94    | 0.03%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     577320 | PA      | $555661.92     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1493367 | PA      | $1445079.27    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WQBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4313015 | PA      | $4239367.12    | 0.04%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WWCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1226587 | PA      | $1155549.94    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138X5YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     623289 | PA      | $608828.29     | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3447676 | PA      | $3388791.33    | 0.03%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                                               | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     424316 | PA      | $409010.12     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390GZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62479 | PA      | $66235.61      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390SJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29673 | PA      | $30362.15      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390SKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11327 | PA      | $11583.40      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391BGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1891 | PA      | $1943.08       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391LXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     141751 | PA      | $147750.23     | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391LXQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32238 | PA      | $33506.64      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA_02-59                                                       | FNMA_02-59                                                              | CUSIP: 31392ETM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      36568 | PA      | $36476.79      | 0.00%             | 2032-08-17      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3540702.13    | 0.03%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA_03-22                                                       | FNMA_03-22                                                              | CUSIP: 31393APN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      94009 | PA      | $96865.33      | 0.00%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_03-33                                                       | FNMA_03-33                                                              | CUSIP: 31393BHP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4579 | PA      | $4523.02       | 0.00%             | 2033-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $29220945.17   | 0.29%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8712000 | PA      | $7175972.56    | 0.07%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3113000 | PA      | $2169293.77    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     616000 | PA      | $480245.18     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                                              | CUSIP: 31393JKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     244605 | PA      | $243535.11     | 0.00%             | 2033-01-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA_04-29                                                       | FNMA_04-29                                                              | CUSIP: 31393YPJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1142288 | PA      | $134487.64     | 0.00%             | 2034-05-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FNMA_04-93                                                       | FNMA_04-93                                                              | CUSIP: 31394BKY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     313755 | PA      | $309913.78     | 0.00%             | 2034-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2725                                           | FHLMC_2725                                                              | CUSIP: 31394MWL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1525000 | PA      | $1504588.94    | 0.01%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13410000 | PA      | $11750940.14   | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $2442831.40    | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | FNMA_06-43                                                              | CUSIP: 31395DD63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     828968 | PA      | $78419.94      | 0.00%             | 2036-06-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FHLMC_2882                                                       | FHLMC_2882                                                              | CUSIP: 31395JM78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2812385 | PA      | $2839497.82    | 0.03%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                 | GOHL CAPITAL LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    1050000 | PA      | $936765.31     | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                               | RUSSIAN FEDERATION (THE)                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     800000 | PA      | $344681.93     | 0.00%             | 2027-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $786950.85     | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    1106000 | PA      | $1113239.07    | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11335000 | PA      | $9555175.35    | 0.09%             | 2029-06-14      | Variable      | 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      | $615057.92     | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                            | CROATIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HR        |     200000 | PA      | $201502.54     | 0.00%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI (PERSERO) TBK PT                                    | PT BANK MANDIRI (PERSERO) TBK                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     850000 | PA      | $830427.47     | 0.01%             | 2024-04-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9960000 | PA      | $7932095.20    | 0.08%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1579868.73    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA REPUBLIC OF (GOVERNMENT)                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     700000 | PA      | $659715.29     | 0.01%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                      | ENERGEAN ISRAEL FINANCE LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     850000 | PA      | $822578.81     | 0.01%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1129577.98    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $4969231.15    | 0.05%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1158950.33    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1300192.05    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $3557402.26    | 0.04%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $7268537.11    | 0.07%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                        | BANK OF IRELAND GROUP PLC                                               | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    3780000 | PA      | $3717234.95    | 0.04%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                        | BANK OF IRELAND GROUP PLC                                               | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    3840000 | PA      | $3204802.44    | 0.03%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                      | ENERGEAN ISRAEL FINANCE LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    2637000 | PA      | $2418387.58    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                           | ABU DHABI (EMIRATE OF)                                                  | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1129000 | PA      | $1018507.82    | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                        | BANK OF IRELAND                                                         | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    3560000 | PA      | $3538305.50    | 0.03%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     849000 | PA      | $749966.10     | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    7310000 | PA      | $7229394.68    | 0.07%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP                                            | CUSIP: 06406RAE7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     995000 | PA      | $991990.23     | 0.01%             | 2023-01-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                      | ENERGEAN ISRAEL FINANCE LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    1321000 | PA      | $1229046.59    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     750000 | PA      | $501926.50     | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $467819.08     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     505000 | PA      | $461792.97     | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP                                            | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3608404.32    | 0.04%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5286265.07    | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $302381.47     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                              | SA GLOBAL SUKUK LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     400000 | PA      | $359559.41     | 0.00%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                              | BANK OF NEW ZEALAND                                                     | CUSIP: 06407EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |    3915000 | PA      | $3658605.28    | 0.04%             | 2025-02-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                              | BANK OF NEW ZEALAND                                                     | CUSIP: 06407EAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |    4455000 | PA      | $3981378.88    | 0.04%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8550000 | PA      | $8425593.48    | 0.08%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     707000 | PA      | $631178.30     | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3588000 | PA      | $3083293.80    | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                | BANK_19-BN18                                                            | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59635310 | PA      | $2598763.70    | 0.03%             | 2062-05-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                                              | SUMMIT HEALTH (WP CITYMD BIDCO)                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2850000 | PA      | $2834866.50    | 0.03%             | 2028-12-22      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     100000 | PA      | $99949.09      | 0.00%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK BANK_21-BN37                                                | BANK_21-BN37                                                            | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5605000 | PA      | $4622625.66    | 0.05%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                               | BANK_22-BNK40                                                           | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2945000 | PA      | $2591851.50    | 0.03%             | 2064-03-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD                      | SINOPEC GROUP OVERSEAS DEVELOPMENT                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     400000 | PA      | $384344.41     | 0.00%             | 2025-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)                                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3050000 | PA      | $705201.11     | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK8                                                | BANK_17-BNK8                                                            | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26913550 | PA      | $755097.33     | 0.01%             | 2050-11-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675DCE0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    5280000 | PA      | $5153080.68    | 0.05%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                             | BAHRAIN (KINGDOM OF)                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     320000 | PA      | $328374.49     | 0.00%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU PETROPERU SA                                  | PETROLEOS DEL PERU - PETROPERU SA                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $1650576.42    | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675FAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    4315000 | PA      | $4077512.24    | 0.04%             | 2024-11-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                                                             | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1060000 | PA      | $945606.28     | 0.01%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $257536.71     | 0.00%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $918691.44     | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6190000 | PA      | $5971295.60    | 0.06%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3175000 | PA      | $2480499.13    | 0.02%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | BURGER KING TLB4 1.75                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     546418 | PA      | $535489.79     | 0.01%             | 2026-11-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       2048 | NC      | $1168130.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12020000 | PA      | $9203893.94    | 0.09%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4795000 | PA      | $4639746.53    | 0.05%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1952 | NC      | $948848.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -588 | NC      | $-302834.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLN 2.5                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1250000 | PA      | $1216987.50    | 0.01%             | 2028-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | INTELSAT JACKSON SERIES A CVR                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       9292 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | INTELSAT JACKSON SERIES B CVR                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       9292 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA                                            | INSTELSAT EMERGENCE SA F+                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      88738 | NS      | $2207357.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATAR PETROLEUM                                                         | CUSIP: M8180AAD0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     500000 | PA      | $418203.87     | 0.00%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LT                                 | DIGICEL INTL FINANCE LTD TLB 3.25                                       | CUSIP: P3562BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | LC        |    2732764 | PA      | $2316017.63    | 0.02%             | 2024-05-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7200000 | PA      | $7627700.81    | 0.08%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                  | BARINGS BDC INC                                                         | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1041560.70    | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State Street                                                     | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | XX        |    -585395 | OU      | $-440.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | FSWP: USD 1.390000 28-SEP-2025                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  223000000 | OU      | $-10490140.77  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_20-4A                                       | BABSN_20-4A                                                             | CUSIP: 06762BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6500000 | PA      | $6380601.50    | 0.06%             | 2032-01-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_20-2A                                       | BABSN_20-2A                                                             | CUSIP: 06762CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7336350.00    | 0.07%             | 2033-10-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | FSWP: USD 1.870000 28-SEP-2053                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   19000000 | OU      | $4983623.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US 2YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       3290 | NC      | $1701111.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1506 | NC      | $701119.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE MAR 23                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        380 | NC      | $204645.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ST BARNABAS HEALTH SYSTEM INC                                    | ST BARNABAS HEALTH SYSTEM INC                                           | CUSIP: 06769QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2972383.84    | 0.03%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COMPANIES INC                                             | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $845601.00     | 0.01%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $454046.97     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $505457.18     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    3475000 | PA      | $1469130.93    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $512808.42     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $42217.93      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                        | BAXTER INTERNATIONAL INC                                                | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1145035.89    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORPORATION                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    7319000 | PA      | $7718187.77    | 0.08%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     409000 | PA      | $347535.82     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (THE)                 | NORTHWESTERN MUTUAL LIFE INSURANCE                                      | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $721208.66     | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL GLOBAL FUNDING                                      | CUSIP: 66815L2D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1072081.25    | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                          | NORTHWESTERN UNIVERSITY                                                 | CUSIP: 668444AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1021378.72    | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION (USA) CORPORATION                                   | BOC AVIATION USA CORP                                                   | CUSIP: 66980P2A6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1905762.80    | 0.02%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       2192 | NC      | $1415537.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE MAR 23                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -644 | NC      | $-388706.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND MAR 23                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        344 | NC      | $207475.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND MAR 23                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        622 | NC      | $329149.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND MAR 23                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       -815 | NC      | $-1063008.39   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE MAR 23                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        701 | NC      | $546355.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE MAR 23                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        129 | NC      | $70286.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA 10YR NOTE MAR 23                                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |        -35 | NC      | $-36645.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA T-BOND MAR 23                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |        337 | NC      | $716000.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        831 | NC      | $1312612.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND MAR 23                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        339 | NC      | $94601.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2100000 | PA      | $1687141.00    | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                                                     | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1123838.42    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     524000 | PA      | $421890.02     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1427795.75    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     690000 | PA      | $674276.30     | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     496000 | PA      | $506003.45     | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2320000 | PA      | $2346231.01    | 0.02%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-72                                            | FNMA_20-72                                                              | CUSIP: 3136BB2C5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6000000 | PA      | $1229932.20    | 0.01%             | 2040-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M43                                       | FNMA_20-M43                                                             | CUSIP: 3136BBS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38393573 | PA      | $4113345.38    | 0.04%             | 2034-08-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| RATHLIN RESIDENTIAL RARES_21-1                                   | RARES_21-1A                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2978771 | PA      | $2961161.38    | 0.03%             | 2075-09-27      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.39.V1)                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   75670000 | OU      | $-1348012.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                  | CUSIP: 67091TAD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     350000 | PA      | $287084.12     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                 | OAKC_12-7A                                                              | CUSIP: 67102QBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $4650295.00    | 0.05%             | 2034-02-20      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-18A                                           | OCP_20-18A                                                              | CUSIP: 671078AS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $466210.50     | 0.00%             | 2032-07-20      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING LTD OZLMF_13-4A                                     | OZLMF_13-4A                                                             | CUSIP: 67108FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13736345 | PA      | $13523074.17   | 0.13%             | 2030-10-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-24                                            | FNMA_21-24                                                              | CUSIP: 3136BF2M4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8220427 | PA      | $585547.57     | 0.01%             | 2059-03-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-33                                            | FNMA_21-33                                                              | CUSIP: 3136BHUP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   36383552 | PA      | $4448435.04    | 0.04%             | 2047-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-INV2                             | OBX_19-INV2                                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98855 | PA      | $91060.02      | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-2                                         | OMIR_21-2                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $1988803.96    | 0.02%             | 2034-04-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-2                                         | OMIR_21-2                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1768709.40    | 0.02%             | 2034-04-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_18-1                                         | OMIR_18-1A                                                              | CUSIP: 67400CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     247864 | PA      | $247150.27     | 0.00%             | 2028-07-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                 | FNMA_21-74                                                              | CUSIP: 3136BJL52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23398520 | PA      | $4603050.39    | 0.05%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                  | FNMA_22-5                                                               | CUSIP: 3136BLGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31823656 | PA      | $4210037.40    | 0.04%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                                                              | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     562745 | PA      | $560199.22     | 0.01%             | 2033-10-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                                                              | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     915000 | PA      | $883627.03     | 0.01%             | 2033-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-38                                            | FNMA_22-38                                                              | CUSIP: 3136BNLE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2777777 | PA      | $684428.70     | 0.01%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_385                                        | FNMA_385                                                                | CUSIP: 3136FEW40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2089630 | PA      | $436433.71     | 0.00%             | 2037-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                                                              | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2250000 | PA      | $2032458.98    | 0.02%             | 2033-10-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_20-2A                                        | OMIR_20-2A                                                              | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      72321 | PA      | $72262.51      | 0.00%             | 2030-10-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-EXP1                             | OBX_19-EXP1                                                             | CUSIP: 67448QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70723 | PA      | $67476.91      | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     364000 | PA      | $184138.10     | 0.00%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS OCT46_20-2A                          | OCT46_20-2A                                                             | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7900000 | PA      | $7650194.10    | 0.08%             | 2036-07-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS                                      | OCT32_17-1A                                                             | CUSIP: 67578BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7102860.40    | 0.07%             | 2029-07-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                   | OFFICE PROPERTIES INCOME TRUST                                          | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1034758.26    | 0.01%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                   | OFFICE PROPERTIES INCOME TRUST                                          | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2109024.93    | 0.02%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371F3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2433 | PA      | $2485.41       | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3328 | PA      | $3368.12       | 0.00%             | 2025-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5247 | PA      | $5285.81       | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2979 | PA      | $3036.25       | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                            | OGLETHORPE POWER CORPORATION                                            | CUSIP: 677050AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     651000 | PA      | $475276.66     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OAKC_21-8A                                                       | OAKC_21-8A                                                              | CUSIP: 67707GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1350000 | PA      | $1266472.80    | 0.01%             | 2034-01-18      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| OLD REPUB INTL CORP                                              | OLD REPUBLIC INTERNATIONAL CORP                                         | CUSIP: 680223AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1084000 | PA      | $761482.12     | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | OLIN CORP                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1270384.91    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2647 | PA      | $2690.04       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371HNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        107 | PA      | $110.53        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS MERGER SUB INC                                           | OLYMPUS MERGER (WEST CORP) TL 4.0                                       | CUSIP: 68162RAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     653228 | PA      | $598245.58     | 0.01%             | 2024-10-10      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| INTRADO CORP                                                     | WEST CORPORATION TLB1 3.5                                               | CUSIP: 68162RAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     496460 | PA      | $454449.26     | 0.00%             | 2024-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS                                              | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     975000 | PA      | $948448.88     | 0.01%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                     | CUSIP: 68205LAE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |    1325000 | PA      | $1439784.74    | 0.01%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY                                         | CUSIP: 68233JCG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2250186.22    | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY                                         | CUSIP: 68233JCJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1224424.55    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3943 | PA      | $4185.06       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31373TYX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        953 | PA      | $953.39        | 0.00%             | 2025-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                   | DTAOT_22-3A                                                             | CUSIP: 23345RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3155000 | PA      | $3160218.02    | 0.03%             | 2028-07-17      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                      | ONE GAS INC                                                             | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     810000 | PA      | $769741.40     | 0.01%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6900000 | PA      | $6586150.74    | 0.06%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1404516.45    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2608654.11    | 0.03%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-S1                     | OMFIT_22-S1                                                             | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7275000 | PA      | $6844523.70    | 0.07%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1701623.86    | 0.02%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3054 | PA      | $3181.84       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      67804 | PA      | $70084.50      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3680                                           | FHLMC_3680                                                              | CUSIP: 3137A02F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     525555 | PA      | $523737.38     | 0.01%             | 2040-06-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3753                                           | FHLMC_3753                                                              | CUSIP: 3137A3LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5955270 | PA      | $5879026.81    | 0.06%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3769                                           | FHLMC_3769                                                              | CUSIP: 3137A3YW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2941379 | PA      | $2905499.53    | 0.03%             | 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        |    6380698 | PA      | $285392.69     | 0.00%             | 2040-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                | DXC TECHNOLOGY CO                                                       | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5015589.01    | 0.05%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                  | DAE FUNDING LLC                                                         | CUSIP: 23371DAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1777823.26    | 0.02%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                                                | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1922652.63    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1350000 | PA      | $1330240.40    | 0.01%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     878000 | PA      | $804094.52     | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1245000 | PA      | $1082721.07    | 0.01%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_3841                                           | FHLMC_3841                                                              | CUSIP: 3137A8S41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     243696 | PA      | $245765.26     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3843                                           | FHLMC_3843                                                              | CUSIP: 3137A9K96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     994431 | PA      | $1000321.35    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5665000 | PA      | $5134096.48    | 0.05%             | 2025-09-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    3905000 | PA      | $3762726.17    | 0.04%             | 2025-03-28      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                                              | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      21583 | PA      | $20812.70      | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3892                                          | FHLMC_3892                                                              | CUSIP: 3137ACZP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3934974 | PA      | $283814.71     | 0.00%             | 2041-07-15      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3888                                           | FHLMC_3888                                                              | CUSIP: 3137ADHB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     574637 | PA      | $545861.60     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3908                                           | FHLMC_3908                                                              | CUSIP: 3137AE3P8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9810700 | PA      | $990605.96     | 0.01%             | 2039-06-15      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1671303.49    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_22-2                   | DRMT_22-2                                                               | CUSIP: 24380XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1949374 | PA      | $1708077.05    | 0.02%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                                                               | CUSIP: 24381JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1260299.20    | 0.01%             | 2066-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EWE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     642000 | PA      | $599477.46     | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3928                                           | FHLMC_3928                                                              | CUSIP: 3137AEXW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1052026 | PA      | $1025670.76    | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3926                                          | FHLMC_3926                                                              | CUSIP: 3137AFCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     478398 | PA      | $459043.81     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EWK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2872236.83    | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EWL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $763917.54     | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-43              | GNMA_22-43                                                              | CUSIP: 38381EWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13076521 | PA      | $792510.38     | 0.01%             | 2061-09-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-166             | GNMA_22-166                                                             | CUSIP: 38381HUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13022784 | PA      | $840407.14     | 0.01%             | 2065-04-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3934                                           | FHLMC_3934                                                              | CUSIP: 3137AG6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2839829 | PA      | $2720547.72    | 0.03%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_11-3982                                                    | FHLMC_3982                                                              | CUSIP: 3137AKBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1073918 | PA      | $1019253.30    | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC                                                  | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $888700.60     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                | DELTA AIR LINES 2020-AA                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5942782 | PA      | $5110979.37    | 0.05%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3997                                           | FHLMC_3997                                                              | CUSIP: 3137AMDJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8425177 | PA      | $435745.93     | 0.00%             | 2041-11-15      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4027                                           | FHLMC_4027                                                              | CUSIP: 3137ANQX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1311704 | PA      | $1278412.43    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4048                                           | FHLMC_4048                                                              | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     165734 | PA      | $163814.79     | 0.00%             | 2037-07-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4057                                           | FHLMC_4057                                                              | CUSIP: 3137ARM29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6370805 | PA      | $6047110.39    | 0.06%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4057                                           | FHLMC_4057                                                              | CUSIP: 3137ARM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7223721 | PA      | $6624891.51    | 0.07%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4087                                           | FHLMC_4087                                                              | CUSIP: 3137AS5K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4756595 | PA      | $271628.21     | 0.00%             | 2042-07-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86              | GNMA_19-86                                                              | CUSIP: 38381WE46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4411216 | PA      | $305089.88     | 0.00%             | 2049-07-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99              | GNMA_19-99                                                              | CUSIP: 38381XTL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5368348 | PA      | $1178959.55    | 0.01%             | 2049-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES 2020-A                                                  | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     980681 | PA      | $831741.31     | 0.01%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                       | DENSO CORPORATION                                                       | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    4070000 | PA      | $3553319.93    | 0.04%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4077                                           | FHLMC_4077                                                              | CUSIP: 3137ASBP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      40719 | PA      | $39996.39      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                                              | CUSIP: 3137ATEV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6500000 | PA      | $5769685.35    | 0.06%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4146                                           | FHLMC_4146                                                              | CUSIP: 3137AXFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5362446 | PA      | $607021.36     | 0.01%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4186                                                       | FHLMC_4186                                                              | CUSIP: 3137B0RX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5372693 | PA      | $528307.68     | 0.01%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                              | DENTSPLY SIRONA INC                                                     | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1118788.82    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP                                 | DEPOSITORY TRUST & CLEARING CORP                                        | CUSIP: 249670AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     673000 | PA      | $518077.93     | 0.01%             | 2049-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4182                                           | FHLMC_4182                                                              | CUSIP: 3137B0ZQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     105753 | PA      | $103266.33     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K028             | FHLMC_K028                                                              | CUSIP: 3137B2HP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69864470 | PA      | $5707.93       | 0.00%             | 2023-02-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG/NEW YORK                                               | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1474266.76    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     484000 | PA      | $405788.95     | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-108             | GNMA_19-108                                                             | CUSIP: 38381XXP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8432196 | PA      | $1204750.81    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123             | GNMA_19-123                                                             | CUSIP: 38382AMZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12690287 | PA      | $889955.84     | 0.01%             | 2049-10-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FHLMC_4236                                                       | FHLMC_4236                                                              | CUSIP: 3137B3ZC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11818447 | PA      | $1073500.26    | 0.01%             | 2043-08-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC_4257                                                       | FHLMC_4257                                                              | CUSIP: 3137B5AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4109973 | PA      | $730314.73     | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_4258                                             | FHLMC_13-4258                                                           | CUSIP: 3137B5BZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3249251 | PA      | $485760.46     | 0.00%             | 2043-10-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4263                                                              | CUSIP: 3137B5PL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14144289 | PA      | $1113230.49    | 0.01%             | 2043-11-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 25160PAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4166373.48    | 0.04%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 25160PAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5441287.27    | 0.05%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4281                                                              | CUSIP: 3137B6R37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7588790 | PA      | $520024.13     | 0.01%             | 2043-12-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4313                                                              | CUSIP: 3137B8V53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4975606 | PA      | $390030.81     | 0.00%             | 2039-04-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1812999.73    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      78000 | PA      | $78185.05      | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL SA                                            | DEXIA CREDIT LOCAL SA                                                   | CUSIP: 25214BAW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1479436.35    | 0.01%             | 2023-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                               | DIAGEO CAPITAL PLC                                                      | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     173000 | PA      | $139589.20     | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN CORPORATION FH                                 | FHLMC_4361                                                              | CUSIP: 3137BC6A1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4016394 | PA      | $3928664.51    | 0.04%             | 2038-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4372                                           | FHLMC_4372                                                              | CUSIP: 3137BDB47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2893758 | PA      | $2578840.89    | 0.03%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST DROT_18-1                            | DROT_18-1                                                               | CUSIP: 252724AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     703836 | PA      | $682150.43     | 0.01%             | 2031-01-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS GROUP 2ND LN 3.25                                        | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5299182 | PA      | $837959.71     | 0.01%             | 2026-08-24      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4402                                                              | CUSIP: 3137BEMT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2789562 | PA      | $2525555.62    | 0.02%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4421                                           | FHLMC_4421                                                              | CUSIP: 3137BFEX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5941237 | PA      | $5552485.23    | 0.05%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4440                                           | FHLMC_4440                                                              | CUSIP: 3137BGFZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11972785 | PA      | $11174629.69   | 0.11%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4463                                           | FHLMC_4463                                                              | CUSIP: 3137BHHM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5017678 | PA      | $4812130.25    | 0.05%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS GROUP LLC                                                | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11148000 | PA      | $1734966.36    | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1786282.86    | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134             | GNMA_20-134                                                             | CUSIP: 38382JFM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10453082 | PA      | $1444484.19    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_22-H22              | GNMA_22-H22                                                             | CUSIP: 38382YA45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2977564 | PA      | $2946964.76    | 0.03%             | 2072-09-20      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     588000 | PA      | $524301.69     | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3000637.33    | 0.03%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2165336.64    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1259713.52    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4495                                                              | CUSIP: 3137BKQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     145311 | PA      | $140680.13     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K051                                           | FHLMC_K051                                                              | CUSIP: 3137BM7D2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16905812 | PA      | $196653.48     | 0.00%             | 2025-09-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H01             | GNMA_22-H01                                                             | CUSIP: 38382YKX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11908361 | PA      | $11674549.78   | 0.12%             | 2072-01-20      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09             | GNMA_22-H09                                                             | CUSIP: 38382YRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6842330 | PA      | $6763828.80    | 0.07%             | 2072-04-20      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K152                                           | FHLMC_K152                                                              | CUSIP: 3137BPVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4054165 | PA      | $223309.08     | 0.00%             | 2031-01-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K055                                                              | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2005438 | PA      | $72969.28      | 0.00%             | 2026-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC_K056                                                       | FHLMC_K056                                                              | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6137000 | PA      | $5766214.73    | 0.06%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K057                                                              | CUSIP: 3137BRQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2354237 | PA      | $78881.30      | 0.00%             | 2026-07-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4612                                           | FHLMC_4612                                                              | CUSIP: 3137BRS22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7002489 | PA      | $5755737.02    | 0.06%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4627                                           | FHLMC_4627                                                              | CUSIP: 3137BSBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1803884 | PA      | $95766.02      | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC.                                        | DICKS SPORTING GOODS INC.                                               | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $1824207.63    | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                      | DIGICEL LTD                                                             | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1300000 | PA      | $494903.14     | 0.00%             | 2023-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09             | GNMA_22-H09                                                             | CUSIP: 38382YRP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3534639 | PA      | $3499632.58    | 0.03%             | 2072-04-20      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-186             | GNMA_21-186                                                             | CUSIP: 38383CV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12724366 | PA      | $786902.76     | 0.01%             | 2063-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K058                                                              | CUSIP: 3137BSP98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2360400 | PA      | $65589.61      | 0.00%             | 2026-08-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS (BERMUDA) LTD                                   | DIGICEL HOLDINGS (BERMUDA) LTD                                          | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2425000 | PA      | $2125993.18    | 0.02%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS (BERMUDA) LTD                                   | DIGICEL INTL FINANCE LTD                                                | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     700000 | PA      | $610212.18     | 0.01%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS (BERMUDA) LTD                                   | DIGICEL INTL FIN/DIGICEL HOLDINGS                                       | CUSIP: 25381XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     831537 | PA      | $528026.44     | 0.01%             | 2025-12-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS (BERMUDA) LTD                                   | DIGICEL HOLDINGS (BERMUDA) LTD                                          | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $252550.43     | 0.00%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F1UE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     647145 | PA      | $608096.70     | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F1UF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40271 | PA      | $37705.45      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP 05 LTD                                             | DIGICEL GROUP 0.5 LTD PIK                                               | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     103826 | PA      | $32126.01      | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP 05 LTD                                             | DIGICEL GROUP 0.5 LTD                                                   | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      18094 | PA      | $1628.46       | 0.00%             | 2049-12-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-133             | GNMA_22-132                                                             | CUSIP: 38383T8X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11049578 | PA      | $593593.27     | 0.01%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC.                                             | GRAY TELEVISION INC                                                     | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1204507.47    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Digital Rlty                                                     | DIGITAL REALTY TRUST LP                                                 | CUSIP: 25389JAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8180000 | PA      | $8204722.66    | 0.08%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                    | DISCOVER BANK                                                           | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5457530.71    | 0.05%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                    | DISCOVER BANK/GREENWOOD DE                                              | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     789000 | PA      | $751309.71     | 0.01%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                   | WALT DISNEY CO                                                          | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1116705.94    | 0.01%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                      | DISCOVER FINANCIAL SERVICES                                             | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1455576.40    | 0.01%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                            | CUSIP: 25470DBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1063000 | PA      | $835327.02     | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FINANCE 2020 LP                             | GREAT-WEST LIFECO US FINANCE 2020                                       | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3725810.10    | 0.04%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO LTD GRNPK_18-1A                               | GRNPK_18-1A                                                             | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $14704320.00   | 0.15%             | 2031-04-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     840171 | PA      | $785470.02     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FECL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     159859 | PA      | $149542.95     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                | GREYSTAR REAL ESTATE PARTNERS LLC                                       | CUSIP: 39807UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2112863.99    | 0.02%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_18-2A                                     | GWOLF_18-2A                                                             | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6134987.50    | 0.06%             | 2031-10-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                            | CUSIP: 25470DBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2636000 | PA      | $1685732.70    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1899999.96    | 0.02%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FEDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     684573 | PA      | $641038.70     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2016655 | PA      | $1894950.87    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FNHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      53434 | PA      | $49986.15      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FPU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2386734 | PA      | $2331358.13    | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_20-3RA                                    | GWOLF_20-3RA                                                            | CUSIP: 39809CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6324636.50    | 0.06%             | 2033-04-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2            | GREYSTONE COMM CAPITAL TRUST                                            | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8832000.00    | 0.09%             | 2025-05-31      | Variable      | 6.16%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2039000 | PA      | $1703082.23    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $920822.01     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST GCC_21-3                      | GRCCT_21-3                                                              | CUSIP: 39810EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8368034.10    | 0.08%             | 2023-08-17      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                     | GRIFFON CORPORATION                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     525000 | PA      | $488308.39     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | DIVERSIFIED HEALTHCARE TRUST                                            | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1545209.24    | 0.02%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | DIVERSIFIED HEALTHCARE TRUST                                            | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1045415.75    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    4585000 | PA      | $3899708.57    | 0.04%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 25714PCV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     100000 | PA      | $99949.09      | 0.00%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 25714PDZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1349191.44    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     628000 | PA      | $536457.21     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4007000 | PA      | $3796737.44    | 0.04%             | 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        |    7131000 | PA      | $6548015.58    | 0.06%             | 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        |    4844000 | PA      | $3502273.09    | 0.03%             | 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        |     137000 | PA      | $125634.10     | 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        |     597000 | PA      | $508279.12     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2829591.36    | 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        |    1692000 | PA      | $1470696.67    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3198016.48    | 0.03%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1337211.58    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1790897.72    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRK TRUST TRK_22-INV2                                            | TRK_22-INV2                                                             | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6134267 | PA      | $5790237.97    | 0.06%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY TIA_16-1A                         | TIA_16-1A                                                               | CUSIP: 87271LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6750000 | PA      | $6583045.50    | 0.06%             | 2031-07-20      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                         | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1676282 | PA      | $1675870.56    | 0.02%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140GYK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      73741 | PA      | $68982.53      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TTX CO                                                           | TTX COMPANY                                                             | CUSIP: 87305QCH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1566929.76    | 0.02%             | 2025-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TTX CO                                                           | TTX COMPANY                                                             | CUSIP: 87305QCP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     909000 | PA      | $939407.13     | 0.01%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                             | GRIFOLS USA INC TLB 2.5                                                 | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1853536 | PA      | $1793036.49    | 0.02%             | 2027-11-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU                                               | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $836525.67     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELL_21-1A                                                       | BELL_21-1A                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2475000 | PA      | $2080151.62    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN                                        | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     