# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-25-047824
**Filing Date:** 2025-7
**Character Count:** 2593066
**Document Hash:** 35fd5eb88e97f931a7594f2350ae339c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-047824.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001145549-25-047824

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251148829

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img21c5c6d91.jpg)

Multi-Manager Total Return Bond Strategies Fund

**Third Quarter Report**

May 31, 2025 (Unaudited)

---

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

---

------

Portfolio of Investments

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 13.3%** | **Asset-Backed Securities - Non-Agency 13.3%** | **Asset-Backed Securities - Non-Agency 13.3%** | **Asset-Backed Securities - Non-Agency 13.3%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AB BSL CLO Ltd.<sup>(a),(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(a),(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(a),(b),(c)</sup>  | AB BSL CLO Ltd.<sup>(a),(b),(c)</sup>  |
| Series 2025-6A Class A | Series 2025-6A Class A | Series 2025-6A Class A | Series 2025-6A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.430% <br>Floor 1.430% <br>07/20/2037<br>| &nbsp;&nbsp; 4.325% | 11800000 | &nbsp;&nbsp; 11812874 |
| Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  |
| Series 2023-B Class A | Series 2023-B Class A | Series 2023-B Class A | Series 2023-B Class A |
| 09/15/2028 | &nbsp;&nbsp; 6.820% | 2070000 | &nbsp;&nbsp; 2082532 |
| Series 2024-A Class 1A | Series 2024-A Class 1A | Series 2024-A Class 1A | Series 2024-A Class 1A |
| 02/15/2029 | &nbsp;&nbsp; 5.610% | 4690000 | &nbsp;&nbsp; 4710388 |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 02/15/2029 | &nbsp;&nbsp; 5.610% | 1235000 | &nbsp;&nbsp; 1240369 |
| Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B |
| 12/17/2029 | &nbsp;&nbsp; 5.330% | 6800000 | &nbsp;&nbsp; 6815953 |
| Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C |
| 12/17/2029 | &nbsp;&nbsp; 5.620% | 6300000 | &nbsp;&nbsp; 6325821 |
| Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B | Subordinated Series 2024-A Class 1B |
| 02/15/2029 | &nbsp;&nbsp; 5.930% | 500000 | &nbsp;&nbsp; 503028 |
| Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C | Subordinated Series 2024-A Class 1C |
| 02/15/2029 | &nbsp;&nbsp; 6.160% | 500000 | &nbsp;&nbsp; 503482 |
| Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  | Affirm Master Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 02/15/2033 | &nbsp;&nbsp; 4.990% | 5300000 | &nbsp;&nbsp; 5302781 |
| AGL CLO 11 Ltd.<sup>(a),(b)</sup>  | AGL CLO 11 Ltd.<sup>(a),(b)</sup>  | AGL CLO 11 Ltd.<sup>(a),(b)</sup>  | AGL CLO 11 Ltd.<sup>(a),(b)</sup>  |
| Series 2021-11A Class AJ | Series 2021-11A Class AJ | Series 2021-11A Class AJ | Series 2021-11A Class AJ |
| &nbsp;&nbsp; 3-month Term SOFR + 1.612% <br>Floor 1.350% <br>04/15/2034<br>| &nbsp;&nbsp; 5.868% | 12200000 | &nbsp;&nbsp; 12204477 |
| AGL CLO 12 Ltd.<sup>(a),(b)</sup>  | AGL CLO 12 Ltd.<sup>(a),(b)</sup>  | AGL CLO 12 Ltd.<sup>(a),(b)</sup>  | AGL CLO 12 Ltd.<sup>(a),(b)</sup>  |
| Series 2021-12A Class C | Series 2021-12A Class C | Series 2021-12A Class C | Series 2021-12A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.112% <br>Floor 1.850% <br>07/20/2034<br>| &nbsp;&nbsp; 6.381% | 1000000 | &nbsp;&nbsp; 1001250 |
| Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  |
| Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>04/20/2032<br>| &nbsp;&nbsp; 5.400% | 6644167 | &nbsp;&nbsp; 6638446 |
| American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  |
| Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C |
| 03/12/2031 | &nbsp;&nbsp; 5.110% | 2280000 | &nbsp;&nbsp; 2279178 |
| Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C |
| 10/12/2029 | &nbsp;&nbsp; 6.440% | 2679686 | &nbsp;&nbsp; 2695805 |
| Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B |
| 02/14/2028 | &nbsp;&nbsp; 6.630% | 1110497 | &nbsp;&nbsp; 1112221 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust |
| Subordinated Series 2022-1 Class B | Subordinated Series 2022-1 Class B | Subordinated Series 2022-1 Class B | Subordinated Series 2022-1 Class B |
| 04/19/2027 | &nbsp;&nbsp; 2.770% | 1836595 | &nbsp;&nbsp; 1828772 |
| Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B | Subordinated Series 2023-1 Class B |
| 03/20/2028 | &nbsp;&nbsp; 5.570% | 3130000 | &nbsp;&nbsp; 3160210 |
| AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust |
| Series 2022-2 Class A3 | Series 2022-2 Class A3 | Series 2022-2 Class A3 | Series 2022-2 Class A3 |
| 04/18/2028 | &nbsp;&nbsp; 4.380% | 354261 | &nbsp;&nbsp; 354069 |
| Series 2023-2 Class B | Series 2023-2 Class B | Series 2023-2 Class B | Series 2023-2 Class B |
| 07/18/2029 | &nbsp;&nbsp; 5.840% | 4505000 | &nbsp;&nbsp; 4586799 |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 01/18/2029 | &nbsp;&nbsp; 5.430% | 3165000 | &nbsp;&nbsp; 3185262 |
| Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C | Subordinated Series 2021-3 Class C |
| 08/18/2027 | &nbsp;&nbsp; 1.410% | 3080000 | &nbsp;&nbsp; 3014648 |
| AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2022-25A Class A1R | Series 2022-25A Class A1R | Series 2022-25A Class A1R | Series 2022-25A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.350% <br>Floor 1.350% <br>04/15/2035<br>| &nbsp;&nbsp; 5.606% | 8670000 | &nbsp;&nbsp; 8671535 |
| Series 2023-26 Class A1R | Series 2023-26 Class A1R | Series 2023-26 Class A1R | Series 2023-26 Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.270% <br>Floor 1.270% <br>04/15/2036<br>| &nbsp;&nbsp; 5.558% | 2200000 | &nbsp;&nbsp; 2199894 |
| Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Cap 1.550% <br>07/20/2037<br>| &nbsp;&nbsp; 5.820% | 4670000 | &nbsp;&nbsp; 4694518 |
| Series 2024-30A Class A1 | Series 2024-30A Class A1 | Series 2024-30A Class A1 | Series 2024-30A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.680% <br>Floor 1.680% <br>01/15/2037<br>| &nbsp;&nbsp; 5.936% | 5250000 | &nbsp;&nbsp; 5266931 |
| Series 2025-31A Class B | Series 2025-31A Class B | Series 2025-31A Class B | Series 2025-31A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>02/20/2038<br>| &nbsp;&nbsp; 6.017% | 3270000 | &nbsp;&nbsp; 3270069 |
| Anchorage Capital CLO Ltd.<sup>(a),(b)</sup>  | Anchorage Capital CLO Ltd.<sup>(a),(b)</sup>  | Anchorage Capital CLO Ltd.<sup>(a),(b)</sup>  | Anchorage Capital CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2016-8A Class AR2 | Series 2016-8A Class AR2 | Series 2016-8A Class AR2 | Series 2016-8A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.462% <br>Floor 1.200% <br>10/27/2034<br>| &nbsp;&nbsp; 5.744% | 11500000 | &nbsp;&nbsp; 11506130 |
| Series 2025-17A Class A1R | Series 2025-17A Class A1R | Series 2025-17A Class A1R | Series 2025-17A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.230% <br>Floor 1.230% <br>02/28/2038<br>| &nbsp;&nbsp; 5.486% | 17500000 | &nbsp;&nbsp; 17489763 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Apidos CLO XVIII<sup>(a),(b)</sup>  | Apidos CLO XVIII<sup>(a),(b)</sup>  | Apidos CLO XVIII<sup>(a),(b)</sup>  | Apidos CLO XVIII<sup>(a),(b)</sup>  |
| Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 | Series 2018-R2 Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.330% <br>Floor 1.330% <br>01/22/2038<br>| &nbsp;&nbsp; 5.696% | 19000000 | &nbsp;&nbsp; 19033212 |
| Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  |
| Series 2016-24A | Series 2016-24A | Series 2016-24A | Series 2016-24A |
| &nbsp;&nbsp; 3-month Term SOFR + 2.312% <br>Floor 2.050% <br>10/20/2030<br>| &nbsp;&nbsp; 6.581% | 2900000 | &nbsp;&nbsp; 2904359 |
| Apollo Aviation Securitization Equity Trust<sup>(a)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(a)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(a)</sup>  | Apollo Aviation Securitization Equity Trust<sup>(a)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 02/16/2050 | &nbsp;&nbsp; 5.943% | 1963427 | &nbsp;&nbsp; 1968405 |
| Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup>  | Applebee's Funding LLC/IHOP Funding LLC<sup>(a)</sup>  |
| Series 2019-1A Class AII | Series 2019-1A Class AII | Series 2019-1A Class AII | Series 2019-1A Class AII |
| 06/07/2049 | &nbsp;&nbsp; 4.723% | 495000 | &nbsp;&nbsp; 487396 |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 03/05/2053 | &nbsp;&nbsp; 7.824% | 2750000 | &nbsp;&nbsp; 2812606 |
| Aqua Finance Trust<sup>(a)</sup>  | Aqua Finance Trust<sup>(a)</sup>  | Aqua Finance Trust<sup>(a)</sup>  | Aqua Finance Trust<sup>(a)</sup>  |
| Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A |
| 07/17/2046 | &nbsp;&nbsp; 1.900% | 200236 | &nbsp;&nbsp; 190207 |
| Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A |
| 07/17/2046 | &nbsp;&nbsp; 1.540% | 937498 | &nbsp;&nbsp; 858219 |
| Ares XXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXVII CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-2A Class AR3 | Series 2024-2A Class AR3 | Series 2024-2A Class AR3 | Series 2024-2A Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/28/2034<br>| &nbsp;&nbsp; 5.433% | 12110000 | &nbsp;&nbsp; 12097866 |
| Atlas Senior Loan Fund XXI Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXI Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXI Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXI Ltd.<sup>(a),(b)</sup>  |
| Series 2023-21A Class A1 | Series 2023-21A Class A1 | Series 2023-21A Class A1 | Series 2023-21A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.200% <br>Floor 2.200% <br>07/20/2035<br>| &nbsp;&nbsp; 6.470% | 7500000 | &nbsp;&nbsp; 7517708 |
| Atlas Senior Loan Fund XXIII Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(a),(b)</sup>  | Atlas Senior Loan Fund XXIII Ltd.<sup>(a),(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 1.530% <br>Floor 1.530% <br>07/20/2037<br>| &nbsp;&nbsp; 5.800% | 25000000 | &nbsp;&nbsp; 25083075 |
| AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/13/2029 | &nbsp;&nbsp; 4.620% | 1600000 | &nbsp;&nbsp; 1602404 |
| Auxilior Term Funding LLC<sup>(a)</sup>  | Auxilior Term Funding LLC<sup>(a)</sup>  | Auxilior Term Funding LLC<sup>(a)</sup>  | Auxilior Term Funding LLC<sup>(a)</sup>  |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 12/15/2028 | &nbsp;&nbsp; 6.180% | 618981 | &nbsp;&nbsp; 623231 |
| Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 02/22/2028 | &nbsp;&nbsp; 5.440% | 8020000 | &nbsp;&nbsp; 8110169 |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 06/20/2030 | &nbsp;&nbsp; 5.360% | 5325000 | &nbsp;&nbsp; 5394204 |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 08/20/2031 | &nbsp;&nbsp; 5.120% | 670000 | &nbsp;&nbsp; 671929 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C |
| 02/20/2028 | &nbsp;&nbsp; 2.350% | 4000000 | &nbsp;&nbsp; 3806284 |
| Bain Capital CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/16/2037<br>| &nbsp;&nbsp; 5.811% | 3750000 | &nbsp;&nbsp; 3751305 |
| Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2017-2A Class CR3 | Series 2017-2A Class CR3 | Series 2017-2A Class CR3 | Series 2017-2A Class CR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.200% <br>Floor 2.200% <br>07/25/2037<br>| &nbsp;&nbsp; 6.482% | 7000000 | &nbsp;&nbsp; 7040432 |
| Series 2022-4A Class CR | Series 2022-4A Class CR | Series 2022-4A Class CR | Series 2022-4A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.050% <br>Floor 2.050% <br>10/16/2037<br>| &nbsp;&nbsp; 6.358% | 3250000 | &nbsp;&nbsp; 3261567 |
| Series 2024-4A Class C | Series 2024-4A Class C | Series 2024-4A Class C | Series 2024-4A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>10/23/2037<br>| &nbsp;&nbsp; 6.179% | 8050000 | &nbsp;&nbsp; 8072991 |
| Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup>  | Balboa Bay Loan Funding Ltd.<sup>(a),(b)</sup>  |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.510% <br>Floor 1.510% <br>07/20/2037<br>| &nbsp;&nbsp; 5.780% | 14000000 | &nbsp;&nbsp; 14029624 |
| Ballyrock CLO Ltd.<sup>(a),(b)</sup>  | Ballyrock CLO Ltd.<sup>(a),(b)</sup>  | Ballyrock CLO Ltd.<sup>(a),(b)</sup>  | Ballyrock CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-18A Class A2R | Series 2021-18A Class A2R | Series 2021-18A Class A2R | Series 2021-18A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>04/15/2038<br>| &nbsp;&nbsp; 5.940% | 5210000 | &nbsp;&nbsp; 5202716 |
| Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2018-4A Class A1R | Series 2018-4A Class A1R | Series 2018-4A Class A1R | Series 2018-4A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/15/2030<br>| &nbsp;&nbsp; 5.406% | 3093324 | &nbsp;&nbsp; 3092851 |
| Benefit Street Partners CLO Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2015-6BR Class BR | Series 2015-6BR Class BR | Series 2015-6BR Class BR | Series 2015-6BR Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 5.840% | 5100000 | &nbsp;&nbsp; 5113454 |
| Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup>  | Benefit Street Partners CLO X Ltd.<sup>(a),(b)</sup>  |
| Series 2016-10A Class BRR | Series 2016-10A Class BRR | Series 2016-10A Class BRR | Series 2016-10A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.412% <br>Floor 2.150% <br>04/20/2034<br>| &nbsp;&nbsp; 6.681% | 2810000 | &nbsp;&nbsp; 2814710 |
| BHG Securitization Trust<sup>(a)</sup>  | BHG Securitization Trust<sup>(a)</sup>  | BHG Securitization Trust<sup>(a)</sup>  | BHG Securitization Trust<sup>(a)</sup>  |
| Series 2024-1CON Class A | Series 2024-1CON Class A | Series 2024-1CON Class A | Series 2024-1CON Class A |
| 04/17/2035 | &nbsp;&nbsp; 5.810% | 628476 | &nbsp;&nbsp; 637077 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Birch Grove CLO Ltd.<sup>(a),(b)</sup>  | Birch Grove CLO Ltd.<sup>(a),(b)</sup>  | Birch Grove CLO Ltd.<sup>(a),(b)</sup>  | Birch Grove CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-10 Class A | Series 2024-10 Class A | Series 2024-10 Class A | Series 2024-10 Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.390% <br>Floor 1.390% <br>01/22/2038<br>| &nbsp;&nbsp; 5.949% | 3250000 | &nbsp;&nbsp; 3250419 |
| Series 2024-9A Class C | Series 2024-9A Class C | Series 2024-9A Class C | Series 2024-9A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>10/22/2037<br>| &nbsp;&nbsp; 6.272% | 3150000 | &nbsp;&nbsp; 3153925 |
| Series 2025-12 Class A1 | Series 2025-12 Class A1 | Series 2025-12 Class A1 | Series 2025-12 Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.170% <br>Floor 1.170% <br>04/22/2038<br>| &nbsp;&nbsp; 5.492% | 6000000 | &nbsp;&nbsp; 5985000 |
| BlueMountain CLO Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2018-3A Class BR | Series 2018-3A Class BR | Series 2018-3A Class BR | Series 2018-3A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.850% <br>Floor 1.850% <br>10/25/2030<br>| &nbsp;&nbsp; 6.132% | 8500000 | &nbsp;&nbsp; 8495648 |
| Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 | Series 2024-3A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>11/15/2030<br>| &nbsp;&nbsp; 5.265% | 4060269 | &nbsp;&nbsp; 4060509 |
| BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2021-28A Class C | Series 2021-28A Class C | Series 2021-28A Class C | Series 2021-28A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.262% <br>Floor 2.000% <br>04/15/2034<br>| &nbsp;&nbsp; 6.518% | 1300000 | &nbsp;&nbsp; 1300411 |
| BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXXI Ltd.<sup>(a),(b)</sup>  |
| Series 2021-31A Class A2 | Series 2021-31A Class A2 | Series 2021-31A Class A2 | Series 2021-31A Class A2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.662% <br>Floor 1.400% <br>04/19/2034<br>| &nbsp;&nbsp; 5.931% | 3600000 | &nbsp;&nbsp; 3601926 |
| BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(b)</sup>  |
| Series 2017-2A Class A1AR | Series 2017-2A Class A1AR | Series 2017-2A Class A1AR | Series 2017-2A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.262% <br>Floor 1.000% <br>10/20/2030<br>| &nbsp;&nbsp; 5.555% | 3234281 | &nbsp;&nbsp; 3235164 |
| BMW Vehicle Lease Trust | BMW Vehicle Lease Trust | BMW Vehicle Lease Trust | BMW Vehicle Lease Trust |
| Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 |
| 10/25/2027 | &nbsp;&nbsp; 4.180% | 2665000 | &nbsp;&nbsp; 2646833 |
| BOF URSA Funding<sup>(a)</sup>  | BOF URSA Funding<sup>(a)</sup>  | BOF URSA Funding<sup>(a)</sup>  | BOF URSA Funding<sup>(a)</sup>  |
| Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 | Series 2024-SN1 Class A3 |
| 03/15/2028 | &nbsp;&nbsp; 5.660% | 5800000 | &nbsp;&nbsp; 5825968 |
| Bojangles Issuer LLC<sup>(a)</sup>  | Bojangles Issuer LLC<sup>(a)</sup>  | Bojangles Issuer LLC<sup>(a)</sup>  | Bojangles Issuer LLC<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 11/20/2054 | &nbsp;&nbsp; 6.584% | 700000 | &nbsp;&nbsp; 705477 |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust |
| Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 |
| 11/15/2027 | &nbsp;&nbsp; 6.510% | 2521067 | &nbsp;&nbsp; 2528644 |
| Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 | Series 2024-2 Class A3 |
| 06/15/2028 | &nbsp;&nbsp; 5.840% | 6515000 | &nbsp;&nbsp; 6548524 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2024-3 Class B | Series 2024-3 Class B | Series 2024-3 Class B | Series 2024-3 Class B |
| 10/16/2028 | &nbsp;&nbsp; 5.370% | 1185000 | &nbsp;&nbsp; 1189654 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 12/15/2028 | &nbsp;&nbsp; 4.780% | 2125000 | &nbsp;&nbsp; 2125574 |
| Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2013-3A Class A1AR | Series 2013-3A Class A1AR | Series 2013-3A Class A1AR | Series 2013-3A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.362% <br>Floor 1.100% <br>10/15/2030<br>| &nbsp;&nbsp; 5.618% | 129775 | &nbsp;&nbsp; 129828 |
| Series 2014-1A Class A1R2 | Series 2014-1A Class A1R2 | Series 2014-1A Class A1R2 | Series 2014-1A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.232% <br>Floor 0.970% <br>04/17/2031<br>| &nbsp;&nbsp; 5.511% | 518554 | &nbsp;&nbsp; 518818 |
| Series 2014-3RA Class A1A | Series 2014-3RA Class A1A | Series 2014-3RA Class A1A | Series 2014-3RA Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.312% <br>07/27/2031<br>| &nbsp;&nbsp; 5.594% | 3725417 | &nbsp;&nbsp; 3728461 |
| Series 2015-4A Class A1RR | Series 2015-4A Class A1RR | Series 2015-4A Class A1RR | Series 2015-4A Class A1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.220% <br>Floor 1.220% <br>07/20/2032<br>| &nbsp;&nbsp; 5.490% | 6264591 | &nbsp;&nbsp; 6266991 |
| Carlyle US CLO Ltd.<sup>(a),(b)</sup>  | Carlyle US CLO Ltd.<sup>(a),(b)</sup>  | Carlyle US CLO Ltd.<sup>(a),(b)</sup>  | Carlyle US CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2019-3A Class BRR | Series 2019-3A Class BRR | Series 2019-3A Class BRR | Series 2019-3A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.600% <br>Floor 2.600% <br>04/20/2037<br>| &nbsp;&nbsp; 6.870% | 3650000 | &nbsp;&nbsp; 3676933 |
| Series 2020-1A Class BRR | Series 2020-1A Class BRR | Series 2020-1A Class BRR | Series 2020-1A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>01/20/2038<br>| &nbsp;&nbsp; 6.020% | 1250000 | &nbsp;&nbsp; 1254325 |
| Series 2021-6A Class BR | Series 2021-6A Class BR | Series 2021-6A Class BR | Series 2021-6A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/15/2038<br>| &nbsp;&nbsp; 5.991% | 13750000 | &nbsp;&nbsp; 13823494 |
| Series 2021-7A Class A1R | Series 2021-7A Class A1R | Series 2021-7A Class A1R | Series 2021-7A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>04/15/2038<br>| &nbsp;&nbsp; 5.456% | 9850000 | &nbsp;&nbsp; 9869158 |
| Series 2021-7A Class BR | Series 2021-7A Class BR | Series 2021-7A Class BR | Series 2021-7A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>04/15/2040<br>| &nbsp;&nbsp; 5.856% | 7500000 | &nbsp;&nbsp; 7489485 |
| Series 2024-8 Class B | Series 2024-8 Class B | Series 2024-8 Class B | Series 2024-8 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/25/2037<br>| &nbsp;&nbsp; 6.018% | 17250000 | &nbsp;&nbsp; 17266888 |
| Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust |
| Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 |
| 01/18/2028 | &nbsp;&nbsp; 5.050% | 3193934 | &nbsp;&nbsp; 3204573 |
| Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B | Subordinated Series 2023-3 Class B |
| 02/15/2029 | &nbsp;&nbsp; 5.470% | 3040000 | &nbsp;&nbsp; 3087455 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 |
| 10/15/2029 | &nbsp;&nbsp; 4.600% | 7030000 | &nbsp;&nbsp; 7077659 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 4.480% | 2115000 | &nbsp;&nbsp; 2105441 |
| CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust | CarMax Select Receivables Trust |
| Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 |
| 09/17/2029 | &nbsp;&nbsp; 4.770% | 3495000 | &nbsp;&nbsp; 3501022 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| Series 2021-P4 Class A3 | Series 2021-P4 Class A3 | Series 2021-P4 Class A3 | Series 2021-P4 Class A3 |
| 01/11/2027 | &nbsp;&nbsp; 1.310% | 273754 | &nbsp;&nbsp; 273309 |
| Series 2024-P2 Class A3 | Series 2024-P2 Class A3 | Series 2024-P2 Class A3 | Series 2024-P2 Class A3 |
| 07/10/2029 | &nbsp;&nbsp; 5.330% | 1735000 | &nbsp;&nbsp; 1749862 |
| Series 2024-P4 Class A3 | Series 2024-P4 Class A3 | Series 2024-P4 Class A3 | Series 2024-P4 Class A3 |
| 01/10/2030 | &nbsp;&nbsp; 4.640% | 1135000 | &nbsp;&nbsp; 1134445 |
| Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  |
| Series 2023-P1 Class A3 | Series 2023-P1 Class A3 | Series 2023-P1 Class A3 | Series 2023-P1 Class A3 |
| 12/10/2027 | &nbsp;&nbsp; 5.980% | 2315696 | &nbsp;&nbsp; 2325508 |
| CBAM Ltd.<sup>(a),(b)</sup>  | CBAM Ltd.<sup>(a),(b)</sup>  | CBAM Ltd.<sup>(a),(b)</sup>  | CBAM Ltd.<sup>(a),(b)</sup>  |
| Series 2024-1A Class AR2 | Series 2024-1A Class AR2 | Series 2024-1A Class AR2 | Series 2024-1A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.390% <br>Floor 1.390% <br>01/20/2038<br>| &nbsp;&nbsp; 5.660% | 9100000 | &nbsp;&nbsp; 9115870 |
| Chesapeake Funding II LLC<sup>(a)</sup>  | Chesapeake Funding II LLC<sup>(a)</sup>  | Chesapeake Funding II LLC<sup>(a)</sup>  | Chesapeake Funding II LLC<sup>(a)</sup>  |
| Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 |
| 05/15/2035 | &nbsp;&nbsp; 5.650% | 1390584 | &nbsp;&nbsp; 1395381 |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| 05/15/2036 | &nbsp;&nbsp; 5.520% | 1225116 | &nbsp;&nbsp; 1237100 |
| CIFC Funding IV Ltd.<sup>(a),(b)</sup>  | CIFC Funding IV Ltd.<sup>(a),(b)</sup>  | CIFC Funding IV Ltd.<sup>(a),(b)</sup>  | CIFC Funding IV Ltd.<sup>(a),(b)</sup>  |
| Series 2015-4A Class BR2 | Series 2015-4A Class BR2 | Series 2015-4A Class BR2 | Series 2015-4A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.162% <br>Floor 1.900% <br>04/20/2034<br>| &nbsp;&nbsp; 6.431% | 6300000 | &nbsp;&nbsp; 6309734 |
| CIFC Funding Ltd.<sup>(a),(b)</sup>  | CIFC Funding Ltd.<sup>(a),(b)</sup>  | CIFC Funding Ltd.<sup>(a),(b)</sup>  | CIFC Funding Ltd.<sup>(a),(b)</sup>  |
| Series 2016-1A Class BR3 | Series 2016-1A Class BR3 | Series 2016-1A Class BR3 | Series 2016-1A Class BR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.450% <br>Floor 1.450% <br>10/21/2031<br>| &nbsp;&nbsp; 5.720% | 8500000 | &nbsp;&nbsp; 8469298 |
| Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.370% <br>Floor 1.370% <br>10/20/2037<br>| &nbsp;&nbsp; 5.640% | 39520000 | &nbsp;&nbsp; 39605798 |
| Series 2019-6A Class A2R | Series 2019-6A Class A2R | Series 2019-6A Class A2R | Series 2019-6A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>07/16/2037<br>| &nbsp;&nbsp; 5.961% | 2000000 | &nbsp;&nbsp; 2003888 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CIT Education Loan Trust<sup>(a),(b)</sup>  | CIT Education Loan Trust<sup>(a),(b)</sup>  | CIT Education Loan Trust<sup>(a),(b)</sup>  | CIT Education Loan Trust<sup>(a),(b)</sup>  |
| Series 2007-1 Class B | Series 2007-1 Class B | Series 2007-1 Class B | Series 2007-1 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 0.562% <br>Floor 0.300% <br>06/25/2042<br>| &nbsp;&nbsp; 4.924% | 232010 | &nbsp;&nbsp; 207677 |
| Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 5.110% | 1235000 | &nbsp;&nbsp; 1241200 |
| Clover CLO LLC<sup>(a),(b)</sup>  | Clover CLO LLC<sup>(a),(b)</sup>  | Clover CLO LLC<sup>(a),(b)</sup>  | Clover CLO LLC<sup>(a),(b)</sup>  |
| Series 2021-3A Class AR | Series 2021-3A Class AR | Series 2021-3A Class AR | Series 2021-3A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.070% <br>Floor 1.070% <br>01/25/2035<br>| &nbsp;&nbsp; 5.352% | 10150000 | &nbsp;&nbsp; 10106284 |
| Commonbond Student Loan Trust<sup>(a)</sup>  | Commonbond Student Loan Trust<sup>(a)</sup>  | Commonbond Student Loan Trust<sup>(a)</sup>  | Commonbond Student Loan Trust<sup>(a)</sup>  |
| Series 2018-CGS Class B | Series 2018-CGS Class B | Series 2018-CGS Class B | Series 2018-CGS Class B |
| 02/25/2046 | &nbsp;&nbsp; 4.250% | 73679 | &nbsp;&nbsp; 69976 |
| Series 2020-AGS Class A | Series 2020-AGS Class A | Series 2020-AGS Class A | Series 2020-AGS Class A |
| 08/25/2050 | &nbsp;&nbsp; 1.980% | 706035 | &nbsp;&nbsp; 611354 |
| Compass Datacenters Issuer II LLC<sup>(a)</sup>  | Compass Datacenters Issuer II LLC<sup>(a)</sup>  | Compass Datacenters Issuer II LLC<sup>(a)</sup>  | Compass Datacenters Issuer II LLC<sup>(a)</sup>  |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 08/25/2049 | &nbsp;&nbsp; 5.022% | 1745000 | &nbsp;&nbsp; 1738212 |
| Compass Datacenters Issuer III LLC<sup>(a)</sup>  | Compass Datacenters Issuer III LLC<sup>(a)</sup>  | Compass Datacenters Issuer III LLC<sup>(a)</sup>  | Compass Datacenters Issuer III LLC<sup>(a)</sup>  |
| Series 2025-1 Class A2 | Series 2025-1 Class A2 | Series 2025-1 Class A2 | Series 2025-1 Class A2 |
| 02/25/2050 | &nbsp;&nbsp; 5.656% | 1195000 | &nbsp;&nbsp; 1201297 |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 05/20/2055 | &nbsp;&nbsp; 6.000% | 2990000 | &nbsp;&nbsp; 3022119 |
| CQS US CLO Ltd.<sup>(a),(b)</sup>  | CQS US CLO Ltd.<sup>(a),(b)</sup>  | CQS US CLO Ltd.<sup>(a),(b)</sup>  | CQS US CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.890% <br>Floor 1.890% <br>01/25/2037<br>| &nbsp;&nbsp; 6.172% | 20000000 | &nbsp;&nbsp; 20066780 |
| Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  |
| Series 2022-3A Class A | Series 2022-3A Class A | Series 2022-3A Class A | Series 2022-3A Class A |
| 10/15/2032 | &nbsp;&nbsp; 6.570% | 323190 | &nbsp;&nbsp; 323402 |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 03/15/2033 | &nbsp;&nbsp; 6.480% | 3154264 | &nbsp;&nbsp; 3170227 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 06/15/2034 | &nbsp;&nbsp; 5.950% | 4260000 | &nbsp;&nbsp; 4324084 |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 03/15/2035 | &nbsp;&nbsp; 5.020% | 3145000 | &nbsp;&nbsp; 3150964 |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 07/15/2033 | &nbsp;&nbsp; 6.610% | 1215000 | &nbsp;&nbsp; 1228888 |
| Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C |
| 12/15/2033 | &nbsp;&nbsp; 7.620% | 695000 | &nbsp;&nbsp; 718407 |
| Crestline Denali CLO XVII Ltd.<sup>(a),(b)</sup>  | Crestline Denali CLO XVII Ltd.<sup>(a),(b)</sup>  | Crestline Denali CLO XVII Ltd.<sup>(a),(b)</sup>  | Crestline Denali CLO XVII Ltd.<sup>(a),(b)</sup>  |
| Series 2018-1A Class ARR | Series 2018-1A Class ARR | Series 2018-1A Class ARR | Series 2018-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>10/15/2031<br>| &nbsp;&nbsp; 5.386% | 3582835 | &nbsp;&nbsp; 3582054 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Crockett Partners Equipment Co. IIA LLC<sup>(a)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(a)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(a)</sup>  | Crockett Partners Equipment Co. IIA LLC<sup>(a)</sup>  |
| Series 2024-1C Class A | Series 2024-1C Class A | Series 2024-1C Class A | Series 2024-1C Class A |
| 01/20/2031 | &nbsp;&nbsp; 6.050% | 2685455 | &nbsp;&nbsp; 2725253 |
| CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 02/20/2050 | &nbsp;&nbsp; 5.910% | 3305000 | &nbsp;&nbsp; 3351700 |
| DataBank Issuer LLC<sup>(a)</sup>  | DataBank Issuer LLC<sup>(a)</sup>  | DataBank Issuer LLC<sup>(a)</sup>  | DataBank Issuer LLC<sup>(a)</sup>  |
| Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 |
| 02/25/2053 | &nbsp;&nbsp; 5.116% | 3400000 | &nbsp;&nbsp; 3357880 |
| DB Master Finance LLC<sup>(a)</sup>  | DB Master Finance LLC<sup>(a)</sup>  | DB Master Finance LLC<sup>(a)</sup>  | DB Master Finance LLC<sup>(a)</sup>  |
| Series 2017-1A Class A2II | Series 2017-1A Class A2II | Series 2017-1A Class A2II | Series 2017-1A Class A2II |
| 11/20/2047 | &nbsp;&nbsp; 4.030% | 1159375 | &nbsp;&nbsp; 1141540 |
| Series 2019-1A Class A23 | Series 2019-1A Class A23 | Series 2019-1A Class A23 | Series 2019-1A Class A23 |
| 05/20/2049 | &nbsp;&nbsp; 4.352% | 1131000 | &nbsp;&nbsp; 1094992 |
| Dell Equipment Finance Trust<sup>(a)</sup>  | Dell Equipment Finance Trust<sup>(a)</sup>  | Dell Equipment Finance Trust<sup>(a)</sup>  | Dell Equipment Finance Trust<sup>(a)</sup>  |
| Series 2023-3 Class A3 | Series 2023-3 Class A3 | Series 2023-3 Class A3 | Series 2023-3 Class A3 |
| 04/23/2029 | &nbsp;&nbsp; 5.930% | 4805032 | &nbsp;&nbsp; 4832939 |
| Dewolf Park CLO Ltd.<sup>(a),(b)</sup>  | Dewolf Park CLO Ltd.<sup>(a),(b)</sup>  | Dewolf Park CLO Ltd.<sup>(a),(b)</sup>  | Dewolf Park CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR | Series 2021-1A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.182% <br>Floor 0.920% <br>10/15/2030<br>| &nbsp;&nbsp; 5.438% | 950211 | &nbsp;&nbsp; 950698 |
| DLLMT LLC<sup>(a)</sup>  | DLLMT LLC<sup>(a)</sup>  | DLLMT LLC<sup>(a)</sup>  | DLLMT LLC<sup>(a)</sup>  |
| Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 | Subordinated Series 2023-1A Class A3 |
| 03/22/2027 | &nbsp;&nbsp; 5.340% | 3525990 | &nbsp;&nbsp; 3538699 |
| Drive Auto Receivables Trust | Drive Auto Receivables Trust | Drive Auto Receivables Trust | Drive Auto Receivables Trust |
| Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B |
| 07/16/2029 | &nbsp;&nbsp; 4.520% | 3755000 | &nbsp;&nbsp; 3735241 |
| Driven Brands Funding LLC<sup>(a)</sup>  | Driven Brands Funding LLC<sup>(a)</sup>  | Driven Brands Funding LLC<sup>(a)</sup>  | Driven Brands Funding LLC<sup>(a)</sup>  |
| Series 2019-1A Class A2 | Series 2019-1A Class A2 | Series 2019-1A Class A2 | Series 2019-1A Class A2 |
| 04/20/2049 | &nbsp;&nbsp; 4.641% | 1646557 | &nbsp;&nbsp; 1634593 |
| Dryden 86 CLO Ltd.<sup>(a),(b)</sup>  | Dryden 86 CLO Ltd.<sup>(a),(b)</sup>  | Dryden 86 CLO Ltd.<sup>(a),(b)</sup>  | Dryden 86 CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2020-86A Class CR | Series 2020-86A Class CR | Series 2020-86A Class CR | Series 2020-86A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.262% <br>Floor 2.000%, Cap 2.000% <br>07/17/2034<br>| &nbsp;&nbsp; 6.565% | 3000000 | &nbsp;&nbsp; 3003720 |
| Dryden CLO Ltd.<sup>(a),(b)</sup>  | Dryden CLO Ltd.<sup>(a),(b)</sup>  | Dryden CLO Ltd.<sup>(a),(b)</sup>  | Dryden CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2019-75A Class CR2 | Series 2019-75A Class CR2 | Series 2019-75A Class CR2 | Series 2019-75A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.062% <br>Floor 1.800% <br>04/15/2034<br>| &nbsp;&nbsp; 6.318% | 5000000 | &nbsp;&nbsp; 5001790 |
| Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  |
| Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>08/15/2031<br>| &nbsp;&nbsp; 5.476% | 5318025 | &nbsp;&nbsp; 5322715 |
| DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 02/15/2029 | &nbsp;&nbsp; 5.410% | 1457442 | &nbsp;&nbsp; 1458286 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Elevation CLO Ltd.<sup>(a),(b)</sup>  | Elevation CLO Ltd.<sup>(a),(b)</sup>  | Elevation CLO Ltd.<sup>(a),(b)</sup>  | Elevation CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-12A Class A1R | Series 2021-12A Class A1R | Series 2021-12A Class A1R | Series 2021-12A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.620% <br>Floor 1.620% <br>04/20/2037<br>| &nbsp;&nbsp; 5.913% | 30000000 | &nbsp;&nbsp; 30088410 |
| Series 2025-18A Class B | Series 2025-18A Class B | Series 2025-18A Class B | Series 2025-18A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>03/28/2038<br>| &nbsp;&nbsp; 5.990% | 10000000 | &nbsp;&nbsp; 9970600 |
| ELFI Graduate Loan Program LLC<sup>(a)</sup>  | ELFI Graduate Loan Program LLC<sup>(a)</sup>  | ELFI Graduate Loan Program LLC<sup>(a)</sup>  | ELFI Graduate Loan Program LLC<sup>(a)</sup>  |
| Series 2019-A Class A | Series 2019-A Class A | Series 2019-A Class A | Series 2019-A Class A |
| 03/25/2044 | &nbsp;&nbsp; 2.540% | 513479 | &nbsp;&nbsp; 486702 |
| Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A |
| 02/04/2048 | &nbsp;&nbsp; 6.370% | 3639147 | &nbsp;&nbsp; 3765722 |
| ELFI Graduate Loan Program LLC<sup>(a),(d)</sup>  | ELFI Graduate Loan Program LLC<sup>(a),(d)</sup>  | ELFI Graduate Loan Program LLC<sup>(a),(d)</sup>  | ELFI Graduate Loan Program LLC<sup>(a),(d)</sup>  |
| Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B | Subordinated Series 2019-A Class B |
| 03/25/2044 | &nbsp;&nbsp; 2.940% | 242284 | &nbsp;&nbsp; 220047 |
| Elmwood CLO 30 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 30 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 30 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 30 Ltd.<sup>(a),(b)</sup>  |
| Series 2024-6A Class A | Series 2024-6A Class A | Series 2024-6A Class A | Series 2024-6A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.430% <br>Floor 1.430% <br>07/17/2037<br>| &nbsp;&nbsp; 5.710% | 14000000 | &nbsp;&nbsp; 14038976 |
| Elmwood CLO 39 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 39 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 39 Ltd.<sup>(a),(b)</sup>  | Elmwood CLO 39 Ltd.<sup>(a),(b)</sup>  |
| Series 2025-2A Class A1 | Series 2025-2A Class A1 | Series 2025-2A Class A1 | Series 2025-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.140% <br>Floor 1.140% <br>04/17/2038<br>| &nbsp;&nbsp; 5.470% | 19000000 | &nbsp;&nbsp; 18964679 |
| Elmwood CLO IX Ltd.<sup>(a),(b)</sup>  | Elmwood CLO IX Ltd.<sup>(a),(b)</sup>  | Elmwood CLO IX Ltd.<sup>(a),(b)</sup>  | Elmwood CLO IX Ltd.<sup>(a),(b)</sup>  |
| Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 4.317% | 6520000 | &nbsp;&nbsp; 6514458 |
| Elmwood CLO Ltd.<sup>(a),(b)</sup>  | Elmwood CLO Ltd.<sup>(a),(b)</sup>  | Elmwood CLO Ltd.<sup>(a),(b)</sup>  | Elmwood CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.240% <br>Floor 1.240% <br>03/22/2038<br>| &nbsp;&nbsp; 5.530% | 20000000 | &nbsp;&nbsp; 20021500 |
| Elmwood CLO XI Ltd.<sup>(a),(b)</sup>  | Elmwood CLO XI Ltd.<sup>(a),(b)</sup>  | Elmwood CLO XI Ltd.<sup>(a),(b)</sup>  | Elmwood CLO XI Ltd.<sup>(a),(b)</sup>  |
| Series 2021-4A Class BR | Series 2021-4A Class BR | Series 2021-4A Class BR | Series 2021-4A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>01/20/2038<br>| &nbsp;&nbsp; 5.869% | 3270000 | &nbsp;&nbsp; 3264961 |
| Enterprise Fleet Financing LLC<sup>(a)</sup>  | Enterprise Fleet Financing LLC<sup>(a)</sup>  | Enterprise Fleet Financing LLC<sup>(a)</sup>  | Enterprise Fleet Financing LLC<sup>(a)</sup>  |
| Series 2022-3 Class A2 | Series 2022-3 Class A2 | Series 2022-3 Class A2 | Series 2022-3 Class A2 |
| 07/20/2029 | &nbsp;&nbsp; 4.380% | 280899 | &nbsp;&nbsp; 280550 |
| Series 2023-2 Class A2 | Series 2023-2 Class A2 | Series 2023-2 Class A2 | Series 2023-2 Class A2 |
| 04/22/2030 | &nbsp;&nbsp; 5.560% | 1412388 | &nbsp;&nbsp; 1418768 |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 09/20/2030 | &nbsp;&nbsp; 5.160% | 1265000 | &nbsp;&nbsp; 1280388 |
| Series 2024-3 Class A4 | Series 2024-3 Class A4 | Series 2024-3 Class A4 | Series 2024-3 Class A4 |