142000 | PA      | $128932.05     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                                | CUSIP: 3140HXWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2437842.51    | 0.02%             | 2035-03-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                                | CUSIP: 3140HXWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3495000 | PA      | $2477067.34    | 0.02%             | 2040-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN                                        | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1898976.53    | 0.02%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                           | TAMPA ELECTRIC CO                                                       | CUSIP: 875127BC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     434000 | PA      | $365615.98     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | GULF POWER CO                                                           | CUSIP: 402479CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1214216.20    | 0.01%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC                                              | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $4633923.70    | 0.05%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                           | TAMPA ELECTRIC COMPANY                                                  | CUSIP: 875127BL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2114682.01    | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                     | TAPESTRY INC                                                            | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $867129.12     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3036609 | PA      | $2741808.05    | 0.03%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4003095 | PA      | $3314974.37    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1659419.19    | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2895877.91    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17947903 | PA      | $14817552.48   | 0.15%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11512611 | PA      | $9501891.37    | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                                | CUSIP: 3140LDHD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6595000 | PA      | $5131120.18    | 0.05%             | 2033-09-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                                | CUSIP: 3140LGDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10500000 | PA      | $9171178.28    | 0.09%             | 2037-06-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4674145 | PA      | $3888464.03    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1912809 | PA      | $1588916.71    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3805441 | PA      | $3297144.51    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2915289 | PA      | $2423908.43    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3111006.40    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     679000 | PA      | $652979.48     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3699638 | PA      | $3314531.43    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3634671 | PA      | $3247883.72    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4864180 | PA      | $4751053.06    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     506635 | PA      | $473122.91     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     829128 | PA      | $821740.54     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3695327 | PA      | $3442001.35    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9014344 | PA      | $7809083.38    | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2831854 | PA      | $2346654.23    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP                                             | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     837000 | PA      | $800357.67     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORPORATION                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     526000 | PA      | $371339.22     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4827011 | PA      | $4192817.75    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7759913 | PA      | $6751886.09    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORP                                                             | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1212896.03    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     383000 | PA      | $370617.81     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3624102.75    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3530270.67    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1869660.64    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1114000 | PA      | $972086.43     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1891401.86    | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4036075.73    | 0.04%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3980000 | PA      | $2789353.99    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LTD                                               | TECK RESOURCES LTD                                                      | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     669000 | PA      | $637085.15     | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LTD                                               | TECK RESOURCES LTD                                                      | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     574000 | PA      | $503901.14     | 0.00%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL SA                                        | TELECOM ITALIA CAPITAL                                                  | CUSIP: 87927VAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1550000 | PA      | $1304817.67    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                          | SCRT_18-3                                                               | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     306487 | PA      | $273169.83     | 0.00%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2832168.52    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3874000 | PA      | $3355017.15    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1241276.32    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1535865.77    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                          | SCRT_18-4                                                               | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     253457 | PA      | $225783.99     | 0.00%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                          | SCRT_19-1                                                               | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1044641 | PA      | $933929.97     | 0.01%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELOS CLO LTD TELOS_13-4A                                        | TELOS_13-4A                                                             | CUSIP: 87974HAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11056066 | PA      | $10875012.35   | 0.11%             | 2030-01-17      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | TEMPO ACQUISITION LLC/TEMPO FIN                                         | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1538977.05    | 0.02%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC                                          | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $951474.92     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                             | TENCENT HOLDINGS LTD                                                    | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2760000 | PA      | $1926689.18    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     535000 | PA      | $523526.15     | 0.01%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1873927.30    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2844725.67    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1188093.50    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1023343.91    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TVA PRIN STRIP                                                          | CUSIP: 88059FCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     445000 | PA      | $406649.22     | 0.00%             | 2024-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3729571 | PA      | $3118343.65    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14931322 | PA      | $12810848.51   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK TCB_21-NOTE                                   | TCB_21                                                                  | CUSIP: 88225GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7340000 | PA      | $7040521.03    | 0.07%             | 2024-09-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA ENERGY CORP TLB3 1.75                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     281262 | PA      | $278770.39     | 0.00%             | 2025-12-31      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                           | TEXAS HEALTH RESOURCES                                                  | CUSIP: 882484AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $597839.02     | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                                                   | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     696000 | PA      | $652411.40     | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                                                   | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     916000 | PA      | $821798.78     | 0.01%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY SURFACE TRANSPORTATION CORP               | Texas Private Activity Bond Surface Transportation Corp                 | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     875000 | PA      | $674164.84     | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7660637 | PA      | $6599554.67    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QN6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4807829 | PA      | $4278353.31    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3476538 | PA      | $2867097.44    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14237177 | PA      | $11808736.23   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1374337.30    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2432558.05    | 0.02%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18025108 | PA      | $14871163.42   | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3932434 | PA      | $3372345.80    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A                   | TMCL_21-2A                                                              | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3842672 | PA      | $3281570.64    | 0.03%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                      | TEXTRON INC                                                             | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     665000 | PA      | $658121.11     | 0.01%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2781000 | PA      | $2551633.97    | 0.03%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     877000 | PA      | $770236.00     | 0.01%             | 2049-12-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     573000 | PA      | $554891.07     | 0.01%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1148000 | PA      | $1069166.73    | 0.01%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                      | TEXTRON INC                                                             | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     289000 | PA      | $281763.19     | 0.00%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     539000 | PA      | $544057.72     | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3843004 | PA      | $3198241.70    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17847171 | PA      | $14766396.74   | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1379000 | PA      | $1249172.43    | 0.01%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     604000 | PA      | $544370.31     | 0.01%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SCRT_19-2                                            | SCRT_19-2                                                               | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     192767 | PA      | $172450.72     | 0.00%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SCRT_19-3                                            | SCRT_19-3                                                               | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      62860 | PA      | $56242.36      | 0.00%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3673972.14    | 0.04%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                   | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $226480.42     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11579000 | PA      | $9620123.95    | 0.09%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4447000 | PA      | $3811903.25    | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR STACR_22-HQA2                                | STACR_22-HQA2                                                           | CUSIP: 35564KB65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1905503.20    | 0.02%             | 2042-07-25      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                                                           | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11700000 | PA      | $10745258.94   | 0.11%             | 2033-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                   | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3442604.25    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                   | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7444000 | PA      | $6367223.17    | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO (THE)                                           | TOLEDO EDISON COMPANY (THE)                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     951000 | PA      | $1001616.81    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     977000 | PA      | $745570.55     | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SA DE CV                           | TOTAL PLAY TELECOMUNICACIONES SA                                        | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1270000 | PA      | $907960.45     | 0.01%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                | TRACTOR SUPPLY COMPANY                                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3023950.98    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                                                           | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $4896871.20    | 0.05%             | 2033-08-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA2                      | STACR_21-DNA2                                                           | CUSIP: 35564KDB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $966299.70     | 0.01%             | 2033-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6976982 | PA      | $5752510.63    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4871196 | PA      | $4622091.77    | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TJV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $359330.45     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TKD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1102075.15    | 0.01%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TKJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3227000 | PA      | $3206692.62    | 0.03%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TKL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7318982.14    | 0.07%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                    | TPC GROUP INC                                                           | CUSIP: 89236YAC8<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |     246422 | PA      | $242725.67     | 0.00%             | 2024-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X53W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     564652 | PA      | $524437.66     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X5WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2403908 | PA      | $2147395.60    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3                      | STACR_22-HQA3                                                           | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1843751.00    | 0.02%             | 2042-08-25      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3                      | STACR_21-DNA3                                                           | CUSIP: 35564KFG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2025000 | PA      | $1792050.08    | 0.02%             | 2033-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                      | STACR_22-DNA6                                                           | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $5965242.60    | 0.06%             | 2042-09-25      | Variable      | 9.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                                                           | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1241803 | PA      | $1213206.43    | 0.01%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2898114 | PA      | $2518293.55    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     813033 | PA      | $727194.23     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC  STCR_21-HQA3                                        | STACR_21-HQA3                                                           | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3810000 | PA      | $3279847.26    | 0.03%             | 2041-09-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC  STCR_21-HQA3                                        | STACR_21-HQA3                                                           | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1220000 | PA      | $1005024.41    | 0.01%             | 2041-09-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                      | STACR_21-DNA6                                                           | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1797666.80    | 0.02%             | 2041-10-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                      | STACR_21-DNA7                                                           | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     960000 | PA      | $890400.00     | 0.01%             | 2041-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                      | STACR_21-DNA7                                                           | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710000 | PA      | $638928.79     | 0.01%             | 2041-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                      | STACR_21-HQA4                                                           | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2553943.80    | 0.03%             | 2041-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                      | STACR_21-HQA4                                                           | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $4973546.40    | 0.05%             | 2041-12-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1                      | STACR_22-DNA1                                                           | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1762090.60    | 0.02%             | 2042-01-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2610427 | PA      | $2176608.77    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1817843 | PA      | $1570120.30    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4664585 | PA      | $4025147.17    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4699060 | PA      | $4060975.11    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1                      | STACR_22-DNA1                                                           | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2578263.30    | 0.03%             | 2042-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                      | STACR_22-DNA3                                                           | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3940000 | PA      | $3767856.67    | 0.04%             | 2042-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1150913 | PA      | $957825.18     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     960549 | PA      | $798162.58     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18226417 | PA      | $15682106.34   | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA5                      | STACR_22-DNA5                                                           | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3094116.00    | 0.03%             | 2042-06-25      | Variable      | 10.27%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA1                      | STACR_20-HQA1                                                           | CUSIP: 35565JAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50584 | PA      | $49678.42      | 0.00%             | 2050-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                    | STACR_20-DNA2                                                           | CUSIP: 35565KAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1313941 | PA      | $1303901.48    | 0.01%             | 2050-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                    | STACR_20-DNA2                                                           | CUSIP: 35565KBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2510839.62    | 0.02%             | 2050-02-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA2                      | STACR_20-HQA2                                                           | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1478579 | PA      | $1475890.27    | 0.01%             | 2050-03-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-HQA3                      | STACR_20-HQA3                                                           | CUSIP: 35565MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       1822 | PA      | $1822.30       | 0.00%             | 2050-07-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                                                           | CUSIP: 35565TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5331516 | PA      | $5269823.75    | 0.05%             | 2050-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                                                           | CUSIP: 35565TBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1805000 | PA      | $1654723.10    | 0.02%             | 2050-11-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                                                    | CUSIP: 26884TAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1689000 | PA      | $1607447.97    | 0.02%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                                                    | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2394498.38    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                                                    | CUSIP: 26884TAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3189431.75    | 0.03%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                                                    | CUSIP: 26884TAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1041000 | PA      | $803075.88     | 0.01%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                    | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4710139.25    | 0.05%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                    | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1086415.74    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_19-1                                           | EMIR_19-1                                                               | CUSIP: 269822AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     493283 | PA      | $475422.66     | 0.00%             | 2029-04-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_21-2                                           | EMIR_21-2                                                               | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1439267.10    | 0.01%             | 2034-04-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                        | FRESENIUS MEDICAL CARE US FIN III                                       | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3249084.93    | 0.03%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     269000 | PA      | $239396.66     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2F1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2154683.12    | 0.02%             | 2023-12-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2G9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5780000 | PA      | $5103827.57    | 0.05%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO            | GE CAPITAL INTERNATIONAL FUNDING                                        | CUSIP: 36164QNA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1847000 | PA      | $1742140.83    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                 | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1005921.79    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-1                                             | GCAT_21-1                                                               | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6749117 | PA      | $6093765.92    | 0.06%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1132892 | PA      | $1071115.65    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1073263 | PA      | $1014728.44    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4580687 | PA      | $4301243.72    | 0.04%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     627988 | PA      | $574465.38     | 0.01%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1135479 | PA      | $1152921.13    | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                  | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2250393 | PA      | $2162751.03    | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21760473 | PA      | $18664178.65   | 0.18%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1567405 | PA      | $1483808.95    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2456047 | PA      | $2251279.00    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | EASTMAN CHEMICAL COMPANY                                                | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $2070014.46    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CDO LTD 19-1A                                        | EATON_19-1A                                                             | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4670000 | PA      | $4568385.47    | 0.05%             | 2031-04-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7516415 | PA      | $6755476.96    | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3754699 | PA      | $3374569.80    | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                         | EBAY INC                                                                | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3603638.06    | 0.04%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                       | ECOLAB INC                                                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     333000 | PA      | $209542.20     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1981618 | PA      | $1868666.57    | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2061060 | PA      | $1882401.52    | 0.02%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4307329 | PA      | $4017597.57    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1183089 | PA      | $1093699.40    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 SF 30YR                                                           | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1058617 | PA      | $997949.69     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1861727 | PA      | $1703915.10    | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4806281 | PA      | $4460880.10    | 0.04%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13095665 | PA      | $11285078.06   | 0.11%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3361093 | PA      | $3334854.48    | 0.03%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                       | ECOLAB INC                                                              | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4475961.42    | 0.04%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1362000 | PA      | $1352244.57    | 0.01%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20086897 | PA      | $17264595.98   | 0.17%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14306872 | PA      | $12259376.00   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2200000 | PA      | $1966908.20    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                                                    | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    7795000 | PA      | $7654001.00    | 0.08%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2914078.96    | 0.03%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13941829 | PA      | $12349183.86   | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3759981 | PA      | $3335557.50    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                                                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2269228.25    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDUCATIONAL SERVICES OF AMERICA                                  | EDUSA_12-2                                                              | CUSIP: 28137QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355616 | PA      | $354704.76     | 0.00%             | 2039-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ELAB_13-1                                                        | ELAB_13-1                                                               | CUSIP: 28140DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2518792 | PA      | $2488341.42    | 0.02%             | 2032-04-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                          | EIG PEARL HOLDINGS SARL                                                 | CUSIP: 28249NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     900000 | PA      | $750876.18     | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1402187.76    | 0.01%             | 2023-02-23      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1395005.93    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6001290 | PA      | $5496959.60    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14940830 | PA      | $12319029.31   | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11330000 | PA      | $9964070.61    | 0.10%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12585000 | PA      | $10166729.45   | 0.10%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23947849 | PA      | $20502331.36   | 0.20%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5738639 | PA      | $5259954.60    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   19430000 | PA      | $15368385.06   | 0.15%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2509899.04    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1938102.97    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $7240658.36    | 0.07%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   48680653 | PA      | $41676542.80   | 0.41%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5303219 | PA      | $5163992.82    | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    2795000 | PA      | $2662216.43    | 0.03%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_17-6A                                     | AWPT_17-6A                                                              | CUSIP: 28622PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1866065 | PA      | $1838315.17    | 0.02%             | 2029-07-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6628826 | PA      | $6602738.57    | 0.07%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GEB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242581 | PA      | $247017.46     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4261009.79    | 0.04%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1662218.23    | 0.02%             | 2049-12-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GFTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107167 | PA      | $107554.87     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50964 | PA      | $49735.11      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1991927.85    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                   | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4004223.25    | 0.04%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GMDH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1550965 | PA      | $1532474.02    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR  LTV >125                                               | CUSIP: 3132H7DU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2392040 | PA      | $2253910.97    | 0.02%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOOD_21-3CS                                                      | GOOD_21-3CS                                                             | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3044668 | PA      | $2178739.13    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67              | GNMA_09-67                                                              | CUSIP: 38373AZP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1978232 | PA      | $1982445.56    | 0.02%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON CLO I LTD ECLO_17-2A                                   | ECLO_17-2A                                                              | CUSIP: 28852EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6356218 | PA      | $6295376.10    | 0.06%             | 2029-02-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD ELMW2_19-2A                                   | ELMW2_19-2A                                                             | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   27250000 | PA      | $26493540.00   | 0.26%             | 2034-04-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-60              | GNMA_03-60                                                              | CUSIP: 38374BKX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      27789 | PA      | $27010.78      | 0.00%             | 2033-05-16      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| GNMA_03-72                                                       | GNMA_03-72                                                              | CUSIP: 38374BQR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338282 | PA      | $330598.17     | 0.00%             | 2045-11-16      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD ELMW7_20-4A                                  | ELMW7_20-4A                                                             | CUSIP: 29002QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1965968.00    | 0.02%             | 2034-01-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                   | EMBRAER NETHERLANDS BV                                                  | CUSIP: 29082HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     780000 | PA      | $755305.31     | 0.01%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_06-37                                                              | CUSIP: 38374DBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     567442 | PA      | $704154.89     | 0.01%             | 2036-07-20      | Variable      | 16.03%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45              | GNMA_05-45                                                              | CUSIP: 38374LFS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1559802 | PA      | $1681414.78    | 0.02%             | 2035-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                     | EMBECTA CORP                                                            | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1281572.49    | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                          | EMPIRE COMMUNITIES CORP                                                 | CUSIP: 29163VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4225000 | PA      | $3724869.68    | 0.04%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55              | GNMA_09-55                                                              | CUSIP: 38374VMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1779447 | PA      | $1798725.40    | 0.02%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H14                                                             | CUSIP: 38375B3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     647626 | PA      | $640969.88     | 0.01%             | 2063-06-20      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132HL3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1405473 | PA      | $1374360.93    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_353                                            | FHLMC_353                                                               | CUSIP: 3132J0LM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6118655 | PA      | $5645150.12    | 0.06%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H17                                                             | CUSIP: 38375B3Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     166399 | PA      | $165310.98     | 0.00%             | 2063-07-20      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H19             | GNMA_13-H19                                                             | CUSIP: 38375B5N8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1085090 | PA      | $1078808.20    | 0.01%             | 2063-08-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO EN                                 | EMPRESA NACIONAL DEL PETROLEO ENAP                                      | CUSIP: 29245JAL6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     450000 | PA      | $434939.89     | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1213000 | PA      | $1088109.73    | 0.01%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1056000 | PA      | $1023363.42    | 0.01%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1056000 | PA      | $1035646.31    | 0.01%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR CASH ISSUANCE                                           | CUSIP: 3132L8QW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     715529 | PA      | $695622.80     | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR CASH ISSUANCE                                           | CUSIP: 3132L9Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570448 | PA      | $566163.29     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H18                                                      | GNMA_13-H18                                                             | CUSIP: 38375B7F3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     209565 | PA      | $208258.96     | 0.00%             | 2063-07-20      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17             | GNMA_10-H17                                                             | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4126 | PA      | $3970.13       | 0.00%             | 2060-07-20      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $260568.58     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     134000 | PA      | $121572.37     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26             | GNMA_10-H26                                                             | CUSIP: 38375BGS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     182468 | PA      | $180580.41     | 0.00%             | 2058-08-20      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H02                                                      | GNMA_13-H02                                                             | CUSIP: 38375BH21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     118114 | PA      | $116608.10     | 0.00%             | 2062-12-20      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132VLMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3229731 | PA      | $3109202.65    | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WGW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     917515 | PA      | $863112.10     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05            | GNMA_13-H05                                                             | CUSIP: 38375BL75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       1882 | PA      | $1834.50       | 0.00%             | 2062-02-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     152527 | PA      | $150988.67     | 0.00%             | 2063-03-20      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1899801.01    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1143830.64    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     909096 | PA      | $896618.19     | 0.01%             | 2063-03-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H20             | GNMA_12-H20                                                             | CUSIP: 38375BVQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      82082 | PA      | $81431.96      | 0.00%             | 2062-09-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8685768 | PA      | $8134443.45    | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9651334 | PA      | $9027723.46    | 0.09%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                          | ENERSYS                                                                 | CUSIP: 29275YAB8<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199147.44     | 0.00%             | 2023-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2370000 | PA      | $2084057.72    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     622064 | PA      | $585408.69     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6704593 | PA      | $6279072.81    | 0.06%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                             | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       2261 | PA      | $2233.15       | 0.00%             | 2061-05-20      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                             | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       2015 | PA      | $1989.22       | 0.00%             | 2061-05-20      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1660762 | PA      | $1610104.65    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1437633 | PA      | $1396448.37    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 29278GBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     888000 | PA      | $947079.40     | 0.01%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 29278GBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     911000 | PA      | $1013114.55    | 0.01%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H25             | GNMA_12-H25                                                             | CUSIP: 38375BXY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      26379 | PA      | $26205.12      | 0.00%             | 2061-12-20      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| GNMA_14-H05                                                      | GNMA_14-H05                                                             | CUSIP: 38375UDR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4349323 | PA      | $182967.33     | 0.00%             | 2064-02-20      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     646000 | PA      | $599317.53     | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                             | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $970010.11     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2553917 | PA      | $2400542.57    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1670522 | PA      | $1567440.75    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     950000 | PA      | $896121.60     | 0.01%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER OPERATING LP                                            | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1883911.65    | 0.02%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER OPERATING LP                                            | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2481000 | PA      | $2491004.96    | 0.02%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER OPERATING LP                                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1758105.66    | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3461429.62    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H14                                                             | CUSIP: 38375ULS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4917100 | PA      | $204035.05     | 0.00%             | 2064-06-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H20                                                             | CUSIP: 38375UQW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1977824 | PA      | $108107.87     | 0.00%             | 2064-10-20      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2380                                           | FHLMC_2380                                                              | CUSIP: 31339GVP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      94088 | PA      | $93737.41      | 0.00%             | 2031-11-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10177050 | PA      | $8772421.22    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                         | ENEL FINANCE AMERICA LLC                                                | CUSIP: 29280HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     276000 | PA      | $285900.97     | 0.00%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     348000 | PA      | $293118.83     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8327117 | PA      | $7165265.85    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4312716 | PA      | $3853768.41    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3366035.26    | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     801000 | PA      | $639747.44     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2676222 | PA      | $2386451.19    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4732506 | PA      | $4090111.21    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERARC ESCROW SARL                                              | EVERARC ESCROW SARL                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     300000 | PA      | $239924.09     | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HOLDINGS INC                                 | EVEREST REINSURANCE HOLDINGS INC                                        | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5665000 | PA      | $3625737.32    | 0.04%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                   | CUSIP: 29364WAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2191188.02    | 0.02%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                   | CUSIP: 29364WBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1026000 | PA      | $930225.09     | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5M74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2674218 | PA      | $2389641.26    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2126221 | PA      | $1832666.24    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-38              | GNMA_11-38                                                              | CUSIP: 38376GL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1364440 | PA      | $11918.25      | 0.00%             | 2053-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104             | GNMA_09-104                                                             | CUSIP: 38376JJZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1439700 | PA      | $1448487.18    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H22                                                             | CUSIP: 38376RGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2006347 | PA      | $83695.15      | 0.00%             | 2065-09-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                                             | CUSIP: 38376RJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     159501 | PA      | $158655.12     | 0.00%             | 2065-08-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                                                       | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     348000 | PA      | $330236.85     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                                                    | CUSIP: 29366MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     941000 | PA      | $793249.12     | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-H03                                                             | CUSIP: 38376RQ33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2350079 | PA      | $2336102.57    | 0.02%             | 2066-06-20      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04             | GNMA_17-H04                                                             | CUSIP: 38376RT63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        464 | PA      | $456.00        | 0.00%             | 2066-12-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3525290 | PA      | $3038775.46    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4801376 | PA      | $4290429.35    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-52                                                              | CUSIP: 38376UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3215661 | PA      | $543929.65     | 0.01%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68              | GNMA_17-68                                                              | CUSIP: 38376UT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1319612 | PA      | $213068.45     | 0.00%             | 2047-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3840445 | PA      | $3305768.71    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2907851 | PA      | $2503719.78    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31              | GNMA_10-31                                                              | CUSIP: 38376XF40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7268051 | PA      | $409122.23     | 0.00%             | 2040-03-20      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | EVERGY METRO INC                                                        | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     572000 | PA      | $475918.34     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     662000 | PA      | $588931.76     | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     752000 | PA      | $662901.86     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1225360.39    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4615575 | PA      | $4109398.63    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13724393 | PA      | $11320658.07   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2651811.98    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $898179.33     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9050759 | PA      | $7478293.99    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8941813 | PA      | $7386766.76    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                                                    | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $133154.25     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                                                    | CUSIP: 29366MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317000 | PA      | $227203.06     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7782124 | PA      | $6698655.33    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7425051 | PA      | $6389032.75    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4                    | EART_21-4A                                                              | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4103569.65    | 0.04%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                                                              | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1156453 | PA      | $1144140.50    | 0.01%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                    | EART_21-3A                                                              | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2587979.06    | 0.03%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A                   | EART_20-3A                                                              | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     357475 | PA      | $352371.38     | 0.00%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12606693 | PA      | $10816378.03   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_368                                         | FHLMC_368                                                               | CUSIP: 3133Q4J91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5010868 | PA      | $655255.11     | 0.01%             | 2048-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A                   | EART_20-3A                                                              | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $382007.32     | 0.00%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                    | EART_22-3A                                                              | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3815000 | PA      | $3748926.87    | 0.04%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC_2060                                                       | FHLMC_2060                                                              | CUSIP: 3133TDSX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      57436 | PA      | $58947.55      | 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        |      54237 | PA      | $55943.46      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5A                   | EART_22-5A                                                              | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4890000 | PA      | $4867844.88    | 0.05%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-1                    | EART_22-1A                                                              | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2418439.92    | 0.02%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                                                                    | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     295000 | PA      | $217350.13     | 0.00%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_98-17                                            | FNMA_98-17                                                              | CUSIP: 31359TCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      44047 | PA      | $44011.48      | 0.00%             | 2028-04-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | ENTERGY MISSISSIPPI LLC                                                 | CUSIP: 29366WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1178000 | PA      | $916571.14     | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                          | EFF_22-3                                                                | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1145194.36    | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31365EJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2430 | PA      | $2463.20       | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31368JCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $12.28         | 0.00%             | 2024-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-87                                            | FNMA_11-87                                                              | CUSIP: 3136A03G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7000000 | PA      | $6958524.30    | 0.07%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     750000 | PA      | $626758.72     | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EART_20-2A                                                       | EART_20-2A                                                              | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     566471 | PA      | $563122.39     | 0.01%             | 2025-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                | EXPEDIA GROUP INC                                                       | CUSIP: 30212PAS4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1107899.74    | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     850000 | PA      | $762827.38     | 0.01%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                                          | PETVET CARE CENTERS LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     128040 | PA      | $118276.95     | 0.00%             | 2025-02-14      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA                                             | CUSIP: 30216JAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     860000 | PA      | $807161.30     | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA                                             | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    1025000 | PA      | $956929.63     | 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: N/A                  | Long             | DBT              | NUSS              | IN        |    1030000 | PA      | $828468.69     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Extra SpStrg                                                     | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3369000 | PA      | $2582034.31    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra SpStrg                                                     | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1241212.31    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                                                              | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2928577 | PA      | $2768232.12    | 0.03%             | 2038-07-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492185.87     | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1130488.84    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2610969 | PA      | $2545695.19    | 0.03%             | 2028-02-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 3.25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1686524 | PA      | $1657364.42    | 0.02%             | 2026-04-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2127535.88    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORPORATION                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     340000 | PA      | $274840.44     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1249469.47    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     324000 | PA      | $290009.00     | 0.00%             | 2077-08-16      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                  | CSC SERVICEWORKS TLB 4.0                                                | CUSIP: 000000000<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     729272 | PA      | $650568.64     | 0.01%             | 2028-03-04      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                                     | HORIZON THERAPEUTICS TLB2 2.0                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1056388 | PA      | $1044503.26    | 0.01%             | 2028-03-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                                                     | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3205044.36    | 0.03%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     773000 | PA      | $726609.17     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                     | REALPAGE INC TLB 3.25                                                   | CUSIP: 000000000<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     134660 | PA      | $128685.09     | 0.00%             | 2028-04-24      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                 | INGRAM MICRO TLB 3.5                                                    | CUSIP: 000000000<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     298142 | PA      | $293389.52     | 0.00%             | 2028-06-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO TLB 3.0                                                    | CUSIP: 000000000<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    3304759 | PA      | $3268406.58    | 0.03%             | 2028-06-02      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC                                              | MICHAELS STORES INC TLB 4.25                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1975000 | PA      | $1488379.75    | 0.01%             | 2028-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1828566.69    | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1103449.25    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC TLB 3.75                                            | CUSIP: 000000000<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    1085092 | PA      | $1069976.47    | 0.01%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                          | JAZZ PHARMACEUTICALS TLB 3.5                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    1210777 | PA      | $1200183.06    | 0.01%             | 2028-05-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT INC TLB 3.25                                                 | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     160251 | PA      | $153991.66     | 0.00%             | 2028-08-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| INDIGO MERGER SUB INC                                            | INDIGO MERGER SUB INC TLB 2.5                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98194 | PA      | $97646.93      | 0.00%             | 2028-07-03      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2201000 | PA      | $1802798.73    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FRETE_21-ML08             | FRETE_21-ML08                                                           | CUSIP: 30318LAK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7824104 | PA      | $1177173.99    | 0.01%             | 2037-07-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.5                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     394115 | PA      | $391919.41     | 0.00%             | 2028-07-03      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV FINANCING LLC TLB 5.75                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1319500 | PA      | $1261917.02    | 0.01%             | 2027-08-02      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                      | CUSIP: 30321L2C5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3073038.47    | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                      | CUSIP: 30321L2E1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4390508.02    | 0.04%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HOLDINGS LTD                                          | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $5107764.63    | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HOLDINGS LTD                                          | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1640000 | PA      | $1544903.88    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_18-C06              | CAS_18-C06                                                              | CUSIP: 30711X3H5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2725884 | PA      | $2684995.73    | 0.03%             | 2031-03-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_18-C06              | CAS_18-C06                                                              | CUSIP: 30711X5R1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1656084 | PA      | $1647803.53    | 0.02%             | 2031-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                          | EQUATE PETROCHEMICAL BV                                                 | CUSIP: 29441WAD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     700000 | PA      | $603989.63     | 0.01%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA                                                             | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     826000 | PA      | $753368.09     | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     453000 | PA      | $373327.34     | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MOZART BORROWER LP                                               | MEDLINE TLB 3.25                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     497500 | PA      | $471933.48     | 0.00%             | 2028-10-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CA                                 | CAS_15-C02                                                              | CUSIP: 30711XAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     759088 | PA      | $761934.24     | 0.01%             | 2025-05-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CA                                 | CAS_15-C03                                                              | CUSIP: 30711XBB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     141265 | PA      | $144355.06     | 0.00%             | 2025-07-25      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                  | TRANS UNION LLC TLB6 2.25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     275623 | PA      | $270730.56     | 0.00%             | 2028-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| PREPAID LEGAL SERVICES INC                                       | PREPAID LEGAL SERVICES INC                                              | CUSIP: 000000000<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |     505239 | PA      | $486712.35     | 0.00%             | 