| 03/20/2031 | &nbsp;&nbsp; 5.060% | 2190000 | &nbsp;&nbsp; 2218856 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 02/20/2029 | &nbsp;&nbsp; 4.820% | 1635000 | &nbsp;&nbsp; 1647407 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 | Series 2025-2A Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.740% | 5810000 | &nbsp;&nbsp; 5811618 |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 09/15/2027 | &nbsp;&nbsp; 5.610% | 515853 | &nbsp;&nbsp; 516240 |
| Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B |
| 08/15/2028 | &nbsp;&nbsp; 5.290% | 6650000 | &nbsp;&nbsp; 6659755 |
| Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C | Subordinated Series 2024-4A Class C |
| 08/15/2030 | &nbsp;&nbsp; 5.480% | 2075000 | &nbsp;&nbsp; 2094023 |
| Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust | Exeter Select Automobile Receivables Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 04/15/2030 | &nbsp;&nbsp; 4.690% | 945000 | &nbsp;&nbsp; 944014 |
| Flagship Credit Auto Trust<sup>(a)</sup>  | Flagship Credit Auto Trust<sup>(a)</sup>  | Flagship Credit Auto Trust<sup>(a)</sup>  | Flagship Credit Auto Trust<sup>(a)</sup>  |
| Series 2022-4 Class A3 | Series 2022-4 Class A3 | Series 2022-4 Class A3 | Series 2022-4 Class A3 |
| 06/15/2027 | &nbsp;&nbsp; 6.320% | 1045206 | &nbsp;&nbsp; 1046574 |
| Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C | Subordinated Series 2023-2 Class C |
| 05/15/2029 | &nbsp;&nbsp; 5.810% | 3240000 | &nbsp;&nbsp; 3255293 |
| Flatiron CLO Ltd.<sup>(a),(b)</sup>  | Flatiron CLO Ltd.<sup>(a),(b)</sup>  | Flatiron CLO Ltd.<sup>(a),(b)</sup>  | Flatiron CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>10/19/2037<br>| &nbsp;&nbsp; 6.270% | 2000000 | &nbsp;&nbsp; 2005854 |
| Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 11/27/2051 | &nbsp;&nbsp; 3.250% | 4421000 | &nbsp;&nbsp; 4245617 |
| Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust |
| Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 | Series 2025-A Class A3 |
| 06/15/2028 | &nbsp;&nbsp; 4.720% | 2055000 | &nbsp;&nbsp; 2065949 |
| Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  |
| Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A |
| 10/17/2033 | &nbsp;&nbsp; 1.370% | 3415000 | &nbsp;&nbsp; 3321436 |
| Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C | Subordinated Series 2021-2 Class C |
| 05/15/2034 | &nbsp;&nbsp; 2.110% | 3900000 | &nbsp;&nbsp; 3742655 |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 05/15/2034 | &nbsp;&nbsp; 2.600% | 2300000 | &nbsp;&nbsp; 2215035 |
| Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C |
| 08/15/2035 | &nbsp;&nbsp; 5.580% | 3900000 | &nbsp;&nbsp; 3960463 |
| Frontier Issuer LLC<sup>(a)</sup>  | Frontier Issuer LLC<sup>(a)</sup>  | Frontier Issuer LLC<sup>(a)</sup>  | Frontier Issuer LLC<sup>(a)</sup>  |
| Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 | Series 2023-1 Class A2 |
| 08/20/2053 | &nbsp;&nbsp; 6.600% | 4475000 | &nbsp;&nbsp; 4528167 |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 06/20/2054 | &nbsp;&nbsp; 6.190% | 2060000 | &nbsp;&nbsp; 2106494 |
| Galaxy XXII CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXII CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXII CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXII CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2016-22A Class ARRR | Series 2016-22A Class ARRR | Series 2016-22A Class ARRR | Series 2016-22A Class ARRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.240% <br>Floor 1.240% <br>04/16/2034<br>| &nbsp;&nbsp; 5.887% | 3740000 | &nbsp;&nbsp; 3743688 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Galaxy XXVI CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXVI CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXVI CLO Ltd.<sup>(a),(b)</sup>  | Galaxy XXVI CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2018-26A Class AR | Series 2018-26A Class AR | Series 2018-26A Class AR | Series 2018-26A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.170% <br>Floor 1.170%, Cap 1.170% <br>11/22/2031<br>| &nbsp;&nbsp; 5.496% | 2635303 | &nbsp;&nbsp; 2637875 |
| GECU Auto Receivables Trust<sup>(a)</sup>  | GECU Auto Receivables Trust<sup>(a)</sup>  | GECU Auto Receivables Trust<sup>(a)</sup>  | GECU Auto Receivables Trust<sup>(a)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 5.630% | 2500000 | &nbsp;&nbsp; 2512902 |
| GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  |
| Series 2024-4A Class A3 | Series 2024-4A Class A3 | Series 2024-4A Class A3 | Series 2024-4A Class A3 |
| 07/17/2028 | &nbsp;&nbsp; 4.750% | 1230000 | &nbsp;&nbsp; 1230432 |
| Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C | Series 2025-2 Class C |
| 01/15/2031 | &nbsp;&nbsp; 5.110% | 1355000 | &nbsp;&nbsp; 1362274 |
| Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B | Subordinated Series 2024-2A Class B |
| 11/15/2028 | &nbsp;&nbsp; 5.770% | 3445000 | &nbsp;&nbsp; 3482898 |
| Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B | Subordinated Series 2024-3A Class B |
| 01/16/2029 | &nbsp;&nbsp; 5.080% | 1850000 | &nbsp;&nbsp; 1851648 |
| GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  |
| Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 06/17/2030 | &nbsp;&nbsp; 5.580% | 666540 | &nbsp;&nbsp; 672152 |
| Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 |
| 10/15/2029 | &nbsp;&nbsp; 5.590% | 2337962 | &nbsp;&nbsp; 2363453 |
| Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 |
| 12/17/2029 | &nbsp;&nbsp; 4.430% | 1703466 | &nbsp;&nbsp; 1701663 |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 04/15/2030 | &nbsp;&nbsp; 4.710% | 2189000 | &nbsp;&nbsp; 2185838 |
| GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 02/21/2028 | &nbsp;&nbsp; 4.660% | 2780000 | &nbsp;&nbsp; 2791419 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B |
| 04/16/2029 | &nbsp;&nbsp; 6.160% | 2800000 | &nbsp;&nbsp; 2874866 |
| Goal Capital Funding Trust<sup>(b)</sup>  | Goal Capital Funding Trust<sup>(b)</sup>  | Goal Capital Funding Trust<sup>(b)</sup>  | Goal Capital Funding Trust<sup>(b)</sup>  |
| Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 0.712% <br>Floor 0.450% <br>08/25/2042<br>| &nbsp;&nbsp; 5.041% | 300348 | &nbsp;&nbsp; 285419 |
| Goldentree Loan Management US CLO Ltd.<sup>(a),(b)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(a),(b)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(a),(b)</sup>  | Goldentree Loan Management US CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2020-8A Class ARR | Series 2020-8A Class ARR | Series 2020-8A Class ARR | Series 2020-8A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/20/2034<br>| &nbsp;&nbsp; 5.817% | 10550000 | &nbsp;&nbsp; 10541222 |
| GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  |
| Series 2021-3CS Class A | Series 2021-3CS Class A | Series 2021-3CS Class A | Series 2021-3CS Class A |
| 05/20/2048 | &nbsp;&nbsp; 2.100% | 2430298 | &nbsp;&nbsp; 1858458 |
| Greenacre Park CLO LLC<sup>(a),(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(a),(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(a),(b),(c)</sup>  | Greenacre Park CLO LLC<sup>(a),(b),(c)</sup>  |
| Series 2021-2 Class AR | Series 2021-2 Class AR | Series 2021-2 Class AR | Series 2021-2 Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.370% <br>Floor 1.370% <br>07/20/2037<br>| &nbsp;&nbsp; 5.700% | 6950000 | &nbsp;&nbsp; 6957617 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  |
| Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 |
| 10/27/2059 | &nbsp;&nbsp; 5.150% | 507435 | &nbsp;&nbsp; 508215 |
| GreenSky Home Improvement Trust<sup>(a)</sup>  | GreenSky Home Improvement Trust<sup>(a)</sup>  | GreenSky Home Improvement Trust<sup>(a)</sup>  | GreenSky Home Improvement Trust<sup>(a)</sup>  |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 06/25/2059 | &nbsp;&nbsp; 5.550% | 1745000 | &nbsp;&nbsp; 1786155 |
| Greenwood Park CLO Ltd.<sup>(a),(b)</sup>  | Greenwood Park CLO Ltd.<sup>(a),(b)</sup>  | Greenwood Park CLO Ltd.<sup>(a),(b)</sup>  | Greenwood Park CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2018-1A Class A2 | Series 2018-1A Class A2 | Series 2018-1A Class A2 | Series 2018-1A Class A2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.272% <br>Floor 1.010% <br>04/15/2031<br>| &nbsp;&nbsp; 5.528% | 3200017 | &nbsp;&nbsp; 3202183 |
| Greywolf CLO VII Ltd.<sup>(a),(b)</sup>  | Greywolf CLO VII Ltd.<sup>(a),(b)</sup>  | Greywolf CLO VII Ltd.<sup>(a),(b)</sup>  | Greywolf CLO VII Ltd.<sup>(a),(b)</sup>  |
| Series 2018-2A Class A1 | Series 2018-2A Class A1 | Series 2018-2A Class A1 | Series 2018-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.440% <br>Floor 1.180% <br>10/20/2031<br>| &nbsp;&nbsp; 5.710% | 2214864 | &nbsp;&nbsp; 2216266 |
| Hayfin US XV Ltd.<sup>(a),(b)</sup>  | Hayfin US XV Ltd.<sup>(a),(b)</sup>  | Hayfin US XV Ltd.<sup>(a),(b)</sup>  | Hayfin US XV Ltd.<sup>(a),(b)</sup>  |
| Series 2024-15A Class A1 | Series 2024-15A Class A1 | Series 2024-15A Class A1 | Series 2024-15A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.640% <br>Floor 1.640% <br>04/28/2037<br>| &nbsp;&nbsp; 5.923% | 24750000 | &nbsp;&nbsp; 24824572 |
| Helios Issuer LLC<sup>(a)</sup>  | Helios Issuer LLC<sup>(a)</sup>  | Helios Issuer LLC<sup>(a)</sup>  | Helios Issuer LLC<sup>(a)</sup>  |
| Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A | Series 2020-AA Class A |
| 06/20/2047 | &nbsp;&nbsp; 2.980% | 887625 | &nbsp;&nbsp; 761246 |
| Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  |
| Series 2013-3A Class A | Series 2013-3A Class A | Series 2013-3A Class A | Series 2013-3A Class A |
| 01/17/2073 | &nbsp;&nbsp; 4.080% | 1200957 | &nbsp;&nbsp; 1121218 |
| Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A |
| 01/17/2073 | &nbsp;&nbsp; 3.610% | 1473342 | &nbsp;&nbsp; 1307497 |
| Hertz Vehicle Financing III LLC<sup>(a)</sup>  | Hertz Vehicle Financing III LLC<sup>(a)</sup>  | Hertz Vehicle Financing III LLC<sup>(a)</sup>  | Hertz Vehicle Financing III LLC<sup>(a)</sup>  |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 02/25/2028 | &nbsp;&nbsp; 5.940% | 4660000 | &nbsp;&nbsp; 4728256 |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 01/25/2029 | &nbsp;&nbsp; 5.440% | 3815000 | &nbsp;&nbsp; 3842987 |
| Hertz Vehicle Financing LLC<sup>(a)</sup>  | Hertz Vehicle Financing LLC<sup>(a)</sup>  | Hertz Vehicle Financing LLC<sup>(a)</sup>  | Hertz Vehicle Financing LLC<sup>(a)</sup>  |
| Series 2022-2A Class A | Series 2022-2A Class A | Series 2022-2A Class A | Series 2022-2A Class A |
| 06/26/2028 | &nbsp;&nbsp; 2.330% | 3830000 | &nbsp;&nbsp; 3659143 |
| Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  |
| Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C | Subordinated Series 2022-2A Class C |
| 01/25/2037 | &nbsp;&nbsp; 5.570% | 118405 | &nbsp;&nbsp; 118236 |
| HPS Loan Management Ltd.<sup>(a),(b)</sup>  | HPS Loan Management Ltd.<sup>(a),(b)</sup>  | HPS Loan Management Ltd.<sup>(a),(b)</sup>  | HPS Loan Management Ltd.<sup>(a),(b)</sup>  |
| Series 2013A-18 Class A1R | Series 2013A-18 Class A1R | Series 2013A-18 Class A1R | Series 2013A-18 Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>10/15/2030<br>| &nbsp;&nbsp; 5.386% | 2249932 | &nbsp;&nbsp; 2249828 |
| Series 2021-16A Class A1 | Series 2021-16A Class A1 | Series 2021-16A Class A1 | Series 2021-16A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.402% <br>Floor 1.140% <br>01/23/2035<br>| &nbsp;&nbsp; 5.681% | 7300000 | &nbsp;&nbsp; 7312505 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2024-21A Class B | Series 2024-21A Class B | Series 2024-21A Class B | Series 2024-21A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>10/15/2037<br>| &nbsp;&nbsp; 6.006% | 13000000 | &nbsp;&nbsp; 13025792 |
| Huntington Auto Trust<sup>(a)</sup>  | Huntington Auto Trust<sup>(a)</sup>  | Huntington Auto Trust<sup>(a)</sup>  | Huntington Auto Trust<sup>(a)</sup>  |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.230% | 2260000 | &nbsp;&nbsp; 2277092 |
| Jersey Mike's Funding LLC<sup>(a)</sup>  | Jersey Mike's Funding LLC<sup>(a)</sup>  | Jersey Mike's Funding LLC<sup>(a)</sup>  | Jersey Mike's Funding LLC<sup>(a)</sup>  |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 02/15/2055 | &nbsp;&nbsp; 5.636% | 2992500 | &nbsp;&nbsp; 2961975 |
| Kayne Ltd.<sup>(a),(b)</sup>  | Kayne Ltd.<sup>(a),(b)</sup>  | Kayne Ltd.<sup>(a),(b)</sup>  | Kayne Ltd.<sup>(a),(b)</sup>  |
| Series 2021-10A Class C | Series 2021-10A Class C | Series 2021-10A Class C | Series 2021-10A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.012% <br>Floor 1.750% <br>04/23/2034<br>| &nbsp;&nbsp; 6.291% | 1600000 | &nbsp;&nbsp; 1600680 |
| LAD Auto Receivables Trust<sup>(a)</sup>  | LAD Auto Receivables Trust<sup>(a)</sup>  | LAD Auto Receivables Trust<sup>(a)</sup>  | LAD Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 |
| 09/15/2028 | &nbsp;&nbsp; 5.170% | 1015000 | &nbsp;&nbsp; 1020788 |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 5.610% | 2105000 | &nbsp;&nbsp; 2117603 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 03/15/2029 | &nbsp;&nbsp; 4.520% | 1610000 | &nbsp;&nbsp; 1608157 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 07/16/2029 | &nbsp;&nbsp; 4.690% | 4465000 | &nbsp;&nbsp; 4472359 |
| Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B | Subordinated Series 2023-4A Class B |
| 10/16/2028 | &nbsp;&nbsp; 6.390% | 1515000 | &nbsp;&nbsp; 1525602 |
| Lakeside Park CLO Ltd.<sup>(a),(b)</sup>  | Lakeside Park CLO Ltd.<sup>(a),(b)</sup>  | Lakeside Park CLO Ltd.<sup>(a),(b)</sup>  | Lakeside Park CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2025-1A Class B1 | Series 2025-1A Class B1 | Series 2025-1A Class B1 | Series 2025-1A Class B1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2038<br>| &nbsp;&nbsp; 5.840% | 3660000 | &nbsp;&nbsp; 3664710 |
| LCM Ltd.<sup>(a),(b)</sup>  | LCM Ltd.<sup>(a),(b)</sup>  | LCM Ltd.<sup>(a),(b)</sup>  | LCM Ltd.<sup>(a),(b)</sup>  |
| Series 2030A Class AR | Series 2030A Class AR | Series 2030A Class AR | Series 2030A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.342% <br>Floor 1.080% <br>04/20/2031<br>| &nbsp;&nbsp; 5.611% | 1654455 | &nbsp;&nbsp; 1655174 |
| Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 04/21/2031 | &nbsp;&nbsp; 2.320% | 700000 | &nbsp;&nbsp; 681042 |
| Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  |
| Series 2021-1A Class A | Series 2021-1A Class A | Series 2021-1A Class A | Series 2021-1A Class A |
| 11/20/2031 | &nbsp;&nbsp; 1.900% | 5000000 | &nbsp;&nbsp; 4779648 |
| Loanpal Solar Loan Ltd.<sup>(a)</sup>  | Loanpal Solar Loan Ltd.<sup>(a)</sup>  | Loanpal Solar Loan Ltd.<sup>(a)</sup>  | Loanpal Solar Loan Ltd.<sup>(a)</sup>  |
| Series 2020-2GF Class A | Series 2020-2GF Class A | Series 2020-2GF Class A | Series 2020-2GF Class A |
| 07/20/2047 | &nbsp;&nbsp; 2.750% | 1170023 | &nbsp;&nbsp; 956610 |
| M&T Bank Auto Receivables Trust<sup>(a)</sup>  | M&T Bank Auto Receivables Trust<sup>(a)</sup>  | M&T Bank Auto Receivables Trust<sup>(a)</sup>  | M&T Bank Auto Receivables Trust<sup>(a)</sup>  |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 06/17/2030 | &nbsp;&nbsp; 4.730% | 1425000 | &nbsp;&nbsp; 1431241 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| M&T Equipment Notes<sup>(a)</sup>  | M&T Equipment Notes<sup>(a)</sup>  | M&T Equipment Notes<sup>(a)</sup>  | M&T Equipment Notes<sup>(a)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 07/15/2030 | &nbsp;&nbsp; 5.740% | 2115000 | &nbsp;&nbsp; 2122280 |
| Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2021-48A Class A | Series 2021-48A Class A | Series 2021-48A Class A | Series 2021-48A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.412% <br>Floor 1.150% <br>04/19/2033<br>| &nbsp;&nbsp; 5.681% | 5901809 | &nbsp;&nbsp; 5906725 |
| Series 2021-48A Class C | Series 2021-48A Class C | Series 2021-48A Class C | Series 2021-48A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.262% <br>Floor 2.000% <br>04/19/2033<br>| &nbsp;&nbsp; 6.531% | 1520000 | &nbsp;&nbsp; 1521974 |
| Madison Park Funding XXI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXI Ltd.<sup>(a),(b)</sup>  |
| Series 2016-21A Class AARR | Series 2016-21A Class AARR | Series 2016-21A Class AARR | Series 2016-21A Class AARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.342% <br>Floor 1.080% <br>10/15/2032<br>| &nbsp;&nbsp; 5.598% | 16674481 | &nbsp;&nbsp; 16663493 |
| Series 2016-21A Class ABRR | Series 2016-21A Class ABRR | Series 2016-21A Class ABRR | Series 2016-21A Class ABRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.662% <br>Floor 1.400% <br>10/15/2032<br>| &nbsp;&nbsp; 5.918% | 1750000 | &nbsp;&nbsp; 1750971 |
| Madison Park Funding XXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2018-28A Class BR | Series 2018-28A Class BR | Series 2018-28A Class BR | Series 2018-28A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>01/15/2038<br>| &nbsp;&nbsp; 5.956% | 17000000 | &nbsp;&nbsp; 17066317 |
| Madison Park Funding XXX Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXX Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXX Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXX Ltd.<sup>(a),(b)</sup>  |
| Series 2024-30A Class A1R | Series 2024-30A Class A1R | Series 2024-30A Class A1R | Series 2024-30A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.360% <br>Floor 1.360% <br>07/16/2037<br>| &nbsp;&nbsp; 5.621% | 6000000 | &nbsp;&nbsp; 6010176 |
| Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2021-38A Class A | Series 2021-38A Class A | Series 2021-38A Class A | Series 2021-38A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.382% <br>Floor 1.120% <br>07/17/2034<br>| &nbsp;&nbsp; 5.661% | 15000000 | &nbsp;&nbsp; 15013305 |
| Magnetite XII Ltd.<sup>(a),(b)</sup>  | Magnetite XII Ltd.<sup>(a),(b)</sup>  | Magnetite XII Ltd.<sup>(a),(b)</sup>  | Magnetite XII Ltd.<sup>(a),(b)</sup>  |
| Series 2015-12A Class AR4 | Series 2015-12A Class AR4 | Series 2015-12A Class AR4 | Series 2015-12A Class AR4 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/15/2031<br>| &nbsp;&nbsp; 5.406% | 1681113 | &nbsp;&nbsp; 1681106 |
| Magnetite XLV Ltd.<sup>(a),(b)</sup>  | Magnetite XLV Ltd.<sup>(a),(b)</sup>  | Magnetite XLV Ltd.<sup>(a),(b)</sup>  | Magnetite XLV Ltd.<sup>(a),(b)</sup>  |
| Series 2025-45 Class B | Series 2025-45 Class B | Series 2025-45 Class B | Series 2025-45 Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2038<br>| &nbsp;&nbsp; 5.847% | 3910000 | &nbsp;&nbsp; 3918817 |
| Marble Point CLO XIX Ltd.<sup>(a),(b)</sup>  | Marble Point CLO XIX Ltd.<sup>(a),(b)</sup>  | Marble Point CLO XIX Ltd.<sup>(a),(b)</sup>  | Marble Point CLO XIX Ltd.<sup>(a),(b)</sup>  |
| Series 2020-3A Class AR | Series 2020-3A Class AR | Series 2020-3A Class AR | Series 2020-3A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>01/19/2034<br>| &nbsp;&nbsp; 5.670% | 7000000 | &nbsp;&nbsp; 7002100 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| Series 2018-A Class A | Series 2018-A Class A | Series 2018-A Class A | Series 2018-A Class A |
| 05/25/2033 | &nbsp;&nbsp; 3.850% | 839292 | &nbsp;&nbsp; 807587 |
| Merchants Fleet Funding LLC<sup>(a)</sup>  | Merchants Fleet Funding LLC<sup>(a)</sup>  | Merchants Fleet Funding LLC<sup>(a)</sup>  | Merchants Fleet Funding LLC<sup>(a)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 05/20/2036 | &nbsp;&nbsp; 7.210% | 2674485 | &nbsp;&nbsp; 2699654 |
| Mercury Financial Credit Card Master Trust<sup>(a)</sup>  | Mercury Financial Credit Card Master Trust<sup>(a)</sup>  | Mercury Financial Credit Card Master Trust<sup>(a)</sup>  | Mercury Financial Credit Card Master Trust<sup>(a)</sup>  |
| Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A |
| 07/20/2029 | &nbsp;&nbsp; 6.560% | 3155000 | &nbsp;&nbsp; 3192168 |
| MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  |
| Series 2024-FL14 Class A | Series 2024-FL14 Class A | Series 2024-FL14 Class A | Series 2024-FL14 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.737% <br>Floor 1.737%, Cap 1.737% <br>03/19/2039<br>| &nbsp;&nbsp; 6.066% | 3000000 | &nbsp;&nbsp; 3009380 |
| MF1 Ltd.<sup>(a),(b)</sup>  | MF1 Ltd.<sup>(a),(b)</sup>  | MF1 Ltd.<sup>(a),(b)</sup>  | MF1 Ltd.<sup>(a),(b)</sup>  |
| Series 2021-FL6 Class D | Series 2021-FL6 Class D | Series 2021-FL6 Class D | Series 2021-FL6 Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.664% <br>Floor 2.550% <br>07/16/2036<br>| &nbsp;&nbsp; 6.993% | 7000000 | &nbsp;&nbsp; 6819399 |
| Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  |
| Series 2006-1 Class A | Series 2006-1 Class A | Series 2006-1 Class A | Series 2006-1 Class A |
| 10/15/2040 | &nbsp;&nbsp; 5.787% | 371788 | &nbsp;&nbsp; 372128 |
| Mill City Solar Loan Ltd.<sup>(a)</sup>  | Mill City Solar Loan Ltd.<sup>(a)</sup>  | Mill City Solar Loan Ltd.<sup>(a)</sup>  | Mill City Solar Loan Ltd.<sup>(a)</sup>  |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 03/20/2043 | &nbsp;&nbsp; 4.340% | 792032 | &nbsp;&nbsp; 717896 |
| Series 2019-2GS Class A | Series 2019-2GS Class A | Series 2019-2GS Class A | Series 2019-2GS Class A |
| 07/20/2043 | &nbsp;&nbsp; 3.690% | 847803 | &nbsp;&nbsp; 740185 |
| Mission Lane Credit Card Master Trust<sup>(a)</sup>  | Mission Lane Credit Card Master Trust<sup>(a)</sup>  | Mission Lane Credit Card Master Trust<sup>(a)</sup>  | Mission Lane Credit Card Master Trust<sup>(a)</sup>  |
| Series 2024-B Class A | Series 2024-B Class A | Series 2024-B Class A | Series 2024-B Class A |
| 01/15/2030 | &nbsp;&nbsp; 5.880% | 2955000 | &nbsp;&nbsp; 2973910 |
| Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  |
| Series 2018-1A Class A | Series 2018-1A Class A | Series 2018-1A Class A | Series 2018-1A Class A |
| 06/22/2043 | &nbsp;&nbsp; 4.010% | 368562 | &nbsp;&nbsp; 344547 |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 12/21/2043 | &nbsp;&nbsp; 4.370% | 750394 | &nbsp;&nbsp; 700096 |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 08/20/2046 | &nbsp;&nbsp; 1.440% | 1380174 | &nbsp;&nbsp; 1193654 |
| Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A | Series 2023-3A Class A |
| 11/20/2053 | &nbsp;&nbsp; 5.910% | 2087969 | &nbsp;&nbsp; 2042610 |
| Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A |
| 05/20/2053 | &nbsp;&nbsp; 6.400% | 3172348 | &nbsp;&nbsp; 3185440 |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| 09/20/2049 | &nbsp;&nbsp; 5.500% | 2049358 | &nbsp;&nbsp; 1971438 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 04/22/2052 | &nbsp;&nbsp; 5.600% | 2941088 | &nbsp;&nbsp; 2852211 |
| Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B | Subordinated Series 2018-2GS Class B |
| 02/22/2044 | &nbsp;&nbsp; 4.740% | 473110 | &nbsp;&nbsp; 417611 |
| Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B | Subordinated Series 2020-2A Class B |
| 08/20/2046 | &nbsp;&nbsp; 2.210% | 880111 | &nbsp;&nbsp; 709418 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B | Subordinated Series 2021-2A Class B |
| 04/22/2047 | &nbsp;&nbsp; 2.090% | 756437 | &nbsp;&nbsp; 549801 |
| Mosaic Solar Loans LLC<sup>(a)</sup>  | Mosaic Solar Loans LLC<sup>(a)</sup>  | Mosaic Solar Loans LLC<sup>(a)</sup>  | Mosaic Solar Loans LLC<sup>(a)</sup>  |
| Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A |
| 06/22/2043 | &nbsp;&nbsp; 3.820% | 380276 | &nbsp;&nbsp; 352159 |
| MP CLO VIII Ltd.<sup>(a),(b)</sup>  | MP CLO VIII Ltd.<sup>(a),(b)</sup>  | MP CLO VIII Ltd.<sup>(a),(b)</sup>  | MP CLO VIII Ltd.<sup>(a),(b)</sup>  |
| Series 2015-2A Class ARR | Series 2015-2A Class ARR | Series 2015-2A Class ARR | Series 2015-2A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.462% <br>Floor 1.200% <br>04/28/2034<br>| &nbsp;&nbsp; 5.744% | 16100000 | &nbsp;&nbsp; 16105989 |
| MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 02/20/2043 | &nbsp;&nbsp; 5.320% | 955553 | &nbsp;&nbsp; 962507 |
| Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  |
| Series 2020-BA Class A2 | Series 2020-BA Class A2 | Series 2020-BA Class A2 | Series 2020-BA Class A2 |
| 01/15/2069 | &nbsp;&nbsp; 2.120% | 667261 | &nbsp;&nbsp; 631694 |
| Series 2020-DA Class A | Series 2020-DA Class A | Series 2020-DA Class A | Series 2020-DA Class A |
| 05/15/2069 | &nbsp;&nbsp; 1.690% | 3234597 | &nbsp;&nbsp; 3037561 |
| Series 2020-FA Class A | Series 2020-FA Class A | Series 2020-FA Class A | Series 2020-FA Class A |
| 07/15/2069 | &nbsp;&nbsp; 1.220% | 429512 | &nbsp;&nbsp; 399199 |
| Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A |
| 09/16/2069 | &nbsp;&nbsp; 1.170% | 804391 | &nbsp;&nbsp; 738576 |
| Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A | Series 2021-A Class A |
| 05/15/2069 | &nbsp;&nbsp; 0.840% | 455180 | &nbsp;&nbsp; 412677 |
| Series 2021-BA Class A | Series 2021-BA Class A | Series 2021-BA Class A | Series 2021-BA Class A |
| 07/15/2069 | &nbsp;&nbsp; 0.940% | 941204 | &nbsp;&nbsp; 848597 |
| Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup>  | Neuberger Berman CLO XVII Ltd.<sup>(a),(b)</sup>  |
| Series 2014-17A Class AR3 | Series 2014-17A Class AR3 | Series 2014-17A Class AR3 | Series 2014-17A Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/22/2038<br>| &nbsp;&nbsp; 5.672% | 3500000 | &nbsp;&nbsp; 3507326 |
| Series 2014-17A Class CR3 | Series 2014-17A Class CR3 | Series 2014-17A Class CR3 | Series 2014-17A Class CR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.150% <br>Floor 2.150% <br>07/22/2038<br>| &nbsp;&nbsp; 6.422% | 1650000 | &nbsp;&nbsp; 1660471 |
| Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup>  | Neuberger Berman Loan Advisers CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-40A Class C | Series 2021-40A Class C | Series 2021-40A Class C | Series 2021-40A Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.012% <br>Floor 1.750% <br>04/16/2033<br>| &nbsp;&nbsp; 6.272% | 4650000 | &nbsp;&nbsp; 4652920 |
| Series 2025-33A Class CR2 | Series 2025-33A Class CR2 | Series 2025-33A Class CR2 | Series 2025-33A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 2.000% <br>04/16/2039<br>| &nbsp;&nbsp; 6.261% | 2000000 | &nbsp;&nbsp; 2007386 |
| New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  |
| Series 2021-1 Class A1 | Series 2021-1 Class A1 | Series 2021-1 Class A1 | Series 2021-1 Class A1 |
| 10/20/2061 | &nbsp;&nbsp; 1.910% | 5030000 | &nbsp;&nbsp; 4720496 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Oaktree CLO Ltd.<sup>(a),(b)</sup>  | Oaktree CLO Ltd.<sup>(a),(b)</sup>  | Oaktree CLO Ltd.<sup>(a),(b)</sup>  | Oaktree CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2022-3A Class CR | Series 2022-3A Class CR | Series 2022-3A Class CR | Series 2022-3A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.100% <br>Floor 2.100% <br>10/15/2037<br>| &nbsp;&nbsp; 6.402% | 4050000 | &nbsp;&nbsp; 4071886 |
| Series 2024-25 Class C | Series 2024-25 Class C | Series 2024-25 Class C | Series 2024-25 Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 2.500% <br>04/20/2037<br>| &nbsp;&nbsp; 6.770% | 1950000 | &nbsp;&nbsp; 1959138 |
| OCP CLO Ltd.<sup>(a),(b)</sup>  | OCP CLO Ltd.<sup>(a),(b)</sup>  | OCP CLO Ltd.<sup>(a),(b)</sup>  | OCP CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2019-17A Class AR2 | Series 2019-17A Class AR2 | Series 2019-17A Class AR2 | Series 2019-17A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>07/20/2037<br>| &nbsp;&nbsp; 5.670% | 2270000 | &nbsp;&nbsp; 2274179 |
| Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 | Series 2020-19RR Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>04/20/2038<br>| &nbsp;&nbsp; 5.900% | 10000000 | &nbsp;&nbsp; 10042250 |
| Octagon 58 Ltd.<sup>(a),(b)</sup>  | Octagon 58 Ltd.<sup>(a),(b)</sup>  | Octagon 58 Ltd.<sup>(a),(b)</sup>  | Octagon 58 Ltd.<sup>(a),(b)</sup>  |
| Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>04/15/2038<br>| &nbsp;&nbsp; 6.050% | 2160000 | &nbsp;&nbsp; 2165992 |
| Octagon Investment Partners 27 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 27 Ltd.<sup>(a),(b)</sup>  |
| Series 2016-1A Class A2R | Series 2016-1A Class A2R | Series 2016-1A Class A2R | Series 2016-1A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.612% <br>07/15/2030<br>| &nbsp;&nbsp; 5.868% | 6925000 | &nbsp;&nbsp; 6928068 |
| Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 46 Ltd.<sup>(a),(b)</sup>  |
| Series 2020-2A Class AR | Series 2020-2A Class AR | Series 2020-2A Class AR | Series 2020-2A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.422% <br>Floor 1.160% <br>07/15/2036<br>| &nbsp;&nbsp; 5.678% | 7900000 | &nbsp;&nbsp; 7917775 |
| Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  |
| Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 | Series 2016-1A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.420% <br>Floor 1.420% <br>07/18/2037<br>| &nbsp;&nbsp; 5.690% | 5345000 | &nbsp;&nbsp; 5355118 |
| Octane Receivables Trust<sup>(a)</sup>  | Octane Receivables Trust<sup>(a)</sup>  | Octane Receivables Trust<sup>(a)</sup>  | Octane Receivables Trust<sup>(a)</sup>  |
| Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 |
| 07/20/2032 | &nbsp;&nbsp; 5.800% | 3036619 | &nbsp;&nbsp; 3065779 |
| OHA Credit Partners VII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners VII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners VII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners VII Ltd.<sup>(a),(b)</sup>  |
| Series 2025-7A Class CR4 | Series 2025-7A Class CR4 | Series 2025-7A Class CR4 | Series 2025-7A Class CR4 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>02/20/2038<br>| &nbsp;&nbsp; 6.022% | 5000000 | &nbsp;&nbsp; 5006480 |
| OHA Credit Partners XVII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners XVII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners XVII Ltd.<sup>(a),(b)</sup>  | OHA Credit Partners XVII Ltd.<sup>(a),(b)</sup>  |
| Series 2024-17A Class A | Series 2024-17A Class A | Series 2024-17A Class A | Series 2024-17A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.320% <br>Floor 1.320% <br>01/18/2038<br>| &nbsp;&nbsp; 5.900% | 34750000 | &nbsp;&nbsp; 34815539 |
| OneMain Direct Auto Receivables Trust<sup>(a)</sup>  | OneMain Direct Auto Receivables Trust<sup>(a)</sup>  | OneMain Direct Auto Receivables Trust<sup>(a)</sup>  | OneMain Direct Auto Receivables Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 04/16/2035 | &nbsp;&nbsp; 5.360% | 6400000 | &nbsp;&nbsp; 6544056 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B | Subordinated Series 2019-1A Class B |
| 11/14/2028 | &nbsp;&nbsp; 3.950% | 1500000 | &nbsp;&nbsp; 1483547 |
| Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D | Subordinated Series 2019-1A Class D |
| 04/14/2031 | &nbsp;&nbsp; 4.680% | 2900000 | &nbsp;&nbsp; 2884552 |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 07/14/2028 | &nbsp;&nbsp; 1.420% | 7367000 | &nbsp;&nbsp; 7186947 |
| Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D |
| 11/14/2030 | &nbsp;&nbsp; 1.620% | 900000 | &nbsp;&nbsp; 878662 |
| Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C |
| 02/14/2031 | &nbsp;&nbsp; 6.140% | 3100000 | &nbsp;&nbsp; 3186249 |
| Onemain Financial Issuance Trust<sup>(a)</sup>  | Onemain Financial Issuance Trust<sup>(a)</sup>  | Onemain Financial Issuance Trust<sup>(a)</sup>  | Onemain Financial Issuance Trust<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 05/14/2041 | &nbsp;&nbsp; 5.790% | 5400000 | &nbsp;&nbsp; 5557490 |
| OneMain Financial Issuance Trust<sup>(a)</sup>  | OneMain Financial Issuance Trust<sup>(a)</sup>  | OneMain Financial Issuance Trust<sup>(a)</sup>  | OneMain Financial Issuance Trust<sup>(a)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 09/14/2035 | &nbsp;&nbsp; 1.750% | 2700000 | &nbsp;&nbsp; 2626539 |
| Series 2022-S1 Class A | Series 2022-S1 Class A | Series 2022-S1 Class A | Series 2022-S1 Class A |
| 05/14/2035 | &nbsp;&nbsp; 4.130% | 5596282 | &nbsp;&nbsp; 5567159 |
| Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D | Subordinated Series 2022-2 Class D |
| 10/14/2034 | &nbsp;&nbsp; 6.550% | 6280000 | &nbsp;&nbsp; 6292791 |
| Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D | Subordinated Series 2023-1A Class D |
| 06/14/2038 | &nbsp;&nbsp; 7.490% | 100000 | &nbsp;&nbsp; 103663 |
| Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C | Subordinated Series 2023-2A Class C |
| 09/15/2036 | &nbsp;&nbsp; 6.740% | 1500000 | &nbsp;&nbsp; 1537008 |
| Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D |
| 09/15/2036 | &nbsp;&nbsp; 7.520% | 1600000 | &nbsp;&nbsp; 1665814 |
| Oscar US Funding XII LLC<sup>(a)</sup>  | Oscar US Funding XII LLC<sup>(a)</sup>  | Oscar US Funding XII LLC<sup>(a)</sup>  | Oscar US Funding XII LLC<sup>(a)</sup>  |
| Series 2021-1A Class A4 | Series 2021-1A Class A4 | Series 2021-1A Class A4 | Series 2021-1A Class A4 |
| 04/10/2028 | &nbsp;&nbsp; 1.000% | 530274 | &nbsp;&nbsp; 523896 |
| OWN Equipment Fund I LLC<sup>(a)</sup>  | OWN Equipment Fund I LLC<sup>(a)</sup>  | OWN Equipment Fund I LLC<sup>(a)</sup>  | OWN Equipment Fund I LLC<sup>(a)</sup>  |
| Series 2024-2M Class A | Series 2024-2M Class A | Series 2024-2M Class A | Series 2024-2M Class A |
| 12/20/2032 | &nbsp;&nbsp; 5.700% | 4216524 | &nbsp;&nbsp; 4250499 |
| OZLM VI Ltd.<sup>(a),(b)</sup>  | OZLM VI Ltd.<sup>(a),(b)</sup>  | OZLM VI Ltd.<sup>(a),(b)</sup>  | OZLM VI Ltd.<sup>(a),(b)</sup>  |
| Series 2014-6A Class A1T | Series 2014-6A Class A1T | Series 2014-6A Class A1T | Series 2014-6A Class A1T |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>04/17/2031<br>| &nbsp;&nbsp; 5.410% | 8760638 | &nbsp;&nbsp; 8758956 |
| Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  |
| Series 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B |
| 07/15/2032 | &nbsp;&nbsp; 5.637% | 2949661 | &nbsp;&nbsp; 2954991 |
| Palmer Square CLO Ltd.<sup>(a),(b)</sup>  | Palmer Square CLO Ltd.<sup>(a),(b)</sup>  | Palmer Square CLO Ltd.<sup>(a),(b)</sup>  | Palmer Square CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2020-3A Class BR2 | Series 2020-3A Class BR2 | Series 2020-3A Class BR2 | Series 2020-3A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.650% <br>Floor 2.650% <br>11/15/2036<br>| &nbsp;&nbsp; 6.976% | 2000000 | &nbsp;&nbsp; 2011234 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2017-1A Class A1R | Series 2017-1A Class A1R | Series 2017-1A Class A1R | Series 2017-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.502% <br>Floor 1.240% <br>02/14/2034<br>| &nbsp;&nbsp; 5.809% | 5000000 | &nbsp;&nbsp; 5003310 |
| Series 2019-2A Class A1 | Series 2019-2A Class A1 | Series 2019-2A Class A1 | Series 2019-2A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.442% <br>Floor 1.180% <br>10/15/2034<br>| &nbsp;&nbsp; 5.698% | 15000000 | &nbsp;&nbsp; 15007260 |
| PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 06/15/2029 | &nbsp;&nbsp; 4.700% | 1715000 | &nbsp;&nbsp; 1716137 |
| Post Road Equipment Finance LLC<sup>(a)</sup>  | Post Road Equipment Finance LLC<sup>(a)</sup>  | Post Road Equipment Finance LLC<sup>(a)</sup>  | Post Road Equipment Finance LLC<sup>(a)</sup>  |
| Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 | Subordinated Series 2024-1A Class A2 |
| 11/15/2029 | &nbsp;&nbsp; 5.590% | 607476 | &nbsp;&nbsp; 610900 |
| Prestige Auto Receivables Trust<sup>(a)</sup>  | Prestige Auto Receivables Trust<sup>(a)</sup>  | Prestige Auto Receivables Trust<sup>(a)</sup>  | Prestige Auto Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 02/15/2028 | &nbsp;&nbsp; 1.530% | 851300 | &nbsp;&nbsp; 844686 |
| Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C |
| 02/15/2028 | &nbsp;&nbsp; 5.650% | 2460000 | &nbsp;&nbsp; 2462014 |
| Regatta XXIX Funding Ltd.<sup>(a),(b)</sup>  | Regatta XXIX Funding Ltd.<sup>(a),(b)</sup>  | Regatta XXIX Funding Ltd.<sup>(a),(b)</sup>  | Regatta XXIX Funding Ltd.<sup>(a),(b)</sup>  |
| Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.380% <br>Floor 1.380% <br>09/06/2037<br>| &nbsp;&nbsp; 5.636% | 34000000 | &nbsp;&nbsp; 34073610 |
| Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  |
| Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A |
| 03/15/2032 | &nbsp;&nbsp; 3.070% | 1913332 | &nbsp;&nbsp; 1896411 |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| 07/15/2036 | &nbsp;&nbsp; 5.830% | 1325000 | &nbsp;&nbsp; 1354966 |
| Republic Finance Issuance Trust<sup>(a)</sup>  | Republic Finance Issuance Trust<sup>(a)</sup>  | Republic Finance Issuance Trust<sup>(a)</sup>  | Republic Finance Issuance Trust<sup>(a)</sup>  |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 08/20/2032 | &nbsp;&nbsp; 5.910% | 2115000 | &nbsp;&nbsp; 2139280 |
| Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.912% <br>Floor 1.650% <br>07/20/2034<br>| &nbsp;&nbsp; 6.181% | 7900000 | &nbsp;&nbsp; 7905759 |
| Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  |
| Series 2024-A Class C | Series 2024-A Class C | Series 2024-A Class C | Series 2024-A Class C |
| 06/15/2032 | &nbsp;&nbsp; 5.818% | 2210385 | &nbsp;&nbsp; 2220256 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.630% | 3235000 | &nbsp;&nbsp; 3255997 |
| Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 | Series 2024-4 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.850% | 2810000 | &nbsp;&nbsp; 2814631 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 4.740% | 2205000 | &nbsp;&nbsp; 2204715 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 08/15/2029 | &nbsp;&nbsp; 4.670% | 3080000 | &nbsp;&nbsp; 3082939 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-2 Class D | Series 2025-2 Class D | Series 2025-2 Class D | Series 2025-2 Class D |
| 05/15/2031 | &nbsp;&nbsp; 5.470% | 10000000 | &nbsp;&nbsp; 10047533 |
| Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B |
| 08/16/2027 | &nbsp;&nbsp; 4.130% | 511267 | &nbsp;&nbsp; 511091 |
| Subordinated Series 2022-4 Class B | Subordinated Series 2022-4 Class B | Subordinated Series 2022-4 Class B | Subordinated Series 2022-4 Class B |
| 11/15/2027 | &nbsp;&nbsp; 4.420% | 1363503 | &nbsp;&nbsp; 1362905 |
| Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C | Subordinated Series 2023-1 Class C |
| 05/15/2030 | &nbsp;&nbsp; 5.090% | 810000 | &nbsp;&nbsp; 813887 |
| Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C | Subordinated Series 2023-3 Class C |
| 11/15/2030 | &nbsp;&nbsp; 5.770% | 1160000 | &nbsp;&nbsp; 1181679 |
| Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B | Subordinated Series 2023-4 Class B |
| 12/15/2028 | &nbsp;&nbsp; 5.770% | 2410000 | &nbsp;&nbsp; 2440779 |
| Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B | Subordinated Series 2023-5 Class B |
| 12/17/2029 | &nbsp;&nbsp; 6.160% | 3885000 | &nbsp;&nbsp; 3948747 |
| Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C |
| 03/17/2031 | &nbsp;&nbsp; 6.400% | 600000 | &nbsp;&nbsp; 616998 |
| Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D |
| 08/15/2031 | &nbsp;&nbsp; 6.280% | 1500000 | &nbsp;&nbsp; 1537866 |
| SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 11/20/2026 | &nbsp;&nbsp; 5.390% | 1613891 | &nbsp;&nbsp; 1617443 |
| Series 2024-B Class A3 | Series 2024-B Class A3 | Series 2024-B Class A3 | Series 2024-B Class A3 |
| 11/22/2027 | &nbsp;&nbsp; 5.560% | 2310000 | &nbsp;&nbsp; 2326714 |
| Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 |
| 02/22/2028 | &nbsp;&nbsp; 4.560% | 950000 | &nbsp;&nbsp; 949190 |
| SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  |
| Series 2022-1A Class A3 | Series 2022-1A Class A3 | Series 2022-1A Class A3 | Series 2022-1A Class A3 |
| 07/20/2029 | &nbsp;&nbsp; 2.920% | 524961 | &nbsp;&nbsp; 522635 |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 01/22/2030 | &nbsp;&nbsp; 6.560% | 60556 | &nbsp;&nbsp; 60576 |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 01/20/2032 | &nbsp;&nbsp; 5.520% | 1695000 | &nbsp;&nbsp; 1738206 |
| SCF Equipment Trust<sup>(a)</sup>  | SCF Equipment Trust<sup>(a)</sup>  | SCF Equipment Trust<sup>(a)</sup>  | SCF Equipment Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/21/2033 | &nbsp;&nbsp; 5.110% | 3006000 | &nbsp;&nbsp; 3042528 |
| SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 04/30/2054 | &nbsp;&nbsp; 7.386% | 2070000 | &nbsp;&nbsp; 2107722 |
| Servpro Master Issuer LLC<sup>(a)</sup>  | Servpro Master Issuer LLC<sup>(a)</sup>  | Servpro Master Issuer LLC<sup>(a)</sup>  | Servpro Master Issuer LLC<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 01/25/2054 | &nbsp;&nbsp; 6.174% | 2221875 | &nbsp;&nbsp; 2257890 |
| SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  |
| Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 | Series 2023-1A Class A3 |
| 10/20/2028 | &nbsp;&nbsp; 5.470% | 2798153 | &nbsp;&nbsp; 2815399 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 06/20/2030 | &nbsp;&nbsp; 4.550% | 1300000 | &nbsp;&nbsp; 1300518 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 07/22/2030 | &nbsp;&nbsp; 4.750% | 1390000 | &nbsp;&nbsp; 1393744 |
| Shackleton VR CLO Ltd.<sup>(a),(b)</sup>  | Shackleton VR CLO Ltd.<sup>(a),(b)</sup>  | Shackleton VR CLO Ltd.<sup>(a),(b)</sup>  | Shackleton VR CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2014-5RA Class A | Series 2014-5RA Class A | Series 2014-5RA Class A | Series 2014-5RA Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.362% <br>Floor 1.100% <br>05/07/2031<br>| &nbsp;&nbsp; 5.660% | 2732189 | &nbsp;&nbsp; 2734427 |
| Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 06/20/2041 | &nbsp;&nbsp; 5.140% | 2210010 | &nbsp;&nbsp; 2212167 |
| Silver Rock CLO III<sup>(a),(b)</sup>  | Silver Rock CLO III<sup>(a),(b)</sup>  | Silver Rock CLO III<sup>(a),(b)</sup>  | Silver Rock CLO III<sup>(a),(b)</sup>  |
| Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 | Series 2023-3A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.880% <br>Floor 1.880% <br>01/20/2036<br>| &nbsp;&nbsp; 6.150% | 19000000 | &nbsp;&nbsp; 19058577 |
| SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  |
| Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.462% <br>Floor 1.200% <br>01/25/2083<br>| &nbsp;&nbsp; 5.825% | 1165000 | &nbsp;&nbsp; 1189351 |
| Series 2008-3 Class B | Series 2008-3 Class B | Series 2008-3 Class B | Series 2008-3 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.462% <br>Floor 1.200% <br>04/26/2083<br>| &nbsp;&nbsp; 5.825% | 1165000 | &nbsp;&nbsp; 1163371 |
| Series 2008-4 Class B | Series 2008-4 Class B | Series 2008-4 Class B | Series 2008-4 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>04/25/2073<br>| &nbsp;&nbsp; 6.475% | 1165000 | &nbsp;&nbsp; 1230009 |
| Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/25/2073<br>| &nbsp;&nbsp; 6.475% | 4060000 | &nbsp;&nbsp; 4105874 |
| Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.362% <br>Floor 1.100% <br>07/25/2025<br>| &nbsp;&nbsp; 5.725% | 1259225 | &nbsp;&nbsp; 1245139 |
| Series 2008-6 Class B | Series 2008-6 Class B | Series 2008-6 Class B | Series 2008-6 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/26/2083<br>| &nbsp;&nbsp; 6.475% | 1165000 | &nbsp;&nbsp; 1163480 |
| Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/26/2083<br>| &nbsp;&nbsp; 6.475% | 1165000 | &nbsp;&nbsp; 1175436 |
| Series 2012-2 Class A | Series 2012-2 Class A | Series 2012-2 Class A | Series 2012-2 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 0.814% <br>Floor 0.700% <br>01/25/2029<br>| &nbsp;&nbsp; 5.137% | 2996023 | &nbsp;&nbsp; 2927490 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2012-7 Class A3 | Series 2012-7 Class A3 | Series 2012-7 Class A3 | Series 2012-7 Class A3 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.764% <br>Floor 0.650% <br>05/26/2026<br>| &nbsp;&nbsp; 5.087% | 1439285 | &nbsp;&nbsp; 1395247 |
| SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  |
| Series 2019-B Class A2A | Series 2019-B Class A2A | Series 2019-B Class A2A | Series 2019-B Class A2A |
| 06/15/2037 | &nbsp;&nbsp; 2.840% | 5112334 | &nbsp;&nbsp; 4975741 |
| Series 2020-PTA Class A2A | Series 2020-PTA Class A2A | Series 2020-PTA Class A2A | Series 2020-PTA Class A2A |
| 09/15/2054 | &nbsp;&nbsp; 1.600% | 5599820 | &nbsp;&nbsp; 5238763 |
| Series 2024-A Class A1A | Series 2024-A Class A1A | Series 2024-A Class A1A | Series 2024-A Class A1A |
| 03/15/2056 | &nbsp;&nbsp; 5.240% | 4743137 | &nbsp;&nbsp; 4770805 |
| SoFi Professional Loan Program LLC<sup>(a)</sup>  | SoFi Professional Loan Program LLC<sup>(a)</sup>  | SoFi Professional Loan Program LLC<sup>(a)</sup>  | SoFi Professional Loan Program LLC<sup>(a)</sup>  |
| Series 2017-D Class A2FX | Series 2017-D Class A2FX | Series 2017-D Class A2FX | Series 2017-D Class A2FX |
| 09/25/2040 | &nbsp;&nbsp; 2.650% | 75553 | &nbsp;&nbsp; 74422 |
| Series 2018-A Class A2B | Series 2018-A Class A2B | Series 2018-A Class A2B | Series 2018-A Class A2B |
| 02/25/2042 | &nbsp;&nbsp; 2.950% | 7987 | &nbsp;&nbsp; 7946 |
| Series 2019-A Class BFX | Series 2019-A Class BFX | Series 2019-A Class BFX | Series 2019-A Class BFX |
| 06/15/2048 | &nbsp;&nbsp; 4.110% | 2500000 | &nbsp;&nbsp; 2298112 |
| Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX | Subordinated Series 2018-B Class BFX |
| 08/25/2047 | &nbsp;&nbsp; 3.830% | 2700000 | &nbsp;&nbsp; 2579381 |
| Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX | Subordinated Series 2019-B Class BFX |
| 08/17/2048 | &nbsp;&nbsp; 3.730% | 2500000 | &nbsp;&nbsp; 2251659 |
| SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  |
| Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX | Subordinated Series 2020-B Class BFX |
| 05/15/2046 | &nbsp;&nbsp; 2.730% | 2200000 | &nbsp;&nbsp; 1781057 |
| Sonic Capital LLC<sup>(a)</sup>  | Sonic Capital LLC<sup>(a)</sup>  | Sonic Capital LLC<sup>(a)</sup>  | Sonic Capital LLC<sup>(a)</sup>  |
| Series 2020-1A Class A2I | Series 2020-1A Class A2I | Series 2020-1A Class A2I | Series 2020-1A Class A2I |
| 01/20/2050 | &nbsp;&nbsp; 3.845% | 1809750 | &nbsp;&nbsp; 1765092 |
| Sound Point CLO II Ltd.<sup>(a),(b)</sup>  | Sound Point CLO II Ltd.<sup>(a),(b)</sup>  | Sound Point CLO II Ltd.<sup>(a),(b)</sup>  | Sound Point CLO II Ltd.<sup>(a),(b)</sup>  |
| Series 2013-1A Class A1R | Series 2013-1A Class A1R | Series 2013-1A Class A1R | Series 2013-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.332% <br>Floor 1.070% <br>01/26/2031<br>| &nbsp;&nbsp; 5.614% | 1473492 | &nbsp;&nbsp; 1472766 |
| Sound Point CLO XXVIII Ltd.<sup>(a),(b)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(a),(b)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(a),(b)</sup>  | Sound Point CLO XXVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2020-3A Class A1R | Series 2020-3A Class A1R | Series 2020-3A Class A1R | Series 2020-3A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.280% <br>Floor 1.280% <br>01/25/2032<br>| &nbsp;&nbsp; 5.562% | 9236173 | &nbsp;&nbsp; 9237198 |
| Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 07/15/2044 | &nbsp;&nbsp; 6.270% | 454305 | &nbsp;&nbsp; 473419 |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 02/15/2045 | &nbsp;&nbsp; 5.210% | 4340025 | &nbsp;&nbsp; 4310824 |
| Sunnova Helios XI Issuer LLC<sup>(a)</sup>  | Sunnova Helios XI Issuer LLC<sup>(a)</sup>  | Sunnova Helios XI Issuer LLC<sup>(a)</sup>  | Sunnova Helios XI Issuer LLC<sup>(a)</sup>  |
| Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A |
| 05/20/2050 | &nbsp;&nbsp; 5.300% | 4210431 | &nbsp;&nbsp; 4352129 |
| Sunnova Sol II Issuer LLC<sup>(a)</sup>  | Sunnova Sol II Issuer LLC<sup>(a)</sup>  | Sunnova Sol II Issuer LLC<sup>(a)</sup>  | Sunnova Sol II Issuer LLC<sup>(a)</sup>  |
| Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A | Series 2020-2A Class A |
| 11/01/2055 | &nbsp;&nbsp; 2.730% | 2608942 | &nbsp;&nbsp; 2124086 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sunnova Sol III Issuer LLC<sup>(a)</sup>  | Sunnova Sol III Issuer LLC<sup>(a)</sup>  | Sunnova Sol III Issuer LLC<sup>(a)</sup>  | Sunnova Sol III Issuer LLC<sup>(a)</sup>  |
| Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A | Series 2021-1 Class A |
| 04/28/2056 | &nbsp;&nbsp; 2.580% | 2091350 | &nbsp;&nbsp; 1712488 |
| Sunrun Artemis Issuer LLC<sup>(a)</sup>  | Sunrun Artemis Issuer LLC<sup>(a)</sup>  | Sunrun Artemis Issuer LLC<sup>(a)</sup>  | Sunrun Artemis Issuer LLC<sup>(a)</sup>  |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 07/30/2059 | &nbsp;&nbsp; 6.250% | 6885957 | &nbsp;&nbsp; 6823719 |
| Sunrun Athena Issuer LLC<sup>(a)</sup>  | Sunrun Athena Issuer LLC<sup>(a)</sup>  | Sunrun Athena Issuer LLC<sup>(a)</sup>  | Sunrun Athena Issuer LLC<sup>(a)</sup>  |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 04/30/2049 | &nbsp;&nbsp; 5.310% | 1592797 | &nbsp;&nbsp; 1491994 |
| Sunrun Bacchus Issuer LLC<sup>(a)</sup>  | Sunrun Bacchus Issuer LLC<sup>(a)</sup>  | Sunrun Bacchus Issuer LLC<sup>(a)</sup>  | Sunrun Bacchus Issuer LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2A | Series 2025-1A Class A2A | Series 2025-1A Class A2A | Series 2025-1A Class A2A |
| 04/30/2060 | &nbsp;&nbsp; 6.410% | 5593913 | &nbsp;&nbsp; 5413960 |
| Sunrun Callisto Issuer LLC<sup>(a)</sup>  | Sunrun Callisto Issuer LLC<sup>(a)</sup>  | Sunrun Callisto Issuer LLC<sup>(a)</sup>  | Sunrun Callisto Issuer LLC<sup>(a)</sup>  |
| Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A | Series 2019-1A Class A |
| 06/30/2054 | &nbsp;&nbsp; 3.980% | 1106763 | &nbsp;&nbsp; 1041140 |
| Sunrun Iris Issuer LLC<sup>(a)</sup>  | Sunrun Iris Issuer LLC<sup>(a)</sup>  | Sunrun Iris Issuer LLC<sup>(a)</sup>  | Sunrun Iris Issuer LLC<sup>(a)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 01/30/2059 | &nbsp;&nbsp; 5.750% | 1663387 | &nbsp;&nbsp; 1611134 |
| Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 5.036% | 8800000 | &nbsp;&nbsp; 8602269 |
| Symphony CLO Ltd.<sup>(a),(b)</sup>  | Symphony CLO Ltd.<sup>(a),(b)</sup>  | Symphony CLO Ltd.<sup>(a),(b)</sup>  | Symphony CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2025-47A Class B | Series 2025-47A Class B | Series 2025-47A Class B | Series 2025-47A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/20/2038<br>| &nbsp;&nbsp; 5.850% | 4370000 | &nbsp;&nbsp; 4387834 |
| Symphony CLO XVI Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVI Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVI Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVI Ltd.<sup>(a),(b)</sup>  |
| Series 2015-16A Class ARR | Series 2015-16A Class ARR | Series 2015-16A Class ARR | Series 2015-16A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>10/15/2031<br>| &nbsp;&nbsp; 5.502% | 4302765 | &nbsp;&nbsp; 4302562 |
| Symphony CLO XVIII Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVIII Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVIII Ltd.<sup>(a),(b)</sup>  | Symphony CLO XVIII Ltd.<sup>(a),(b)</sup>  |
| Series 2016-18A Class A1R3 | Series 2016-18A Class A1R3 | Series 2016-18A Class A1R3 | Series 2016-18A Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.100% <br>Floor 1.100% <br>07/23/2033<br>| &nbsp;&nbsp; 5.379% | 10007827 | &nbsp;&nbsp; 9989863 |
| Symphony CLO XX Ltd.<sup>(a),(b)</sup>  | Symphony CLO XX Ltd.<sup>(a),(b)</sup>  | Symphony CLO XX Ltd.<sup>(a),(b)</sup>  | Symphony CLO XX Ltd.<sup>(a),(b)</sup>  |
| Series 2018-20A Class AR2 | Series 2018-20A Class AR2 | Series 2018-20A Class AR2 | Series 2018-20A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.100% <br>Floor 1.100% <br>01/16/2032<br>| &nbsp;&nbsp; 5.361% | 5873405 | &nbsp;&nbsp; 5873405 |
| Taco Bell Funding LLC<sup>(a)</sup>  | Taco Bell Funding LLC<sup>(a)</sup>  | Taco Bell Funding LLC<sup>(a)</sup>  | Taco Bell Funding LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2I | Series 2021-1A Class A2I | Series 2021-1A Class A2I | Series 2021-1A Class A2I |
| 08/25/2051 | &nbsp;&nbsp; 1.946% | 2456250 | &nbsp;&nbsp; 2327033 |
| TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup>  | TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup>  | TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup>  | TCI-Flatiron CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2018-1A Class CR | Series 2018-1A Class CR | Series 2018-1A Class CR | Series 2018-1A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.012% <br>Floor 1.750% <br>01/29/2032<br>| &nbsp;&nbsp; 6.292% | 2300000 | &nbsp;&nbsp; 2301987 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TCW CLO Ltd.<sup>(a),(b)</sup>  | TCW CLO Ltd.<sup>(a),(b)</sup>  | TCW CLO Ltd.<sup>(a),(b)</sup>  | TCW CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2025-1A Class A1R3 | Series 2025-1A Class A1R3 | Series 2025-1A Class A1R3 | Series 2025-1A Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>10/29/2034<br>| &nbsp;&nbsp; 5.430% | 18000000 | &nbsp;&nbsp; 17941914 |
| Texas Debt Capital CLO Ltd.<sup>(a),(b)</sup>  | Texas Debt Capital CLO Ltd.<sup>(a),(b)</sup>  | Texas Debt Capital CLO Ltd.<sup>(a),(b)</sup>  | Texas Debt Capital CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.800% <br>Floor 1.800% <br>04/20/2036<br>| &nbsp;&nbsp; 6.070% | 4050000 | &nbsp;&nbsp; 4055156 |
| THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup>  | THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup>  | THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup>  | THL Credit Wind River CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2015-1A Class A1R3 | Series 2015-1A Class A1R3 | Series 2015-1A Class A1R3 | Series 2015-1A Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>10/20/2030<br>| &nbsp;&nbsp; 5.470% | 1366484 | &nbsp;&nbsp; 1366673 |
| TIAA CLO I Ltd.<sup>(a),(b)</sup>  | TIAA CLO I Ltd.<sup>(a),(b)</sup>  | TIAA CLO I Ltd.<sup>(a),(b)</sup>  | TIAA CLO I Ltd.<sup>(a),(b)</sup>  |
| Series 2016-1A Class ARR | Series 2016-1A Class ARR | Series 2016-1A Class ARR | Series 2016-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.250% <br>Floor 1.250% <br>07/20/2031<br>| &nbsp;&nbsp; 5.520% | 4917700 | &nbsp;&nbsp; 4919259 |
| Tikehau US CLO III Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO III Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO III Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO III Ltd.<sup>(a),(b)</sup>  |
| Series 2022-2A Class A1R | Series 2022-2A Class A1R | Series 2022-2A Class A1R | Series 2022-2A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.870% <br>Floor 1.870% <br>01/20/2036<br>| &nbsp;&nbsp; 6.140% | 15000000 | &nbsp;&nbsp; 15042315 |
| Tikehau US CLO IV Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO IV Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO IV Ltd.<sup>(a),(b)</sup>  | Tikehau US CLO IV Ltd.<sup>(a),(b)</sup>  |
| Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 | Series 2023-1A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.200% <br>Floor 2.200% <br>07/15/2034<br>| &nbsp;&nbsp; 6.456% | 28000000 | &nbsp;&nbsp; 28066920 |
| Tralee CLO VII Ltd<sup>(a),(b)</sup>  | Tralee CLO VII Ltd<sup>(a),(b)</sup>  | Tralee CLO VII Ltd<sup>(a),(b)</sup>  | Tralee CLO VII Ltd<sup>(a),(b)</sup>  |
| Series 2021-7A Class A1 | Series 2021-7A Class A1 | Series 2021-7A Class A1 | Series 2021-7A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.582% <br>Floor 1.320% <br>04/25/2034<br>| &nbsp;&nbsp; 5.863% | 9250000 | &nbsp;&nbsp; 9256031 |
| Trimaran Cavu Ltd.<sup>(a),(b)</sup>  | Trimaran Cavu Ltd.<sup>(a),(b)</sup>  | Trimaran Cavu Ltd.<sup>(a),(b)</sup>  | Trimaran Cavu Ltd.<sup>(a),(b)</sup>  |
| Series 2024-1A Class A1R | Series 2024-1A Class A1R | Series 2024-1A Class A1R | Series 2024-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.190% <br>Floor 1.190% <br>01/20/2037<br>| &nbsp;&nbsp; 5.520% | 20000000 | &nbsp;&nbsp; 19936300 |
| Trinitas CLO XXVI Ltd.<sup>(a),(b)</sup>  | Trinitas CLO XXVI Ltd.<sup>(a),(b)</sup>  | Trinitas CLO XXVI Ltd.<sup>(a),(b)</sup>  | Trinitas CLO XXVI Ltd.<sup>(a),(b)</sup>  |
| Series 2023-26A Class A1 | Series 2023-26A Class A1 | Series 2023-26A Class A1 | Series 2023-26A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.690% <br>Floor 1.690% <br>01/20/2035<br>| &nbsp;&nbsp; 5.960% | 18000000 | &nbsp;&nbsp; 18000000 |
| Venture CLO Ltd.<sup>(a),(b)</sup>  | Venture CLO Ltd.<sup>(a),(b)</sup>  | Venture CLO Ltd.<sup>(a),(b)</sup>  | Venture CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2019-37A Class A1RR | Series 2019-37A Class A1RR | Series 2019-37A Class A1RR | Series 2019-37A Class A1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.250% <br>Floor 1.250% <br>07/15/2032<br>| &nbsp;&nbsp; 5.506% | 14108414 | &nbsp;&nbsp; 14108273 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Venture XXVII CLO Ltd.<sup>(a),(b)</sup>  | Venture XXVII CLO Ltd.<sup>(a),(b)</sup>  | Venture XXVII CLO Ltd.<sup>(a),(b)</sup>  | Venture XXVII CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2017-27A Class CR | Series 2017-27A Class CR | Series 2017-27A Class CR | Series 2017-27A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.562% <br>Floor 2.300% <br>07/20/2030<br>| &nbsp;&nbsp; 6.831% | 4100000 | &nbsp;&nbsp; 4105014 |
| Volofin Finance Designated Activity Co.<sup>(a)</sup>  | Volofin Finance Designated Activity Co.<sup>(a)</sup>  | Volofin Finance Designated Activity Co.<sup>(a)</sup>  | Volofin Finance Designated Activity Co.<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 06/15/2037 | &nbsp;&nbsp; 5.935% | 2820508 | &nbsp;&nbsp; 2830529 |
| Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2013-1A Class A1AR | Series 2013-1A Class A1AR | Series 2013-1A Class A1AR | Series 2013-1A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.472% <br>Floor 1.210% <br>10/15/2030<br>| &nbsp;&nbsp; 5.728% | 1076151 | &nbsp;&nbsp; 1077162 |
| Series 2015-3A Class A1R3 | Series 2015-3A Class A1R3 | Series 2015-3A Class A1R3 | Series 2015-3A Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>10/20/2031<br>| &nbsp;&nbsp; 5.420% | 3262342 | &nbsp;&nbsp; 3261840 |
| Series 2016-1A Class A1R | Series 2016-1A Class A1R | Series 2016-1A Class A1R | Series 2016-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.332% <br>Floor 1.070% <br>01/20/2031<br>| &nbsp;&nbsp; 5.601% | 2702910 | &nbsp;&nbsp; 2707640 |
| Series 2016-3A Class A1R2 | Series 2016-3A Class A1R2 | Series 2016-3A Class A1R2 | Series 2016-3A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Cap 1.150% <br>10/18/2031<br>| &nbsp;&nbsp; 5.420% | 5450975 | &nbsp;&nbsp; 5450915 |
| Series 2018-3A Class A1R2 | Series 2018-3A Class A1R2 | Series 2018-3A Class A1R2 | Series 2018-3A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>10/15/2031<br>| &nbsp;&nbsp; 5.456% | 5738086 | &nbsp;&nbsp; 5738631 |
| VStrong Auto Receivables Trust<sup>(a)</sup>  | VStrong Auto Receivables Trust<sup>(a)</sup>  | VStrong Auto Receivables Trust<sup>(a)</sup>  | VStrong Auto Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B | Subordinated Series 2024-A Class B |
| 07/15/2030 | &nbsp;&nbsp; 5.770% | 409000 | &nbsp;&nbsp; 413804 |
| Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  |
| Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.432% <br>Floor 0.170% <br>04/25/2040<br>| &nbsp;&nbsp; 4.795% | 2410355 | &nbsp;&nbsp; 2363783 |
| Wellfleet CLO Ltd.<sup>(a),(b)</sup>  | Wellfleet CLO Ltd.<sup>(a),(b)</sup>  | Wellfleet CLO Ltd.<sup>(a),(b)</sup>  | Wellfleet CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2019-1A Class A1R | Series 2019-1A Class A1R | Series 2019-1A Class A1R | Series 2019-1A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.382% <br>Floor 1.120% <br>07/20/2032<br>| &nbsp;&nbsp; 5.675% | 8740814 | &nbsp;&nbsp; 8745167 |
| Series 2020-1A Class A1AR | Series 2020-1A Class A1AR | Series 2020-1A Class A1AR | Series 2020-1A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>04/15/2033<br>| &nbsp;&nbsp; 5.856% | 15000000 | &nbsp;&nbsp; 14999850 |
| Wendy's Funding LLC<sup>(a)</sup>  | Wendy's Funding LLC<sup>(a)</sup>  | Wendy's Funding LLC<sup>(a)</sup>  | Wendy's Funding LLC<sup>(a)</sup>  |
| Series 2018-1A Class A2II | Series 2018-1A Class A2II | Series 2018-1A Class A2II | Series 2018-1A Class A2II |
| 03/15/2048 | &nbsp;&nbsp; 3.884% | 927317 | &nbsp;&nbsp; 899465 |
| Series 2019-1A Class A2I | Series 2019-1A Class A2I | Series 2019-1A Class A2I | Series 2019-1A Class A2I |
| 06/15/2049 | &nbsp;&nbsp; 3.783% | 3061539 | &nbsp;&nbsp; 3014407 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 02/15/2028 | &nbsp;&nbsp; 5.560% | 1815000 | &nbsp;&nbsp; 1825835 |
| Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 | Series 2024-3A Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 4.710% | 2355000 | &nbsp;&nbsp; 2358369 |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 08/15/2028 | &nbsp;&nbsp; 4.750% | 4795000 | &nbsp;&nbsp; 4811548 |
| Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C | Subordinated Series 2023-3A Class C |
| 09/15/2028 | &nbsp;&nbsp; 6.020% | 4530000 | &nbsp;&nbsp; 4594696 |
| Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B |
| 11/15/2027 | &nbsp;&nbsp; 5.550% | 4600000 | &nbsp;&nbsp; 4620759 |
| Wheels Fleet Lease Funding 1 LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding 1 LLC<sup>(a)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 04/18/2038 | &nbsp;&nbsp; 5.800% | 3024722 | &nbsp;&nbsp; 3040772 |
| Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 | Series 2024-1A Class A1 |
| 02/18/2039 | &nbsp;&nbsp; 5.490% | 2044009 | &nbsp;&nbsp; 2061424 |
| Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 | Series 2024-2A Class A1 |
| 06/21/2039 | &nbsp;&nbsp; 4.870% | 2315000 | &nbsp;&nbsp; 2321492 |
| Wheels Fleet Lease Funding I LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(a)</sup>  | Wheels Fleet Lease Funding I LLC<sup>(a)</sup>  |
| Series 2024-3 Class A1 | Series 2024-3 Class A1 | Series 2024-3 Class A1 | Series 2024-3 Class A1 |
| 09/19/2039 | &nbsp;&nbsp; 4.800% | 2050000 | &nbsp;&nbsp; 2056273 |
| Wind River CLO Ltd.<sup>(a),(b)</sup>  | Wind River CLO Ltd.<sup>(a),(b)</sup>  | Wind River CLO Ltd.<sup>(a),(b)</sup>  | Wind River CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/20/2037<br>| &nbsp;&nbsp; 5.893% | 3100000 | &nbsp;&nbsp; 3109139 |
| World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust |
| Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 | Series 2024-C Class A3 |
| 12/17/2029 | &nbsp;&nbsp; 4.430% | 2520000 | &nbsp;&nbsp; 2514267 |
| Zaxby's Funding LLC<sup>(a)</sup>  | Zaxby's Funding LLC<sup>(a)</sup>  | Zaxby's Funding LLC<sup>(a)</sup>  | Zaxby's Funding LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 07/30/2051 | &nbsp;&nbsp; 3.238% | 5438125 | &nbsp;&nbsp; 4975186 |
| Zayo Issuer LLC<sup>(a)</sup>  | Zayo Issuer LLC<sup>(a)</sup>  | Zayo Issuer LLC<sup>(a)</sup>  | Zayo Issuer LLC<sup>(a)</sup>  |
| Series 2025-2A Class A2 | Series 2025-2A Class A2 | Series 2025-2A Class A2 | Series 2025-2A Class A2 |
| 06/20/2055 | &nbsp;&nbsp; 5.953% | 5700000 | &nbsp;&nbsp; 5756555 |
| Ziply Fiber Issuer LLC<sup>(a)</sup>  | Ziply Fiber Issuer LLC<sup>(a)</sup>  | Ziply Fiber Issuer LLC<sup>(a)</sup>  | Ziply Fiber Issuer LLC<sup>(a)</sup>  |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 04/20/2054 | &nbsp;&nbsp; 6.640% | 6643000 | &nbsp;&nbsp; 6764427 |
| Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B | Subordinated Series 2024-1A Class B |
| 04/20/2054 | &nbsp;&nbsp; 7.810% | 3250000 | &nbsp;&nbsp; 3367595 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,718,089,004) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,718,089,004) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $1,718,089,004) | &nbsp;&nbsp; **1717464266** |
| **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** | **Commercial Mortgage-Backed Securities - Agency 0.4%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  |
| CMO Series K055 Class X1 | CMO Series K055 Class X1 | CMO Series K055 Class X1 | CMO Series K055 Class X1 |
| 03/25/2026 | &nbsp;&nbsp; 1.329% | 1854134 | &nbsp;&nbsp; 13808 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 |
| 07/25/2026 | &nbsp;&nbsp; 1.146% | 2216043 | &nbsp;&nbsp; 20110 |
| CMO Series K059 Class X1 | CMO Series K059 Class X1 | CMO Series K059 Class X1 | CMO Series K059 Class X1 |
| 09/25/2026 | &nbsp;&nbsp; 0.266% | 6453416 | &nbsp;&nbsp; 15472 |
| CMO Series K060 Class X1 | CMO Series K060 Class X1 | CMO Series K060 Class X1 | CMO Series K060 Class X1 |
| 10/25/2026 | &nbsp;&nbsp; 0.050% | 24169278 | &nbsp;&nbsp; 21762 |
| CMO Series K152 Class X1 | CMO Series K152 Class X1 | CMO Series K152 Class X1 | CMO Series K152 Class X1 |
| 01/25/2031 | &nbsp;&nbsp; 0.951% | 3845603 | &nbsp;&nbsp; 152905 |
| Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) | Series 20K129 Class X1 (FHLMC) |
| 05/25/2031 | &nbsp;&nbsp; 1.029% | 12514748 | &nbsp;&nbsp; 575488 |
| Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) | Series 20K141 Class X1 (FHLMC) |
| 02/25/2032 | &nbsp;&nbsp; 0.305% | 7243994 | &nbsp;&nbsp; 131736 |
| Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) | Series 20K142 Class X1 (FHLMC) |
| 12/25/2031 | &nbsp;&nbsp; 0.297% | 17545461 | &nbsp;&nbsp; 315471 |
| Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) | Series 20K143 Class X1 (FHLMC) |
| 04/25/2055 | &nbsp;&nbsp; 0.343% | 7916767 | &nbsp;&nbsp; 166294 |
| Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) | Series 20K144 Class X1 (FHLMC) |
| 04/25/2032 | &nbsp;&nbsp; 0.326% | 10367861 | &nbsp;&nbsp; 213136 |
| Series K069 Class X1 | Series K069 Class X1 | Series K069 Class X1 | Series K069 Class X1 |
| 09/25/2027 | &nbsp;&nbsp; 0.340% | 34953337 | &nbsp;&nbsp; 249015 |
| Series K091 Class X1 | Series K091 Class X1 | Series K091 Class X1 | Series K091 Class X1 |
| 03/25/2029 | &nbsp;&nbsp; 0.560% | 38473876 | &nbsp;&nbsp; 740353 |
| Series K095 Class X1 | Series K095 Class X1 | Series K095 Class X1 | Series K095 Class X1 |
| 06/25/2029 | &nbsp;&nbsp; 0.948% | 73457440 | &nbsp;&nbsp; 2340178 |
| Series K106 Class X1 | Series K106 Class X1 | Series K106 Class X1 | Series K106 Class X1 |
| 01/25/2030 | &nbsp;&nbsp; 1.316% | 93585639 | &nbsp;&nbsp; 4817040 |
| Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) | Series K131 Class X1 (FHLMC) |
| 07/25/2031 | &nbsp;&nbsp; 0.726% | 12757027 | &nbsp;&nbsp; 470126 |
| Series K137 Class X1 | Series K137 Class X1 | Series K137 Class X1 | Series K137 Class X1 |
| 11/25/2031 | &nbsp;&nbsp; 0.196% | 273661807 | &nbsp;&nbsp; 2771127 |
| Series K145 Class X1 | Series K145 Class X1 | Series K145 Class X1 | Series K145 Class X1 |
| 06/25/2055 | &nbsp;&nbsp; 0.316% | 4647032 | &nbsp;&nbsp; 93607 |
| Series K146 Class X1 | Series K146 Class X1 | Series K146 Class X1 | Series K146 Class X1 |
| 06/25/2032 | &nbsp;&nbsp; 0.230% | 15728770 | &nbsp;&nbsp; 249351 |
| Series K147 Class X1 | Series K147 Class X1 | Series K147 Class X1 | Series K147 Class X1 |
| 06/25/2032 | &nbsp;&nbsp; 0.359% | 12145168 | &nbsp;&nbsp; 287397 |
| Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) | Series K149 Class X1 (FHLMC) |
| 08/25/2032 | &nbsp;&nbsp; 0.265% | 20896124 | &nbsp;&nbsp; 393833 |
| Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) | Series K-150 Class X1 (FHLMC) |
| 09/25/2032 | &nbsp;&nbsp; 0.310% | 26916508 | &nbsp;&nbsp; 577106 |
| Series K-1515 Class X1 | Series K-1515 Class X1 | Series K-1515 Class X1 | Series K-1515 Class X1 |
| 02/25/2035 | &nbsp;&nbsp; 1.507% | 7040141 | &nbsp;&nbsp; 696196 |
| Series K-1516 Class X1 | Series K-1516 Class X1 | Series K-1516 Class X1 | Series K-1516 Class X1 |
| 05/25/2035 | &nbsp;&nbsp; 1.508% | 14540323 | &nbsp;&nbsp; 1555919 |
| Series K-1517 Class X1 | Series K-1517 Class X1 | Series K-1517 Class X1 | Series K-1517 Class X1 |
| 07/25/2035 | &nbsp;&nbsp; 1.323% | 19900832 | &nbsp;&nbsp; 1848186 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series K1521 Class X1 | Series K1521 Class X1 | Series K1521 Class X1 | Series K1521 Class X1 |
| 08/25/2036 | &nbsp;&nbsp; 0.979% | 23213857 | &nbsp;&nbsp; 1735990 |
| Series K735 Class X1 | Series K735 Class X1 | Series K735 Class X1 | Series K735 Class X1 |
| 05/25/2026 | &nbsp;&nbsp; 0.960% | 12232797 | &nbsp;&nbsp; 87852 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates |
| Series K056 Class A2 | Series K056 Class A2 | Series K056 Class A2 | Series K056 Class A2 |
| 05/25/2026 | &nbsp;&nbsp; 2.525% | 6123115 | &nbsp;&nbsp; 6017516 |
| Series K074 Class A2 | Series K074 Class A2 | Series K074 Class A2 | Series K074 Class A2 |
| 01/25/2028 | &nbsp;&nbsp; 3.600% | 8660000 | &nbsp;&nbsp; 8521597 |
| Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  |
| Series 2020-M43 Class X1 | Series 2020-M43 Class X1 | Series 2020-M43 Class X1 | Series 2020-M43 Class X1 |
| 08/25/2034 | &nbsp;&nbsp; 1.881% | 31988506 | &nbsp;&nbsp; 2215297 |
| Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(d),(e)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(d),(e)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(d),(e)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(d),(e)</sup>  |
| Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) | Series K514 Class X1 (FHLMC) |
| 12/25/2028 | &nbsp;&nbsp; 0.964% | 67356640 | &nbsp;&nbsp; 2096253 |
| Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  |
| CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO | CMO Series 2011-38 Class IO |
| 04/16/2053 | &nbsp;&nbsp; 0.530% | 692374 | &nbsp;&nbsp; 4747 |
| CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO | CMO Series 2013-162 Class IO |
| 09/16/2046 | &nbsp;&nbsp; 0.105% | 11520148 | &nbsp;&nbsp; 19356 |
| CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA | CMO Series 2014-134 Class IA |
| 01/16/2055 | &nbsp;&nbsp; 0.133% | 9962381 | &nbsp;&nbsp; 43760 |
| CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO | CMO Series 2015-101 Class IO |
| 03/16/2052 | &nbsp;&nbsp; 0.258% | 2652677 | &nbsp;&nbsp; 19032 |
| CMO Series 2015-114 | CMO Series 2015-114 | CMO Series 2015-114 | CMO Series 2015-114 |
| 03/15/2057 | &nbsp;&nbsp; 0.281% | 1113430 | &nbsp;&nbsp; 10519 |
| CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO | CMO Series 2015-120 Class IO |
| 03/16/2057 | &nbsp;&nbsp; 0.590% | 6180122 | &nbsp;&nbsp; 117825 |
| CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB | CMO Series 2015-125 Class IB |
| 01/16/2055 | &nbsp;&nbsp; 0.856% | 5246955 | &nbsp;&nbsp; 103422 |
| CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO | CMO Series 2015-125 Class IO |
| 07/16/2055 | &nbsp;&nbsp; 0.521% | 14508841 | &nbsp;&nbsp; 149409 |
| CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC | CMO Series 2015-146 Class IC |
| 07/16/2055 | &nbsp;&nbsp; 0.116% | 4815733 | &nbsp;&nbsp; 18252 |
| CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO | CMO Series 2015-171 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.829% | 4248430 | &nbsp;&nbsp; 127672 |
| CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO | CMO Series 2015-174 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.407% | 5145001 | &nbsp;&nbsp; 84391 |
| CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO | CMO Series 2015-21 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.676% | 2586631 | &nbsp;&nbsp; 70956 |
| CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI | CMO Series 2015-29 Class EI |
| 09/16/2049 | &nbsp;&nbsp; 0.706% | 4074553 | &nbsp;&nbsp; 64294 |
| CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO | CMO Series 2015-41 Class IO |
| 09/16/2056 | &nbsp;&nbsp; 0.169% | 856601 | &nbsp;&nbsp; 3040 |
| CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO | CMO Series 2015-6 Class IO |
| 02/16/2051 | &nbsp;&nbsp; 0.455% | 1870562 | &nbsp;&nbsp; 26068 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO | CMO Series 2015-70 Class IO |
| 12/16/2049 | &nbsp;&nbsp; 0.560% | 5232926 | &nbsp;&nbsp; 100247 |
| CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO | CMO Series 2016-39 Class IO |
| 01/16/2056 | &nbsp;&nbsp; 0.642% | 3043851 | &nbsp;&nbsp; 80312 |
| CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO | CMO Series 2022-17 Class IO |
| 06/16/2064 | &nbsp;&nbsp; 0.802% | 6077366 | &nbsp;&nbsp; 337473 |
| CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO | CMO Series 2022-43 Class IO |
| 09/16/2061 | &nbsp;&nbsp; 0.739% | 12489069 | &nbsp;&nbsp; 661743 |
| Series 2014-101 Class IO | Series 2014-101 Class IO | Series 2014-101 Class IO | Series 2014-101 Class IO |
| 04/16/2056 | &nbsp;&nbsp; 0.541% | 9034106 | &nbsp;&nbsp; 128055 |
| Series 2016-152 Class IO | Series 2016-152 Class IO | Series 2016-152 Class IO | Series 2016-152 Class IO |
| 08/15/2058 | &nbsp;&nbsp; 0.766% | 8963414 | &nbsp;&nbsp; 297188 |
| Series 2017-168 Class IO | Series 2017-168 Class IO | Series 2017-168 Class IO | Series 2017-168 Class IO |
| 12/16/2059 | &nbsp;&nbsp; 0.553% | 14327408 | &nbsp;&nbsp; 509675 |
| Series 2018-110 Class IA | Series 2018-110 Class IA | Series 2018-110 Class IA | Series 2018-110 Class IA |
| 11/16/2059 | &nbsp;&nbsp; 0.633% | 19514539 | &nbsp;&nbsp; 614757 |
| Series 2018-2 Class IO | Series 2018-2 Class IO | Series 2018-2 Class IO | Series 2018-2 Class IO |
| 12/16/2059 | &nbsp;&nbsp; 0.704% | 6949889 | &nbsp;&nbsp; 298472 |
| Series 2020-108 Class IO | Series 2020-108 Class IO | Series 2020-108 Class IO | Series 2020-108 Class IO |
| 06/16/2062 | &nbsp;&nbsp; 0.847% | 8547019 | &nbsp;&nbsp; 493339 |
| Series 2021-106 Class IO | Series 2021-106 Class IO | Series 2021-106 Class IO | Series 2021-106 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.856% | 9158400 | &nbsp;&nbsp; 600688 |
| Series 2021-132 Class BI | Series 2021-132 Class BI | Series 2021-132 Class BI | Series 2021-132 Class BI |
| 04/16/2063 | &nbsp;&nbsp; 0.917% | 11635534 | &nbsp;&nbsp; 793120 |
| Series 2021-133 Class IO | Series 2021-133 Class IO | Series 2021-133 Class IO | Series 2021-133 Class IO |
| 07/16/2063 | &nbsp;&nbsp; 0.882% | 11568288 | &nbsp;&nbsp; 772012 |
| Series 2021-145 Class IO | Series 2021-145 Class IO | Series 2021-145 Class IO | Series 2021-145 Class IO |
| 07/16/2061 | &nbsp;&nbsp; 0.771% | 2449849 | &nbsp;&nbsp; 122370 |
| Series 2021-151 Class IO | Series 2021-151 Class IO | Series 2021-151 Class IO | Series 2021-151 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.906% | 10090781 | &nbsp;&nbsp; 635485 |
| Series 2021-163 Class IO | Series 2021-163 Class IO | Series 2021-163 Class IO | Series 2021-163 Class IO |
| 03/16/2064 | &nbsp;&nbsp; 0.801% | 10855187 | &nbsp;&nbsp; 601567 |
| Series 2021-52 Class IO | Series 2021-52 Class IO | Series 2021-52 Class IO | Series 2021-52 Class IO |
| 04/16/2063 | &nbsp;&nbsp; 0.721% | 10095848 | &nbsp;&nbsp; 521739 |
| Series 2022-132 Class IO | Series 2022-132 Class IO | Series 2022-132 Class IO | Series 2022-132 Class IO |
| 10/16/2064 | &nbsp;&nbsp; 0.537% | 10744795 | &nbsp;&nbsp; 468728 |
| Series 2022-92 Class EI | Series 2022-92 Class EI | Series 2022-92 Class EI | Series 2022-92 Class EI |
| 02/16/2064 | &nbsp;&nbsp; 0.808% | 10817703 | &nbsp;&nbsp; 601775 |
| Series 2023-110 Class IO | Series 2023-110 Class IO | Series 2023-110 Class IO | Series 2023-110 Class IO |
| 07/16/2058 | &nbsp;&nbsp; 1.022% | 9795571 | &nbsp;&nbsp; 701851 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.550% <br>03/20/2063<br>| &nbsp;&nbsp; 4.783% | 30374 | &nbsp;&nbsp; 30430 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $72,223,913) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $72,223,913) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $72,223,913) | &nbsp;&nbsp; **49623890** |
| **Commercial Mortgage-Backed Securities - Non-Agency 7.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 7.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 7.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 7.4%** |
| 1345T<sup>(a),(b),(c)</sup>  | 1345T<sup>(a),(b),(c)</sup>  | 1345T<sup>(a),(b),(c)</sup>  | 1345T<sup>(a),(b),(c)</sup>  |
| Series 2025-AOA Class A | Series 2025-AOA Class A | Series 2025-AOA Class A | Series 2025-AOA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>Floor 1.600% <br>06/15/2030<br>| &nbsp;&nbsp; 5.900% | 6060000 | &nbsp;&nbsp; 6073292 |
| ALA Trust<sup>(a),(b),(c)</sup>  | ALA Trust<sup>(a),(b),(c)</sup>  | ALA Trust<sup>(a),(b),(c)</sup>  | ALA Trust<sup>(a),(b),(c)</sup>  |
| Series 2025-OANA Class A | Series 2025-OANA Class A | Series 2025-OANA Class A | Series 2025-OANA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.740% <br>07/15/2040<br>| &nbsp;&nbsp; 6.043% | 1360000 | &nbsp;&nbsp; 1362978 |
| Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup>  | Arbor Multifamily Mortgage Securities Trust<sup>(a)</sup>  |
| Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 | Series 2021-MF2 Class A4 |
| 06/15/2054 | &nbsp;&nbsp; 2.252% | 18000000 | &nbsp;&nbsp; 15620256 |
| Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(b)</sup>  |
| Series 2021-FL4 Class D | Series 2021-FL4 Class D | Series 2021-FL4 Class D | Series 2021-FL4 Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 3.014% <br>Floor 2.900% <br>11/15/2036<br>| &nbsp;&nbsp; 7.343% | 3250000 | &nbsp;&nbsp; 3213676 |
| AREIT LLC<sup>(a),(b)</sup>  | AREIT LLC<sup>(a),(b)</sup>  | AREIT LLC<sup>(a),(b)</sup>  | AREIT LLC<sup>(a),(b)</sup>  |
| Series 2023-CRE8 Class A | Series 2023-CRE8 Class A | Series 2023-CRE8 Class A | Series 2023-CRE8 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.112% <br>Floor 2.112% <br>08/17/2041<br>| &nbsp;&nbsp; 6.439% | 2957894 | &nbsp;&nbsp; 2965287 |
| AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  |
| Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.686% <br>Floor 1.687%, Cap 1.687% <br>05/17/2041<br>| &nbsp;&nbsp; 6.015% | 2500000 | &nbsp;&nbsp; 2503907 |
| Series 2025-CRE10 Class A | Series 2025-CRE10 Class A | Series 2025-CRE10 Class A | Series 2025-CRE10 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.388% <br>Floor 1.388% <br>12/17/2029<br>| &nbsp;&nbsp; 5.777% | 5000000 | &nbsp;&nbsp; 4970320 |
| AREIT Trust<sup>(a),(b)</sup>  | AREIT Trust<sup>(a),(b)</sup>  | AREIT Trust<sup>(a),(b)</sup>  | AREIT Trust<sup>(a),(b)</sup>  |
| Series 2022-CRE6 Class A | Series 2022-CRE6 Class A | Series 2022-CRE6 Class A | Series 2022-CRE6 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.250% <br>Floor 1.250% <br>01/16/2037<br>| &nbsp;&nbsp; 5.580% | 752639 | &nbsp;&nbsp; 750774 |
| ARES Trust<sup>(a),(b)</sup>  | ARES Trust<sup>(a),(b)</sup>  | ARES Trust<sup>(a),(b)</sup>  | ARES Trust<sup>(a),(b)</sup>  |
| Series 2025-IND3 Class A | Series 2025-IND3 Class A | Series 2025-IND3 Class A | Series 2025-IND3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>Floor 1.500% <br>04/15/2027<br>| &nbsp;&nbsp; 5.800% | 3530000 | &nbsp;&nbsp; 3535995 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-IND3 Class B | Series 2025-IND3 Class B | Series 2025-IND3 Class B | Series 2025-IND3 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.850% <br>Floor 1.850%, Cap 1.850% <br>04/15/2027<br>| &nbsp;&nbsp; 6.150% | 3000000 | &nbsp;&nbsp; 2996250 |
| ARZ Trust<sup>(a)</sup>  | ARZ Trust<sup>(a)</sup>  | ARZ Trust<sup>(a)</sup>  | ARZ Trust<sup>(a)</sup>  |
| Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C | Subordinated Series 2024-BILT Class C |
| 06/11/2029 | &nbsp;&nbsp; 6.361% | 1500000 | &nbsp;&nbsp; 1515993 |
| BAHA Trust<sup>(a)</sup>  | BAHA Trust<sup>(a)</sup>  | BAHA Trust<sup>(a)</sup>  | BAHA Trust<sup>(a)</sup>  |
| Series 2024-MAR Class A | Series 2024-MAR Class A | Series 2024-MAR Class A | Series 2024-MAR Class A |
| 12/12/2041 | &nbsp;&nbsp; 6.171% | 1000000 | &nbsp;&nbsp; 1023682 |
| BAHA Trust<sup>(a),(d)</sup>  | BAHA Trust<sup>(a),(d)</sup>  | BAHA Trust<sup>(a),(d)</sup>  | BAHA Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B | Subordinated Series 2024-MAR Class B |
| 12/10/2029 | &nbsp;&nbsp; 7.069% | 2935000 | &nbsp;&nbsp; 2989307 |
| Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(d),(e)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(d),(e)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(d),(e)</sup>  | Banc of America Merrill Lynch Commercial Mortgage, Inc.<sup>(d),(e)</sup>  |
| Series 2019-BN18 Class XA | Series 2019-BN18 Class XA | Series 2019-BN18 Class XA | Series 2019-BN18 Class XA |
| 05/15/2062 | &nbsp;&nbsp; 0.881% | 58544411 | &nbsp;&nbsp; 1673960 |
| BANK | BANK | BANK | BANK |
| Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 | Series 2017-BNK4 Class A4 |
| 05/15/2050 | &nbsp;&nbsp; 3.625% | 2420000 | &nbsp;&nbsp; 2366268 |
| BANK<sup>(d),(e)</sup>  | BANK<sup>(d),(e)</sup>  | BANK<sup>(d),(e)</sup>  | BANK<sup>(d),(e)</sup>  |
| Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA | Series 2017-BNK8 Class XA |
| 11/15/2050 | &nbsp;&nbsp; 0.706% | 26141877 | &nbsp;&nbsp; 369014 |
| BANK<sup>(d)</sup>  | BANK<sup>(d)</sup>  | BANK<sup>(d)</sup>  | BANK<sup>(d)</sup>  |
| Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 | Series 2021-BN37 Class A5 |
| 11/15/2064 | &nbsp;&nbsp; 2.618% | 5605000 | &nbsp;&nbsp; 4844512 |
| Bank5<sup>(d)</sup>  | Bank5<sup>(d)</sup>  | Bank5<sup>(d)</sup>  | Bank5<sup>(d)</sup>  |
| Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C | Subordinated Series 2024-5YR10 Class C |
| 10/15/2057 | &nbsp;&nbsp; 5.743% | 1500000 | &nbsp;&nbsp; 1467670 |
| BANK5<sup>(d)</sup>  | BANK5<sup>(d)</sup>  | BANK5<sup>(d)</sup>  | BANK5<sup>(d)</sup>  |
| Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 | Series 2023-5YR3 Class A3 |
| 09/15/2056 | &nbsp;&nbsp; 6.724% | 2985000 | &nbsp;&nbsp; 3148770 |
| BANK5 | BANK5 | BANK5 | BANK5 |
| Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 | Series 2023-5YR4 Class A3 |
| 12/15/2056 | &nbsp;&nbsp; 6.500% | 1207531 | &nbsp;&nbsp; 1267004 |
| Series 2024-5YR7 Class A3 | Series 2024-5YR7 Class A3 | Series 2024-5YR7 Class A3 | Series 2024-5YR7 Class A3 |
| 06/15/2057 | &nbsp;&nbsp; 5.769% | 5000000 | &nbsp;&nbsp; 5155012 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust | BANK5 Trust |
| Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 | Series 2024-5YR6 Class A3 |
| 05/15/2057 | &nbsp;&nbsp; 6.225% | 6410000 | &nbsp;&nbsp; 6714710 |
| BBCMS Mortgage Trust<sup>(a)</sup>  | BBCMS Mortgage Trust<sup>(a)</sup>  | BBCMS Mortgage Trust<sup>(a)</sup>  | BBCMS Mortgage Trust<sup>(a)</sup>  |
| Series 2016-ETC Class A | Series 2016-ETC Class A | Series 2016-ETC Class A | Series 2016-ETC Class A |
| 08/14/2036 | &nbsp;&nbsp; 2.937% | 13500000 | &nbsp;&nbsp; 12877794 |
| Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B | Subordinated Series 2016-ETC Class B |
| 08/14/2036 | &nbsp;&nbsp; 3.189% | 900000 | &nbsp;&nbsp; 841049 |
| Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C | Subordinated Series 2016-ETC Class C |
| 08/14/2036 | &nbsp;&nbsp; 3.391% | 770000 | &nbsp;&nbsp; 710038 |
| BBCMS Mortgage Trust<sup>(d),(e)</sup>  | BBCMS Mortgage Trust<sup>(d),(e)</sup>  | BBCMS Mortgage Trust<sup>(d),(e)</sup>  | BBCMS Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2018-C2 Class XA | Series 2018-C2 Class XA | Series 2018-C2 Class XA | Series 2018-C2 Class XA |
| 12/15/2051 | &nbsp;&nbsp; 0.748% | 59169603 | &nbsp;&nbsp; 1184694 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BBCMS Mortgage Trust<sup>(a),(b)</sup>  | BBCMS Mortgage Trust<sup>(a),(b)</sup>  | BBCMS Mortgage Trust<sup>(a),(b)</sup>  | BBCMS Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2020-BID Class A | Series 2020-BID Class A | Series 2020-BID Class A | Series 2020-BID Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.254% <br>Floor 2.140% <br>10/15/2037<br>| &nbsp;&nbsp; 6.583% | 14360000 | &nbsp;&nbsp; 14360000 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 |
| 11/15/2054 | &nbsp;&nbsp; 2.689% | 15495000 | &nbsp;&nbsp; 13492953 |
| Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 | Series 2024-5C25 Class A3 |
| 03/15/2057 | &nbsp;&nbsp; 5.946% | 3445000 | &nbsp;&nbsp; 3568010 |
| Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 | Series 2024-5C27 Class A3 |
| 07/15/2057 | &nbsp;&nbsp; 6.014% | 7600000 | &nbsp;&nbsp; 7911639 |
| Series 2024-5C29 Class B | Series 2024-5C29 Class B | Series 2024-5C29 Class B | Series 2024-5C29 Class B |
| 09/15/2057 | &nbsp;&nbsp; 5.858% | 2000000 | &nbsp;&nbsp; 2015766 |
| Series 2024-5C31 Class C | Series 2024-5C31 Class C | Series 2024-5C31 Class C | Series 2024-5C31 Class C |
| 12/15/2057 | &nbsp;&nbsp; 5.756% | 1000000 | &nbsp;&nbsp; 985519 |
| BBCMS Mortgage Trust<sup>(a),(d)</sup>  | BBCMS Mortgage Trust<sup>(a),(d)</sup>  | BBCMS Mortgage Trust<sup>(a),(d)</sup>  | BBCMS Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D | Subordinated Series 2016-ETC Class D |
| 08/14/2036 | &nbsp;&nbsp; 3.609% | 2790000 | &nbsp;&nbsp; 2530598 |
| BB-UBS Trust<sup>(a)</sup>  | BB-UBS Trust<sup>(a)</sup>  | BB-UBS Trust<sup>(a)</sup>  | BB-UBS Trust<sup>(a)</sup>  |
| Series 2012-TFT Class A | Series 2012-TFT Class A | Series 2012-TFT Class A | Series 2012-TFT Class A |
| 06/05/2030 | &nbsp;&nbsp; 2.892% | 1603333 | &nbsp;&nbsp; 1540803 |
| BDS LLC<sup>(a),(b)</sup>  | BDS LLC<sup>(a),(b)</sup>  | BDS LLC<sup>(a),(b)</sup>  | BDS LLC<sup>(a),(b)</sup>  |
| Series 2024-FL13 Class A | Series 2024-FL13 Class A | Series 2024-FL13 Class A | Series 2024-FL13 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.576% <br>Floor 1.576% <br>09/19/2039<br>| &nbsp;&nbsp; 5.974% | 2000000 | &nbsp;&nbsp; 2001252 |
| Benchmark Mortgage Trust<sup>(d),(e)</sup>  | Benchmark Mortgage Trust<sup>(d),(e)</sup>  | Benchmark Mortgage Trust<sup>(d),(e)</sup>  | Benchmark Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2019-B10 Class XA | Series 2019-B10 Class XA | Series 2019-B10 Class XA | Series 2019-B10 Class XA |
| 03/15/2062 | &nbsp;&nbsp; 1.220% | 24603999 | &nbsp;&nbsp; 958626 |
| Series 2020-B20 Class XA | Series 2020-B20 Class XA | Series 2020-B20 Class XA | Series 2020-B20 Class XA |
| 10/15/2053 | &nbsp;&nbsp; 1.581% | 13722434 | &nbsp;&nbsp; 733128 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| Series 2021-B26 Class A4 | Series 2021-B26 Class A4 | Series 2021-B26 Class A4 | Series 2021-B26 Class A4 |
| 06/15/2054 | &nbsp;&nbsp; 2.295% | 10600000 | &nbsp;&nbsp; 9334757 |
| Series 2022-B34 Class A5 | Series 2022-B34 Class A5 | Series 2022-B34 Class A5 | Series 2022-B34 Class A5 |
| 04/15/2055 | &nbsp;&nbsp; 3.786% | 2300000 | &nbsp;&nbsp; 2082479 |
| Series 2024-V12 Class A3 | Series 2024-V12 Class A3 | Series 2024-V12 Class A3 | Series 2024-V12 Class A3 |
| 12/15/2057 | &nbsp;&nbsp; 5.739% | 7860000 | &nbsp;&nbsp; 8131409 |
| Benchmark Mortgage Trust<sup>(d)</sup>  | Benchmark Mortgage Trust<sup>(d)</sup>  | Benchmark Mortgage Trust<sup>(d)</sup>  | Benchmark Mortgage Trust<sup>(d)</sup>  |
| Series 2023-V2 Class A3 | Series 2023-V2 Class A3 | Series 2023-V2 Class A3 | Series 2023-V2 Class A3 |
| 05/15/2055 | &nbsp;&nbsp; 5.812% | 17305000 | &nbsp;&nbsp; 17741630 |
| Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C | Subordinated Series 2019-B13 Class C |
| 08/15/2057 | &nbsp;&nbsp; 3.839% | 2400000 | &nbsp;&nbsp; 1949095 |
| BFLD Mortgage Trust<sup>(a),(b)</sup>  | BFLD Mortgage Trust<sup>(a),(b)</sup>  | BFLD Mortgage Trust<sup>(a),(b)</sup>  | BFLD Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-WRHS Class A | Series 2024-WRHS Class A | Series 2024-WRHS Class A | Series 2024-WRHS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.492% <br>Floor 1.492% <br>08/15/2026<br>| &nbsp;&nbsp; 5.879% | 6952478 | &nbsp;&nbsp; 6956825 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BIG Commercial Mortgage Trust<sup>(a),(b)</sup>  | BIG Commercial Mortgage Trust<sup>(a),(b)</sup>  | BIG Commercial Mortgage Trust<sup>(a),(b)</sup>  | BIG Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2022-BIG Class B | Subordinated Series 2022-BIG Class B | Subordinated Series 2022-BIG Class B | Subordinated Series 2022-BIG Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.741% <br>Floor 1.741% <br>02/15/2039<br>| &nbsp;&nbsp; 6.070% | 2100000 | &nbsp;&nbsp; 2068955 |
| BMD2 Re-Remic Trust<sup>(a),(f)</sup>  | BMD2 Re-Remic Trust<sup>(a),(f)</sup>  | BMD2 Re-Remic Trust<sup>(a),(f)</sup>  | BMD2 Re-Remic Trust<sup>(a),(f)</sup>  |
| Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB | Series 2019-FRR1 Class 3AB |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 2821000 | &nbsp;&nbsp; 2357955 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 | Series 2024-5C5 Class A3 |
| 02/15/2057 | &nbsp;&nbsp; 5.857% | 2600000 | &nbsp;&nbsp; 2690880 |
| Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 | Series 2025-5C9 Class A3 |
| 04/15/2058 | &nbsp;&nbsp; 5.779% | 7710000 | &nbsp;&nbsp; 7988277 |
| BMO Mortgage Trust<sup>(d)</sup>  | BMO Mortgage Trust<sup>(d)</sup>  | BMO Mortgage Trust<sup>(d)</sup>  | BMO Mortgage Trust<sup>(d)</sup>  |
| Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 | Series 2024-5C8 Class A3 |
| 12/15/2057 | &nbsp;&nbsp; 5.625% | 13230000 | &nbsp;&nbsp; 13604846 |
| Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C | Subordinated Series 2024-5C6 Class C |
| 09/15/2057 | &nbsp;&nbsp; 5.885% | 750000 | &nbsp;&nbsp; 738105 |
| Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B | Subordinated Series 2025-5C10 Class B |
| 05/15/2058 | &nbsp;&nbsp; 6.445% | 1000000 | &nbsp;&nbsp; 1030953 |
| BOCA Commercial Mortgage Trust<sup>(a),(b)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(b)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(b)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.921% <br>Floor 1.921% <br>08/15/2041<br>| &nbsp;&nbsp; 6.249% | 4000000 | &nbsp;&nbsp; 4006253 |
| BPR Commercial Mortgage Trust<sup>(a),(d)</sup>  | BPR Commercial Mortgage Trust<sup>(a),(d)</sup>  | BPR Commercial Mortgage Trust<sup>(a),(d)</sup>  | BPR Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B | Subordinated Series 2024-PARK Class B |
| 11/05/2039 | &nbsp;&nbsp; 5.991% | 5000000 | &nbsp;&nbsp; 5036694 |
| BPR Trust<sup>(a),(b)</sup>  | BPR Trust<sup>(a),(b)</sup>  | BPR Trust<sup>(a),(b)</sup>  | BPR Trust<sup>(a),(b)</sup>  |
| Series 2021-NRD Class A | Series 2021-NRD Class A | Series 2021-NRD Class A | Series 2021-NRD Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.525% <br>Floor 1.525% <br>12/15/2038<br>| &nbsp;&nbsp; 5.854% | 3045000 | &nbsp;&nbsp; 3037165 |
| Series 2022-OANA Class A | Series 2022-OANA Class A | Series 2022-OANA Class A | Series 2022-OANA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.898% <br>Floor 1.898% <br>04/15/2037<br>| &nbsp;&nbsp; 6.227% | 2300000 | &nbsp;&nbsp; 2299281 |
| BPR Trust<sup>(a),(d)</sup>  | BPR Trust<sup>(a),(d)</sup>  | BPR Trust<sup>(a),(d)</sup>  | BPR Trust<sup>(a),(d)</sup>  |
| Series 2023-BRK2 Class A | Series 2023-BRK2 Class A | Series 2023-BRK2 Class A | Series 2023-BRK2 Class A |
| 11/05/2028 | &nbsp;&nbsp; 6.899% | 5400000 | &nbsp;&nbsp; 5615701 |
| BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2021-VOLT Class G | Series 2021-VOLT Class G | Series 2021-VOLT Class G | Series 2021-VOLT Class G |
| &nbsp;&nbsp; 1-month Term SOFR + 2.964% <br>Floor 2.850% <br>09/15/2036<br>| &nbsp;&nbsp; 7.293% | 3000000 | &nbsp;&nbsp; 2961095 |
| Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.115% <br>Floor 2.115% <br>06/15/2027<br>| &nbsp;&nbsp; 6.444% | 5918000 | &nbsp;&nbsp; 5940194 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2023-VLT3 Class A | Series 2023-VLT3 Class A | Series 2023-VLT3 Class A | Series 2023-VLT3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.940% <br>Floor 1.940% <br>11/15/2028<br>| &nbsp;&nbsp; 6.269% | 3500000 | &nbsp;&nbsp; 3499992 |
| Series 2023-XL3 Class A | Series 2023-XL3 Class A | Series 2023-XL3 Class A | Series 2023-XL3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.761% <br>Floor 1.761% <br>12/09/2040<br>| &nbsp;&nbsp; 6.090% | 3580044 | &nbsp;&nbsp; 3594611 |
| Series 2024-AIR2 Class A | Series 2024-AIR2 Class A | Series 2024-AIR2 Class A | Series 2024-AIR2 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.492% <br>Floor 1.492% <br>10/15/2041<br>| &nbsp;&nbsp; 5.821% | 3357131 | &nbsp;&nbsp; 3360277 |
| Series 2024-AIRC Class A | Series 2024-AIRC Class A | Series 2024-AIRC Class A | Series 2024-AIRC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.691% <br>Floor 1.691% <br>08/15/2039<br>| &nbsp;&nbsp; 6.020% | 4853598 | &nbsp;&nbsp; 4868780 |
| Series 2024-GPA3 Class A | Series 2024-GPA3 Class A | Series 2024-GPA3 Class A | Series 2024-GPA3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.293% <br>Floor 1.293% <br>12/15/2039<br>| &nbsp;&nbsp; 5.622% | 4688570 | &nbsp;&nbsp; 4688566 |
| Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E | Subordinated Series 2021-21M Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.285% <br>Floor 2.171% <br>10/15/2036<br>| &nbsp;&nbsp; 6.614% | 1925000 | &nbsp;&nbsp; 1898531 |
| Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E | Subordinated Series 2021-IRON Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.464% <br>Floor 2.350% <br>02/15/2038<br>| &nbsp;&nbsp; 6.793% | 2822134 | &nbsp;&nbsp; 2725175 |
| Subordinated Series 2021-SOAR Class F | Subordinated Series 2021-SOAR Class F | Subordinated Series 2021-SOAR Class F | Subordinated Series 2021-SOAR Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 2.464% <br>Floor 2.350% <br>06/15/2038<br>| &nbsp;&nbsp; 6.793% | 6400186 | &nbsp;&nbsp; 6390186 |
| Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 3.141% <br>Floor 3.141% <br>06/15/2027<br>| &nbsp;&nbsp; 7.469% | 3490000 | &nbsp;&nbsp; 3503094 |
| Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D | Subordinated Series 2024-MF Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.690% <br>Floor 2.690% <br>02/15/2039<br>| &nbsp;&nbsp; 7.019% | 2656364 | &nbsp;&nbsp; 2659684 |
| Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C | Subordinated Series 2024-XL5 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.941% <br>Floor 1.941% <br>03/15/2041<br>| &nbsp;&nbsp; 6.270% | 4191093 | &nbsp;&nbsp; 4193713 |
| BX Commercial Mortgage Trust<sup>(a),(d)</sup>  | BX Commercial Mortgage Trust<sup>(a),(d)</sup>  | BX Commercial Mortgage Trust<sup>(a),(d)</sup>  | BX Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B | Subordinated Series 2020-VIV3 Class B |
| 03/09/2044 | &nbsp;&nbsp; 3.544% | 5780000 | &nbsp;&nbsp; 5322267 |
| BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.090% <br>Floor 2.090% <br>03/15/2041<br>| &nbsp;&nbsp; 6.419% | 11000000 | &nbsp;&nbsp; 10999994 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2021-LGCY Class D | Series 2021-LGCY Class D | Series 2021-LGCY Class D | Series 2021-LGCY Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.115% <br>Floor 1.302% <br>10/15/2036<br>| &nbsp;&nbsp; 5.745% | 590000 | &nbsp;&nbsp; 585206 |
| Series 2023-DELC Class A | Series 2023-DELC Class A | Series 2023-DELC Class A | Series 2023-DELC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.690% <br>Floor 2.690% <br>05/15/2038<br>| &nbsp;&nbsp; 7.019% | 2000000 | &nbsp;&nbsp; 2008392 |
| Series 2024-CNYN Class C | Series 2024-CNYN Class C | Series 2024-CNYN Class C | Series 2024-CNYN Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.941% <br>Floor 1.941% <br>04/15/2029<br>| &nbsp;&nbsp; 6.270% | 1678488 | &nbsp;&nbsp; 1680586 |
| Series 2024-VLT4 Class A | Series 2024-VLT4 Class A | Series 2024-VLT4 Class A | Series 2024-VLT4 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.491% <br>Floor 1.491% <br>07/15/2029<br>| &nbsp;&nbsp; 5.820% | 5790000 | &nbsp;&nbsp; 5777317 |
| Series 2025-ROIC Class C | Series 2025-ROIC Class C | Series 2025-ROIC Class C | Series 2025-ROIC Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.543% <br>Floor 1.693% <br>03/15/2030<br>| &nbsp;&nbsp; 5.872% | 2500000 | &nbsp;&nbsp; 2456217 |
| Series 2025-VLT6 Class C | Series 2025-VLT6 Class C | Series 2025-VLT6 Class C | Series 2025-VLT6 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.192% <br>03/15/2042<br>| &nbsp;&nbsp; 6.521% | 5000000 | &nbsp;&nbsp; 4960886 |
| Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E | Subordinated Series 2022-VAMF Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.700% <br>Floor 2.700% <br>01/15/2039<br>| &nbsp;&nbsp; 7.029% | 5000000 | &nbsp;&nbsp; 4951443 |
| Subordinated Series 2024-BIO Class B | Subordinated Series 2024-BIO Class B | Subordinated Series 2024-BIO Class B | Subordinated Series 2024-BIO Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.941% <br>02/15/2041<br>| &nbsp;&nbsp; 6.270% | 1000000 | &nbsp;&nbsp; 997537 |
| BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  |
| Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A |
| 12/09/2041 | &nbsp;&nbsp; 3.202% | 1115000 | &nbsp;&nbsp; 1030405 |
| BX Trust<sup>(a),(b),(c)</sup>  | BX Trust<sup>(a),(b),(c)</sup>  | BX Trust<sup>(a),(b),(c)</sup>  | BX Trust<sup>(a),(b),(c)</sup>  |
| Series 2025-LUNR Class A | Series 2025-LUNR Class A | Series 2025-LUNR Class A | Series 2025-LUNR Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>06/15/2040<br>| &nbsp;&nbsp; 5.979% | 9140000 | &nbsp;&nbsp; 9140000 |
| Series 2025-LUNR Class B | Series 2025-LUNR Class B | Series 2025-LUNR Class B | Series 2025-LUNR Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.850% <br>Floor 1.850% <br>06/09/2040<br>| &nbsp;&nbsp; 6.180% | 4500000 | &nbsp;&nbsp; 4500000 |
| Series 2025-TAIL Class A | Series 2025-TAIL Class A | Series 2025-TAIL Class A | Series 2025-TAIL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.400% <br>06/15/2035<br>| &nbsp;&nbsp; 5.700% | 6310000 | &nbsp;&nbsp; 6317893 |
| BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  |
| Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>08/15/2036<br>| &nbsp;&nbsp; 5.093% | 7000000 | &nbsp;&nbsp; 6685585 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CAMB Commercial Mortgage Trust<sup>(a)</sup>  | CAMB Commercial Mortgage Trust<sup>(a)</sup>  | CAMB Commercial Mortgage Trust<sup>(a)</sup>  | CAMB Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2021-CX2 Class A | Series 2021-CX2 Class A | Series 2021-CX2 Class A | Series 2021-CX2 Class A |
| 11/10/2046 | &nbsp;&nbsp; 2.700% | 7200000 | &nbsp;&nbsp; 6077315 |
| Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending |
| Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 | Series 2019-CF1 Class A2 |
| 05/15/2052 | &nbsp;&nbsp; 3.623% | 3391269 | &nbsp;&nbsp; 3227259 |
| Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 | Series 2019-CF3 Class A3 |
| 01/15/2053 | &nbsp;&nbsp; 2.752% | 16100000 | &nbsp;&nbsp; 14787092 |
| Cantor Commercial Real Estate Lending<sup>(d),(e)</sup>  | Cantor Commercial Real Estate Lending<sup>(d),(e)</sup>  | Cantor Commercial Real Estate Lending<sup>(d),(e)</sup>  | Cantor Commercial Real Estate Lending<sup>(d),(e)</sup>  |
| Series 2019-CF2 Class XA | Series 2019-CF2 Class XA | Series 2019-CF2 Class XA | Series 2019-CF2 Class XA |
| 11/15/2052 | &nbsp;&nbsp; 1.172% | 37896688 | &nbsp;&nbsp; 1390873 |
| CCUBS Commercial Mortgage Trust<sup>(d)</sup>  | CCUBS Commercial Mortgage Trust<sup>(d)</sup>  | CCUBS Commercial Mortgage Trust<sup>(d)</sup>  | CCUBS Commercial Mortgage Trust<sup>(d)</sup>  |
| Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B | Subordinated Series 2017-C1 Class B |
| 11/15/2050 | &nbsp;&nbsp; 4.159% | 1505000 | &nbsp;&nbsp; 1406259 |
| CD Mortgage Trust | CD Mortgage Trust | CD Mortgage Trust | CD Mortgage Trust |
| Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 | Series 2016-CD1 Class A3 |
| 08/10/2049 | &nbsp;&nbsp; 2.459% | 13995435 | &nbsp;&nbsp; 13736898 |
| Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 | Series 2017-CD6 Class A4 |
| 11/13/2050 | &nbsp;&nbsp; 3.190% | 20000000 | &nbsp;&nbsp; 19472466 |
| CD Mortgage Trust<sup>(d),(e)</sup>  | CD Mortgage Trust<sup>(d),(e)</sup>  | CD Mortgage Trust<sup>(d),(e)</sup>  | CD Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2019-CD8 Class XA | Series 2019-CD8 Class XA | Series 2019-CD8 Class XA | Series 2019-CD8 Class XA |
| 08/15/2057 | &nbsp;&nbsp; 1.383% | 44910573 | &nbsp;&nbsp; 2047545 |
| CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust |
| Series 2016-C4 Class A4 | Series 2016-C4 Class A4 | Series 2016-C4 Class A4 | Series 2016-C4 Class A4 |
| 05/10/2058 | &nbsp;&nbsp; 3.283% | 5900000 | &nbsp;&nbsp; 5833163 |
| CFCRE Commercial Mortgage Trust<sup>(d),(e)</sup>  | CFCRE Commercial Mortgage Trust<sup>(d),(e)</sup>  | CFCRE Commercial Mortgage Trust<sup>(d),(e)</sup>  | CFCRE Commercial Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2016-C4 Class XA | Series 2016-C4 Class XA | Series 2016-C4 Class XA | Series 2016-C4 Class XA |
| 05/10/2058 | &nbsp;&nbsp; 1.565% | 43505201 | &nbsp;&nbsp; 255471 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 | Series 2015-GC31 Class A4 |
| 06/10/2048 | &nbsp;&nbsp; 3.762% | 1477067 | &nbsp;&nbsp; 1450682 |
| Series 2015-GC35 Class A3 | Series 2015-GC35 Class A3 | Series 2015-GC35 Class A3 | Series 2015-GC35 Class A3 |
| 11/10/2048 | &nbsp;&nbsp; 3.549% | 9278501 | &nbsp;&nbsp; 9202926 |
| Series 2016-GC37 Class A4 | Series 2016-GC37 Class A4 | Series 2016-GC37 Class A4 | Series 2016-GC37 Class A4 |
| 04/10/2049 | &nbsp;&nbsp; 3.314% | 2875000 | &nbsp;&nbsp; 2839999 |
| Series 2019-C7 Class A4 | Series 2019-C7 Class A4 | Series 2019-C7 Class A4 | Series 2019-C7 Class A4 |
| 12/15/2072 | &nbsp;&nbsp; 3.102% | 3985000 | &nbsp;&nbsp; 3709460 |
| Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 | Series 2019-GC43 Class A3 |
| 11/10/2052 | &nbsp;&nbsp; 2.782% | 9998698 | &nbsp;&nbsp; 9254708 |
| Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2021-PRM2 Class F | Series 2021-PRM2 Class F | Series 2021-PRM2 Class F | Series 2021-PRM2 Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 3.864% <br>Floor 3.750% <br>10/15/2036<br>| &nbsp;&nbsp; 8.193% | 1500000 | &nbsp;&nbsp; 1475183 |
| Citigroup Commercial Mortgage Trust<sup>(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(d)</sup>  |
| Subordinated Series 2015-GC35 Class AS | Subordinated Series 2015-GC35 Class AS | Subordinated Series 2015-GC35 Class AS | Subordinated Series 2015-GC35 Class AS |
| 11/10/2048 | &nbsp;&nbsp; 4.072% | 800000 | &nbsp;&nbsp; 762976 |
| Subordinated Series 2020-GC46 Class B | Subordinated Series 2020-GC46 Class B | Subordinated Series 2020-GC46 Class B | Subordinated Series 2020-GC46 Class B |
| 02/15/2053 | &nbsp;&nbsp; 3.150% | 2000000 | &nbsp;&nbsp; 1714578 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Citigroup Commercial Mortgage Trust<sup>(a),(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(d)</sup>  | Citigroup Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2016-C2 Class E | Subordinated Series 2016-C2 Class E | Subordinated Series 2016-C2 Class E | Subordinated Series 2016-C2 Class E |
| 08/10/2049 | &nbsp;&nbsp; 4.384% | 2420000 | &nbsp;&nbsp; 2133304 |
| Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C | Subordinated Series 2023-SMRT Class C |
| 06/10/2028 | &nbsp;&nbsp; 6.048% | 1000000 | &nbsp;&nbsp; 1007070 |
| COMM Mortgage Trust | COMM Mortgage Trust | COMM Mortgage Trust | COMM Mortgage Trust |
| Series 2016-CR28 Class A4 | Series 2016-CR28 Class A4 | Series 2016-CR28 Class A4 | Series 2016-CR28 Class A4 |
| 02/10/2049 | &nbsp;&nbsp; 3.762% | 3000000 | &nbsp;&nbsp; 2980627 |
| Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B | Subordinated Series 2016-COR1 Class B |
| 10/10/2049 | &nbsp;&nbsp; 3.897% | 3000000 | &nbsp;&nbsp; 2795103 |
| COMM Mortgage Trust<sup>(a)</sup>  | COMM Mortgage Trust<sup>(a)</sup>  | COMM Mortgage Trust<sup>(a)</sup>  | COMM Mortgage Trust<sup>(a)</sup>  |
| Series 2024-277P Class A | Series 2024-277P Class A | Series 2024-277P Class A | Series 2024-277P Class A |
| 08/10/2044 | &nbsp;&nbsp; 6.338% | 12870000 | &nbsp;&nbsp; 13370106 |
| COMM Mortgage Trust<sup>(a),(d),(e)</sup>  | COMM Mortgage Trust<sup>(a),(d),(e)</sup>  | COMM Mortgage Trust<sup>(a),(d),(e)</sup>  | COMM Mortgage Trust<sup>(a),(d),(e)</sup>  |
| Series 2024-277P Class X | Series 2024-277P Class X | Series 2024-277P Class X | Series 2024-277P Class X |
| 08/10/2044 | &nbsp;&nbsp; 0.661% | 7580000 | &nbsp;&nbsp; 206121 |
| COMM Mortgage Trust<sup>(a),(d)</sup>  | COMM Mortgage Trust<sup>(a),(d)</sup>  | COMM Mortgage Trust<sup>(a),(d)</sup>  | COMM Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-CBM Class A2 | Series 2024-CBM Class A2 | Series 2024-CBM Class A2 | Series 2024-CBM Class A2 |
| 12/10/2041 | &nbsp;&nbsp; 5.867% | 2115000 | &nbsp;&nbsp; 2127785 |
| Series 2024-CBM Class B | Series 2024-CBM Class B | Series 2024-CBM Class B | Series 2024-CBM Class B |
| 12/10/2041 | &nbsp;&nbsp; 6.511% | 1250000 | &nbsp;&nbsp; 1261335 |
| COMM Mortgage Trust<sup>(d)</sup>  | COMM Mortgage Trust<sup>(d)</sup>  | COMM Mortgage Trust<sup>(d)</sup>  | COMM Mortgage Trust<sup>(d)</sup>  |
| Subordinated Series 2015-CR27 Class B | Subordinated Series 2015-CR27 Class B | Subordinated Series 2015-CR27 Class B | Subordinated Series 2015-CR27 Class B |
| 10/10/2048 | &nbsp;&nbsp; 4.336% | 1000000 | &nbsp;&nbsp; 974303 |
| Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B | Subordinated Series 2017-COR2 Class B |
| 09/10/2050 | &nbsp;&nbsp; 4.206% | 2500000 | &nbsp;&nbsp; 2381860 |
| Commercial Mortgage Pass-Through Certificates<sup>(a)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(a)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(a)</sup>  | Commercial Mortgage Pass-Through Certificates<sup>(a)</sup>  |
| Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 | Series 2012-LTRT Class A2 |
| 10/05/2030 | &nbsp;&nbsp; 3.400% | 2549054 | &nbsp;&nbsp; 2446585 |
| Commercial Mortgage Trust | Commercial Mortgage Trust | Commercial Mortgage Trust | Commercial Mortgage Trust |
| Series 2014-UBS4 Class A5 | Series 2014-UBS4 Class A5 | Series 2014-UBS4 Class A5 | Series 2014-UBS4 Class A5 |
| 08/10/2047 | &nbsp;&nbsp; 3.694% | 85239 | &nbsp;&nbsp; 84301 |
| Series 2015-CR25 Class A4 | Series 2015-CR25 Class A4 | Series 2015-CR25 Class A4 | Series 2015-CR25 Class A4 |
| 08/10/2048 | &nbsp;&nbsp; 3.759% | 2517887 | &nbsp;&nbsp; 2513063 |
| Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 | Series 2016-COR1 Class A3 |
| 10/10/2049 | &nbsp;&nbsp; 2.826% | 8410989 | &nbsp;&nbsp; 8249832 |
| CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  |
| Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.642% <br>Floor 1.642% <br>08/15/2041<br>| &nbsp;&nbsp; 6.446% | 1500000 | &nbsp;&nbsp; 1494560 |
| Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  |
| Series 2014-USA Class A2 | Series 2014-USA Class A2 | Series 2014-USA Class A2 | Series 2014-USA Class A2 |
| 09/15/2037 | &nbsp;&nbsp; 3.953% | 14800000 | &nbsp;&nbsp; 13764000 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| Series 2019-C16 Class A3 | Series 2019-C16 Class A3 | Series 2019-C16 Class A3 | Series 2019-C16 Class A3 |
| 06/15/2052 | &nbsp;&nbsp; 3.329% | 3000000 | &nbsp;&nbsp; 2813731 |
| Series 2019-C18 Class A4 | Series 2019-C18 Class A4 | Series 2019-C18 Class A4 | Series 2019-C18 Class A4 |
| 12/15/2052 | &nbsp;&nbsp; 2.968% | 3345000 | &nbsp;&nbsp; 3073407 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CSAIL Commercial Mortgage Trust<sup>(d)</sup>  | CSAIL Commercial Mortgage Trust<sup>(d)</sup>  | CSAIL Commercial Mortgage Trust<sup>(d)</sup>  | CSAIL Commercial Mortgage Trust<sup>(d)</sup>  |
| Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B | Subordinated Series 2018-C14 Class B |
| 11/15/2051 | &nbsp;&nbsp; 4.877% | 1000000 | &nbsp;&nbsp; 942758 |
| Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B | Subordinated Series 2020-C19 Class B |
| 03/15/2053 | &nbsp;&nbsp; 3.476% | 2740000 | &nbsp;&nbsp; 2278868 |
| Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C | Subordinated Series 2020-C19 Class C |
| 03/15/2053 | &nbsp;&nbsp; 3.613% | 2345000 | &nbsp;&nbsp; 1879335 |
| DBJPM Mortgage Trust<sup>(d),(e)</sup>  | DBJPM Mortgage Trust<sup>(d),(e)</sup>  | DBJPM Mortgage Trust<sup>(d),(e)</sup>  | DBJPM Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2020-C9 Class XA | Series 2020-C9 Class XA | Series 2020-C9 Class XA | Series 2020-C9 Class XA |
| 09/15/2053 | &nbsp;&nbsp; 1.705% | 42328171 | &nbsp;&nbsp; 1845132 |
| DBWF Mortgage Trust<sup>(a),(d)</sup>  | DBWF Mortgage Trust<sup>(a),(d)</sup>  | DBWF Mortgage Trust<sup>(a),(d)</sup>  | DBWF Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2016-85T Class D | Series 2016-85T Class D | Series 2016-85T Class D | Series 2016-85T Class D |
| 12/10/2036 | &nbsp;&nbsp; 3.808% | 2000000 | &nbsp;&nbsp; 1848904 |
| DC Commercial Mortgage Trust<sup>(a)</sup>  | DC Commercial Mortgage Trust<sup>(a)</sup>  | DC Commercial Mortgage Trust<sup>(a)</sup>  | DC Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2023-DC Class A | Series 2023-DC Class A | Series 2023-DC Class A | Series 2023-DC Class A |
| 09/12/2040 | &nbsp;&nbsp; 6.314% | 7175000 | &nbsp;&nbsp; 7405645 |
| DK Trust<sup>(a),(b)</sup>  | DK Trust<sup>(a),(b)</sup>  | DK Trust<sup>(a),(b)</sup>  | DK Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D | Subordinated Series 2024-SPBX Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 1.500% <br>03/15/2034<br>| &nbsp;&nbsp; 7.554% | 1500000 | &nbsp;&nbsp; 1500000 |
| DTP Commercial Mortgage Trust<sup>(a),(d)</sup>  | DTP Commercial Mortgage Trust<sup>(a),(d)</sup>  | DTP Commercial Mortgage Trust<sup>(a),(d)</sup>  | DTP Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2023-STE2 Class A | Series 2023-STE2 Class A | Series 2023-STE2 Class A | Series 2023-STE2 Class A |
| 01/15/2041 | &nbsp;&nbsp; 5.843% | 2000000 | &nbsp;&nbsp; 2043669 |
| ELM Trust<sup>(a),(d)</sup>  | ELM Trust<sup>(a),(d)</sup>  | ELM Trust<sup>(a),(d)</sup>  | ELM Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 | Subordinated Series 2024-ELM Class C15 |
| 06/10/2039 | &nbsp;&nbsp; 6.396% | 5000000 | &nbsp;&nbsp; 5012840 |
| Extended Stay America Trust<sup>(a),(b)</sup>  | Extended Stay America Trust<sup>(a),(b)</sup>  | Extended Stay America Trust<sup>(a),(b)</sup>  | Extended Stay America Trust<sup>(a),(b)</sup>  |
| Series 2021-ESH Class E | Series 2021-ESH Class E | Series 2021-ESH Class E | Series 2021-ESH Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.964% <br>Floor 2.850% <br>07/15/2038<br>| &nbsp;&nbsp; 7.293% | 2573183 | &nbsp;&nbsp; 2573183 |
| Fashion Show Mall LLC<sup>(a),(d)</sup>  | Fashion Show Mall LLC<sup>(a),(d)</sup>  | Fashion Show Mall LLC<sup>(a),(d)</sup>  | Fashion Show Mall LLC<sup>(a),(d)</sup>  |
| Series 2024-SHOW Class A | Series 2024-SHOW Class A | Series 2024-SHOW Class A | Series 2024-SHOW Class A |
| 10/10/2029 | &nbsp;&nbsp; 5.274% | 5000000 | &nbsp;&nbsp; 5004392 |
| FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  |
| Series 2020-SFR1 Class A | Series 2020-SFR1 Class A | Series 2020-SFR1 Class A | Series 2020-SFR1 Class A |
| 08/17/2037 | &nbsp;&nbsp; 1.339% | 5871073 | &nbsp;&nbsp; 5807907 |
| Subordinated Series 2020-SFR2 Class E | Subordinated Series 2020-SFR2 Class E | Subordinated Series 2020-SFR2 Class E | Subordinated Series 2020-SFR2 Class E |
| 10/19/2037 | &nbsp;&nbsp; 2.668% | 3432000 | &nbsp;&nbsp; 3382166 |
| Fontainebleau Miami Beach Mortgage Trust<sup>(a),(b)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(a),(b)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(a),(b)</sup>  | Fontainebleau Miami Beach Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-FBLU Class C | Series 2024-FBLU Class C | Series 2024-FBLU Class C | Series 2024-FBLU Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.150% <br>Floor 2.150% <br>12/15/2039<br>| &nbsp;&nbsp; 6.479% | 1000000 | &nbsp;&nbsp; 993120 |
| Series 2024-FBLU Class D | Series 2024-FBLU Class D | Series 2024-FBLU Class D | Series 2024-FBLU Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.600% <br>Floor 2.600% <br>12/15/2039<br>| &nbsp;&nbsp; 6.929% | 2500000 | &nbsp;&nbsp; 2484367 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FS Rialto<sup>(a),(b)</sup>  | FS Rialto<sup>(a),(b)</sup>  | FS Rialto<sup>(a),(b)</sup>  | FS Rialto<sup>(a),(b)</sup>  |
| Series 2021-FL3 Class A | Series 2021-FL3 Class A | Series 2021-FL3 Class A | Series 2021-FL3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.250% <br>11/16/2036<br>| &nbsp;&nbsp; 5.693% | 1423124 | &nbsp;&nbsp; 1420193 |
| FS Rialto Issuer LLC<sup>(a),(b)</sup>  | FS Rialto Issuer LLC<sup>(a),(b)</sup>  | FS Rialto Issuer LLC<sup>(a),(b)</sup>  | FS Rialto Issuer LLC<sup>(a),(b)</sup>  |
| Series 2025-FL10 Class A | Series 2025-FL10 Class A | Series 2025-FL10 Class A | Series 2025-FL10 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.385% <br>02/01/2030<br>| &nbsp;&nbsp; 5.777% | 5000000 | &nbsp;&nbsp; 4981257 |
| GAM Investments<sup>(a),(d)</sup>  | GAM Investments<sup>(a),(d)</sup>  | GAM Investments<sup>(a),(d)</sup>  | GAM Investments<sup>(a),(d)</sup>  |
| Subordinated Series 2021-F Class C | Subordinated Series 2021-F Class C | Subordinated Series 2021-F Class C | Subordinated Series 2021-F Class C |
| 09/27/2051 | &nbsp;&nbsp; 0.980% | 1778000 | &nbsp;&nbsp; 1754957 |
| GAM Investments<sup>(a),(f)</sup>  | GAM Investments<sup>(a),(f)</sup>  | GAM Investments<sup>(a),(f)</sup>  | GAM Investments<sup>(a),(f)</sup>  |
| Subordinated Series 2021-F Class D | Subordinated Series 2021-F Class D | Subordinated Series 2021-F Class D | Subordinated Series 2021-F Class D |
| 09/27/2051 | &nbsp;&nbsp; 0.000% | 1777000 | &nbsp;&nbsp; 1736082 |
| Subordinated Series 2021-F Class G | Subordinated Series 2021-F Class G | Subordinated Series 2021-F Class G | Subordinated Series 2021-F Class G |
| 09/27/2051 | &nbsp;&nbsp; 0.000% | 802917 | &nbsp;&nbsp; 797648 |
| Subordinated Series 2021-F Class H | Subordinated Series 2021-F Class H | Subordinated Series 2021-F Class H | Subordinated Series 2021-F Class H |
| 09/27/2051 | &nbsp;&nbsp; 0.000% | 1510000 | &nbsp;&nbsp; 1094705 |
| GAM Resecuritization Trust<sup>(a),(d)</sup>  | GAM Resecuritization Trust<sup>(a),(d)</sup>  | GAM Resecuritization Trust<sup>(a),(d)</sup>  | GAM Resecuritization Trust<sup>(a),(d)</sup>  |
| Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 | Series 2022-FRR3 Class BK71 |
| 01/29/2052 | &nbsp;&nbsp; 1.988% | 3736000 | &nbsp;&nbsp; 3316127 |
| GAM Resecuritization Trust<sup>(a),(f)</sup>  | GAM Resecuritization Trust<sup>(a),(f)</sup>  | GAM Resecuritization Trust<sup>(a),(f)</sup>  | GAM Resecuritization Trust<sup>(a),(f)</sup>  |
| Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 | Subordinated Series 2022-FRR3 Class CK47 |
| 05/27/2048 | &nbsp;&nbsp; 0.000% | 1474000 | &nbsp;&nbsp; 1464057 |
| Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 | Subordinated Series 2022-FRR3 Class DK47 |
| 05/27/2048 | &nbsp;&nbsp; 0.000% | 1473000 | &nbsp;&nbsp; 1460663 |
| Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.141% <br>05/15/2041<br>| &nbsp;&nbsp; 6.469% | 4957000 | &nbsp;&nbsp; 4953898 |
| Greystone CRE Notes LLC<sup>(a),(b)</sup>  | Greystone CRE Notes LLC<sup>(a),(b)</sup>  | Greystone CRE Notes LLC<sup>(a),(b)</sup>  | Greystone CRE Notes LLC<sup>(a),(b)</sup>  |
| Series 2025-FL4 Class A | Series 2025-FL4 Class A | Series 2025-FL4 Class A | Series 2025-FL4 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.481% <br>Floor 1.481% <br>01/15/2043<br>| &nbsp;&nbsp; 5.781% | 2500000 | &nbsp;&nbsp; 2493695 |
| GS Mortgage Securities Corp II<sup>(a),(d)</sup>  | GS Mortgage Securities Corp II<sup>(a),(d)</sup>  | GS Mortgage Securities Corp II<sup>(a),(d)</sup>  | GS Mortgage Securities Corp II<sup>(a),(d)</sup>  |
| Series 2017-375H Class A | Series 2017-375H Class A | Series 2017-375H Class A | Series 2017-375H Class A |
| 09/10/2037 | &nbsp;&nbsp; 3.475% | 5000000 | &nbsp;&nbsp; 4789759 |
| GS Mortgage Securities Corp. II<sup>(a)</sup>  | GS Mortgage Securities Corp. II<sup>(a)</sup>  | GS Mortgage Securities Corp. II<sup>(a)</sup>  | GS Mortgage Securities Corp. II<sup>(a)</sup>  |
| Series 2012-BWTR Class A | Series 2012-BWTR Class A | Series 2012-BWTR Class A | Series 2012-BWTR Class A |
| 11/05/2034 | &nbsp;&nbsp; 2.954% | 3709371 | &nbsp;&nbsp; 3165541 |
| GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup>  |
| Series 2021-ARDN Class A | Series 2021-ARDN Class A | Series 2021-ARDN Class A | Series 2021-ARDN Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.250% <br>11/15/2036<br>| &nbsp;&nbsp; 5.693% | 3000000 | &nbsp;&nbsp; 2989596 |
| GS Mortgage Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Corp. Trust<sup>(a),(d)</sup>  |
| Series 2024-RVR Class A | Series 2024-RVR Class A | Series 2024-RVR Class A | Series 2024-RVR Class A |
| 08/10/2029 | &nbsp;&nbsp; 5.198% | 10100000 | &nbsp;&nbsp; 10118252 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2024-RVR Class B | Series 2024-RVR Class B | Series 2024-RVR Class B | Series 2024-RVR Class B |
| 08/10/2029 | &nbsp;&nbsp; 5.538% | 2569000 | &nbsp;&nbsp; 2561099 |
| GS Mortgage Securities Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Trust<sup>(a),(d)</sup>  | GS Mortgage Securities Trust<sup>(a),(d)</sup>  |
| Series 2013-PEMB Class A | Series 2013-PEMB Class A | Series 2013-PEMB Class A | Series 2013-PEMB Class A |
| 03/05/2033 | &nbsp;&nbsp; 3.550% | 2010000 | &nbsp;&nbsp; 1708500 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 | Series 2016-GS2 Class A3 |
| 05/10/2049 | &nbsp;&nbsp; 2.791% | 4385130 | &nbsp;&nbsp; 4328638 |
| Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 | Series 2017-GS7 Class A3 |
| 08/10/2050 | &nbsp;&nbsp; 3.167% | 10000000 | &nbsp;&nbsp; 9729336 |
| Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 | Series 2017-GS8 Class A3 |
| 11/10/2050 | &nbsp;&nbsp; 3.205% | 20000000 | &nbsp;&nbsp; 19416214 |
| Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 | Series 2019-GSA1 Class A4 |
| 11/10/2052 | &nbsp;&nbsp; 3.048% | 3000000 | &nbsp;&nbsp; 2789489 |
| Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 | Series 2020-GC45 Class A5 |
| 02/13/2053 | &nbsp;&nbsp; 2.911% | 1810000 | &nbsp;&nbsp; 1668756 |
| Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B | Subordinated Series 2019-GC39 Class B |
| 05/10/2052 | &nbsp;&nbsp; 3.970% | 1000000 | &nbsp;&nbsp; 885112 |
| GS Mortgage Securities Trust<sup>(d)</sup>  | GS Mortgage Securities Trust<sup>(d)</sup>  | GS Mortgage Securities Trust<sup>(d)</sup>  | GS Mortgage Securities Trust<sup>(d)</sup>  |
| Subordinated Series 2015-GC30 Class AS | Subordinated Series 2015-GC30 Class AS | Subordinated Series 2015-GC30 Class AS | Subordinated Series 2015-GC30 Class AS |
| 05/10/2050 | &nbsp;&nbsp; 3.777% | 1972796 | &nbsp;&nbsp; 1928448 |
| HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2022-FL3 Class A | Series 2022-FL3 Class A | Series 2022-FL3 Class A | Series 2022-FL3 Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.700% <br>Floor 1.700% <br>04/20/2037<br>| &nbsp;&nbsp; 6.181% | 725303 | &nbsp;&nbsp; 725529 |
| HTL Commercial Mortgage Trust<sup>(a),(d)</sup>  | HTL Commercial Mortgage Trust<sup>(a),(d)</sup>  | HTL Commercial Mortgage Trust<sup>(a),(d)</sup>  | HTL Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-T53 Class A | Series 2024-T53 Class A | Series 2024-T53 Class A | Series 2024-T53 Class A |
| 05/10/2039 | &nbsp;&nbsp; 5.875% | 5500000 | &nbsp;&nbsp; 5540211 |
| Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  |
| Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A |
| 07/10/2039 | &nbsp;&nbsp; 3.228% | 2160000 | &nbsp;&nbsp; 2025726 |
| Hudson Yards Mortgage Trust<sup>(a),(d)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(d)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(d)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2025-SPRL Class B | Series 2025-SPRL Class B | Series 2025-SPRL Class B | Series 2025-SPRL Class B |
| 01/13/2040 | &nbsp;&nbsp; 5.758% | 3617000 | &nbsp;&nbsp; 3693123 |
| Hudsons Bay Simon JV Trust<sup>(a)</sup>  | Hudsons Bay Simon JV Trust<sup>(a)</sup>  | Hudsons Bay Simon JV Trust<sup>(a)</sup>  | Hudsons Bay Simon JV Trust<sup>(a)</sup>  |
| Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 | Series 2015-HB10 Class A10 |
| 08/05/2034 | &nbsp;&nbsp; 4.155% | 1820000 | &nbsp;&nbsp; 1804359 |
| Series 2015-HB7 Class A7 | Series 2015-HB7 Class A7 | Series 2015-HB7 Class A7 | Series 2015-HB7 Class A7 |
| 08/05/2034 | &nbsp;&nbsp; 3.914% | 649204 | &nbsp;&nbsp; 645274 |
| ILPT Commercial Mortgage Trust<sup>(a),(b)</sup>  | ILPT Commercial Mortgage Trust<sup>(a),(b)</sup>  | ILPT Commercial Mortgage Trust<sup>(a),(b)</sup>  | ILPT Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022-LPF2 Class A | Series 2022-LPF2 Class A | Series 2022-LPF2 Class A | Series 2022-LPF2 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.245% <br>Floor 2.245% <br>10/15/2039<br>| &nbsp;&nbsp; 6.574% | 5123089 | &nbsp;&nbsp; 5113916 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| INTOWN Mortgage Trust<sup>(a),(b)</sup>  | INTOWN Mortgage Trust<sup>(a),(b)</sup>  | INTOWN Mortgage Trust<sup>(a),(b)</sup>  | INTOWN Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 2.250% <br>03/15/2042<br>| &nbsp;&nbsp; 6.579% | 1380000 | &nbsp;&nbsp; 1373957 |
| Series 2025-STAY Class D | Series 2025-STAY Class D | Series 2025-STAY Class D | Series 2025-STAY Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.850% <br>Floor 2.850%, Cap 2.850% <br>03/15/2042<br>| &nbsp;&nbsp; 7.179% | 6600000 | &nbsp;&nbsp; 6562836 |
| IP Mortgage Trust<sup>(a),(c),(d)</sup>  | IP Mortgage Trust<sup>(a),(c),(d)</sup>  | IP Mortgage Trust<sup>(a),(c),(d)</sup>  | IP Mortgage Trust<sup>(a),(c),(d)</sup>  |
| Series 2025-IP Class A | Series 2025-IP Class A | Series 2025-IP Class A | Series 2025-IP Class A |
| 06/10/2042 | &nbsp;&nbsp; 5.250% | 4000000 | &nbsp;&nbsp; 3999999 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |
| Series 2015-C30 Class A5 | Series 2015-C30 Class A5 | Series 2015-C30 Class A5 | Series 2015-C30 Class A5 |
| 07/15/2048 | &nbsp;&nbsp; 3.822% | 4200000 | &nbsp;&nbsp; 4181678 |
| JPMBB Commercial Mortgage Securities Trust<sup>(d)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(d)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(d)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(d)</sup>  |
| Subordinated Series 2015-C29 Class AS | Subordinated Series 2015-C29 Class AS | Subordinated Series 2015-C29 Class AS | Subordinated Series 2015-C29 Class AS |
| 05/15/2048 | &nbsp;&nbsp; 3.917% | 1293254 | &nbsp;&nbsp; 1290314 |
| JPMCC_17-JP6 | JPMCC_17-JP6 | JPMCC_17-JP6 | JPMCC_17-JP6 |
| Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 | Series 20 17-JP6 Class A5 |
| 07/15/2050 | &nbsp;&nbsp; 3.490% | 4872000 | &nbsp;&nbsp; 4688178 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| Series 2016-C4 Class A2 | Series 2016-C4 Class A2 | Series 2016-C4 Class A2 | Series 2016-C4 Class A2 |
| 12/15/2049 | &nbsp;&nbsp; 2.882% | 6009632 | &nbsp;&nbsp; 5892387 |
| Series 2017-C7 Class A5 | Series 2017-C7 Class A5 | Series 2017-C7 Class A5 | Series 2017-C7 Class A5 |
| 10/15/2050 | &nbsp;&nbsp; 3.409% | 1500000 | &nbsp;&nbsp; 1447800 |
| Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 | Series 2019-COR6 Class A3 |
| 11/13/2052 | &nbsp;&nbsp; 2.795% | 7500000 | &nbsp;&nbsp; 6822431 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  |
| Series 2018-WPT Class AFX | Series 2018-WPT Class AFX | Series 2018-WPT Class AFX | Series 2018-WPT Class AFX |
| 07/05/2033 | &nbsp;&nbsp; 4.248% | 13000000 | &nbsp;&nbsp; 12319900 |
| Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A |
| 06/05/2039 | &nbsp;&nbsp; 3.397% | 2110000 | &nbsp;&nbsp; 1958993 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  |
| Series 2021-MHC Class B | Series 2021-MHC Class B | Series 2021-MHC Class B | Series 2021-MHC Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.414% <br>Floor 1.050% <br>04/15/2038<br>| &nbsp;&nbsp; 5.744% | 1700000 | &nbsp;&nbsp; 1698938 |
| Series 2022-ACB Class E | Series 2022-ACB Class E | Series 2022-ACB Class E | Series 2022-ACB Class E |
| &nbsp;&nbsp; 30-day Average SOFR + 3.350% <br>Floor 3.350% <br>03/15/2039<br>| &nbsp;&nbsp; 7.682% | 6450000 | &nbsp;&nbsp; 6450000 |
| Series 2025-BMS Class A | Series 2025-BMS Class A | Series 2025-BMS Class A | Series 2025-BMS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>01/15/2042<br>| &nbsp;&nbsp; 5.900% | 2970000 | &nbsp;&nbsp; 2940286 |
| Series 2025-BMS Class B | Series 2025-BMS Class B | Series 2025-BMS Class B | Series 2025-BMS Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 2.000% <br>01/15/2042<br>| &nbsp;&nbsp; 6.300% | 7000000 | &nbsp;&nbsp; 7020067 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| KIND Commercial Mortgage Trust<sup>(a),(b)</sup>  | KIND Commercial Mortgage Trust<sup>(a),(b)</sup>  | KIND Commercial Mortgage Trust<sup>(a),(b)</sup>  | KIND Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.890% <br>Floor 1.890% <br>08/15/2041<br>| &nbsp;&nbsp; 6.694% | 2500000 | &nbsp;&nbsp; 2503124 |
| KIND Trust<sup>(a),(b)</sup>  | KIND Trust<sup>(a),(b)</sup>  | KIND Trust<sup>(a),(b)</sup>  | KIND Trust<sup>(a),(b)</sup>  |
| Series 2021-KIND Class A | Series 2021-KIND Class A | Series 2021-KIND Class A | Series 2021-KIND Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.064% <br>Floor 0.950% <br>08/15/2038<br>| &nbsp;&nbsp; 5.393% | 2023109 | &nbsp;&nbsp; 1994026 |
| KSL Commercial Mortgage Trust<sup>(a),(b)</sup>  | KSL Commercial Mortgage Trust<sup>(a),(b)</sup>  | KSL Commercial Mortgage Trust<sup>(a),(b)</sup>  | KSL Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-HT2 Class B | Series 2024-HT2 Class B | Series 2024-HT2 Class B | Series 2024-HT2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.042% <br>Floor 2.042% <br>12/15/2039<br>| &nbsp;&nbsp; 6.370% | 5000000 | &nbsp;&nbsp; 4987499 |
| Ladder Capital Commercial Mortgage<sup>(a)</sup>  | Ladder Capital Commercial Mortgage<sup>(a)</sup>  | Ladder Capital Commercial Mortgage<sup>(a)</sup>  | Ladder Capital Commercial Mortgage<sup>(a)</sup>  |
| Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 | Series 2017-LC26 Class A4 |
| 07/12/2050 | &nbsp;&nbsp; 3.551% | 4500000 | &nbsp;&nbsp; 4364868 |
| Life Mortgage Trust<sup>(a),(b)</sup>  | Life Mortgage Trust<sup>(a),(b)</sup>  | Life Mortgage Trust<sup>(a),(b)</sup>  | Life Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.295% <br>Floor 1.295% <br>05/15/2039<br>| &nbsp;&nbsp; 5.624% | 4000000 | &nbsp;&nbsp; 3879965 |
| Subordinated Series 2021-BMR Class F | Subordinated Series 2021-BMR Class F | Subordinated Series 2021-BMR Class F | Subordinated Series 2021-BMR Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 2.464% <br>Floor 2.350% <br>03/15/2038<br>| &nbsp;&nbsp; 6.793% | 2350600 | &nbsp;&nbsp; 2316235 |
| LoanCore Issuer LLC<sup>(a),(b)</sup>  | LoanCore Issuer LLC<sup>(a),(b)</sup>  | LoanCore Issuer LLC<sup>(a),(b)</sup>  | LoanCore Issuer LLC<sup>(a),(b)</sup>  |
| Series 2025-CRE8 Class A | Series 2025-CRE8 Class A | Series 2025-CRE8 Class A | Series 2025-CRE8 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.385% <br>Floor 1.385% <br>08/17/2042<br>| &nbsp;&nbsp; 5.779% | 2000000 | &nbsp;&nbsp; 1992255 |
| LSTAR Commercial Mortgage Trust<sup>(a)</sup>  | LSTAR Commercial Mortgage Trust<sup>(a)</sup>  | LSTAR Commercial Mortgage Trust<sup>(a)</sup>  | LSTAR Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2017-5 Class A4 | Series 2017-5 Class A4 | Series 2017-5 Class A4 | Series 2017-5 Class A4 |
| 03/10/2050 | &nbsp;&nbsp; 3.390% | 800000 | &nbsp;&nbsp; 787151 |
| MED Commercial Mortgage Trust<sup>(a),(b)</sup>  | MED Commercial Mortgage Trust<sup>(a),(b)</sup>  | MED Commercial Mortgage Trust<sup>(a),(b)</sup>  | MED Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-MOB Class A | Series 2024-MOB Class A | Series 2024-MOB Class A | Series 2024-MOB Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.592% <br>Floor 1.592% <br>05/15/2041<br>| &nbsp;&nbsp; 5.920% | 5200000 | &nbsp;&nbsp; 5179823 |
| MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  | MF1 LLC<sup>(a),(b)</sup>  |
| Series 2022-FL9 Class A | Series 2022-FL9 Class A | Series 2022-FL9 Class A | Series 2022-FL9 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.150% <br>Floor 2.150% <br>06/19/2037<br>| &nbsp;&nbsp; 6.474% | 2387504 | &nbsp;&nbsp; 2391980 |
| Series 2025-FL17 Class A | Series 2025-FL17 Class A | Series 2025-FL17 Class A | Series 2025-FL17 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.320% <br>Floor 1.320% <br>02/18/2040<br>| &nbsp;&nbsp; 5.647% | 2850000 | &nbsp;&nbsp; 2837529 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-FL19 Class A | Series 2025-FL19 Class A | Series 2025-FL19 Class A | Series 2025-FL19 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.488% <br>Floor 1.488% <br>05/18/2042<br>| &nbsp;&nbsp; 4.329% | 3000000 | &nbsp;&nbsp; 2994362 |
| MHP MHIL<sup>(a),(b)</sup>  | MHP MHIL<sup>(a),(b)</sup>  | MHP MHIL<sup>(a),(b)</sup>  | MHP MHIL<sup>(a),(b)</sup>  |
| Subordinated Series 2022 Class E | Subordinated Series 2022 Class E | Subordinated Series 2022 Class E | Subordinated Series 2022 Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.611% <br>Floor 2.611% <br>01/15/2027<br>| &nbsp;&nbsp; 6.939% | 2400000 | &nbsp;&nbsp; 2383497 |
| MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  |
| Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A |
| 02/12/2040 | &nbsp;&nbsp; 2.694% | 1575000 | &nbsp;&nbsp; 1367390 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| Series 2016-C28 Class A3 | Series 2016-C28 Class A3 | Series 2016-C28 Class A3 | Series 2016-C28 Class A3 |
| 01/15/2049 | &nbsp;&nbsp; 3.272% | 1101545 | &nbsp;&nbsp; 1092041 |
| Series 2016-C29 Class ASB | Series 2016-C29 Class ASB | Series 2016-C29 Class ASB | Series 2016-C29 Class ASB |
| 05/15/2049 | &nbsp;&nbsp; 3.140% | 67597 | &nbsp;&nbsp; 67623 |
| Series 2016-C30 Class A5 | Series 2016-C30 Class A5 | Series 2016-C30 Class A5 | Series 2016-C30 Class A5 |
| 09/15/2049 | &nbsp;&nbsp; 2.860% | 3010000 | &nbsp;&nbsp; 2920648 |
| Series 2017-C34 Class A4 | Series 2017-C34 Class A4 | Series 2017-C34 Class A4 | Series 2017-C34 Class A4 |
| 11/15/2052 | &nbsp;&nbsp; 3.536% | 2285000 | &nbsp;&nbsp; 2219321 |
| Subordinated Series 2015-C25 Class AS | Subordinated Series 2015-C25 Class AS | Subordinated Series 2015-C25 Class AS | Subordinated Series 2015-C25 Class AS |
| 10/15/2048 | &nbsp;&nbsp; 4.069% | 1551000 | &nbsp;&nbsp; 1539689 |
| Morgan Stanley Bank of America Merrill Lynch Trust<sup>(d)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(d)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(d)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(d)</sup>  |
| Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B | Subordinated Series 2015-C27 Class B |
| 12/15/2047 | &nbsp;&nbsp; 4.481% | 1750000 | &nbsp;&nbsp; 1700020 |
| Subordinated Series 2015-C27 Class C | Subordinated Series 2015-C27 Class C | Subordinated Series 2015-C27 Class C | Subordinated Series 2015-C27 Class C |
| 12/15/2047 | &nbsp;&nbsp; 4.481% | 3000000 | &nbsp;&nbsp; 2824020 |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust |
| Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 | Series 2016-UB11 Class A3 |
| 08/15/2049 | &nbsp;&nbsp; 2.531% | 8300158 | &nbsp;&nbsp; 8112478 |
| Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 | Series 2020-HR8 Class A4 |
| 07/15/2053 | &nbsp;&nbsp; 2.041% | 1500000 | &nbsp;&nbsp; 1302831 |
| Morgan Stanley Capital I Trust<sup>(d),(e)</sup>  | Morgan Stanley Capital I Trust<sup>(d),(e)</sup>  | Morgan Stanley Capital I Trust<sup>(d),(e)</sup>  | Morgan Stanley Capital I Trust<sup>(d),(e)</sup>  |
| Series 2021-L5 Class XA | Series 2021-L5 Class XA | Series 2021-L5 Class XA | Series 2021-L5 Class XA |
| 05/15/2054 | &nbsp;&nbsp; 1.278% | 31657781 | &nbsp;&nbsp; 1583905 |
| MTN Commercial Mortgage Trust<sup>(a),(b)</sup>  | MTN Commercial Mortgage Trust<sup>(a),(b)</sup>  | MTN Commercial Mortgage Trust<sup>(a),(b)</sup>  | MTN Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022-LPFL Class A | Series 2022-LPFL Class A | Series 2022-LPFL Class A | Series 2022-LPFL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.397% <br>Floor 1.397% <br>03/15/2039<br>| &nbsp;&nbsp; 5.726% | 2000000 | &nbsp;&nbsp; 1998750 |
| NJ Trust<sup>(a),(d)</sup>  | NJ Trust<sup>(a),(d)</sup>  | NJ Trust<sup>(a),(d)</sup>  | NJ Trust<sup>(a),(d)</sup>  |
| Series 2023-GSP Class A | Series 2023-GSP Class A | Series 2023-GSP Class A | Series 2023-GSP Class A |
| 01/06/2029 | &nbsp;&nbsp; 6.481% | 6800000 | &nbsp;&nbsp; 7103892 |
| NXPT Commercial Mortgage Trust<sup>(a),(d)</sup>  | NXPT Commercial Mortgage Trust<sup>(a),(d)</sup>  | NXPT Commercial Mortgage Trust<sup>(a),(d)</sup>  | NXPT Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-STOR Class B | Series 2024-STOR Class B | Series 2024-STOR Class B | Series 2024-STOR Class B |
| 11/01/2041 | &nbsp;&nbsp; 4.803% | 5000000 | &nbsp;&nbsp; 4883245 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NYC Commercial Mortgage Trust<sup>(a),(b)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(b)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(b)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-3BP Class A | Series 2025-3BP Class A | Series 2025-3BP Class A | Series 2025-3BP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.213% <br>02/15/2042<br>| &nbsp;&nbsp; 5.523% | 3500000 | &nbsp;&nbsp; 3489707 |
| Series 2025-3BP Class C | Series 2025-3BP Class C | Series 2025-3BP Class C | Series 2025-3BP Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.892% <br>Floor 1.892% <br>02/15/2042<br>| &nbsp;&nbsp; 6.202% | 3000000 | &nbsp;&nbsp; 2962500 |
| ONNI Commerical Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commerical Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commerical Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commerical Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A |
| 07/15/2039 | &nbsp;&nbsp; 5.753% | 2500000 | &nbsp;&nbsp; 2535370 |
| ORL Trust<sup>(a),(b)</sup>  | ORL Trust<sup>(a),(b)</sup>  | ORL Trust<sup>(a),(b)</sup>  | ORL Trust<sup>(a),(b)</sup>  |
| Series 2024-GLKS Class C | Series 2024-GLKS Class C | Series 2024-GLKS Class C | Series 2024-GLKS Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.291% <br>Floor 2.291% <br>12/15/2039<br>| &nbsp;&nbsp; 6.613% | 5000000 | &nbsp;&nbsp; 4970301 |
| PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  |
| Series 2023-10 Class A | Series 2023-10 Class A | Series 2023-10 Class A | Series 2023-10 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.365% <br>Floor 2.365% <br>09/16/2038<br>| &nbsp;&nbsp; 6.692% | 2342492 | &nbsp;&nbsp; 2347618 |
| Series 2024-11 Class A | Series 2024-11 Class A | Series 2024-11 Class A | Series 2024-11 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.832% <br>Floor 1.832% <br>09/17/2039<br>| &nbsp;&nbsp; 6.613% | 2644040 | &nbsp;&nbsp; 2649831 |
| RFM Re-REMIC Trust<sup>(a),(d)</sup>  | RFM Re-REMIC Trust<sup>(a),(d)</sup>  | RFM Re-REMIC Trust<sup>(a),(d)</sup>  | RFM Re-REMIC Trust<sup>(a),(d)</sup>  |
| Series 2022-FRR1 Class AB60 | Series 2022-FRR1 Class AB60 | Series 2022-FRR1 Class AB60 | Series 2022-FRR1 Class AB60 |
| 11/08/2049 | &nbsp;&nbsp; 2.470% | 970000 | &nbsp;&nbsp; 909400 |
| RFM Re-REMIC Trust<sup>(a),(g)</sup>  | RFM Re-REMIC Trust<sup>(a),(g)</sup>  | RFM Re-REMIC Trust<sup>(a),(g)</sup>  | RFM Re-REMIC Trust<sup>(a),(g)</sup>  |
| Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 |
| 11/08/2049 | &nbsp;&nbsp; 0.000% | 450000 | &nbsp;&nbsp; 392644 |
| RFR Trust<sup>(a),(d)</sup>  | RFR Trust<sup>(a),(d)</sup>  | RFR Trust<sup>(a),(d)</sup>  | RFR Trust<sup>(a),(d)</sup>  |
| Series 2025-SGRM Class A | Series 2025-SGRM Class A | Series 2025-SGRM Class A | Series 2025-SGRM Class A |
| 03/11/2029 | &nbsp;&nbsp; 5.562% | 8180000 | &nbsp;&nbsp; 8262021 |
| SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  |
| Series 2023-SFS Class A | Series 2023-SFS Class A | Series 2023-SFS Class A | Series 2023-SFS Class A |
| 03/15/2040 | &nbsp;&nbsp; 5.910% | 3340000 | &nbsp;&nbsp; 3403332 |
| SDAL Trust<sup>(a),(b)</sup>  | SDAL Trust<sup>(a),(b)</sup>  | SDAL Trust<sup>(a),(b)</sup>  | SDAL Trust<sup>(a),(b)</sup>  |
| Series 2025-DAL Class A | Series 2025-DAL Class A | Series 2025-DAL Class A | Series 2025-DAL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.441% <br>Floor 2.441% <br>04/15/2030<br>| &nbsp;&nbsp; 6.012% | 1000000 | &nbsp;&nbsp; 1004939 |
| SDR Commercial Mortgage Trust<sup>(a),(b)</sup>  | SDR Commercial Mortgage Trust<sup>(a),(b)</sup>  | SDR Commercial Mortgage Trust<sup>(a),(b)</sup>  | SDR Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B | Subordinated Series 2024-DSNY Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.741% <br>Floor 1.741% <br>05/15/2039<br>| &nbsp;&nbsp; 6.545% | 2500000 | &nbsp;&nbsp; 2463281 |
| SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust |
| Series 2016-C5 Class A4 | Series 2016-C5 Class A4 | Series 2016-C5 Class A4 | Series 2016-C5 Class A4 |
| 10/10/2048 | &nbsp;&nbsp; 3.055% | 5120000 | &nbsp;&nbsp; 4991461 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SMRT Commercial Mortgage Trust<sup>(a),(b)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(b)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(b)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 1.950% <br>Floor 1.950% <br>01/15/2039<br>| &nbsp;&nbsp; 6.279% | 3850000 | &nbsp;&nbsp; 3782625 |
| SPGN TFLM Mortgage Trust<sup>(a),(b)</sup>  | SPGN TFLM Mortgage Trust<sup>(a),(b)</sup>  | SPGN TFLM Mortgage Trust<sup>(a),(b)</sup>  | SPGN TFLM Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022 Class A | Series 2022 Class A | Series 2022 Class A | Series 2022 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.550% <br>Floor 1.550% <br>02/15/2039<br>| &nbsp;&nbsp; 5.879% | 5670000 | &nbsp;&nbsp; 5613697 |
| SREIT Trust<sup>(a),(b)</sup>  | SREIT Trust<sup>(a),(b)</sup>  | SREIT Trust<sup>(a),(b)</sup>  | SREIT Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B | Subordinated Series 2021-MFP2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.286% <br>Floor 1.171% <br>11/15/2036<br>| &nbsp;&nbsp; 5.614% | 4538000 | &nbsp;&nbsp; 4523819 |
| Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E | Subordinated Series 2021-PALM Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.024% <br>Floor 1.910% <br>10/15/2034<br>| &nbsp;&nbsp; 6.353% | 6275000 | &nbsp;&nbsp; 6239703 |
| Starwood Retail Property Trust<sup>(a),(b)</sup>  | Starwood Retail Property Trust<sup>(a),(b)</sup>  | Starwood Retail Property Trust<sup>(a),(b)</sup>  | Starwood Retail Property Trust<sup>(a),(b)</sup>  |
| Series 2014-STAR Class A | Series 2014-STAR Class A | Series 2014-STAR Class A | Series 2014-STAR Class A |
| &nbsp;&nbsp; Prime Rate + -0.882% <br>Floor 1.470% <br>11/15/2027<br>| &nbsp;&nbsp; 6.618% | 2124670 | &nbsp;&nbsp; 1248244 |
| SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-DATA Class B | Series 2025-DATA Class B | Series 2025-DATA Class B | Series 2025-DATA Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.842% <br>Floor 1.842% <br>03/15/2042<br>| &nbsp;&nbsp; 6.150% | 2500000 | &nbsp;&nbsp; 2467505 |
| Series 2025-DATA Class C | Series 2025-DATA Class C | Series 2025-DATA Class C | Series 2025-DATA Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.092% <br>Floor 2.042% <br>03/15/2042<br>| &nbsp;&nbsp; 6.399% | 2500000 | &nbsp;&nbsp; 2469817 |
| TCO Commercial Mortgage Trust<sup>(a),(b)</sup>  | TCO Commercial Mortgage Trust<sup>(a),(b)</sup>  | TCO Commercial Mortgage Trust<sup>(a),(b)</sup>  | TCO Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-DPM Class A | Series 2024-DPM Class A | Series 2024-DPM Class A | Series 2024-DPM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.243% <br>Floor 1.243% <br>12/15/2039<br>| &nbsp;&nbsp; 5.629% | 2535000 | &nbsp;&nbsp; 2534208 |
| THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2023-THL Class A | Series 2023-THL Class A | Series 2023-THL Class A | Series 2023-THL Class A |
| 12/10/2034 | &nbsp;&nbsp; 6.994% | 4418311 | &nbsp;&nbsp; 4489249 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| Series 2018-C10 Class A3 | Series 2018-C10 Class A3 | Series 2018-C10 Class A3 | Series 2018-C10 Class A3 |
| 05/15/2051 | &nbsp;&nbsp; 4.048% | 5231111 | &nbsp;&nbsp; 5164041 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| Series 2015-SG1 Class A4 | Series 2015-SG1 Class A4 | Series 2015-SG1 Class A4 | Series 2015-SG1 Class A4 |
| 09/15/2048 | &nbsp;&nbsp; 3.789% | 6146957 | &nbsp;&nbsp; 6124890 |
| Series 2017-C39 Class A4 | Series 2017-C39 Class A4 | Series 2017-C39 Class A4 | Series 2017-C39 Class A4 |
| 09/15/2050 | &nbsp;&nbsp; 3.157% | 10065000 | &nbsp;&nbsp; 9754530 |
| Series 2020-C55 Class A5 | Series 2020-C55 Class A5 | Series 2020-C55 Class A5 | Series 2020-C55 Class A5 |
| 02/15/2053 | &nbsp;&nbsp; 2.725% | 3407709 | &nbsp;&nbsp; 3102821 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2021-C61 Class A4 | Series 2021-C61 Class A4 | Series 2021-C61 Class A4 | Series 2021-C61 Class A4 |
| 11/15/2054 | &nbsp;&nbsp; 2.658% | 7990000 | &nbsp;&nbsp; 6936676 |
| Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C | Subordinated Series 2021-C59 Class C |
| 04/15/2054 | &nbsp;&nbsp; 3.284% | 2590000 | &nbsp;&nbsp; 2078074 |
| Wells Fargo Commercial Mortgage Trust<sup>(d),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d),(e)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d),(e)</sup>  |
| Series 2021-C59 Class XA | Series 2021-C59 Class XA | Series 2021-C59 Class XA | Series 2021-C59 Class XA |
| 04/15/2054 | &nbsp;&nbsp; 1.495% | 20118736 | &nbsp;&nbsp; 1257846 |
| Series 2021-C60 Class XA | Series 2021-C60 Class XA | Series 2021-C60 Class XA | Series 2021-C60 Class XA |
| 08/15/2054 | &nbsp;&nbsp; 1.494% | 4005429 | &nbsp;&nbsp; 264303 |
| Wells Fargo Commercial Mortgage Trust<sup>(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(d)</sup>  |
| Series 2022-C62 Class A4 | Series 2022-C62 Class A4 | Series 2022-C62 Class A4 | Series 2022-C62 Class A4 |
| 04/15/2055 | &nbsp;&nbsp; 4.000% | 5330000 | &nbsp;&nbsp; 4966221 |
| Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B | Subordinated Series 2016-C33 Class B |
| 03/15/2059 | &nbsp;&nbsp; 4.506% | 3005000 | &nbsp;&nbsp; 2943876 |
| Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B | Subordinated Series 2017-C41 Class B |
| 11/15/2050 | &nbsp;&nbsp; 4.188% | 1690000 | &nbsp;&nbsp; 1607083 |
| Wells Fargo Commercial Mortgage Trust<sup>(a),(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(d)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-1CHI Class A | Series 2024-1CHI Class A | Series 2024-1CHI Class A | Series 2024-1CHI Class A |
| 07/15/2035 | &nbsp;&nbsp; 5.308% | 6000000 | &nbsp;&nbsp; 6015959 |
| Series 2025-VTT Class C | Series 2025-VTT Class C | Series 2025-VTT Class C | Series 2025-VTT Class C |
| 03/15/2038 | &nbsp;&nbsp; 6.029% | 2500000 | &nbsp;&nbsp; 2493169 |
| Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-DWHP Class B | Series 2025-DWHP Class B | Series 2025-DWHP Class B | Series 2025-DWHP Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.841% <br>Floor 2.841% <br>04/15/2038<br>| &nbsp;&nbsp; 7.170% | 2000000 | &nbsp;&nbsp; 2003377 |
| WFLD Mortgage Trust<sup>(a),(d)</sup>  | WFLD Mortgage Trust<sup>(a),(d)</sup>  | WFLD Mortgage Trust<sup>(a),(d)</sup>  | WFLD Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2014-MONT Class A | Series 2014-MONT Class A | Series 2014-MONT Class A | Series 2014-MONT Class A |
| 08/10/2031 | &nbsp;&nbsp; 3.755% | 920812 | &nbsp;&nbsp; 862827 |
| WSTN Trust<sup>(a),(d)</sup>  | WSTN Trust<sup>(a),(d)</sup>  | WSTN Trust<sup>(a),(d)</sup>  | WSTN Trust<sup>(a),(d)</sup>  |
| Series 2023-MAUI Class A | Series 2023-MAUI Class A | Series 2023-MAUI Class A | Series 2023-MAUI Class A |
| 07/05/2037 | &nbsp;&nbsp; 6.297% | 2500000 | &nbsp;&nbsp; 2542448 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $965,908,377) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $965,908,377) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $965,908,377) | &nbsp;&nbsp; **952879128** |