2028-12-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_15-C04                         | CAS_15-C04                                                              | CUSIP: 30711XBF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1242500 | PA      | $1307731.34    | 0.01%             | 2028-04-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_15-C04                         | CAS_15-C04                                                              | CUSIP: 30711XBH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1147950 | PA      | $1178083.32    | 0.01%             | 2028-04-25      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | II-VI INC TLB 2.75                                                      | CUSIP: 000000000<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     146106 | PA      | $144371.41     | 0.00%             | 2029-07-02      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                       | NAKED JUICE LLC 1ST LN 3.25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1560726 | PA      | $1467082.10    | 0.01%             | 2029-01-24      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_17-C07              | CAS_17-C07                                                              | CUSIP: 30711XWX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1740144 | PA      | $1755625.29    | 0.02%             | 2030-05-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $826024.89     | 0.01%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                     | ATHENAHEALTH INC TL DD 3.5                                              | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |     251929 | PA      | $229507.76     | 0.00%             | 2029-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     161000 | PA      | $148815.94     | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1394603.40    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR17                                                     | WAMU_05-AR17                                                            | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2045083 | PA      | $1801166.24    | 0.02%             | 2045-12-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE GLOBAL FD                                      | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1281845.92    | 0.01%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE GLOBAL FU                                      | CUSIP: 29449WAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4185758.07    | 0.04%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAFE FLEET HOLDINGS LLC                                          | SAFE FLEET HOLDINGS LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     169797 | PA      | $163854.38     | 0.00%             | 2029-02-23      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI AQUA MERGER SUB INC TLB 4.0                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279993 | PA      | $265526.11     | 0.00%             | 2028-07-31      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI AQUA MERGER SUB INC DD 4.0                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63635 | PA      | $60346.85      | 0.00%             | 2028-07-31      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC TLB 3.0                                                    | CUSIP: 000000000<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |     450000 | PA      | $445810.50     | 0.00%             | 2029-07-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR8                                                      | WAMU_03-AR8                                                             | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     232178 | PA      | $217956.96     | 0.00%             | 2033-08-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR2                                                      | WAMU_05-AR2                                                             | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     526720 | PA      | $502408.28     | 0.00%             | 2045-01-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR4                                                      | WAMU_04-AR4                                                             | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1692391 | PA      | $1570195.12    | 0.02%             | 2034-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR8                                                      | WAMU_05-AR8                                                             | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1866608 | PA      | $1686811.03    | 0.02%             | 2045-07-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR7                                                      | WAMU_04-AR7                                                             | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     806992 | PA      | $745664.40     | 0.01%             | 2034-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR9                                                      | WAMU_05-AR9                                                             | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     467548 | PA      | $422041.83     | 0.00%             | 2045-07-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $195665.15     | 0.00%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1          | WFMBS_20-1                                                              | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1912108 | PA      | $1428807.11    | 0.01%             | 2049-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS GROUP TLB 8.0                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     332160 | PA      | $312729.10     | 0.00%             | 2026-05-25      | Variable      | 11.89%                | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INC                                               | SCIENTIFIC GAMES TLB 3.0                                                | CUSIP: 000000000<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |     457643 | PA      | $448146.66     | 0.00%             | 2029-04-14      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY1                                                      | WAMU_07-HY1                                                             | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2346592 | PA      | $2083788.81    | 0.02%             | 2037-02-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3043930.19    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER INC                                  | VERACODE TL 4.75                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134000 | PA      | $126965.00     | 0.00%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                   | DTI HOLDCO INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      87961 | PA      | $81089.36      | 0.00%             | 2029-04-26      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                | WFCM_21-C59                                                             | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20551501 | PA      | $1730247.32    | 0.02%             | 2054-04-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C60                | WFCM_21-C60                                                             | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4129733 | PA      | $359415.60     | 0.00%             | 2054-08-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_22-C62                | WFCM_22-C62                                                             | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5330000 | PA      | $4856863.36    | 0.05%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61                | WFCM_21-C61                                                             | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7990000 | PA      | $6488750.91    | 0.06%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | WFRBS_14-C21                                                            | CUSIP: 92939FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $594655.74     | 0.01%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS_14-C24                                                     | WFRBS_14-C24                                                            | CUSIP: 92939KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509995 | PA      | $489230.73     | 0.00%             | 2047-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO GROUP HOLDINGS INC TLB 4.25                                        | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     305796 | PA      | $237585.14     | 0.00%             | 2027-03-09      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB CORP TLB 3.25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     139711 | PA      | $132236.77     | 0.00%             | 2027-05-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH2                        | CSMC_22-ATH2                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7065320 | PA      | $6699704.55    | 0.07%             | 2067-05-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                    | TPC GROUP INC DD                                                        | CUSIP: 000000000<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |      55954 | PA      | $55954.01      | 0.00%             | 2023-03-01      | Variable      | 13.91%                | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                    | WELLTOWER INC                                                           | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    8255000 | PA      | $6680678.38    | 0.07%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC WEN_18-1A                                     | WEN_18-1A                                                               | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     952500 | PA      | $844485.55     | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                               | CDK GLOBAL TLB 4.5                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482176 | PA      | $475984.73     | 0.00%             | 2029-07-06      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| DELTA 2 (LUX) SARL                                               | FORMULA 1 (DELTA 2 SARL) TLB 3.25                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      52090 | PA      | $51813.61      | 0.00%             | 2030-01-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP TLB 3.5                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     179945 | PA      | $174622.09     | 0.00%             | 2029-11-16      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                       | SOUTHERN GAS CORRIDOR CJSC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AZ        |     450000 | PA      | $460589.92     | 0.00%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $929129.35     | 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        |     746000 | PA      | $634301.26     | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     304000 | PA      | $305552.53     | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     426000 | PA      | $432550.51     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO EN                                 | EMPRESA NACIONAL DEL PETROLEO ENAP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     750000 | PA      | $706871.46     | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAZ AO                                                   | KAZTRANSGAS JSC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $180066.22     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                      | WSLT_06-1                                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4813283 | PA      | $4601748.75    | 0.05%             | 2040-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                                             | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     655000 | PA      | $648205.32     | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC WEN_19-1A                                     | WEN_19-1A                                                               | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3148125 | PA      | $2888280.65    | 0.03%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC WEN_21-1A                                     | WEN_21-1A                                                               | CUSIP: 95058XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2271250 | PA      | $1756155.71    | 0.02%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                             | WESTERN DIGITAL CORPORATION                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     490000 | PA      | $364169.68     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN MIDSTREAM OPERATING LP                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2021172.26    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | WESTERN UNION CO/THE                                                    | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3028645.55    | 0.03%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | WESTERN UNION CO/THE                                                    | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     140000 | PA      | $122100.00     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2                 | WLAKE_20-2A                                                             | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1145261 | PA      | $1131334.66    | 0.01%             | 2025-07-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3A                | WLAKE_20-3A                                                             | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $203604.66     | 0.00%             | 2025-11-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| LEMBAGA PEMBIAYAAN EKSPOR INDONESIA                              | LEMBAGA PEMBIAYAAN EKSPOR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1450000 | PA      | $1420031.39    | 0.01%             | 2024-04-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAUTILUS INKIA HOLDINGS LLC                                      | INKIA ENERGY LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     950000 | PA      | $898410.68     | 0.01%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                                             | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     818000 | PA      | $799302.57     | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                     | WALGREENS BOOTS ALLIANCE INC                                            | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5503035.27    | 0.05%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A                | WLAKE_21-2A                                                             | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2170000 | PA      | $2093435.89    | 0.02%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A                | WLAKE_21-2A                                                             | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1556931.59    | 0.02%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR5                                                      | WAMU_06-AR5                                                             | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     334434 | PA      | $305978.44     | 0.00%             | 2046-06-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| WMHE_07-HE1                                                      | WMHE_07-HE1                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3421111 | PA      | $1638146.53    | 0.02%             | 2037-01-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC S.A.                                            | INVERSIONES CMPC SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     600000 | PA      | $579219.22     | 0.01%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)                                         | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    2655000 | PA      | $2454076.53    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION RESOURCES INC                                                  | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     750000 | PA      | $694970.24     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY3                                                      | WAMU_07-HY3                                                             | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     406564 | PA      | $312796.79     | 0.00%             | 2037-03-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                 | WASH MULTIFAMILY ACQUISITION INC                                        | CUSIP: 93710WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $281502.93     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1688109.51    | 0.02%             | 2024-08-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5907000 | PA      | $5088466.83    | 0.05%             | 2049-12-31      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K059                                                              | CUSIP: 3137BSRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7039126 | PA      | $65468.09      | 0.00%             | 2026-09-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT COMPANY                                     | WASHINGTON GAS LIGHT COMPANY                                            | CUSIP: 93884PDY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     587000 | PA      | $440765.46     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR4                                                      | WAMU_06-AR4                                                             | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1195702 | PA      | $1017725.06    | 0.01%             | 2046-05-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1409442.25    | 0.01%             | 2049-12-31      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8156000 | PA      | $8159461.65    | 0.08%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PA                                  | FHLMC_K060                                                              | CUSIP: 3137BTAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25623505 | PA      | $75258.80      | 0.00%             | 2026-10-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4635                                           | FHLMC_4635                                                              | CUSIP: 3137BTKP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12269251 | PA      | $795981.13     | 0.01%             | 2046-12-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS WMALT_07-OC2        | WMALT_07-OC2                                                            | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1793964 | PA      | $1577994.66    | 0.02%             | 2037-06-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                            | WASTE CONNECTIONS INC                                                   | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     885000 | PA      | $621136.32     | 0.01%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DPABS_15-1A                                                      | DPABS_15-1A                                                             | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1880000 | PA      | $1786189.88    | 0.02%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LLC DPABS_18-1A                      | DPABS_18-1A                                                             | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $1348500.96    | 0.01%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-1A                | WLAKE_21-1A                                                             | CUSIP: 96043FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4960000 | PA      | $4866493.58    | 0.05%             | 2026-03-16      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3                 | WLAKE_21-3                                                              | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6225000 | PA      | $5854899.47    | 0.06%             | 2027-01-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_KW02                                                              | CUSIP: 3137BWFX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10610352 | PA      | $57448.69      | 0.00%             | 2026-12-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4682                                           | FHLMC_4682                                                              | CUSIP: 3137BXYK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3368708 | PA      | $3141423.91    | 0.03%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     646000 | PA      | $552143.41     | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                    | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5485000 | PA      | $5036413.94    | 0.05%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                    | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10190000 | PA      | $10488470.09   | 0.10%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2341720.95    | 0.02%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4698                                           | FHLMC_4698                                                              | CUSIP: 3137F1XC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12736376 | PA      | $2279310.71    | 0.02%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074              | FHLMC_K074                                                              | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8660000 | PA      | $8378170.69    | 0.08%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $2268595.74    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2787000 | PA      | $2757894.80    | 0.03%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LLC DPABS_21-1A                      | DPABS_21-1A                                                             | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3152000 | PA      | $2504059.12    | 0.02%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FUNDING DFLF2_21-2                            | DFLF2_21-2                                                              | CUSIP: 257812AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2766130 | PA      | $2672269.45    | 0.03%             | 2034-12-11      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     341000 | PA      | $315238.72     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP                                                    | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1026096.23    | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIC MAC FHLMC_4774                                           | FHLMC_4774                                                              | CUSIP: 3137F4VG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     301895 | PA      | $295752.18     | 0.00%             | 2045-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4787                                    | FHLMC_4787                                                              | CUSIP: 3137F57L7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1177188 | PA      | $1120832.56    | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                            | WASTE CONNECTIONS INC                                                   | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     833000 | PA      | $786896.73     | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                                                       | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1523093.86    | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5048                                           | FHLMC_5048                                                              | CUSIP: 3137F7E68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3295212 | PA      | $552532.60     | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                | FHLMC_5058                                                              | CUSIP: 3137F8FM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16706123 | PA      | $3025532.31    | 0.03%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_5065                                                       | FHLMC_5065                                                              | CUSIP: 3137F8R88<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1599634 | PA      | $361663.06     | 0.00%             | 2044-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                | FHLMC_5079                                                              | CUSIP: 3137F9EC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12104320 | PA      | $2555393.91    | 0.03%             | 2051-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728              | FHLMC_K728                                                              | CUSIP: 3137FBTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  255079157 | PA      | $1632123.99    | 0.02%             | 2024-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069              | FHLMC_K069                                                              | CUSIP: 3137FBU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36671824 | PA      | $541404.47     | 0.01%             | 2027-09-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     456000 | PA      | $381637.62     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                              | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     714000 | PA      | $630563.57     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q006              | FHLMC_Q006                                                              | CUSIP: 3137FCL51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3652203 | PA      | $3448583.16    | 0.03%             | 2026-07-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K729              | FHLMC_K729                                                              | CUSIP: 3137FCM68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  159311570 | PA      | $785151.14     | 0.01%             | 2024-10-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4755                                           | FHLMC_4755                                                              | CUSIP: 3137FDNH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1155823 | PA      | $989076.86     | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4753                                           | FHLMC_4753                                                              | CUSIP: 3137FE2J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1155830 | PA      | $896873.08     | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_19-1A                                     | WELF_19-1A                                                              | CUSIP: 94950NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $14590605.00   | 0.14%             | 2032-07-20      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | WELLPOINT INC                                                           | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1885360.89    | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                              | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     669000 | PA      | $697581.87     | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     563000 | PA      | $612289.97     | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1286244 | PA      | $1246133.38    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-4771                                        | FHLMC_4771                                                              | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9444660 | PA      | $8368445.99    | 0.08%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4793                                           | FHLMC_4793                                                              | CUSIP: 3137FEXM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     883286 | PA      | $804393.06     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_15-LC20                                                            | CUSIP: 94989EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1965000 | PA      | $1863663.77    | 0.02%             | 2050-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_15-SG1                                                             | CUSIP: 94989QAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9036083 | PA      | $8613924.43    | 0.08%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98419 | PA      | $99930.02      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     801138 | PA      | $757794.15     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_18-1          | WFMBS_18-1                                                              | CUSIP: 94989UBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1074481 | PA      | $891796.39     | 0.01%             | 2047-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1578790.15    | 0.02%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     971000 | PA      | $916232.93     | 0.01%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $5679966.91    | 0.06%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                           | FHLMC_5078                                                              | CUSIP: 3137FF5R4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2740000 | PA      | $581212.36     | 0.01%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5088                | FHLMC_5088                                                              | CUSIP: 3137FFEG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25783736 | PA      | $3595477.59    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K155              | FHLMC_K155                                                              | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6935000 | PA      | $6551194.21    | 0.06%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K157              | FHLMC_K157                                                              | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11850000 | PA      | $11414910.66   | 0.11%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP WORLD CRESCENT LTD                                                   | CUSIP: 26139PAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     740000 | PA      | $727847.48     | 0.01%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                          | DRIVE_21-3                                                              | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2745000 | PA      | $2649834.14    | 0.03%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC HONK_19-1A                             | HONK_19-1A                                                              | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1732500 | PA      | $1553066.88    | 0.02%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                          | DRIVE_21-2                                                              | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3255000 | PA      | $3209863.89    | 0.03%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4839                                           | FHLMC_4839                                                              | CUSIP: 3137FJGT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2607053 | PA      | $2545649.35    | 0.03%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091              | FHLMC_K091                                                              | CUSIP: 3137FLNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39292189 | PA      | $1149701.25    | 0.01%             | 2029-03-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                          | DRIVE_21-1                                                              | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395574 | PA      | $394951.60     | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_20-86A                             | DRSLF_20-86A                                                            | CUSIP: 26245XAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3000000 | PA      | $2775117.00    | 0.03%             | 2034-07-17      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14231836 | PA      | $12682119.24   | 0.13%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15466494 | PA      | $12759126.86   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     610248 | PA      | $619562.31     | 0.01%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25785 | PA      | $23663.29      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1576211.47    | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1061510.76    | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K735             | FHLMC_K735                                                              | CUSIP: 3137FMU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12721476 | PA      | $340974.99     | 0.00%             | 2026-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K095             | FHLMC_K095                                                              | CUSIP: 3137FNAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75174250 | PA      | $3727830.93    | 0.04%             | 2029-06-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4910                                           | FHLMC_4910                                                              | CUSIP: 3137FNHW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16768507 | PA      | $2133317.91    | 0.02%             | 2049-09-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                | FHLMC_4941                                                              | CUSIP: 3137FQRX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1091316 | PA      | $921393.46     | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787394 | PA      | $762851.13     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2288 | PA      | $2217.13       | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2313000 | PA      | $2153522.65    | 0.02%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5012000 | PA      | $3716266.63    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K106                | FHLMC_K106                                                              | CUSIP: 3137FRUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   99590254 | PA      | $7530805.86    | 0.07%             | 2030-01-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108                | FHLMC_K108                                                              | CUSIP: 3137FTBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2258643 | PA      | $216070.62     | 0.00%             | 2030-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-75A                             | DRSLF_19-75A                                                            | CUSIP: 26252JAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $3863956.00    | 0.04%             | 2034-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-75A                             | DRSLF_19-75A                                                            | CUSIP: 26252JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $4573145.00    | 0.05%             | 2034-04-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1516            | FHLMC_K-1516                                                            | CUSIP: 3137FUZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14664278 | PA      | $1772952.29    | 0.02%             | 2035-05-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                           | FHLMC_4999                                                              | CUSIP: 3137FV3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11259232 | PA      | $2282996.16    | 0.02%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-4A                                  | DTAOT_21-4A                                                             | CUSIP: 26253WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2550000 | PA      | $2397593.39    | 0.02%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3373000 | PA      | $3323095.96    | 0.03%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     522419 | PA      | $466573.84     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2964329 | PA      | $2862707.68    | 0.03%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7831657 | PA      | $6746935.10    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11152595 | PA      | $9877670.15    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2096526.15    | 0.02%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10677000 | PA      | $9439075.42    | 0.09%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                         | WILLIS NORTH AMERICA INC                                                | CUSIP: 970648AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1696371.88    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KVK CLO LTD KVK_16-1A                                            | KVK_16-1A                                                               | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4250000 | PA      | $4107089.50    | 0.04%             | 2034-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1941997 | PA      | $1729011.38    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4846401 | PA      | $3999609.90    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3002093 | PA      | $2927051.96    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31411JDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      64842 | PA      | $71268.11      | 0.00%             | 2038-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K1517             | FHLMC_K1517                                                             | CUSIP: 3137FWHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19955937 | PA      | $2125422.99    | 0.02%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5095                | FHLMC_5095                                                              | CUSIP: 3137FXZF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24407850 | PA      | $4138919.69    | 0.04%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31412P2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     379536 | PA      | $388118.76     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     299896 | PA      | $300654.48     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11310000 | PA      | $9670341.01    | 0.10%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1305492.08    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD WINDR_19-1A                        | WINDR_19-1A                                                             | CUSIP: 97316JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10000000 | PA      | $9676620.00    | 0.10%             | 2034-07-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER COMPANY                                        | CUSIP: 976656CM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $582654.80     | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31417Y6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     110834 | PA      | $113341.30     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418A3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     427286 | PA      | $428368.64     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5094                                           | FHLMC_5094                                                              | CUSIP: 3137FYQ41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13916452 | PA      | $1150079.23    | 0.01%             | 2048-12-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                                              | CUSIP: 3137GAPL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1157577 | PA      | $1109099.79    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     557986 | PA      | $523438.67     | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1872359 | PA      | $1781476.69    | 0.02%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2932000 | PA      | $2831226.11    | 0.03%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4419055 | PA      | $4245187.17    | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1499453 | PA      | $1485861.67    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2186568 | PA      | $2052649.54    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5113                                           | FHLMC_5113                                                              | CUSIP: 3137H0J74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19275625 | PA      | $3739910.72    | 0.04%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5115                                           | FHLMC_5115                                                              | CUSIP: 3137H0W95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7352083 | PA      | $6881797.10    | 0.07%             | 2043-08-15      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2084259 | PA      | $1879656.21    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     258151 | PA      | $240065.15     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                | FHLMC_5115                                                              | CUSIP: 3137H0WK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11574551 | PA      | $2168399.51    | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K129       | FHLMC_K129                                                              | CUSIP: 3137H13R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12589681 | PA      | $800973.11     | 0.01%             | 2031-05-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K131             | FHLMC_K131                                                              | CUSIP: 3137H2N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12803512 | PA      | $626171.13     | 0.01%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1521            | FHLMC_K1521                                                             | CUSIP: 3137H2NZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23428402 | PA      | $1952933.06    | 0.02%             | 2036-08-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5153                                           | FHLMC_5153                                                              | CUSIP: 3137H33P5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9542535 | PA      | $1647518.69    | 0.02%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1002533.84    | 0.01%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $14542379.40   | 0.14%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3618168.78    | 0.04%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6840935.80    | 0.07%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2222163 | PA      | $2159977.56    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                                               | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1716647 | PA      | $1641890.85    | 0.02%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C45                | WFCM_18-C45                                                             | CUSIP: 95001NAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18493608 | PA      | $17352173.15   | 0.17%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-1          | WFMBS_19-1                                                              | CUSIP: 95001TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50985 | PA      | $48313.37      | 0.00%             | 2048-11-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4380406.73    | 0.04%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1416000 | PA      | $1066982.59    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     213000 | PA      | $191425.69     | 0.00%             | 2049-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1238919.42    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4433583 | PA      | $4146623.47    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2864623 | PA      | $2573027.27    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3122105 | PA      | $2800897.11    | 0.03%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2575831 | PA      | $2405180.60    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1324399.54    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1078116.00    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                             | WISCONSIN PUBLIC SERVICE CORP                                           | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     814000 | PA      | $627958.65     | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC                                                | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1156160.24    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                                                   | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $16605.47      | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                                                   | CUSIP: 26442CAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     615000 | PA      | $518226.27     | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385166 | PA      | $391099.90     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     591339 | PA      | $544066.96     | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     157000 | PA      | $125117.51     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $35811.14      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $313322.96     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                                                    | CUSIP: 26442EAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2981000 | PA      | $2225972.89    | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                                                    | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $354757.93     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $671487.69     | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     329000 | PA      | $279091.01     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     312000 | PA      | $241646.86     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     940000 | PA      | $716662.39     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HLTH SYS                                         | DUKE UNIVERSITY HEALTH SYSTEM                                           | CUSIP: 26443CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $724608.00     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_20-A                          | WOSAT_20-A                                                              | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     684813 | PA      | $678841.28     | 0.01%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_21-A                          | WOSAT_21-A                                                              | CUSIP: 98163HAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2170000 | PA      | $1988819.54    | 0.02%             | 2027-08-16      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                                                 | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     299000 | PA      | $209184.05     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     189000 | PA      | $160844.50     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP                                       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $869674.84     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                     | XLIT LTD                                                                | CUSIP: 98420EAD7<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     619000 | PA      | $587744.43     | 0.01%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4825555 | PA      | $4242682.90    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7006239 | PA      | $6176257.97    | 0.06%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1017310.07    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     588000 | PA      | $644535.91     | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                                             | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     463000 | PA      | $367114.86     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EFS VOLUNTEER NO 2 LLC EFSV2_12-                                 | EFSV2_12-1                                                              | CUSIP: 26845BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1188880 | PA      | $1172972.49    | 0.01%             | 2036-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4638218 | PA      | $3829964.27    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3369481 | PA      | $2890335.80    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22562208 | PA      | $18626958.06   | 0.18%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                      | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     247341 | PA      | $219061.05     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                                              | CUSIP: 31395PMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2662568 | PA      | $2767790.47    | 0.03%             | 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        |      96234 | PA      | $95528.38      | 0.00%             | 2035-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_19-A                             | ELFI_19-A                                                               | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     793583 | PA      | $729429.23     | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_19-A                             | ELFI_19-A                                                               | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411012 | PA      | $371843.87     | 0.00%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC_2981                                                       | FHLMC_2981                                                              | CUSIP: 31395U5T4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     228165 | PA      | $225217.41     | 0.00%             | 2030-05-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3028                                           | FHLMC_3028                                                              | CUSIP: 31396AGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     146208 | PA      | $132464.61     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2468288.29    | 0.02%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     530000 | PA      | $500144.73     | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_05-3032                                          | FHLMC_3032                                                              | CUSIP: 31396AHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     351006 | PA      | $376440.98     | 0.00%             | 2035-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3071                                           | FHLMC_3071                                                              | CUSIP: 31396EG42<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7676169 | PA      | $7973569.54    | 0.08%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                      | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1280971 | PA      | $1121940.15    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10052927 | PA      | $8672239.40    | 0.09%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     901000 | PA      | $779542.05     | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     481000 | PA      | $492377.14     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30329043 | PA      | $27552538.52   | 0.27%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8029901 | PA      | $7073981.43    | 0.07%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YORK CLO LTD YCLO_16-2A                                          | YCLO_16-2A                                                              | CUSIP: 986252AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10500000 | PA      | $10322928.00   | 0.10%             | 2032-04-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 9 LTD ZAIS9_18-2A                                       | ZAIS9_18-2A                                                             | CUSIP: 98875NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12613399 | PA      | $12299313.04   | 0.12%             | 2031-07-20      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3065                                           | FHLMC_3065                                                              | CUSIP: 31396EUD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     339265 | PA      | $345064.50     | 0.00%             | 2035-11-15      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3085                                           | FHLMC_3085                                                              | CUSIP: 31396FRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     482627 | PA      | $481635.12     | 0.00%             | 2035-08-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 7 LTD ZAIS7_17-2A                                       | ZAIS7_17-2A                                                             | CUSIP: 98887VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3553450 | PA      | $3490806.55    | 0.03%             | 2030-04-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                                                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1074870.80    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     347000 | PA      | $219631.89     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $951564.81     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8040067 | PA      | $7081701.66    | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4581223 | PA      | $4036960.19    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3081                                           | FHLMC_3081                                                              | CUSIP: 31396FXD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     569632 | PA      | $605873.63     | 0.01%             | 2035-12-15      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3121                                           | FHLMC_3121                                                              | CUSIP: 31396JFW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      93952 | PA      | $97076.50      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1005921.95    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $1639799.74    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9416687 | PA      | $8544655.32    | 0.08%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3027179 | PA      | $2744886.91    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4236000 | PA      | $3407835.44    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                         | VERUS_22-INV1                                                           | CUSIP: 92539JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1944903 | PA      | $1894416.66    | 0.02%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5495335 | PA      | $4736541.37    | 0.05%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8778605 | PA      | $7566425.10    | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     740000 | PA      | $733302.36     | 0.01%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4936379.92    | 0.05%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOM INC                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1940142.68    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | VIASAT INC                                                              | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1299664.93    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOM INC                                                              | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     847000 | PA      | $596816.98     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOM INC                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     983000 | PA      | $830631.82     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-71                                            | FNMA_06-71                                                              | CUSIP: 31396KVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     146613 | PA      | $135648.24     | 0.00%             | 2035-05-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                                              | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      35511 | PA      | $37449.96      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-50                                            | FNMA_07-50                                                              | CUSIP: 31396V6J2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     465086 | PA      | $470327.64     | 0.00%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_07-W7                                   | FNMA_07-W7                                                              | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      49159 | PA      | $58607.46      | 0.00%             | 2037-07-25      | Variable      | 15.08%                | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOM INC                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2473000 | PA      | $1932551.50    | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOMCBS INC                                                           | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1371511.69    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2834446 | PA      | $2431749.27    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19125580 | PA      | $15834658.88   | 0.16%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-90                                            | FNMA_07-90                                                              | CUSIP: 31396XSN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     137416 | PA      | $135306.73     | 0.00%             | 2037-09-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-15                                            | FNMA_08-15                                                              | CUSIP: 31396YE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     261759 | PA      | $315362.14     | 0.00%             | 2036-08-25      | Variable      | 12.92%                | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 000000000<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $889807.32     | 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        |    6447000 | PA      | $4457680.47    | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZAXBY_21-1A                                                      | ZAXBY_21-1A                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5579375 | PA      | $4586366.21    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA 2ND LN 9.0                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     287000 | PA      | $302546.79     | 0.00%             | 2025-11-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $1567508.53    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1882968.94    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3404                                           | FHLMC_3404                                                              | CUSIP: 31397PSV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1677741 | PA      | $129072.63     | 0.00%             | 2038-01-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-150                                           | FNMA_10-150                                                             | CUSIP: 31397QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     107045 | PA      | $106367.61     | 0.00%             | 2040-10-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)                                                   | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    1400000 | PA      | $1059616.01    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNT CO INC                                                      | HUNT CO INC                                                             | CUSIP: 445587AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1783664.47    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $1806929.11    | 0.02%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     765000 | PA      | $721725.04     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $211927.26     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2569792.00    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-18                                            | FNMA_11-18                                                              | CUSIP: 31397QF94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3324419 | PA      | $3154728.04    | 0.03%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-47                                            | FNMA_11-47                                                              | CUSIP: 31397UDW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5304546 | PA      | $385019.35     | 0.00%             | 2041-06-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II                                             | CUSIP: 361841AN9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     160000 | PA      | $152557.40     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP/GLP FINANCING II                                         | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2442228.66    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      47000 | PA      | $40120.19      | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      86000 | PA      | $68463.73      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                   | GFORT_20-1                                                              | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $1082665.45    | 0.01%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                                 | GSMSCII_12-BWTR                                                         | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3857000 | PA      | $3403283.73    | 0.03%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-53                                            | FNMA_11-53                                                              | CUSIP: 31397UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     311955 | PA      | $307154.39     | 0.00%             | 2041-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-87                                            | FNMA_09-87                                                              | CUSIP: 31398FR78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4310876 | PA      | $304374.13     | 0.00%             | 2039-11-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1848430.12    | 0.02%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK                                               | HUNTINGTON NATIONAL BANK (THE)                                          | CUSIP: 44644MAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7315817.93    | 0.07%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4564079 | PA      | $3933789.58    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3515117 | PA      | $2906260.84    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1YR CMT ARM                                                       | CUSIP: 36193EWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218407 | PA      | $218502.74     | 0.00%             | 2066-03-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1Y CMT ARM                                                        | CUSIP: 36193U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     330146 | PA      | $329035.74     | 0.00%             | 2066-04-20      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1447179.98    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $68668.20      | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_13-PEMB                                                            | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830000 | PA      | $754440.12     | 0.01%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428663 | PA      | $432788.05     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                       | HUNTSMAN INTERNATIONAL LLC                                              | CUSIP: 44701QBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1880821.66    | 0.02%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2306513.34    | 0.02%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                     | ADTALEM GLOBAL EDUCATION TLB 4.5                                        | CUSIP: 000000000<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |     432404 | PA      | $426458.45     | 0.00%             | 2028-08-12      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                    | TPC GROUP INC CONTRACTUAL RIGHTS                                        | CUSIP: 000000000<br>LEI: 549300K276KVW5JD1583 | Long             | EC               | CORP              | US        |     700569 | NS      | $0.70          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9609332 | PA      | $8259522.41    | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14513162 | PA      | $11996875.91   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1184197.21    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP SVC                                                  | HYUNDAI CAPITAL SERVICES INC                                            | CUSIP: 44920UAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |    3320000 | PA      | $3026627.10    | 0.03%             | 2025-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-100                                           | FNMA_09-100                                                             | CUSIP: 31398GCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2571038 | PA      | $275202.11     | 0.00%             | 2039-12-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3564                                           | FHLMC_3564                                                              | CUSIP: 31398JDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     159905 | PA      | $162596.13     | 0.00%             | 2037-01-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1386039.36    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2534446.85    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3578                                           | FHLMC_3578                                                              | CUSIP: 31398JW25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2522011 | PA      | $177170.99     | 0.00%             | 2036-04-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-37                                            | FNMA_10-37                                                              | CUSIP: 31398MJ98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     120323 | PA      | $119165.82     | 0.00%             | 2035-05-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14942618 | PA      | $12838909.20   | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9787223 | PA      | $8074792.47    | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282895 | PA      | $292076.46     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_04-OPT                                         | GSAMP_04-OPT                                                            | CUSIP: 36242DNU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976330 | PA      | $920609.03     | 0.01%             | 2034-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5973364 | PA      | $5290521.82    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8352700 | PA      | $7660277.19    | 0.08%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23794409 | PA      | $21074329.64   | 0.21%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   70448638 | PA      | $60316059.40   | 0.59%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1596971.72    | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELEC & POWER CO                                                | CUSIP: 927804FX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1377512.42    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS LTD                                      | 1MDB GLOBAL INVESTMENTS LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    2800000 | PA      | $2741677.79    | 0.03%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA (PERSERO) PT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     250000 | PA      | $236607.70     | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16741529 | PA      | $14837355.54   | 0.15%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5000531 | PA      | $4580313.99    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                     | GSMS_16-GS2                                                             | CUSIP: 36252TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4386745 | PA      | $4031822.41    | 0.04%             | 2049-05-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_17-GS7                                                             | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9301801.00    | 0.09%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-21                                            | FNMA_10-21                                                              | CUSIP: 31398MUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6391501 | PA      | $526908.95     | 0.01%             | 2040-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FNMA_10-131                                                      | FNMA_10-131                                                             | CUSIP: 31398N5H3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3586724 | PA      | $374090.33     | 0.00%             | 2040-11-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_14-3A                                         | ICG_14-3A                                                               | CUSIP: 44929FBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7232319 | PA      | $7062858.16    | 0.07%             | 2031-04-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                                                       | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     550000 | PA      | $524263.89     | 0.01%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23098640 | PA      | $19777144.09   | 0.20%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14039585 | PA      | $12869899.10   | 0.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3747                                           | FHLMC_3747                                                              | CUSIP: 31398QTR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2991000 | PA      | $2965720.97    | 0.03%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-57                                            | FNMA_10-57                                                              | CUSIP: 31398RG82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1560893 | PA      | $142333.58     | 0.00%             | 2040-06-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                                          | CUSIP: 927804FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     942000 | PA      | $738862.66     | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                         | VISA INC                                                                | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $992412.19     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8044713 | PA      | $7613230.16    | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   77236916 | PA      | $68391306.00   | 0.67%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-142                                           | FNMA_10-142                                                             | CUSIP: 31398SKU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     452249 | PA      | $294395.77     | 0.00%             | 2040-12-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-139                                           | FNMA_10-139                                                             | CUSIP: 31398SWG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1528043 | PA      | $1468376.18    | 0.01%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                         | VISA INC                                                                | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     260000 | PA      | $243391.38     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4446818.06    | 0.04%             | 2049-12-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                                                       | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     500000 | PA      | $472068.93     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMT TRUST IMTT_17-APTS                                           | IMTT_17-APTS                                                            | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5410000 | PA      | $5124876.23    | 0.05%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     425000 | PA      | $381643.93     | 0.00%             | 2049-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2852964.44    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400B3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5415 | PA      | $5594.67       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400BSN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       6813 | PA      | $6966.94       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17199026 | PA      | $16279958.59   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     992848 | PA      | $966781.96     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     962000 | PA      | $870215.40     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB7 3.0                                                    | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     500000 | PA      | $478645.00     | 0.00%             | 2024-11-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400DRF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30997 | PA      | $31722.85      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11423 | PA      | $11681.97      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2402991.89    | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1873121.06    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10247029 | PA      | $10205909.70   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1817667 | PA      | $1840445.04    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11871609 | PA      | $11559924.41   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     778383 | PA      | $734104.83     | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-375H                        | GSMS_17-375H                                                            | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $4424205.00    | 0.04%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS8                         | GSMS_17-GS8                                                             | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $18294690.00   | 0.18%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400Q3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     142334 | PA      | $147953.09     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400QVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     147783 | PA      | $153919.06     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     275000 | PA      | $265019.75     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZEP INC                                                          | ZEP INC.                                                                | CUSIP: 000000000<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |     279128 | PA      | $241794.94     | 0.00%             | 2024-08-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                    | COMMSCOPE INC TLB2 3.25                                                 | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    1712272 | PA      | $1643249.91    | 0.02%             | 2026-04-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                     | ATHENAHEALTH INC TLB 3.5                                                | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |    1482668 | PA      | $1350710.58    | 0.01%             | 2029-02-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $806310.99     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1006284.49    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400RCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     141153 | PA      | $146026.90     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      98939 | PA      | $103647.29     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31403AZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2297 | PA      | $2392.58       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31403DJG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19113 | PA      | $19999.91      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419JS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1474017 | PA      | $1503345.72    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_426-C58                                          | FNMA_426                                                                | CUSIP: 31422M2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   40826677 | PA      | $6386957.94    | 0.06%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMBS_19-PJ3                        | GSMBS_19-PJ3                                                            | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      23169 | PA      | $21141.35      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_19-4A                            | GCAR_19-4A                                                              | CUSIP: 36258HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63193 | PA      | $63122.06      | 0.00%             | 2024-09-16      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6261000 | PA      | $6144982.16    | 0.06%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                               | VITERRA FINANCE BV                                                      | CUSIP: 92852LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1125000 | PA      | $967301.74     | 0.01%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2    | GMCAR_20-2                                                              | CUSIP: 36258VAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301350 | PA      | $298340.06     | 0.00%             | 2024-12-16      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC45                        | GSMS_20-GC45                                                            | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1551015.79    | 0.02%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     744305 | PA      | $675669.43     | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                                               | CUSIP: 3140EUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1543327 | PA      | $1480792.93    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                        | State of Illinois                                                       | CUSIP: 452227GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2250362.75    | 0.02%             | 2028-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC                                                            | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1235255.61    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                   | MONG DUONG FINANCE HOLDINGS BV                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     300000 | PA      | $256596.50     | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCING USD LLC                                        | TELENET FINANCING USD TLAR 2.0                                          | CUSIP: BL3290022<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     750000 | PA      | $726697.50     | 0.01%             | 2028-04-30      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1088056 | PA      | $1018907.83    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140EY5B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2564271 | PA      | $2514281.09    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1267984.79    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1182000 | PA      | $988797.30     | 0.01%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75                                           | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    1890757 | PA      | $1827246.22    | 0.02%             | 2027-08-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FRONT RANGE BIDCO INC                                            | ZAYO TLB 3.0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1613487 | PA      | $1212503.09    | 0.01%             | 2027-03-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3255000 | PA      | $2937394.90    | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3150000 | PA      | $2704545.99    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAKOTA HOLDING CORP                                              | DEERFIELD DAKOTA HOLDING LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     721971 | PA      | $681230.17     | 0.01%             | 2027-04-09      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR GOVT INTERNATIONAL BOND                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     640000 | PA      | $618756.97     | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-1A                            | GCAR _21-1A                                                             | CUSIP: 36261AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451641 | PA      | $450219.90     | 0.00%             | 2025-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_20-4A                            | GCAR_20-4A                                                              | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461182 | PA      | $1432395.93    | 0.01%             | 2025-11-17      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-4                             | GCAR_21-4A                                                              | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5855000 | PA      | $5565544.61    | 0.05%             | 2026-04-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-3                             | GCAR_21-3A                                                              | CUSIP: 36263LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060000 | PA      | $1998479.95    | 0.02%             | 2025-11-17      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     494000 | PA      | $432434.73     | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                                              | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2895000 | PA      | $2372230.43    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                    | CAESARS RESORT COLLECTION TLB 4.5                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     723063 | PA      | $717430.55     | 0.01%             | 2025-07-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                  | GSMBS_21-GR3                                                            | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1008548 | PA      | $708840.79     | 0.01%             | 2052-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                           | GSK CONSUMER HEALTHCARE CAPITAL US                                      | CUSIP: 36264FAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $504324.28     | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1614950.81    | 0.02%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3547436.70    | 0.03%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | WFRBS_13-C14                                                            | CUSIP: 92890PBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $821687.25     | 0.01%             | 2046-06-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-1A                                          | VOYA_16-1A                                                              | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10000000 | PA      | $9855770.00    | 0.10%             | 2031-01-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                        | GE HEALTHCARE HOLDING LLC                                               | CUSIP: 36267VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5095000 | PA      | $5118426.71    | 0.05%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36290TSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     836721 | PA      | $804953.35     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING INVSTMT MGMT CLO LTD INGIM_1                                 | INGIM_13-1A                                                             | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7469179 | PA      | $7365132.91    | 0.07%             | 2030-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR11                                                     | WAMU_05-AR11                                                            | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     598080 | PA      | $562397.22     | 0.01%             | 2045-08-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC                                                            | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2774067.49    | 0.03%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1917660.80    | 0.02%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GSR_06-AR2                                                       | GSR_06-AR2                                                              | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     996716 | PA      | $682561.32     | 0.01%             | 2036-04-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                        | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     790584 | PA      | $668361.79     | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                        | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     434938 | PA      | $347713.87     | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                        | GFMT_18-2                                                               | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     472718 | PA      | $436480.83     | 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        |    1610386 | PA      | $1450460.76    | 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        |     904354 | PA      | $815635.83     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1954000 | PA      | $1924833.42    | 0.02%             | 2045-12-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     486000 | PA      | $477777.66     | 0.00%             | 2045-12-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2543000 | PA      | $1710272.53    | 0.02%             | 2049-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1784000 | PA      | $1136116.67    | 0.01%             | 2049-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $955430.83     | 0.01%             | 2047-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     776000 | PA      | $618978.03     | 0.01%             | 2052-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1630000 | PA      | $1631306.40    | 0.02%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 453140AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1909399.68    | 0.02%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD                                         | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    1110000 | PA      | $965830.03     | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                        | INDIANA MICHIGAN POWER CO                                               | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $915543.89     | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1204962.91    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780CB0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $909985.77     | 0.01%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     560000 | PA      | $504583.05     | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                                        | INFOR INC                                                               | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1967116.24    | 0.02%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                            | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     669000 | PA      | $624303.71     | 0.01%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                                                           | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1287545.44    | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PATRIMONIO EN FIDEICOMISO DS 093-2002-EF INRETAIL CONSUMER       | INRETAIL CONSUMER                                                       | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     350000 | PA      | $297900.70     | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1234425.90    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     527000 | PA      | $340652.84     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1203961.46    | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                       | FEDEX CORP                                                              | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     311000 | PA      | $265584.83     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA                                            | FEDEX CORP 2020-1 CLASS AA                                              | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     658181 | PA      | $535992.19     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1135629.93    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     671000 | PA      | $437979.21     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                             | FERGUSON FINANCE PLC                                                    | CUSIP: 314890AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2785000 | PA      | $2535627.65    | 0.03%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDEN NUGGET ONLINE GAMING INC                                  | GOLDEN NUGGET INC TLB 4.0                                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545037 | PA      | $519022.63     | 0.01%             | 2029-01-27      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     749000 | PA      | $724135.10     | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     626000 | PA      | $572714.73     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC                                              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1324050.06    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC                                              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $252449.00     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 458182BW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2653617.38    | 0.03%             | 2025-10-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 45818QAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4374469.36    | 0.04%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | FIDELITY NATIONAL INFORMATION SERV                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2029692.84    | 0.02%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | FIDELITY NATIONAL INFORMATION SERV                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2480348.64    | 0.02%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | FIFTH THIRD BANCORP                                                     | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3341411.73    | 0.03%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | FIFTH THIRD BANCORP                                                     | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $8481956.37    | 0.08%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                            | INTACT FINANCIAL CORP                                                   | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    2272000 | PA      | $2268933.25    | 0.02%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | INTELSAT JACKSON HOLDINGS SA                                            | CUSIP: 45824TBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5833000 | PA      | $5368172.66    | 0.05%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FIRSTCASH INC                                                           | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1363789.88    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET BA                                 | FFML_06-FF18                                                            | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1299386 | PA      | $1152473.59    | 0.01%             | 2037-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     809000 | PA      | $670798.58     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $2481990.37    | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1292000 | PA      | $949587.20     | 0.01%             | 2049-12-31      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     775000 | PA      | $553823.70     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5478000 | PA      | $5321307.95    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5910000 | PA      | $4774247.76    | 0.05%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     929000 | PA      | $866561.71     | 0.01%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2905000 | PA      | $2748172.41    | 0.03%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4972000 | PA      | $4798459.70    | 0.05%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | ESC GCB INTELSAT JACKS                                                  | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    2500000 | NS      | $2.50          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | ESC CB144A INTELSAT JA                                                  | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     832000 | NS      | $0.83          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES FFML_07-FF2    | FFML_07-FF2                                                             | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3378542 | PA      | $1665896.70    | 0.02%             | 2037-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST FHASI_07-AR1           | FHASI_07-AR1                                                            | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     198141 | PA      | $85346.23      | 0.00%             | 2037-05-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1340000 | PA      | $1253346.09    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2446000 | PA      | $2565365.68    | 0.03%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7115000 | PA      | $7493082.49    | 0.07%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPO HASC_06-OPT1                      | HASC_06-OPT1                                                            | CUSIP: 40430HDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1508009 | PA      | $1486551.84    | 0.01%             | 2035-12-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1750943.52    | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     291000 | PA      | $266479.80     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     745000 | PA      | $726076.03     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD H                                 | HLM_10A-16                                                              | CUSIP: 40436TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9750000 | PA      | $9442621.50    | 0.09%             | 2034-04-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | ESC CO INTELSAT JA                                                      | CUSIP: 458ESCAC4<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    6033000 | NS      | $6.