---

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** | **Common Stocks 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Media 0.0%** | **Media 0.0%** | **Media 0.0%** |
| Intelsat Luxembourg SA<sup>(h)</sup> <br>| &nbsp;&nbsp; 88937 | &nbsp;&nbsp; 828226 |
| Intelsat Luxembourg SA<sup>(h),(i)</sup> <br>| &nbsp;&nbsp; 88937 | &nbsp;&nbsp; 2668110 |
| Total |  | &nbsp;&nbsp; 3496336 |
| **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** |
| Digicel Ltd.<sup>(h),(i),(j),(k)</sup> <br>| &nbsp;&nbsp; 59381 | &nbsp;&nbsp; 475048 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **3971384** |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Energy 0.0%** | **Energy 0.0%** | **Energy 0.0%** |
| **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** |
| Prairie Provident Resources, Inc.<sup>(h),(i)</sup> <br>| &nbsp;&nbsp; 1728 | &nbsp;&nbsp; 41 |
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **41** |
| **Financials 0.0%** | **Financials 0.0%** | **Financials 0.0%** |
| **Financial Services 0.0%** | **Financial Services 0.0%** | **Financial Services 0.0%** |
| DSG TopCo, Inc.<sup>(h)</sup> <br>| &nbsp;&nbsp; 54244 | &nbsp;&nbsp; 832862 |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **832862** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $3,207,045) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $3,207,045) | &nbsp;&nbsp; **4804287** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Convertible Bonds**<sup>(l)</sup> **0.1%** | **Convertible Bonds**<sup>(l)</sup> **0.1%** | **Convertible Bonds**<sup>(l)</sup> **0.1%** | **Convertible Bonds**<sup>(l)</sup> **0.1%** | **Convertible Bonds**<sup>(l)</sup> **0.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Banking 0.1%** | **Banking 0.1%** | **Banking 0.1%** | **Banking 0.1%** | **Banking 0.1%** |
| Lloyds Banking Group PLC<sup>(m),(n)</sup>  | Lloyds Banking Group PLC<sup>(m),(n)</sup>  | Lloyds Banking Group PLC<sup>(m),(n)</sup>  | Lloyds Banking Group PLC<sup>(m),(n)</sup>  | Lloyds Banking Group PLC<sup>(m),(n)</sup>  |
|  | &nbsp;&nbsp; 8.000% |  | 1395000 | &nbsp;&nbsp; 1462496 |
| Sumitomo Mitsui Financial Group, Inc.<sup>(m),(n)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m),(n)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m),(n)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m),(n)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(m),(n)</sup>  |
|  | &nbsp;&nbsp; 6.450% |  | 982000 | &nbsp;&nbsp; 950085 |
| UBS Group AG<sup>(a),(m),(n)</sup>  | UBS Group AG<sup>(a),(m),(n)</sup>  | UBS Group AG<sup>(a),(m),(n)</sup>  | UBS Group AG<sup>(a),(m),(n)</sup>  | UBS Group AG<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 9.250% |  | 594000 | &nbsp;&nbsp; 647163 |
|  | &nbsp;&nbsp; 9.250% |  | 325000 | &nbsp;&nbsp; 371295 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3431039** |
| **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** |
| Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  |
| 01/17/2029 | &nbsp;&nbsp; 2.375% | EUR | 1400000 | &nbsp;&nbsp; 1522520 |
| **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** |
| Worldline SA<sup>(a),(g)</sup>  | Worldline SA<sup>(a),(g)</sup>  | Worldline SA<sup>(a),(g)</sup>  | Worldline SA<sup>(a),(g)</sup>  | Worldline SA<sup>(a),(g)</sup>  |
| 07/30/2025 | &nbsp;&nbsp; 0.000% | EUR | 400000 | &nbsp;&nbsp; 537754 |
| 07/30/2026 | &nbsp;&nbsp; 0.000% | EUR | 2415912 | &nbsp;&nbsp; 2663265 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3201019** |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $7,589,569) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $7,589,569) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $7,589,569) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $7,589,569) | &nbsp;&nbsp; **8154578** |

---

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

---

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

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

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

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **28.2%** | **Corporate Bonds & Notes**<sup>(l)</sup> **28.2%** | **Corporate Bonds & Notes**<sup>(l)</sup> **28.2%** | **Corporate Bonds & Notes**<sup>(l)</sup> **28.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** |
| BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  |
| 03/26/2029 | &nbsp;&nbsp; 5.125% | 1428000 | &nbsp;&nbsp; 1454947 |
| 04/15/2030 | &nbsp;&nbsp; 3.400% | 690000 | &nbsp;&nbsp; 651757 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 02/04/2026 | &nbsp;&nbsp; 2.196% | 13505000 | &nbsp;&nbsp; 13263211 |
| 02/01/2031 | &nbsp;&nbsp; 3.625% | 2375000 | &nbsp;&nbsp; 2214113 |
| 05/01/2034 | &nbsp;&nbsp; 6.528% | 750000 | &nbsp;&nbsp; 801025 |
| 02/01/2035 | &nbsp;&nbsp; 3.250% | 4659000 | &nbsp;&nbsp; 3833602 |
| 05/01/2040 | &nbsp;&nbsp; 5.705% | 324000 | &nbsp;&nbsp; 312562 |
| 03/01/2047 | &nbsp;&nbsp; 3.650% | 1060000 | &nbsp;&nbsp; 719176 |
| 03/01/2048 | &nbsp;&nbsp; 3.625% | 3800000 | &nbsp;&nbsp; 2513234 |
| 05/01/2049 | &nbsp;&nbsp; 3.900% | 2010000 | &nbsp;&nbsp; 1406454 |
| 05/01/2054 | &nbsp;&nbsp; 6.858% | 139000 | &nbsp;&nbsp; 148380 |
| 08/01/2059 | &nbsp;&nbsp; 3.950% | 3500000 | &nbsp;&nbsp; 2310812 |
| 05/01/2060 | &nbsp;&nbsp; 5.930% | 387000 | &nbsp;&nbsp; 358609 |
| 05/01/2064 | &nbsp;&nbsp; 7.008% | 808000 | &nbsp;&nbsp; 862656 |
| Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 7.875% | 2117000 | &nbsp;&nbsp; 2126251 |
| 02/01/2029 | &nbsp;&nbsp; 7.500% | 375000 | &nbsp;&nbsp; 387611 |
| 07/01/2031 | &nbsp;&nbsp; 7.250% | 1020000 | &nbsp;&nbsp; 1052623 |
| 06/15/2033 | &nbsp;&nbsp; 6.750% | 475000 | &nbsp;&nbsp; 481539 |
| General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 0.742% <br>08/15/2036<br>| &nbsp;&nbsp; 5.068% | 5380000 | &nbsp;&nbsp; 5017841 |
| Goat Holdco LLC<sup>(a)</sup>  | Goat Holdco LLC<sup>(a)</sup>  | Goat Holdco LLC<sup>(a)</sup>  | Goat Holdco LLC<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 695000 | &nbsp;&nbsp; 695121 |
| HEICO Corp. | HEICO Corp. | HEICO Corp. | HEICO Corp. |
| 08/01/2028 | &nbsp;&nbsp; 5.250% | 1436000 | &nbsp;&nbsp; 1467233 |
| Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. |
| 08/16/2028 | &nbsp;&nbsp; 2.043% | 6666000 | &nbsp;&nbsp; 6141862 |
| 05/01/2030 | &nbsp;&nbsp; 4.200% | 2213000 | &nbsp;&nbsp; 2135605 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 5.050% | 690000 | &nbsp;&nbsp; 700380 |
| Lockheed Martin Corp. | Lockheed Martin Corp. | Lockheed Martin Corp. | Lockheed Martin Corp. |
| 05/15/2036 | &nbsp;&nbsp; 4.500% | 890000 | &nbsp;&nbsp; 841485 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. |
| 07/15/2030 | &nbsp;&nbsp; 4.650% | 1710000 | &nbsp;&nbsp; 1715287 |
| 06/01/2054 | &nbsp;&nbsp; 5.200% | 355000 | &nbsp;&nbsp; 322985 |
| United Technologies Corp. | United Technologies Corp. | United Technologies Corp. | United Technologies Corp. |
| 11/16/2038 | &nbsp;&nbsp; 4.450% | 608000 | &nbsp;&nbsp; 546127 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **54482488** |
| **Airlines 0.2%** | **Airlines 0.2%** | **Airlines 0.2%** | **Airlines 0.2%** |
| American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust |
| Series 2015-2 Class AA | Series 2015-2 Class AA | Series 2015-2 Class AA | Series 2015-2 Class AA |
| 09/22/2027 | &nbsp;&nbsp; 3.600% | 55641 | &nbsp;&nbsp; 53748 |
| Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA |
| 07/15/2029 | &nbsp;&nbsp; 3.575% | 339533 | &nbsp;&nbsp; 326031 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2016-2 Class AA | Series 2016-2 Class AA | Series 2016-2 Class AA | Series 2016-2 Class AA |
| 06/15/2028 | &nbsp;&nbsp; 3.200% | 392178 | &nbsp;&nbsp; 370274 |
| Series 2017-2 Class AA | Series 2017-2 Class AA | Series 2017-2 Class AA | Series 2017-2 Class AA |
| 10/15/2029 | &nbsp;&nbsp; 3.350% | 1050976 | &nbsp;&nbsp; 989579 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 1050000 | &nbsp;&nbsp; 1031794 |
| Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust |
| 06/10/2028 | &nbsp;&nbsp; 2.000% | 4933759 | &nbsp;&nbsp; 4636515 |
| Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  |
| 10/20/2028 | &nbsp;&nbsp; 4.750% | 7234857 | &nbsp;&nbsp; 7204099 |
| Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. |
| 06/15/2027 | &nbsp;&nbsp; 5.125% | 1665000 | &nbsp;&nbsp; 1675318 |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A |
| 01/15/2036 | &nbsp;&nbsp; 5.800% | 4579775 | &nbsp;&nbsp; 4575199 |
| United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  |
| 04/15/2026 | &nbsp;&nbsp; 4.375% | 2775000 | &nbsp;&nbsp; 2743767 |
| 04/15/2029 | &nbsp;&nbsp; 4.625% | 727000 | &nbsp;&nbsp; 690372 |
| United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust |
| 10/15/2027 | &nbsp;&nbsp; 5.875% | 298917 | &nbsp;&nbsp; 303639 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24600335** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 02/15/2028 | &nbsp;&nbsp; 4.250% | 210000 | &nbsp;&nbsp; 207429 |
| 04/15/2032 | &nbsp;&nbsp; 3.625% | 219000 | &nbsp;&nbsp; 198884 |
| 02/01/2034 | &nbsp;&nbsp; 5.500% | 1426000 | &nbsp;&nbsp; 1423438 |
| 07/15/2051 | &nbsp;&nbsp; 3.375% | 1735000 | &nbsp;&nbsp; 1108019 |
| 04/15/2052 | &nbsp;&nbsp; 4.300% | 1270000 | &nbsp;&nbsp; 960404 |
| Camden Property Trust | Camden Property Trust | Camden Property Trust | Camden Property Trust |
| 11/03/2026 | &nbsp;&nbsp; 5.850% | 1089000 | &nbsp;&nbsp; 1108319 |
| Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP |
| 11/15/2028 | &nbsp;&nbsp; 2.300% | 658000 | &nbsp;&nbsp; 610662 |
| 08/15/2031 | &nbsp;&nbsp; 2.000% | 2544000 | &nbsp;&nbsp; 2127527 |
| 08/15/2033 | &nbsp;&nbsp; 5.500% | 545000 | &nbsp;&nbsp; 543429 |
| Mid-America Apartments LP | Mid-America Apartments LP | Mid-America Apartments LP | Mid-America Apartments LP |
| 02/15/2032 | &nbsp;&nbsp; 5.300% | 766000 | &nbsp;&nbsp; 782465 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9070576** |
| **Automotive 1.4%** | **Automotive 1.4%** | **Automotive 1.4%** | **Automotive 1.4%** |
| American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. |
| 04/01/2027 | &nbsp;&nbsp; 6.500% | 600000 | &nbsp;&nbsp; 596937 |
| American Honda Finance Corp. | American Honda Finance Corp. | American Honda Finance Corp. | American Honda Finance Corp. |
| 01/12/2028 | &nbsp;&nbsp; 4.700% | 1160000 | &nbsp;&nbsp; 1164910 |
| 11/15/2028 | &nbsp;&nbsp; 5.650% | 581000 | &nbsp;&nbsp; 600077 |
| 10/23/2031 | &nbsp;&nbsp; 4.850% | 1487000 | &nbsp;&nbsp; 1472881 |
| BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  |
| 03/21/2030 | &nbsp;&nbsp; 5.050% | 673000 | &nbsp;&nbsp; 678769 |
| 03/21/2035 | &nbsp;&nbsp; 5.400% | 6464000 | &nbsp;&nbsp; 6381339 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BorgWarner, Inc. | BorgWarner, Inc. | BorgWarner, Inc. | BorgWarner, Inc. |
| 08/15/2034 | &nbsp;&nbsp; 5.400% | 433000 | &nbsp;&nbsp; 431354 |
| Cummins, Inc. | Cummins, Inc. | Cummins, Inc. | Cummins, Inc. |
| 05/09/2035 | &nbsp;&nbsp; 5.300% | 6495000 | &nbsp;&nbsp; 6485860 |
| Daimler Truck Finance North America LLC<sup>(a)</sup>  | Daimler Truck Finance North America LLC<sup>(a)</sup>  | Daimler Truck Finance North America LLC<sup>(a)</sup>  | Daimler Truck Finance North America LLC<sup>(a)</sup>  |
| 01/13/2035 | &nbsp;&nbsp; 5.625% | 5665000 | &nbsp;&nbsp; 5661164 |
| Dana, Inc. | Dana, Inc. | Dana, Inc. | Dana, Inc. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% | 800000 | &nbsp;&nbsp; 798043 |
| Denso Corp.<sup>(a)</sup>  | Denso Corp.<sup>(a)</sup>  | Denso Corp.<sup>(a)</sup>  | Denso Corp.<sup>(a)</sup>  |
| 09/16/2026 | &nbsp;&nbsp; 1.239% | 4070000 | &nbsp;&nbsp; 3901604 |
| 09/11/2029 | &nbsp;&nbsp; 4.420% | 980000 | &nbsp;&nbsp; 972403 |
| Ford Motor Co. | Ford Motor Co. | Ford Motor Co. | Ford Motor Co. |
| 02/12/2032 | &nbsp;&nbsp; 3.250% | 928000 | &nbsp;&nbsp; 765922 |
| 01/15/2043 | &nbsp;&nbsp; 4.750% | 1985000 | &nbsp;&nbsp; 1489857 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 08/04/2025 | &nbsp;&nbsp; 4.134% | 950000 | &nbsp;&nbsp; 946057 |
| 11/13/2025 | &nbsp;&nbsp; 3.375% | 1000000 | &nbsp;&nbsp; 992106 |
| 05/17/2027 | &nbsp;&nbsp; 5.850% | 1515000 | &nbsp;&nbsp; 1512661 |
| 08/17/2027 | &nbsp;&nbsp; 4.125% | 1786000 | &nbsp;&nbsp; 1723061 |
| 05/12/2028 | &nbsp;&nbsp; 6.800% | 450000 | &nbsp;&nbsp; 459551 |
| 03/08/2029 | &nbsp;&nbsp; 5.800% | 4865000 | &nbsp;&nbsp; 4800310 |
| 05/03/2029 | &nbsp;&nbsp; 5.113% | 1005000 | &nbsp;&nbsp; 966668 |
| 06/17/2031 | &nbsp;&nbsp; 3.625% | 951000 | &nbsp;&nbsp; 817898 |
| 03/19/2032 | &nbsp;&nbsp; 6.532% | 2850000 | &nbsp;&nbsp; 2839960 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| 10/01/2025 | &nbsp;&nbsp; 6.125% | 271000 | &nbsp;&nbsp; 271649 |
| 04/15/2030 | &nbsp;&nbsp; 5.625% | 4845000 | &nbsp;&nbsp; 4886462 |
| 04/01/2035 | &nbsp;&nbsp; 5.000% | 4415000 | &nbsp;&nbsp; 4080141 |
| 10/02/2043 | &nbsp;&nbsp; 6.250% | 670000 | &nbsp;&nbsp; 636200 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| 07/13/2025 | &nbsp;&nbsp; 4.300% | 1060000 | &nbsp;&nbsp; 1058840 |
| 10/10/2025 | &nbsp;&nbsp; 6.050% | 3385000 | &nbsp;&nbsp; 3396945 |
| 03/01/2026 | &nbsp;&nbsp; 5.250% | 1855000 | &nbsp;&nbsp; 1857222 |
| 04/04/2028 | &nbsp;&nbsp; 5.050% | 4505000 | &nbsp;&nbsp; 4516959 |
| 06/23/2028 | &nbsp;&nbsp; 5.800% | 1850000 | &nbsp;&nbsp; 1888614 |
| 10/15/2028 | &nbsp;&nbsp; 2.400% | 2820000 | &nbsp;&nbsp; 2593802 |
| 07/15/2029 | &nbsp;&nbsp; 5.550% | 3555000 | &nbsp;&nbsp; 3592160 |
| 10/06/2029 | &nbsp;&nbsp; 4.900% | 1399000 | &nbsp;&nbsp; 1378198 |
| 01/07/2030 | &nbsp;&nbsp; 5.350% | 720000 | &nbsp;&nbsp; 720410 |
| 06/21/2030 | &nbsp;&nbsp; 3.600% | 1710000 | &nbsp;&nbsp; 1574493 |
| 07/15/2030 | &nbsp;&nbsp; 5.450% | 6013000 | &nbsp;&nbsp; 6023101 |
| 01/08/2031 | &nbsp;&nbsp; 2.350% | 1295000 | &nbsp;&nbsp; 1102249 |
| 01/07/2034 | &nbsp;&nbsp; 6.100% | 387000 | &nbsp;&nbsp; 389164 |
| 01/07/2035 | &nbsp;&nbsp; 5.900% | 1729000 | &nbsp;&nbsp; 1706095 |
| Harley-Davidson Financial Services, Inc.<sup>(a)</sup>  | Harley-Davidson Financial Services, Inc.<sup>(a)</sup>  | Harley-Davidson Financial Services, Inc.<sup>(a)</sup>  | Harley-Davidson Financial Services, Inc.<sup>(a)</sup>  |
| 06/08/2025 | &nbsp;&nbsp; 3.350% | 1155000 | &nbsp;&nbsp; 1153582 |
| Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  |
| 06/26/2025 | &nbsp;&nbsp; 5.800% | 5620000 | &nbsp;&nbsp; 5621518 |
| 11/01/2027 | &nbsp;&nbsp; 4.875% | 3850000 | &nbsp;&nbsp; 3844187 |
| 06/26/2028 | &nbsp;&nbsp; 5.680% | 907000 | &nbsp;&nbsp; 923747 |
| 09/21/2028 | &nbsp;&nbsp; 6.100% | 4184000 | &nbsp;&nbsp; 4319891 |
| 01/16/2029 | &nbsp;&nbsp; 6.500% | 928000 | &nbsp;&nbsp; 969319 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 06/24/2029 | &nbsp;&nbsp; 5.300% |  | 1047000 | &nbsp;&nbsp; 1056551 |
| 03/27/2030 | &nbsp;&nbsp; 5.150% |  | 7839000 | &nbsp;&nbsp; 7842939 |
| 03/29/2032 | &nbsp;&nbsp; 5.400% |  | 1639000 | &nbsp;&nbsp; 1629835 |
| LKQ Corp. | LKQ Corp. | LKQ Corp. | LKQ Corp. | LKQ Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.750% |  | 3405000 | &nbsp;&nbsp; 3490590 |
| Mercedes-Benz Finance North America LLC<sup>(a)</sup>  | Mercedes-Benz Finance North America LLC<sup>(a)</sup>  | Mercedes-Benz Finance North America LLC<sup>(a)</sup>  | Mercedes-Benz Finance North America LLC<sup>(a)</sup>  | Mercedes-Benz Finance North America LLC<sup>(a)</sup>  |
| 04/01/2027 | &nbsp;&nbsp; 4.650% |  | 6395000 | &nbsp;&nbsp; 6397550 |
| 11/15/2027 | &nbsp;&nbsp; 4.900% |  | 3810000 | &nbsp;&nbsp; 3829976 |
| 08/01/2029 | &nbsp;&nbsp; 4.800% |  | 1100000 | &nbsp;&nbsp; 1099550 |
| Nissan Motor Acceptance Co. LLC<sup>(a)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(a)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(a)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(a)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(a)</sup>  |
| 09/13/2029 | &nbsp;&nbsp; 5.550% |  | 3255000 | &nbsp;&nbsp; 3138006 |
| PACCAR Financial Corp. | PACCAR Financial Corp. | PACCAR Financial Corp. | PACCAR Financial Corp. | PACCAR Financial Corp. |
| 05/08/2030 | &nbsp;&nbsp; 4.550% |  | 3220000 | &nbsp;&nbsp; 3227969 |
| Stellantis Finance US, Inc.<sup>(a)</sup>  | Stellantis Finance US, Inc.<sup>(a)</sup>  | Stellantis Finance US, Inc.<sup>(a)</sup>  | Stellantis Finance US, Inc.<sup>(a)</sup>  | Stellantis Finance US, Inc.<sup>(a)</sup>  |
| 03/18/2035 | &nbsp;&nbsp; 6.450% |  | 3070000 | &nbsp;&nbsp; 3036843 |
| Tenneco, Inc.<sup>(a)</sup>  | Tenneco, Inc.<sup>(a)</sup>  | Tenneco, Inc.<sup>(a)</sup>  | Tenneco, Inc.<sup>(a)</sup>  | Tenneco, Inc.<sup>(a)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 8.000% |  | 4625000 | &nbsp;&nbsp; 4554986 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |
| 10/08/2027 | &nbsp;&nbsp; 4.350% |  | 1216000 | &nbsp;&nbsp; 1216196 |
| 08/09/2029 | &nbsp;&nbsp; 4.550% |  | 839000 | &nbsp;&nbsp; 840544 |
| 05/15/2030 | &nbsp;&nbsp; 4.800% |  | 3611000 | &nbsp;&nbsp; 3633937 |
| 11/20/2030 | &nbsp;&nbsp; 5.550% |  | 1025000 | &nbsp;&nbsp; 1068358 |
| 01/09/2035 | &nbsp;&nbsp; 5.350% |  | 707000 | &nbsp;&nbsp; 714442 |
| Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  |
| 11/19/2031 | &nbsp;&nbsp; 3.875% | EUR | 4500000 | &nbsp;&nbsp; 5162600 |
| Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  |
| 03/22/2027 | &nbsp;&nbsp; 5.300% |  | 2511000 | &nbsp;&nbsp; 2523740 |
| 03/22/2029 | &nbsp;&nbsp; 5.250% |  | 6355000 | &nbsp;&nbsp; 6379461 |
| 11/16/2030 | &nbsp;&nbsp; 6.450% |  | 1588000 | &nbsp;&nbsp; 1663594 |
| 03/25/2032 | &nbsp;&nbsp; 5.650% |  | 360000 | &nbsp;&nbsp; 360572 |
| 03/27/2035 | &nbsp;&nbsp; 5.800% |  | 4865000 | &nbsp;&nbsp; 4803987 |
| Volkswagen International Finance NV<sup>(a),(m),(n)</sup>  | Volkswagen International Finance NV<sup>(a),(m),(n)</sup>  | Volkswagen International Finance NV<sup>(a),(m),(n)</sup>  | Volkswagen International Finance NV<sup>(a),(m),(n)</sup>  | Volkswagen International Finance NV<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 7.875% | EUR | 1400000 | &nbsp;&nbsp; 1788838 |
| ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  |
| 04/14/2030 | &nbsp;&nbsp; 7.125% |  | 1350000 | &nbsp;&nbsp; 1300254 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **175725658** |
| **Banking 7.2%** | **Banking 7.2%** | **Banking 7.2%** | **Banking 7.2%** | **Banking 7.2%** |
| ABN AMRO Bank NV<sup>(a),(n)</sup>  | ABN AMRO Bank NV<sup>(a),(n)</sup>  | ABN AMRO Bank NV<sup>(a),(n)</sup>  | ABN AMRO Bank NV<sup>(a),(n)</sup>  | ABN AMRO Bank NV<sup>(a),(n)</sup>  |
| 09/18/2027 | &nbsp;&nbsp; 6.339% |  | 6900000 | &nbsp;&nbsp; 7029129 |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 03/13/2037 | &nbsp;&nbsp; 3.324% |  | 641000 | &nbsp;&nbsp; 555307 |
| Ally Financial, Inc.<sup>(n)</sup>  | Ally Financial, Inc.<sup>(n)</sup>  | Ally Financial, Inc.<sup>(n)</sup>  | Ally Financial, Inc.<sup>(n)</sup>  | Ally Financial, Inc.<sup>(n)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.737% |  | 2145000 | &nbsp;&nbsp; 2165888 |
| 01/17/2031 | &nbsp;&nbsp; 5.543% |  | 1645000 | &nbsp;&nbsp; 1642531 |
| American Express Co.<sup>(n)</sup>  | American Express Co.<sup>(n)</sup>  | American Express Co.<sup>(n)</sup>  | American Express Co.<sup>(n)</sup>  | American Express Co.<sup>(n)</sup>  |
| 02/16/2028 | &nbsp;&nbsp; 5.098% |  | 1043000 | &nbsp;&nbsp; 1052733 |
| 07/27/2029 | &nbsp;&nbsp; 5.282% |  | 1860000 | &nbsp;&nbsp; 1901799 |
| 04/25/2030 | &nbsp;&nbsp; 5.532% |  | 1094000 | &nbsp;&nbsp; 1130601 |
| 04/25/2031 | &nbsp;&nbsp; 5.016% |  | 3650000 | &nbsp;&nbsp; 3691394 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  |
| 08/14/2028 | &nbsp;&nbsp; 5.355% | 4595000 | &nbsp;&nbsp; 4720893 |
| Banco de Credito del Peru SA<sup>(a),(n)</sup>  | Banco de Credito del Peru SA<sup>(a),(n)</sup>  | Banco de Credito del Peru SA<sup>(a),(n)</sup>  | Banco de Credito del Peru SA<sup>(a),(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/30/2035 | &nbsp;&nbsp; 6.450% | 1130000 | &nbsp;&nbsp; 1145592 |
| Banco Santander SA<sup>(n)</sup>  | Banco Santander SA<sup>(n)</sup>  | Banco Santander SA<sup>(n)</sup>  | Banco Santander SA<sup>(n)</sup>  |
| 03/14/2030 | &nbsp;&nbsp; 5.538% | 4000000 | &nbsp;&nbsp; 4091901 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/22/2032 | &nbsp;&nbsp; 3.225% | 3400000 | &nbsp;&nbsp; 2973158 |
| Bank of America Corp.<sup>(n)</sup>  | Bank of America Corp.<sup>(n)</sup>  | Bank of America Corp.<sup>(n)</sup>  | Bank of America Corp.<sup>(n)</sup>  |
| 07/22/2027 | &nbsp;&nbsp; 1.734% | 13400000 | &nbsp;&nbsp; 12961124 |
| 04/27/2028 | &nbsp;&nbsp; 4.376% | 309000 | &nbsp;&nbsp; 307533 |
| 12/20/2028 | &nbsp;&nbsp; 3.419% | 682000 | &nbsp;&nbsp; 661805 |
| 03/05/2029 | &nbsp;&nbsp; 3.970% | 1772000 | &nbsp;&nbsp; 1740460 |
| 06/14/2029 | &nbsp;&nbsp; 2.087% | 11280000 | &nbsp;&nbsp; 10471841 |
| 09/15/2029 | &nbsp;&nbsp; 5.819% | 1190000 | &nbsp;&nbsp; 1233107 |
| 07/23/2030 | &nbsp;&nbsp; 3.194% | 34139000 | &nbsp;&nbsp; 32170007 |
| 10/22/2030 | &nbsp;&nbsp; 2.884% | 536000 | &nbsp;&nbsp; 496514 |
| 01/24/2031 | &nbsp;&nbsp; 5.162% | 206000 | &nbsp;&nbsp; 209140 |
| 02/13/2031 | &nbsp;&nbsp; 2.496% | 8712000 | &nbsp;&nbsp; 7864779 |
| 04/29/2031 | &nbsp;&nbsp; 2.592% | 4092000 | &nbsp;&nbsp; 3692940 |
| 07/23/2031 | &nbsp;&nbsp; 1.898% | 293000 | &nbsp;&nbsp; 253584 |
| 10/24/2031 | &nbsp;&nbsp; 1.922% | 3775000 | &nbsp;&nbsp; 3250417 |
| 04/22/2032 | &nbsp;&nbsp; 2.687% | 617000 | &nbsp;&nbsp; 545038 |
| 07/21/2032 | &nbsp;&nbsp; 2.299% | 785000 | &nbsp;&nbsp; 672680 |
| 10/20/2032 | &nbsp;&nbsp; 2.572% | 7182000 | &nbsp;&nbsp; 6231103 |
| 09/15/2034 | &nbsp;&nbsp; 5.872% | 1655000 | &nbsp;&nbsp; 1718584 |
| 05/09/2036 | &nbsp;&nbsp; 5.464% | 591000 | &nbsp;&nbsp; 595186 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/25/2035 | &nbsp;&nbsp; 5.518% | 2079000 | &nbsp;&nbsp; 2038107 |
| 02/12/2036 | &nbsp;&nbsp; 5.744% | 1629000 | &nbsp;&nbsp; 1618262 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2026 | &nbsp;&nbsp; 4.450% | 2000000 | &nbsp;&nbsp; 1997076 |
| Bank of America NA | Bank of America NA | Bank of America NA | Bank of America NA |
| 08/18/2026 | &nbsp;&nbsp; 5.526% | 5575000 | &nbsp;&nbsp; 5646481 |
| Bank of Montreal<sup>(n)</sup>  | Bank of Montreal<sup>(n)</sup>  | Bank of Montreal<sup>(n)</sup>  | Bank of Montreal<sup>(n)</sup>  |
| 01/27/2029 | &nbsp;&nbsp; 5.004% | 2715000 | &nbsp;&nbsp; 2743108 |
| 09/10/2030 | &nbsp;&nbsp; 4.640% | 2103000 | &nbsp;&nbsp; 2101061 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| 06/04/2031 | &nbsp;&nbsp; 5.511% | 1321000 | &nbsp;&nbsp; 1364979 |
| Bank of New York Mellon Corp. (The)<sup>(n)</sup>  | Bank of New York Mellon Corp. (The)<sup>(n)</sup>  | Bank of New York Mellon Corp. (The)<sup>(n)</sup>  | Bank of New York Mellon Corp. (The)<sup>(n)</sup>  |
| 04/26/2027 | &nbsp;&nbsp; 4.947% | 2770000 | &nbsp;&nbsp; 2782699 |
| 02/11/2031 | &nbsp;&nbsp; 4.942% | 5270000 | &nbsp;&nbsp; 5328427 |
| Bank of New Zealand<sup>(a)</sup>  | Bank of New Zealand<sup>(a)</sup>  | Bank of New Zealand<sup>(a)</sup>  | Bank of New Zealand<sup>(a)</sup>  |
| 01/27/2027 | &nbsp;&nbsp; 2.285% | 2140000 | &nbsp;&nbsp; 2067560 |
| Bank of Nova Scotia (The)<sup>(n)</sup>  | Bank of Nova Scotia (The)<sup>(n)</sup>  | Bank of Nova Scotia (The)<sup>(n)</sup>  | Bank of Nova Scotia (The)<sup>(n)</sup>  |
| 02/14/2031 | &nbsp;&nbsp; 5.130% | 1034000 | &nbsp;&nbsp; 1046068 |
| 11/10/2032 | &nbsp;&nbsp; 4.740% | 2057000 | &nbsp;&nbsp; 2034763 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  |
| 01/26/2026 | &nbsp;&nbsp; 4.935% | 1732000 | &nbsp;&nbsp; 1734914 |
| 02/16/2028 | &nbsp;&nbsp; 5.194% | 2760000 | &nbsp;&nbsp; 2794962 |
| Barclays PLC<sup>(n)</sup>  | Barclays PLC<sup>(n)</sup>  | Barclays PLC<sup>(n)</sup>  | Barclays PLC<sup>(n)</sup>  |
| 02/25/2031 | &nbsp;&nbsp; 5.367% | 8516000 | &nbsp;&nbsp; 8593955 |
| 03/10/2032 | &nbsp;&nbsp; 2.667% | 12020000 | &nbsp;&nbsp; 10505487 |
| Barclays PLC | Barclays PLC | Barclays PLC | Barclays PLC |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/09/2028 | &nbsp;&nbsp; 4.836% | 995000 | &nbsp;&nbsp; 996789 |
| BNP Paribas SA<sup>(a),(n)</sup>  | BNP Paribas SA<sup>(a),(n)</sup>  | BNP Paribas SA<sup>(a),(n)</sup>  | BNP Paribas SA<sup>(a),(n)</sup>  |
| 06/09/2026 | &nbsp;&nbsp; 2.219% | 2150000 | &nbsp;&nbsp; 2148778 |
| 09/30/2028 | &nbsp;&nbsp; 1.904% | 3535000 | &nbsp;&nbsp; 3304783 |
| 06/12/2029 | &nbsp;&nbsp; 5.335% | 1815000 | &nbsp;&nbsp; 1845477 |
| 11/19/2030 | &nbsp;&nbsp; 5.283% | 1555000 | &nbsp;&nbsp; 1570230 |
| 05/09/2031 | &nbsp;&nbsp; 5.085% | 8900000 | &nbsp;&nbsp; 8909264 |
| 04/19/2032 | &nbsp;&nbsp; 2.871% | 7775000 | &nbsp;&nbsp; 6852939 |
| 01/20/2033 | &nbsp;&nbsp; 3.132% | 3920000 | &nbsp;&nbsp; 3422720 |
| BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  |
| 01/18/2027 | &nbsp;&nbsp; 5.203% | 1070000 | &nbsp;&nbsp; 1081126 |
| 01/11/2028 | &nbsp;&nbsp; 3.250% | 460000 | &nbsp;&nbsp; 444997 |
| 05/30/2029 | &nbsp;&nbsp; 5.281% | 850000 | &nbsp;&nbsp; 867009 |
| BPCE SA<sup>(a),(n)</sup>  | BPCE SA<sup>(a),(n)</sup>  | BPCE SA<sup>(a),(n)</sup>  | BPCE SA<sup>(a),(n)</sup>  |
| 01/18/2030 | &nbsp;&nbsp; 5.716% | 820000 | &nbsp;&nbsp; 837515 |
| 01/14/2031 | &nbsp;&nbsp; 5.876% | 4025000 | &nbsp;&nbsp; 4136744 |
| CaixaBank SA<sup>(a),(n)</sup>  | CaixaBank SA<sup>(a),(n)</sup>  | CaixaBank SA<sup>(a),(n)</sup>  | CaixaBank SA<sup>(a),(n)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 5.673% | 620000 | &nbsp;&nbsp; 636819 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| 06/28/2027 | &nbsp;&nbsp; 5.237% | 2985000 | &nbsp;&nbsp; 3029385 |
| Canadian Imperial Bank of Commerce<sup>(n)</sup>  | Canadian Imperial Bank of Commerce<sup>(n)</sup>  | Canadian Imperial Bank of Commerce<sup>(n)</sup>  | Canadian Imperial Bank of Commerce<sup>(n)</sup>  |
| 03/30/2029 | &nbsp;&nbsp; 4.857% | 5150000 | &nbsp;&nbsp; 5177929 |
| Capital One Financial Corp.<sup>(n)</sup>  | Capital One Financial Corp.<sup>(n)</sup>  | Capital One Financial Corp.<sup>(n)</sup>  | Capital One Financial Corp.<sup>(n)</sup>  |
| 10/29/2027 | &nbsp;&nbsp; 7.149% | 3985000 | &nbsp;&nbsp; 4111397 |
| 11/02/2027 | &nbsp;&nbsp; 1.878% | 725000 | &nbsp;&nbsp; 697124 |
| 06/08/2029 | &nbsp;&nbsp; 6.312% | 485000 | &nbsp;&nbsp; 505123 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/30/2036 | &nbsp;&nbsp; 6.183% | 3235000 | &nbsp;&nbsp; 3207805 |
| Citibank NA<sup>(n)</sup>  | Citibank NA<sup>(n)</sup>  | Citibank NA<sup>(n)</sup>  | Citibank NA<sup>(n)</sup>  |
| 11/19/2027 | &nbsp;&nbsp; 4.876% | 6780000 | &nbsp;&nbsp; 6807001 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 05/29/2030 | &nbsp;&nbsp; 4.914% | 6440000 | &nbsp;&nbsp; 6497238 |
| Citigroup, Inc.<sup>(m),(n)</sup>  | Citigroup, Inc.<sup>(m),(n)</sup>  | Citigroup, Inc.<sup>(m),(n)</sup>  | Citigroup, Inc.<sup>(m),(n)</sup>  |
|  | &nbsp;&nbsp; 7.125% | 8890000 | &nbsp;&nbsp; 9005383 |
| Citigroup, Inc.<sup>(n)</sup>  | Citigroup, Inc.<sup>(n)</sup>  | Citigroup, Inc.<sup>(n)</sup>  | Citigroup, Inc.<sup>(n)</sup>  |
| 06/09/2027 | &nbsp;&nbsp; 1.462% | 20000 | &nbsp;&nbsp; 19342 |
| 05/07/2028 | &nbsp;&nbsp; 4.643% | 9085000 | &nbsp;&nbsp; 9070171 |
| 11/05/2030 | &nbsp;&nbsp; 2.976% | 13020000 | &nbsp;&nbsp; 12038646 |
| 01/29/2031 | &nbsp;&nbsp; 2.666% | 5550000 | &nbsp;&nbsp; 5020917 |
| 05/01/2032 | &nbsp;&nbsp; 2.561% | 4520000 | &nbsp;&nbsp; 3947737 |
| 01/25/2033 | &nbsp;&nbsp; 3.057% | 2800000 | &nbsp;&nbsp; 2461894 |
| 06/11/2035 | &nbsp;&nbsp; 5.449% | 3530000 | &nbsp;&nbsp; 3535532 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 03/27/2036 | &nbsp;&nbsp; 5.333% | 2945000 | &nbsp;&nbsp; 2908201 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| 07/23/2048 | &nbsp;&nbsp; 4.650% | 375000 | &nbsp;&nbsp; 312847 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/10/2025 | &nbsp;&nbsp; 4.400% | 4250000 | &nbsp;&nbsp; 4247915 |
| Citizens Financial Group, Inc.<sup>(n)</sup>  | Citizens Financial Group, Inc.<sup>(n)</sup>  | Citizens Financial Group, Inc.<sup>(n)</sup>  | Citizens Financial Group, Inc.<sup>(n)</sup>  |
| 03/05/2031 | &nbsp;&nbsp; 5.253% | 2850000 | &nbsp;&nbsp; 2854563 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/21/2037 | &nbsp;&nbsp; 5.641% | 2065000 | &nbsp;&nbsp; 2004320 |
| CoBank ACB<sup>(n)</sup>  | CoBank ACB<sup>(n)</sup>  | CoBank ACB<sup>(n)</sup>  | CoBank ACB<sup>(n)</sup>  |
| 12/31/2049 | &nbsp;&nbsp; 7.125% | 403000 | &nbsp;&nbsp; 409544 |
| Comerica, Inc.<sup>(n)</sup>  | Comerica, Inc.<sup>(n)</sup>  | Comerica, Inc.<sup>(n)</sup>  | Comerica, Inc.<sup>(n)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 5.982% | 1535000 | &nbsp;&nbsp; 1560577 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| 03/14/2028 | &nbsp;&nbsp; 4.423% | 5435000 | &nbsp;&nbsp; 5461413 |
| Cooperatieve Rabobank UA<sup>(a),(n)</sup>  | Cooperatieve Rabobank UA<sup>(a),(n)</sup>  | Cooperatieve Rabobank UA<sup>(a),(n)</sup>  | Cooperatieve Rabobank UA<sup>(a),(n)</sup>  |
| 06/24/2026 | &nbsp;&nbsp; 1.339% | 720000 | &nbsp;&nbsp; 717811 |
| 02/24/2027 | &nbsp;&nbsp; 1.106% | 2165000 | &nbsp;&nbsp; 2107582 |
| 05/27/2031 | &nbsp;&nbsp; 4.990% | 9280000 | &nbsp;&nbsp; 9309397 |
| 01/21/2033 | &nbsp;&nbsp; 5.710% | 2578000 | &nbsp;&nbsp; 2658501 |
| Credit Agricole SA<sup>(a),(n)</sup>  | Credit Agricole SA<sup>(a),(n)</sup>  | Credit Agricole SA<sup>(a),(n)</sup>  | Credit Agricole SA<sup>(a),(n)</sup>  |
| 01/09/2029 | &nbsp;&nbsp; 5.230% | 4830000 | &nbsp;&nbsp; 4880566 |
| 05/27/2031 | &nbsp;&nbsp; 5.222% | 4365000 | &nbsp;&nbsp; 4403943 |
| Credit Suisse AG | Credit Suisse AG | Credit Suisse AG | Credit Suisse AG |
| 08/07/2026 | &nbsp;&nbsp; 1.250% | 289000 | &nbsp;&nbsp; 278387 |
| 07/09/2027 | &nbsp;&nbsp; 5.000% | 2611000 | &nbsp;&nbsp; 2639254 |
| Credit Suisse Group AG<sup>(a),(n)</sup>  | Credit Suisse Group AG<sup>(a),(n)</sup>  | Credit Suisse Group AG<sup>(a),(n)</sup>  | Credit Suisse Group AG<sup>(a),(n)</sup>  |
| 06/05/2026 | &nbsp;&nbsp; 2.193% | 822000 | &nbsp;&nbsp; 822000 |
| 05/14/2032 | &nbsp;&nbsp; 3.091% | 2210000 | &nbsp;&nbsp; 1979192 |
| Danske Bank A/S<sup>(a),(n)</sup>  | Danske Bank A/S<sup>(a),(n)</sup>  | Danske Bank A/S<sup>(a),(n)</sup>  | Danske Bank A/S<sup>(a),(n)</sup>  |
| 09/22/2026 | &nbsp;&nbsp; 6.259% | 4875000 | &nbsp;&nbsp; 4892687 |
| 03/01/2030 | &nbsp;&nbsp; 5.705% | 844000 | &nbsp;&nbsp; 869931 |
| 10/02/2030 | &nbsp;&nbsp; 4.613% | 683000 | &nbsp;&nbsp; 675290 |
| 03/04/2031 | &nbsp;&nbsp; 5.019% | 4660000 | &nbsp;&nbsp; 4676523 |
| Deutsche Bank AG<sup>(n)</sup>  | Deutsche Bank AG<sup>(n)</sup>  | Deutsche Bank AG<sup>(n)</sup>  | Deutsche Bank AG<sup>(n)</sup>  |
| 01/10/2029 | &nbsp;&nbsp; 5.373% | 1200000 | &nbsp;&nbsp; 1213151 |
| 05/09/2031 | &nbsp;&nbsp; 5.297% | 5525000 | &nbsp;&nbsp; 5535147 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/14/2032 | &nbsp;&nbsp; 3.729% | 2000000 | &nbsp;&nbsp; 1797690 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| 05/10/2029 | &nbsp;&nbsp; 5.414% | 2078000 | &nbsp;&nbsp; 2139158 |
| DNB Bank ASA<sup>(a),(n)</sup>  | DNB Bank ASA<sup>(a),(n)</sup>  | DNB Bank ASA<sup>(a),(n)</sup>  | DNB Bank ASA<sup>(a),(n)</sup>  |
| 09/16/2026 | &nbsp;&nbsp; 1.127% | 3950000 | &nbsp;&nbsp; 3907462 |
| 11/05/2030 | &nbsp;&nbsp; 4.853% | 2748000 | &nbsp;&nbsp; 2761201 |
| Federation des Caisses Desjardins du Quebec<sup>(a)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(a)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(a)</sup>  | Federation des Caisses Desjardins du Quebec<sup>(a)</sup>  |
| 03/14/2028 | &nbsp;&nbsp; 5.700% | 2210000 | &nbsp;&nbsp; 2277527 |
| 04/26/2029 | &nbsp;&nbsp; 5.250% | 1791000 | &nbsp;&nbsp; 1824858 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fifth Third Bancorp<sup>(n)</sup>  | Fifth Third Bancorp<sup>(n)</sup>  | Fifth Third Bancorp<sup>(n)</sup>  | Fifth Third Bancorp<sup>(n)</sup>  |
| 04/25/2033 | &nbsp;&nbsp; 4.337% | 2362000 | &nbsp;&nbsp; 2216036 |
| Fifth Third Bank NA<sup>(n)</sup>  | Fifth Third Bank NA<sup>(n)</sup>  | Fifth Third Bank NA<sup>(n)</sup>  | Fifth Third Bank NA<sup>(n)</sup>  |
| 01/28/2028 | &nbsp;&nbsp; 4.967% | 2105000 | &nbsp;&nbsp; 2113076 |
| First Citizens BancShares, Inc.<sup>(n)</sup>  | First Citizens BancShares, Inc.<sup>(n)</sup>  | First Citizens BancShares, Inc.<sup>(n)</sup>  | First Citizens BancShares, Inc.<sup>(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/12/2040 | &nbsp;&nbsp; 6.254% | 312000 | &nbsp;&nbsp; 302028 |
| Goldman Sachs Bank<sup>(n)</sup>  | Goldman Sachs Bank<sup>(n)</sup>  | Goldman Sachs Bank<sup>(n)</sup>  | Goldman Sachs Bank<sup>(n)</sup>  |
| 03/18/2027 | &nbsp;&nbsp; 5.283% | 1012000 | &nbsp;&nbsp; 1016162 |
| Goldman Sachs Bank USA<sup>(n)</sup>  | Goldman Sachs Bank USA<sup>(n)</sup>  | Goldman Sachs Bank USA<sup>(n)</sup>  | Goldman Sachs Bank USA<sup>(n)</sup>  |
| 05/21/2027 | &nbsp;&nbsp; 5.414% | 4680000 | &nbsp;&nbsp; 4714715 |
| Goldman Sachs Group, Inc. (The)<sup>(m),(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m),(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m),(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(m),(n)</sup>  |
|  | &nbsp;&nbsp; 3.650% | 2135000 | &nbsp;&nbsp; 2069631 |
| Goldman Sachs Group, Inc. (The)<sup>(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(n)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(n)</sup>  |
| 08/10/2026 | &nbsp;&nbsp; 5.798% | 4965000 | &nbsp;&nbsp; 4974304 |
| 03/09/2027 | &nbsp;&nbsp; 1.431% | 10992000 | &nbsp;&nbsp; 10716410 |
| 02/24/2028 | &nbsp;&nbsp; 2.640% | 3320000 | &nbsp;&nbsp; 3207858 |
| 10/24/2029 | &nbsp;&nbsp; 6.484% | 546000 | &nbsp;&nbsp; 575929 |
| 04/25/2030 | &nbsp;&nbsp; 5.727% | 546000 | &nbsp;&nbsp; 564459 |
| 07/23/2030 | &nbsp;&nbsp; 5.049% | 4210000 | &nbsp;&nbsp; 4247823 |
| 04/23/2031 | &nbsp;&nbsp; 5.218% | 8875000 | &nbsp;&nbsp; 9008984 |
| 04/22/2032 | &nbsp;&nbsp; 2.615% | 12585000 | &nbsp;&nbsp; 11040697 |
| 07/21/2032 | &nbsp;&nbsp; 2.383% | 10475000 | &nbsp;&nbsp; 9017138 |
| 07/23/2035 | &nbsp;&nbsp; 5.330% | 564000 | &nbsp;&nbsp; 559923 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% | 8411000 | &nbsp;&nbsp; 8134540 |
| 01/28/2036 | &nbsp;&nbsp; 5.536% | 2775000 | &nbsp;&nbsp; 2794862 |
| 01/28/2056 | &nbsp;&nbsp; 5.734% | 3225000 | &nbsp;&nbsp; 3132774 |
| Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) |
| 07/08/2044 | &nbsp;&nbsp; 4.800% | 415000 | &nbsp;&nbsp; 362440 |
| HSBC Holdings PLC<sup>(n)</sup>  | HSBC Holdings PLC<sup>(n)</sup>  | HSBC Holdings PLC<sup>(n)</sup>  | HSBC Holdings PLC<sup>(n)</sup>  |
| 06/04/2026 | &nbsp;&nbsp; 2.099% | 1717000 | &nbsp;&nbsp; 1717000 |
| 05/17/2028 | &nbsp;&nbsp; 5.597% | 775000 | &nbsp;&nbsp; 786475 |
| 09/22/2028 | &nbsp;&nbsp; 2.013% | 4879000 | &nbsp;&nbsp; 4583769 |
| 11/19/2028 | &nbsp;&nbsp; 5.130% | 3700000 | &nbsp;&nbsp; 3727445 |
| 08/17/2029 | &nbsp;&nbsp; 2.206% | 1403000 | &nbsp;&nbsp; 1292304 |
| 05/13/2031 | &nbsp;&nbsp; 5.240% | 4550000 | &nbsp;&nbsp; 4571803 |
| 05/24/2032 | &nbsp;&nbsp; 2.804% | 1829000 | &nbsp;&nbsp; 1600885 |
| 03/03/2036 | &nbsp;&nbsp; 5.450% | 3625000 | &nbsp;&nbsp; 3570926 |
| HSBC USA, Inc.<sup>(c)</sup>  | HSBC USA, Inc.<sup>(c)</sup>  | HSBC USA, Inc.<sup>(c)</sup>  | HSBC USA, Inc.<sup>(c)</sup>  |
| 06/03/2028 | &nbsp;&nbsp; 4.650% | 2380000 | &nbsp;&nbsp; 2386489 |
| Huntington Bancshares, Inc.<sup>(n)</sup>  | Huntington Bancshares, Inc.<sup>(n)</sup>  | Huntington Bancshares, Inc.<sup>(n)</sup>  | Huntington Bancshares, Inc.<sup>(n)</sup>  |
| 08/21/2029 | &nbsp;&nbsp; 6.208% | 4040000 | &nbsp;&nbsp; 4209933 |
| 01/15/2031 | &nbsp;&nbsp; 5.272% | 1370000 | &nbsp;&nbsp; 1385065 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/18/2039 | &nbsp;&nbsp; 6.141% | 1837000 | &nbsp;&nbsp; 1830952 |
| Huntington National Bank (The)<sup>(n)</sup>  | Huntington National Bank (The)<sup>(n)</sup>  | Huntington National Bank (The)<sup>(n)</sup>  | Huntington National Bank (The)<sup>(n)</sup>  |
| 04/12/2028 | &nbsp;&nbsp; 4.871% | 1249000 | &nbsp;&nbsp; 1251495 |
| ING Groep NV<sup>(n)</sup>  | ING Groep NV<sup>(n)</sup>  | ING Groep NV<sup>(n)</sup>  | ING Groep NV<sup>(n)</sup>  |
| 03/25/2029 | &nbsp;&nbsp; 4.858% | 1355000 | &nbsp;&nbsp; 1360305 |
| 03/25/2031 | &nbsp;&nbsp; 5.066% | 1200000 | &nbsp;&nbsp; 1207231 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Intesa Sanpaolo SpA<sup>(a),(n)</sup>  | Intesa Sanpaolo SpA<sup>(a),(n)</sup>  | Intesa Sanpaolo SpA<sup>(a),(n)</sup>  | Intesa Sanpaolo SpA<sup>(a),(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2032 | &nbsp;&nbsp; 4.198% | 1100000 | &nbsp;&nbsp; 990345 |
| JPMorgan Chase & Co.<sup>(b),(m)</sup>  | JPMorgan Chase & Co.<sup>(b),(m)</sup>  | JPMorgan Chase & Co.<sup>(b),(m)</sup>  | JPMorgan Chase & Co.<sup>(b),(m)</sup>  |
| 3-month Term SOFR + 2.745% <br>| &nbsp;&nbsp; 7.033% | 2993000 | &nbsp;&nbsp; 2987910 |
| JPMorgan Chase & Co.<sup>(n)</sup>  | JPMorgan Chase & Co.<sup>(n)</sup>  | JPMorgan Chase & Co.<sup>(n)</sup>  | JPMorgan Chase & Co.<sup>(n)</sup>  |
| 02/04/2027 | &nbsp;&nbsp; 1.040% | 6990000 | &nbsp;&nbsp; 6820940 |
| 04/22/2027 | &nbsp;&nbsp; 1.578% | 12742000 | &nbsp;&nbsp; 12406968 |
| 09/22/2027 | &nbsp;&nbsp; 1.470% | 1633000 | &nbsp;&nbsp; 1567999 |
| 02/24/2028 | &nbsp;&nbsp; 2.947% | 4120000 | &nbsp;&nbsp; 4009777 |
| 04/22/2028 | &nbsp;&nbsp; 5.571% | 1190000 | &nbsp;&nbsp; 1211922 |
| 01/23/2029 | &nbsp;&nbsp; 3.509% | 10345000 | &nbsp;&nbsp; 10065579 |
| 06/01/2029 | &nbsp;&nbsp; 2.069% | 2227000 | &nbsp;&nbsp; 2070929 |
| 12/05/2029 | &nbsp;&nbsp; 4.452% | 1404000 | &nbsp;&nbsp; 1394075 |
| 01/23/2030 | &nbsp;&nbsp; 5.012% | 885000 | &nbsp;&nbsp; 895695 |
| 04/22/2030 | &nbsp;&nbsp; 5.581% | 1050000 | &nbsp;&nbsp; 1084264 |
| 07/22/2030 | &nbsp;&nbsp; 4.995% | 813000 | &nbsp;&nbsp; 820557 |
| 10/15/2030 | &nbsp;&nbsp; 2.739% | 2352000 | &nbsp;&nbsp; 2168814 |
| 10/22/2030 | &nbsp;&nbsp; 4.603% | 1275000 | &nbsp;&nbsp; 1267572 |
| 01/24/2031 | &nbsp;&nbsp; 5.140% | 305000 | &nbsp;&nbsp; 309641 |
| 02/04/2032 | &nbsp;&nbsp; 1.953% | 190000 | &nbsp;&nbsp; 162690 |
| 04/22/2032 | &nbsp;&nbsp; 2.580% | 7675000 | &nbsp;&nbsp; 6770172 |
| 11/08/2032 | &nbsp;&nbsp; 2.545% | 5750000 | &nbsp;&nbsp; 4981085 |
| 01/25/2033 | &nbsp;&nbsp; 2.963% | 2380000 | &nbsp;&nbsp; 2103606 |
| 04/22/2035 | &nbsp;&nbsp; 5.766% | 610000 | &nbsp;&nbsp; 630883 |
| 10/22/2035 | &nbsp;&nbsp; 4.946% | 8290000 | &nbsp;&nbsp; 8051247 |
| 01/24/2036 | &nbsp;&nbsp; 5.502% | 1938000 | &nbsp;&nbsp; 1962656 |
| 04/22/2036 | &nbsp;&nbsp; 5.572% | 4994000 | &nbsp;&nbsp; 5081421 |
| 11/15/2048 | &nbsp;&nbsp; 3.964% | 2475000 | &nbsp;&nbsp; 1917888 |
| 04/22/2051 | &nbsp;&nbsp; 3.109% | 1123000 | &nbsp;&nbsp; 731971 |
| KBC Group NV<sup>(a),(n)</sup>  | KBC Group NV<sup>(a),(n)</sup>  | KBC Group NV<sup>(a),(n)</sup>  | KBC Group NV<sup>(a),(n)</sup>  |
| 10/16/2030 | &nbsp;&nbsp; 4.932% | 2095000 | &nbsp;&nbsp; 2102714 |
| KeyCorp<sup>(n)</sup>  | KeyCorp<sup>(n)</sup>  | KeyCorp<sup>(n)</sup>  | KeyCorp<sup>(n)</sup>  |
| 06/01/2033 | &nbsp;&nbsp; 4.789% | 770000 | &nbsp;&nbsp; 734238 |
| 03/06/2035 | &nbsp;&nbsp; 6.401% | 5363000 | &nbsp;&nbsp; 5630614 |
| M&T Bank Corp.<sup>(n)</sup>  | M&T Bank Corp.<sup>(n)</sup>  | M&T Bank Corp.<sup>(n)</sup>  | M&T Bank Corp.<sup>(n)</sup>  |
| 01/16/2036 | &nbsp;&nbsp; 5.385% | 4420000 | &nbsp;&nbsp; 4307507 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(n)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(n)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(n)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(n)</sup>  |
| 01/16/2031 | &nbsp;&nbsp; 5.197% | 600000 | &nbsp;&nbsp; 609812 |
| 04/24/2036 | &nbsp;&nbsp; 5.615% | 3755000 | &nbsp;&nbsp; 3814891 |
| Mizuho Financial Group, Inc.<sup>(n)</sup>  | Mizuho Financial Group, Inc.<sup>(n)</sup>  | Mizuho Financial Group, Inc.<sup>(n)</sup>  | Mizuho Financial Group, Inc.<sup>(n)</sup>  |
| 07/06/2029 | &nbsp;&nbsp; 5.778% | 4740000 | &nbsp;&nbsp; 4892965 |
| 05/13/2031 | &nbsp;&nbsp; 5.098% | 4550000 | &nbsp;&nbsp; 4598549 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| 01/27/2026 | &nbsp;&nbsp; 3.875% | 5696000 | &nbsp;&nbsp; 5665618 |
| 07/27/2026 | &nbsp;&nbsp; 3.125% | 583000 | &nbsp;&nbsp; 574118 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/08/2026 | &nbsp;&nbsp; 4.350% | 9045000 | &nbsp;&nbsp; 9007473 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Morgan Stanley<sup>(n)</sup>  | Morgan Stanley<sup>(n)</sup>  | Morgan Stanley<sup>(n)</sup>  | Morgan Stanley<sup>(n)</sup>  |
| 12/10/2026 | &nbsp;&nbsp; 0.985% | 510000 | &nbsp;&nbsp; 499798 |
| 05/04/2027 | &nbsp;&nbsp; 1.593% | 2935000 | &nbsp;&nbsp; 2851936 |
| 07/20/2027 | &nbsp;&nbsp; 1.512% | 505000 | &nbsp;&nbsp; 487319 |
| 01/21/2028 | &nbsp;&nbsp; 2.475% | 820000 | &nbsp;&nbsp; 791853 |
| 07/22/2028 | &nbsp;&nbsp; 3.591% | 4485000 | &nbsp;&nbsp; 4382478 |
| 10/18/2028 | &nbsp;&nbsp; 6.296% | 803000 | &nbsp;&nbsp; 832482 |
| 01/24/2029 | &nbsp;&nbsp; 3.772% | 4315000 | &nbsp;&nbsp; 4222680 |
| 04/20/2029 | &nbsp;&nbsp; 5.164% | 1499000 | &nbsp;&nbsp; 1519842 |
| 07/20/2029 | &nbsp;&nbsp; 5.449% | 2410000 | &nbsp;&nbsp; 2465740 |
| 01/23/2030 | &nbsp;&nbsp; 4.431% | 2885000 | &nbsp;&nbsp; 2860864 |
| 07/19/2030 | &nbsp;&nbsp; 5.042% | 573000 | &nbsp;&nbsp; 578486 |
| 10/18/2030 | &nbsp;&nbsp; 4.654% | 6945000 | &nbsp;&nbsp; 6897675 |
| 01/15/2031 | &nbsp;&nbsp; 5.230% | 8340000 | &nbsp;&nbsp; 8466580 |
| 02/13/2032 | &nbsp;&nbsp; 1.794% | 650000 | &nbsp;&nbsp; 547129 |
| 04/28/2032 | &nbsp;&nbsp; 1.928% | 1899000 | &nbsp;&nbsp; 1603507 |
| 07/21/2032 | &nbsp;&nbsp; 2.239% | 8910000 | &nbsp;&nbsp; 7595046 |
| 10/20/2032 | &nbsp;&nbsp; 2.511% | 2605000 | &nbsp;&nbsp; 2242372 |
| 01/21/2033 | &nbsp;&nbsp; 2.943% | 4485000 | &nbsp;&nbsp; 3942867 |
| 04/21/2034 | &nbsp;&nbsp; 5.250% | 3865000 | &nbsp;&nbsp; 3863381 |
| 04/19/2035 | &nbsp;&nbsp; 5.831% | 2730000 | &nbsp;&nbsp; 2814945 |
| 01/18/2036 | &nbsp;&nbsp; 5.587% | 5587000 | &nbsp;&nbsp; 5642836 |
| 04/17/2036 | &nbsp;&nbsp; 5.664% | 5951000 | &nbsp;&nbsp; 6055084 |
| 04/22/2039 | &nbsp;&nbsp; 4.457% | 165000 | &nbsp;&nbsp; 149303 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2036 | &nbsp;&nbsp; 2.484% | 607000 | &nbsp;&nbsp; 506925 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada | National Bank of Canada |
| 12/18/2028 | &nbsp;&nbsp; 5.600% | 1263000 | &nbsp;&nbsp; 1304519 |
| 10/10/2029 | &nbsp;&nbsp; 4.500% | 4260000 | &nbsp;&nbsp; 4219154 |
| Nationwide Building Society<sup>(a),(n)</sup>  | Nationwide Building Society<sup>(a),(n)</sup>  | Nationwide Building Society<sup>(a),(n)</sup>  | Nationwide Building Society<sup>(a),(n)</sup>  |
| 02/16/2028 | &nbsp;&nbsp; 2.972% | 980000 | &nbsp;&nbsp; 952367 |
| Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  |
| 07/29/2029 | &nbsp;&nbsp; 5.127% | 5625000 | &nbsp;&nbsp; 5719050 |
| NatWest Group PLC<sup>(n)</sup>  | NatWest Group PLC<sup>(n)</sup>  | NatWest Group PLC<sup>(n)</sup>  | NatWest Group PLC<sup>(n)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 4.964% | 2910000 | &nbsp;&nbsp; 2916447 |
| 05/23/2031 | &nbsp;&nbsp; 5.115% | 6685000 | &nbsp;&nbsp; 6713609 |
| 03/01/2035 | &nbsp;&nbsp; 5.778% | 968000 | &nbsp;&nbsp; 985420 |
| NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  |
| 03/21/2028 | &nbsp;&nbsp; 4.789% | 4870000 | &nbsp;&nbsp; 4894770 |
| 05/17/2029 | &nbsp;&nbsp; 5.410% | 1651000 | &nbsp;&nbsp; 1693021 |
| PNC Financial Services Group, Inc. (The)<sup>(n)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(n)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(n)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(n)</sup>  |
| 06/12/2029 | &nbsp;&nbsp; 5.582% | 3120000 | &nbsp;&nbsp; 3209332 |
| 10/28/2033 | &nbsp;&nbsp; 6.037% | 1261000 | &nbsp;&nbsp; 1318494 |
| 10/20/2034 | &nbsp;&nbsp; 6.875% | 1595000 | &nbsp;&nbsp; 1751344 |
| Regions Bank | Regions Bank | Regions Bank | Regions Bank |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/26/2037 | &nbsp;&nbsp; 6.450% | 670000 | &nbsp;&nbsp; 680023 |
| Royal Bank of Canada<sup>(n)</sup>  | Royal Bank of Canada<sup>(n)</sup>  | Royal Bank of Canada<sup>(n)</sup>  | Royal Bank of Canada<sup>(n)</sup>  |
| 08/02/2030 | &nbsp;&nbsp; 4.969% | 808000 | &nbsp;&nbsp; 814071 |
| 10/18/2030 | &nbsp;&nbsp; 4.650% | 1337000 | &nbsp;&nbsp; 1331002 |
| 02/04/2031 | &nbsp;&nbsp; 5.153% | 7348000 | &nbsp;&nbsp; 7454723 |
| 05/02/2031 | &nbsp;&nbsp; 4.970% | 1298000 | &nbsp;&nbsp; 1307997 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Royal Bank of Scotland Group PLC<sup>(n)</sup>  | Royal Bank of Scotland Group PLC<sup>(n)</sup>  | Royal Bank of Scotland Group PLC<sup>(n)</sup>  | Royal Bank of Scotland Group PLC<sup>(n)</sup>  |
| 01/27/2030 | &nbsp;&nbsp; 5.076% | 799000 | &nbsp;&nbsp; 803563 |
| Santander Holdings USA, Inc.<sup>(n)</sup>  | Santander Holdings USA, Inc.<sup>(n)</sup>  | Santander Holdings USA, Inc.<sup>(n)</sup>  | Santander Holdings USA, Inc.<sup>(n)</sup>  |
| 03/20/2031 | &nbsp;&nbsp; 5.741% | 3120000 | &nbsp;&nbsp; 3154285 |
| Santander UK Group Holdings PLC<sup>(n)</sup>  | Santander UK Group Holdings PLC<sup>(n)</sup>  | Santander UK Group Holdings PLC<sup>(n)</sup>  | Santander UK Group Holdings PLC<sup>(n)</sup>  |
| 08/21/2026 | &nbsp;&nbsp; 1.532% | 445000 | &nbsp;&nbsp; 441459 |
| 06/14/2027 | &nbsp;&nbsp; 1.673% | 1762000 | &nbsp;&nbsp; 1702575 |
| 04/15/2031 | &nbsp;&nbsp; 5.694% | 4635000 | &nbsp;&nbsp; 4743316 |
| Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  |
| 02/19/2027 | &nbsp;&nbsp; 5.250% | 5605000 | &nbsp;&nbsp; 5640358 |
| Societe Generale SA<sup>(a),(n)</sup>  | Societe Generale SA<sup>(a),(n)</sup>  | Societe Generale SA<sup>(a),(n)</sup>  | Societe Generale SA<sup>(a),(n)</sup>  |
| 01/19/2028 | &nbsp;&nbsp; 2.797% | 4285000 | &nbsp;&nbsp; 4136198 |
| 05/22/2031 | &nbsp;&nbsp; 5.512% | 8075000 | &nbsp;&nbsp; 8140713 |
| 06/09/2032 | &nbsp;&nbsp; 2.889% | 480000 | &nbsp;&nbsp; 415814 |
| 01/21/2033 | &nbsp;&nbsp; 3.337% | 10380000 | &nbsp;&nbsp; 9069289 |
| Standard Chartered PLC<sup>(a),(n)</sup>  | Standard Chartered PLC<sup>(a),(n)</sup>  | Standard Chartered PLC<sup>(a),(n)</sup>  | Standard Chartered PLC<sup>(a),(n)</sup>  |
| 05/13/2031 | &nbsp;&nbsp; 5.244% | 5965000 | &nbsp;&nbsp; 5983783 |
| State Street Corp. | State Street Corp. | State Street Corp. | State Street Corp. |
| 02/28/2030 | &nbsp;&nbsp; 4.729% | 922000 | &nbsp;&nbsp; 926664 |
| 04/24/2030 | &nbsp;&nbsp; 4.834% | 2725000 | &nbsp;&nbsp; 2748338 |
| State Street Corp.<sup>(n)</sup>  | State Street Corp.<sup>(n)</sup>  | State Street Corp.<sup>(n)</sup>  | State Street Corp.<sup>(n)</sup>  |
| 10/22/2032 | &nbsp;&nbsp; 4.675% | 1333000 | &nbsp;&nbsp; 1319300 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2034 | &nbsp;&nbsp; 3.031% | 3391000 | &nbsp;&nbsp; 3090870 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| 07/09/2029 | &nbsp;&nbsp; 5.316% | 625000 | &nbsp;&nbsp; 640160 |
| 04/15/2030 | &nbsp;&nbsp; 5.240% | 1252000 | &nbsp;&nbsp; 1278776 |
| 07/09/2031 | &nbsp;&nbsp; 5.424% | 1349000 | &nbsp;&nbsp; 1385578 |
| 01/15/2032 | &nbsp;&nbsp; 5.454% | 782000 | &nbsp;&nbsp; 802767 |
| Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  |
| 03/07/2027 | &nbsp;&nbsp; 5.200% | 3575000 | &nbsp;&nbsp; 3619544 |
| Svenska Handelsbanken AB<sup>(a)</sup>  | Svenska Handelsbanken AB<sup>(a)</sup>  | Svenska Handelsbanken AB<sup>(a)</sup>  | Svenska Handelsbanken AB<sup>(a)</sup>  |
| 05/23/2028 | &nbsp;&nbsp; 4.375% | 4840000 | &nbsp;&nbsp; 4853486 |
| Swedbank AB<sup>(a)</sup>  | Swedbank AB<sup>(a)</sup>  | Swedbank AB<sup>(a)</sup>  | Swedbank AB<sup>(a)</sup>  |
| 09/12/2026 | &nbsp;&nbsp; 6.136% | 3305000 | &nbsp;&nbsp; 3372372 |
| 03/14/2029 | &nbsp;&nbsp; 5.407% | 3135000 | &nbsp;&nbsp; 3205492 |
| Synchrony Bank | Synchrony Bank | Synchrony Bank | Synchrony Bank |
| 08/22/2025 | &nbsp;&nbsp; 5.400% | 3625000 | &nbsp;&nbsp; 3626081 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial | Synchrony Financial |
| 06/13/2025 | &nbsp;&nbsp; 4.875% | 2185000 | &nbsp;&nbsp; 2184087 |
| Synchrony Financial<sup>(n)</sup>  | Synchrony Financial<sup>(n)</sup>  | Synchrony Financial<sup>(n)</sup>  | Synchrony Financial<sup>(n)</sup>  |
| 08/02/2030 | &nbsp;&nbsp; 5.935% | 2560000 | &nbsp;&nbsp; 2595494 |
| 03/06/2031 | &nbsp;&nbsp; 5.450% | 1685000 | &nbsp;&nbsp; 1677368 |
| Toronto-Dominion Bank (The)<sup>(c)</sup>  | Toronto-Dominion Bank (The)<sup>(c)</sup>  | Toronto-Dominion Bank (The)<sup>(c)</sup>  | Toronto-Dominion Bank (The)<sup>(c)</sup>  |
| 06/02/2028 | &nbsp;&nbsp; 4.574% | 13190000 | &nbsp;&nbsp; 13199043 |
| Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) |
| 01/30/2032 | &nbsp;&nbsp; 5.298% | 5558000 | &nbsp;&nbsp; 5636373 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Truist Financial Corp.<sup>(n)</sup>  | Truist Financial Corp.<sup>(n)</sup>  | Truist Financial Corp.<sup>(n)</sup>  | Truist Financial Corp.<sup>(n)</sup>  | Truist Financial Corp.<sup>(n)</sup>  |
| 03/02/2027 | &nbsp;&nbsp; 1.267% |  | 280000 | &nbsp;&nbsp; 272417 |
| 10/30/2029 | &nbsp;&nbsp; 7.161% |  | 5815000 | &nbsp;&nbsp; 6257712 |
| 01/24/2030 | &nbsp;&nbsp; 5.435% |  | 2436000 | &nbsp;&nbsp; 2490821 |
| 05/20/2031 | &nbsp;&nbsp; 5.071% |  | 5575000 | &nbsp;&nbsp; 5604163 |
| 10/28/2033 | &nbsp;&nbsp; 6.123% |  | 464000 | &nbsp;&nbsp; 484561 |
| 06/08/2034 | &nbsp;&nbsp; 5.867% |  | 776000 | &nbsp;&nbsp; 795177 |
| U.S. Bancorp<sup>(m),(n)</sup>  | U.S. Bancorp<sup>(m),(n)</sup>  | U.S. Bancorp<sup>(m),(n)</sup>  | U.S. Bancorp<sup>(m),(n)</sup>  | U.S. Bancorp<sup>(m),(n)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
|  | &nbsp;&nbsp; 5.300% |  | 2980000 | &nbsp;&nbsp; 2957915 |
| UBS Group AG<sup>(a),(n)</sup>  | UBS Group AG<sup>(a),(n)</sup>  | UBS Group AG<sup>(a),(n)</sup>  | UBS Group AG<sup>(a),(n)</sup>  | UBS Group AG<sup>(a),(n)</sup>  |
| 01/30/2027 | &nbsp;&nbsp; 1.364% |  | 712000 | &nbsp;&nbsp; 695967 |
| 08/10/2027 | &nbsp;&nbsp; 1.494% |  | 460000 | &nbsp;&nbsp; 442498 |
| UniCredit SpA<sup>(a),(n)</sup>  | UniCredit SpA<sup>(a),(n)</sup>  | UniCredit SpA<sup>(a),(n)</sup>  | UniCredit SpA<sup>(a),(n)</sup>  | UniCredit SpA<sup>(a),(n)</sup>  |
| 09/22/2026 | &nbsp;&nbsp; 2.569% |  | 5195000 | &nbsp;&nbsp; 5156030 |
| US Bancorp<sup>(n)</sup>  | US Bancorp<sup>(n)</sup>  | US Bancorp<sup>(n)</sup>  | US Bancorp<sup>(n)</sup>  | US Bancorp<sup>(n)</sup>  |
| 01/23/2030 | &nbsp;&nbsp; 5.384% |  | 771000 | &nbsp;&nbsp; 788721 |
| 05/15/2031 | &nbsp;&nbsp; 5.083% |  | 4305000 | &nbsp;&nbsp; 4341821 |
| US Bank NA<sup>(n)</sup>  | US Bank NA<sup>(n)</sup>  | US Bank NA<sup>(n)</sup>  | US Bank NA<sup>(n)</sup>  | US Bank NA<sup>(n)</sup>  |
| 10/22/2027 | &nbsp;&nbsp; 4.507% |  | 6815000 | &nbsp;&nbsp; 6806298 |
| Wells Fargo & Co.<sup>(n)</sup>  | Wells Fargo & Co.<sup>(n)</sup>  | Wells Fargo & Co.<sup>(n)</sup>  | Wells Fargo & Co.<sup>(n)</sup>  | Wells Fargo & Co.<sup>(n)</sup>  |
| 08/15/2026 | &nbsp;&nbsp; 4.540% |  | 175000 | &nbsp;&nbsp; 174930 |
| 05/22/2028 | &nbsp;&nbsp; 3.584% |  | 273000 | &nbsp;&nbsp; 267608 |
| 06/02/2028 | &nbsp;&nbsp; 2.393% |  | 9378000 | &nbsp;&nbsp; 8975144 |
| 07/25/2028 | &nbsp;&nbsp; 4.808% |  | 14890000 | &nbsp;&nbsp; 14930051 |
| 07/25/2029 | &nbsp;&nbsp; 5.574% |  | 1360000 | &nbsp;&nbsp; 1395139 |
| 10/23/2029 | &nbsp;&nbsp; 6.303% |  | 5615000 | &nbsp;&nbsp; 5893982 |
| 02/11/2031 | &nbsp;&nbsp; 2.572% |  | 6775000 | &nbsp;&nbsp; 6122682 |
| 03/02/2033 | &nbsp;&nbsp; 3.350% |  | 7705000 | &nbsp;&nbsp; 6918120 |
| 07/25/2033 | &nbsp;&nbsp; 4.897% |  | 2740000 | &nbsp;&nbsp; 2693601 |
| 10/23/2034 | &nbsp;&nbsp; 6.491% |  | 233000 | &nbsp;&nbsp; 249749 |
| 01/23/2035 | &nbsp;&nbsp; 5.499% |  | 1438000 | &nbsp;&nbsp; 1446221 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% |  | 7920000 | &nbsp;&nbsp; 7770632 |
| 04/23/2036 | &nbsp;&nbsp; 5.605% |  | 10192000 | &nbsp;&nbsp; 10311929 |
| 04/30/2041 | &nbsp;&nbsp; 3.068% |  | 4650000 | &nbsp;&nbsp; 3407764 |
| Westpac New Zealand Ltd.<sup>(a)</sup>  | Westpac New Zealand Ltd.<sup>(a)</sup>  | Westpac New Zealand Ltd.<sup>(a)</sup>  | Westpac New Zealand Ltd.<sup>(a)</sup>  | Westpac New Zealand Ltd.<sup>(a)</sup>  |
| 02/26/2027 | &nbsp;&nbsp; 5.132% |  | 1331000 | &nbsp;&nbsp; 1344949 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **935022319** |
| **Brokerage/Asset Managers/Exchanges 0.4%** | **Brokerage/Asset Managers/Exchanges 0.4%** | **Brokerage/Asset Managers/Exchanges 0.4%** | **Brokerage/Asset Managers/Exchanges 0.4%** | **Brokerage/Asset Managers/Exchanges 0.4%** |
| BGC Group, Inc.<sup>(a)</sup>  | BGC Group, Inc.<sup>(a)</sup>  | BGC Group, Inc.<sup>(a)</sup>  | BGC Group, Inc.<sup>(a)</sup>  | BGC Group, Inc.<sup>(a)</sup>  |
| 04/02/2030 | &nbsp;&nbsp; 6.150% |  | 1415000 | &nbsp;&nbsp; 1415065 |
| Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. |
| 07/18/2035 | &nbsp;&nbsp; 3.750% | EUR | 2430000 | &nbsp;&nbsp; 2833783 |
| Blackstone Holdings Finance Co. LLC<sup>(a)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(a)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(a)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(a)</sup>  | Blackstone Holdings Finance Co. LLC<sup>(a)</sup>  |
| 08/05/2028 | &nbsp;&nbsp; 1.625% |  | 373000 | &nbsp;&nbsp; 340572 |
| 01/10/2030 | &nbsp;&nbsp; 2.500% |  | 130000 | &nbsp;&nbsp; 118403 |
| 01/30/2032 | &nbsp;&nbsp; 2.000% |  | 1846000 | &nbsp;&nbsp; 1522725 |
| Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. |
| 04/24/2035 | &nbsp;&nbsp; 5.795% |  | 1551000 | &nbsp;&nbsp; 1571227 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. |
| 06/02/2026 | &nbsp;&nbsp; 4.250% | 791000 | &nbsp;&nbsp; 787779 |
| Cantor Fitzgerald LP<sup>(a)</sup>  | Cantor Fitzgerald LP<sup>(a)</sup>  | Cantor Fitzgerald LP<sup>(a)</sup>  | Cantor Fitzgerald LP<sup>(a)</sup>  |
| 12/12/2028 | &nbsp;&nbsp; 7.200% | 2300000 | &nbsp;&nbsp; 2419429 |
| Charles Schwab Corp. (The)<sup>(n)</sup>  | Charles Schwab Corp. (The)<sup>(n)</sup>  | Charles Schwab Corp. (The)<sup>(n)</sup>  | Charles Schwab Corp. (The)<sup>(n)</sup>  |
| 11/17/2029 | &nbsp;&nbsp; 6.196% | 441000 | &nbsp;&nbsp; 466168 |
| CME Group, Inc. | CME Group, Inc. | CME Group, Inc. | CME Group, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 4.400% | 2010000 | &nbsp;&nbsp; 2007996 |
| Depository Trust & Clearing Corp. (The)<sup>(a),(m),(n)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(a),(m),(n)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(a),(m),(n)</sup>  | Depository Trust & Clearing Corp. (The)<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 3.375% | 673000 | &nbsp;&nbsp; 652192 |
| EQT AB<sup>(a)</sup>  | EQT AB<sup>(a)</sup>  | EQT AB<sup>(a)</sup>  | EQT AB<sup>(a)</sup>  |
| 05/08/2035 | &nbsp;&nbsp; 5.850% | 1142000 | &nbsp;&nbsp; 1139099 |
| Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 6.750% | 1015000 | &nbsp;&nbsp; 1026869 |
| Hunt Companies, Inc.<sup>(a)</sup>  | Hunt Companies, Inc.<sup>(a)</sup>  | Hunt Companies, Inc.<sup>(a)</sup>  | Hunt Companies, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.250% | 2075000 | &nbsp;&nbsp; 2015371 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. |
| 06/15/2030 | &nbsp;&nbsp; 2.100% | 1841000 | &nbsp;&nbsp; 1638657 |
| Jane Street Group/Finance, Inc.<sup>(a)</sup>  | Jane Street Group/Finance, Inc.<sup>(a)</sup>  | Jane Street Group/Finance, Inc.<sup>(a)</sup>  | Jane Street Group/Finance, Inc.<sup>(a)</sup>  |
| 05/01/2033 | &nbsp;&nbsp; 6.750% | 1280000 | &nbsp;&nbsp; 1313950 |
| Jane Street Group/JSG Finance, Inc.<sup>(a)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(a)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(a)</sup>  | Jane Street Group/JSG Finance, Inc.<sup>(a)</sup>  |
| 04/30/2031 | &nbsp;&nbsp; 7.125% | 800000 | &nbsp;&nbsp; 835518 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| 07/21/2028 | &nbsp;&nbsp; 5.875% | 3660000 | &nbsp;&nbsp; 3759370 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| 05/20/2027 | &nbsp;&nbsp; 5.700% | 834000 | &nbsp;&nbsp; 847859 |
| 03/15/2030 | &nbsp;&nbsp; 5.200% | 1259000 | &nbsp;&nbsp; 1265400 |
| 06/15/2030 | &nbsp;&nbsp; 5.150% | 5487000 | &nbsp;&nbsp; 5501802 |
| Marex Group PLC | Marex Group PLC | Marex Group PLC | Marex Group PLC |
| 05/08/2028 | &nbsp;&nbsp; 5.829% | 2900000 | &nbsp;&nbsp; 2914506 |
| 11/04/2029 | &nbsp;&nbsp; 6.404% | 3040000 | &nbsp;&nbsp; 3098120 |
| MSD Investment Corp.<sup>(a)</sup>  | MSD Investment Corp.<sup>(a)</sup>  | MSD Investment Corp.<sup>(a)</sup>  | MSD Investment Corp.<sup>(a)</sup>  |
| 05/31/2030 | &nbsp;&nbsp; 6.250% | 1245000 | &nbsp;&nbsp; 1221208 |
| National Securities Clearing Corp.<sup>(a)</sup>  | National Securities Clearing Corp.<sup>(a)</sup>  | National Securities Clearing Corp.<sup>(a)</sup>  | National Securities Clearing Corp.<sup>(a)</sup>  |
| 05/20/2030 | &nbsp;&nbsp; 4.700% | 842000 | &nbsp;&nbsp; 848157 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| 07/12/2028 | &nbsp;&nbsp; 6.070% | 7560000 | &nbsp;&nbsp; 7851169 |
| 07/14/2031 | &nbsp;&nbsp; 2.608% | 1100000 | &nbsp;&nbsp; 955311 |
| Nuveen LLC<sup>(a)</sup>  | Nuveen LLC<sup>(a)</sup>  | Nuveen LLC<sup>(a)</sup>  | Nuveen LLC<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 5.550% | 871000 | &nbsp;&nbsp; 899320 |
| Stifel Financial Corp. | Stifel Financial Corp. | Stifel Financial Corp. | Stifel Financial Corp. |
| 05/15/2030 | &nbsp;&nbsp; 4.000% | 3755000 | &nbsp;&nbsp; 3566535 |
| VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(a)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(a)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(a)</sup>  | VFH Parent LLC/Valor Co-Issuer, Inc.<sup>(a)</sup>  |
| 06/15/2031 | &nbsp;&nbsp; 7.500% | 645000 | &nbsp;&nbsp; 674214 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **55507774** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** |
| Camelot Return Merger Sub, Inc.<sup>(a)</sup>  | Camelot Return Merger Sub, Inc.<sup>(a)</sup>  | Camelot Return Merger Sub, Inc.<sup>(a)</sup>  | Camelot Return Merger Sub, Inc.<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 8.750% | 1544000 | &nbsp;&nbsp; 1367688 |
| CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC |
| 05/21/2029 | &nbsp;&nbsp; 5.200% | 980000 | &nbsp;&nbsp; 997032 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| 09/15/2029 | &nbsp;&nbsp; 3.250% | 2213000 | &nbsp;&nbsp; 2078262 |
| 06/01/2033 | &nbsp;&nbsp; 5.875% | 419000 | &nbsp;&nbsp; 430279 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 2.500% | 3005000 | &nbsp;&nbsp; 2734377 |
| 07/15/2031 | &nbsp;&nbsp; 2.400% | 375000 | &nbsp;&nbsp; 326202 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. |
| 09/18/2028 | &nbsp;&nbsp; 5.850% | 245000 | &nbsp;&nbsp; 252794 |
| Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 2190000 | &nbsp;&nbsp; 2224773 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% | 615000 | &nbsp;&nbsp; 623891 |
| Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 8.875% | 650000 | &nbsp;&nbsp; 667898 |
| Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.500% | 310000 | &nbsp;&nbsp; 315013 |
| Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 3180000 | &nbsp;&nbsp; 2983494 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15001703** |
| **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** |
| CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.375% | 100000 | &nbsp;&nbsp; 98553 |
| CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. |
| 05/01/2032 | &nbsp;&nbsp; 4.500% | 2000000 | &nbsp;&nbsp; 1820612 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% | 809000 | &nbsp;&nbsp; 845913 |
| 12/01/2061 | &nbsp;&nbsp; 4.400% | 300000 | &nbsp;&nbsp; 202042 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 01/15/2029 | &nbsp;&nbsp; 2.250% | 6496000 | &nbsp;&nbsp; 5936070 |
| 06/01/2029 | &nbsp;&nbsp; 6.100% | 4803000 | &nbsp;&nbsp; 4998803 |
| 10/23/2035 | &nbsp;&nbsp; 6.384% | 1165000 | &nbsp;&nbsp; 1196443 |
| 10/23/2045 | &nbsp;&nbsp; 6.484% | 4170000 | &nbsp;&nbsp; 4003646 |
| 04/01/2048 | &nbsp;&nbsp; 5.750% | 1360000 | &nbsp;&nbsp; 1191706 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% | 3601000 | &nbsp;&nbsp; 2779455 |
| 04/01/2051 | &nbsp;&nbsp; 3.700% | 3535000 | &nbsp;&nbsp; 2265206 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% | 1898000 | &nbsp;&nbsp; 1249985 |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 854000 | &nbsp;&nbsp; 702303 |
| 04/01/2061 | &nbsp;&nbsp; 3.850% | 289000 | &nbsp;&nbsp; 177895 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| 02/01/2030 | &nbsp;&nbsp; 2.650% | 500000 | &nbsp;&nbsp; 460671 |
| 01/15/2031 | &nbsp;&nbsp; 1.950% | 450000 | &nbsp;&nbsp; 389396 |
| 02/15/2031 | &nbsp;&nbsp; 1.500% | 484000 | &nbsp;&nbsp; 407545 |
| 06/01/2034 | &nbsp;&nbsp; 5.300% | 424000 | &nbsp;&nbsp; 427502 |
| 07/15/2036 | &nbsp;&nbsp; 3.200% | 232000 | &nbsp;&nbsp; 190326 |
| 03/01/2038 | &nbsp;&nbsp; 3.900% | 246000 | &nbsp;&nbsp; 208129 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/01/2050 | &nbsp;&nbsp; 3.450% | 1900000 | &nbsp;&nbsp; 1274311 |
| 06/01/2054 | &nbsp;&nbsp; 5.650% | 345000 | &nbsp;&nbsp; 327005 |
| 05/15/2055 | &nbsp;&nbsp; 6.050% | 1335000 | &nbsp;&nbsp; 1333501 |
| 05/15/2064 | &nbsp;&nbsp; 5.500% | 327000 | &nbsp;&nbsp; 297590 |
| Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 1.800% | 562000 | &nbsp;&nbsp; 475606 |
| 09/01/2034 | &nbsp;&nbsp; 5.450% | 10310000 | &nbsp;&nbsp; 10017588 |
| 09/01/2054 | &nbsp;&nbsp; 5.950% | 5165000 | &nbsp;&nbsp; 4684335 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.500% | 3550000 | &nbsp;&nbsp; 3362787 |
| 02/01/2028 | &nbsp;&nbsp; 5.375% | 850000 | &nbsp;&nbsp; 774181 |
| 01/31/2029 | &nbsp;&nbsp; 11.750% | 3519000 | &nbsp;&nbsp; 3301079 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% | 3041000 | &nbsp;&nbsp; 2427623 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% | 1706000 | &nbsp;&nbsp; 871125 |
| 12/01