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTL BANK FOR RECONSTRUCT                                        | INTERNATIONAL BANK FOR RECONSTRUCT                                      | CUSIP: 45905APM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1126858.42    | 0.01%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD HLM_21-16                                | HLM_21-16A                                                              | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7300000 | PA      | $7040718.60    | 0.07%             | 2035-01-23      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HVMLT_06-10                                                      | HVMLT_06-10                                                             | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5718778 | PA      | $4460919.27    | 0.04%             | 2036-11-19      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | FIRST QUANTUM MINERALS LTD                                              | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2800000 | PA      | $2765550.62    | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                                            | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3224000 | PA      | $2807467.68    | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL                                        | HARLEY-DAVIDSON FINANCIAL SERVICES                                      | CUSIP: 41283LAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1089235.25    | 0.01%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL                                        | HARLEY-DAVIDSON FINANCIAL SERVICES                                      | CUSIP: 41283LBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2638571.33    | 0.03%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                       | FKH_20-SFR1                                                             | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6173651 | PA      | $5508446.17    | 0.05%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     699000 | PA      | $673715.46     | 0.01%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                  | FIVE POINT OPERATING COMPANY LP                                         | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1998252.12    | 0.02%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_20-1                             | FCAT_20-1                                                               | CUSIP: 33843FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270840 | PA      | $270266.97     | 0.00%             | 2025-02-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                             | FCAT_22-4                                                               | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3475000 | PA      | $3476710.40    | 0.03%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_20-2                             | FCAT_20-2                                                               | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204185 | PA      | $202649.67     | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | IBM CORP                                                                | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     928000 | PA      | $864228.85     | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1097295.89    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC                            | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     283000 | PA      | $285689.08     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC                            | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1879453.33    | 0.02%             | 2047-02-12      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                       | HASBRO INC                                                              | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     647000 | PA      | $621931.20     | 0.01%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                       | HASBRO INC                                                              | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     599000 | PA      | $564431.52     | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-2                             | FCAT_21-2                                                               | CUSIP: 33844WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1728739.26    | 0.02%             | 2027-06-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_20-4                             | FCAT_20-4                                                               | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     585000 | PA      | $559254.74     | 0.01%             | 2027-02-16      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                         | HEALTH CARE SERVICE CORPORATION                                         | CUSIP: 42218SAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     577000 | PA      | $527775.23     | 0.01%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1052716.52    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1078434.17    | 0.01%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1030891.36    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2848349.87    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC                                       | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    1375000 | PA      | $1383436.24    | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-3                             | FCAT_21-3                                                               | CUSIP: 33846QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1242780.84    | 0.01%             | 2027-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_18-5                                | FSMT_18-5                                                               | CUSIP: 33849NAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     913409 | PA      | $784506.37     | 0.01%             | 2048-09-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $2709475.96    | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                                           | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     440000 | PA      | $420394.35     | 0.00%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                                           | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     995000 | PA      | $769568.20     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | HERCULES CAPITAL INC                                                    | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    4585000 | PA      | $3910835.40    | 0.04%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC                                       | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $397662.11     | 0.00%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                                        | INTERPUBLIC GROUP OF COMPANIES INC                                      | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     333000 | PA      | $326425.59     | 0.00%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1285680.28    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $761488.31     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                | FSMT_19-2                                                               | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     877180 | PA      | $748570.21     | 0.01%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                | FSMT_19-2                                                               | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     938160 | PA      | $798010.38     | 0.01%             | 2049-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $962964.36     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILL CITY FUNDING TRUST                                          | HILL CITY FUNDING TRUST                                                 | CUSIP: 43137PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1932657.10    | 0.02%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST HGVT_22-2A                          | HGVT_22-2A                                                              | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277783 | PA      | $267305.99     | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                          | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     386000 | PA      | $306717.21     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                          | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1140459.28    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                          | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1514673.23    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_21-1A                                      | FLAT_21-1A                                                              | CUSIP: 33883PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1850050.00    | 0.02%             | 2034-07-19      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD                                                                | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1205000 | PA      | $1123030.65    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                               | HONDA MOTOR CO LTD                                                      | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     825000 | PA      | $719157.87     | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                             | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $3124167.57    | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                    | INTERSTATE POWER & LIGHT CO                                             | CUSIP: 461070AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     792000 | PA      | $764460.24     | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                    | INTERSTATE POWER & LIGHT CO                                             | CUSIP: 461070AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3194000 | PA      | $2122802.96    | 0.02%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1004849.49    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $501514.43     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                     | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $806553.41     | 0.01%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                     | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3811000 | PA      | $3859003.70    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS LLC                                               | HOSTESS BRANDS LLC TLB 2.25                                             | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480605 | PA      | $477250.73     | 0.00%             | 2025-08-03      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $453019.83     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                                                | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     518000 | PA      | $361157.67     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                          | FORDR_21-2                                                              | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3379014.21    | 0.03%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                     | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     834000 | PA      | $847583.64     | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_22-STAY                               | TOWN_22-STAY                                                            | CUSIP: 46117NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2418852.25    | 0.02%             | 2037-08-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                          | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1210407.76    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPER PARTNERSHIP                                       | CUSIP: 46188BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1164000 | PA      | $971315.34     | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                          | FORDR_21-2                                                              | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $1952976.92    | 0.02%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                          | FORDR_18-1                                                              | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7110000 | PA      | $6805758.12    | 0.07%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $615816.29     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2335361.08    | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $270183.74     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6397115.46    | 0.06%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                          | FORDR_21-1                                                              | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3415000 | PA      | $3034891.72    | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1928645.86    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_19-30HY                                          | HY_19-30HY                                                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $1872410.69    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HUDSONS BAY SIMON JV TRUST HBCT_15-HB7                           | HBCT_15-HB7                                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2520000 | PA      | $2236654.22    | 0.02%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                           | IPALCO ENTERPRISES INC                                                  | CUSIP: 462613AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1428928.18    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUDSONS BAY SIMON JV TRUST HBCT_                                 | HBCT_15-HB10                                                            | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1588121.81    | 0.02%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     173000 | PA      | $152893.22     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397YG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2521980.34    | 0.02%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397ZR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $964447.38     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1109159.02    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_22-2         | FCRT_22-2                                                               | CUSIP: 34660DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2130000 | PA      | $2080671.33    | 0.02%             | 2027-06-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                       | FORTIS INC                                                              | CUSIP: 349553AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     460000 | PA      | $428871.58     | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURITY INC                               | FORTUNE BRANDS HOME & SECURITY INC                                      | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $3187088.36    | 0.03%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_22-1         | FCRT_22-1                                                               | CUSIP: 35105JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2405000 | PA      | $2292304.83    | 0.02%             | 2026-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                     | FHLMC_17-3SC                                                            | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17510532 | PA      | $15934684.13   | 0.16%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT 17-4                                     | SCRT_17-4                                                               | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     375571 | PA      | $368033.19     | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                          | SCRT_18-2                                                               | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     282588 | PA      | $252759.81     | 0.00%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                          | FHLMC_18-2                                                              | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4148438 | PA      | $3858807.19    | 0.04%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1474000 | PA      | $1159451.35    | 0.01%             | 2048-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473000 | PA      | $1109592.19    | 0.01%             | 2048-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3736000 | PA      | $2638878.77    | 0.03%             | 2052-01-29      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1245000 | PA      | $801258.59     | 0.01%             | 2052-01-29      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2769000 | PA      | $1546773.09    | 0.02%             | 2052-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $751595.76     | 0.01%             | 2052-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DDC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1446000 | PA      | $1213805.37    | 0.01%             | 2050-08-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DDE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1446000 | PA      | $1170280.05    | 0.01%             | 2052-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2104000 | PA      | $1812939.79    | 0.02%             | 2051-09-27      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2186000 | PA      | $1754009.89    | 0.02%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1778000 | PA      | $1402086.35    | 0.01%             | 2051-09-27      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1777000 | PA      | $1332750.00    | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1798000 | PA      | $1459977.98    | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1797000 | PA      | $1423684.21    | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2364000 | PA      | $1634460.14    | 0.02%             | 2051-09-27      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-F                                                                | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1510000 | PA      | $815400.00     | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                                             | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3690000 | PA      | $2415258.14    | 0.02%             | 2027-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                                             | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $3077418.05    | 0.03%             | 2027-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1189839.72    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                                 | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1321063.38    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                        | GC TREASURY CENTER CO LTD                                               | CUSIP: 36830BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | TH        |     750000 | PA      | $611065.55     | 0.01%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CAPITAL CORP                                           | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $4300422.25    | 0.04%             | 2036-08-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CAPITAL CORP                                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     353000 | PA      | $400122.82     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     723000 | PA      | $697357.13     | 0.01%             | 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        |    5365000 | PA      | $4752713.74    | 0.05%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1264827.59    | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1370371.03    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1943211.31    | 0.02%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     529000 | PA      | $536299.17     | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1028476.08    | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2237282.89    | 0.02%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1467341.80    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1223324.50    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1596918.15    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6770000 | PA      | $6836959.23    | 0.07%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                                                   | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     848000 | PA      | $808284.36     | 0.01%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                    | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1352745.38    | 0.01%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1821449.86    | 0.02%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1217000 | PA      | $1061889.46    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2978851.53    | 0.03%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3148676.17    | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_14-1                                 | SEACO_14-1A                                                             | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BB        |     634897 | PA      | $609162.81     | 0.01%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                 | GMALT_22-3                                                              | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350000 | PA      | $2297845.04    | 0.02%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOAL CAPITAL FUNDING TRUST GOAL_06-1                             | GOAL_06-1                                                               | CUSIP: 38021BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     530667 | PA      | $481926.87     | 0.00%             | 2042-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                         | GOLDEN ENTERTAINMENT INC                                                | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1701495.23    | 0.02%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4160000 | PA      | $4006149.01    | 0.04%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $1966141.21    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     383000 | PA      | $361112.67     | 0.00%             | 2026-02-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3208000 | PA      | $2916507.81    | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                                                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2850702.08    | 0.03%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1390567.87    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3507000 | PA      | $3457276.11    | 0.03%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT                                   | JPMMT_17-3                                                              | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1267022 | PA      | $1082304.69    | 0.01%             | 2047-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                 | JPMMT_17-1                                                              | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418245 | PA      | $351623.82     | 0.00%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_17-6                              | JPMMT_17-6                                                              | CUSIP: 46649HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     536527 | PA      | $446555.12     | 0.00%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-5                              | JPMMT_18-5                                                              | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     910644 | PA      | $771706.41     | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-7FRB                           | JPMMT_18-7FRB                                                           | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     659388 | PA      | $610354.71     | 0.01%             | 2046-04-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-1                              | JPMMT_19-1                                                              | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     311407 | PA      | $287370.46     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-6                              | JPMMT_18-6                                                              | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     144739 | PA      | $124111.62     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                              | JPMMT_18-8                                                              | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1094550 | PA      | $944037.05     | 0.01%             | 2049-01-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                              | JPMMT_18-8                                                              | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     912125 | PA      | $767591.06     | 0.01%             | 2049-01-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                           | JPMMT_19-LTV1                                                           | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1772385 | PA      | $1597496.37    | 0.02%             | 2049-06-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-2                                                       | JPMMT_19-2                                                              | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98159 | PA      | $92050.69      | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-2                                                       | JPMMT_19-2                                                              | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2136797 | PA      | $1891671.44    | 0.02%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH XLIII LLC HENDR_19-1A                             | HENDR_19-1A                                                             | CUSIP: 46650XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1006714 | PA      | $865233.70     | 0.01%             | 2071-08-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                           | JPMMT_19-LTV2                                                           | CUSIP: 46651AAT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      11853 | PA      | $11598.90      | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                           | JPMMT_19-LTV2                                                           | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1125902 | PA      | $1031700.89    | 0.01%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                           | JPMMT_19-LTV2                                                           | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     938252 | PA      | $859750.72     | 0.01%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-6                              | JPMMT_19-6                                                              | CUSIP: 46651BAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     937507 | PA      | $812312.10     | 0.01%             | 2049-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-INV2                           | JPMMT_19-INV2                                                           | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     142480 | PA      | $126567.02     | 0.00%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB | JPMCC_19-OSB                                                            | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $1851965.57    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-HYB1                                                    | JPMMT_19-HYB1                                                           | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     953583 | PA      | $870177.30     | 0.01%             | 2049-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                           | JPMMT_19-LTV3                                                           | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1590415 | PA      | $1400873.18    | 0.01%             | 2050-03-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-1                              | JPMMT_20-1                                                              | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     462335 | PA      | $394829.69     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-9                              | JPMMT_19-9                                                              | CUSIP: 46651YBT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1416233 | PA      | $1112850.08    | 0.01%             | 2050-05-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-8                              | JPMMT_20-8                                                              | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1892331 | PA      | $1513111.09    | 0.01%             | 2051-03-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-5                              | JPMMT_20-5                                                              | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     216766 | PA      | $179477.48     | 0.00%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-5                              | JPMMT_20-5                                                              | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     949325 | PA      | $779234.01     | 0.01%             | 2050-12-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| JAB HOLD                                                         | JAB HOLDINGS BV                                                         | CUSIP: 46653KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2205000 | PA      | $1490975.29    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-NY | JPMCC_21-NYAH                                                           | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3214622.60    | 0.03%             | 2038-06-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-HT | JPMCC_21-HTL5                                                           | CUSIP: 46654PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7080000 | PA      | $6716653.69    | 0.07%             | 2038-11-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_22-6                              | JPMMT_22-LTV2                                                           | CUSIP: 46655KDE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1587465 | PA      | $1167724.98    | 0.01%             | 2052-11-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                            | JACKSON FINANCIAL INC                                                   | CUSIP: 46817MAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1118963.97    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FD                                         | CUSIP: 46849LUV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5124449.99    | 0.05%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTL COOP                                         | JAPAN BANK FOR INTL COOPERATION                                         | CUSIP: 471048BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |     600000 | PA      | $580623.13     | 0.01%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FINANCE ORG FOR MUN                                        | JAPAN FINANCE ORG MUNICIPAL                                             | CUSIP: 471068AP1<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |     400000 | PA      | $390667.86     | 0.00%             | 2024-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                                                     | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     963000 | PA      | $866151.68     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | JEFFERIES GROUP INC                                                     | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594507.94     | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556CX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1967071.04    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1578625.42    | 0.02%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1935710.36    | 0.02%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     336000 | PA      | $273845.68     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1980019.70    | 0.02%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     409000 | PA      | $352636.54     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2060527.18    | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2417439.55    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1187434.02    | 0.01%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $6755636.08    | 0.07%             | 2049-12-31      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3763602.86    | 0.04%             | 2049-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-2                        | CACLN_21-2                                                              | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     916520 | PA      | $866240.28     | 0.01%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6         | JPMDB_19-COR6                                                           | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6583369.50    | 0.06%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                                                | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1711345.16    | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                                                | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     895000 | PA      | $902578.07     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_32A                                    | KKR_32A                                                                 | CUSIP: 48254HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   17000000 | PA      | $16730380.00   | 0.17%             | 2032-01-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO XII LLC                                     | KKR GROUP FINANCE CO XII LLC                                            | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1150256.58    | 0.01%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | KANSAS CITY POWER & LIGHT COMPANY                                       | CUSIP: 485134BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $645767.23     | 0.01%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                             | KANSAS CITY SOUTHERN                                                    | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2389266.60    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO KAYNE_18-1A                                            | KAYNE_18-1A                                                             | CUSIP: 48661AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1708885.36    | 0.02%             | 2031-07-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO KAYNE_19-6A                                            | KAYNE_19-6A                                                             | CUSIP: 48661NAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1445736.00    | 0.01%             | 2033-01-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO LTD KAYNE_21-10A                                       | KAYNE_21-10A                                                            | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1480616.00    | 0.01%             | 2034-04-23      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                          | KB HOME                                                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $857734.92     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 48667QAN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     300000 | PA      | $280109.38     | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 48667QAR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     950000 | PA      | $919998.45     | 0.01%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                   | KENNAMETAL INC                                                          | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1294373.04    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                     | KEY BANK NA                                                             | CUSIP: 49327M3E2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2766068.92    | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-22

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer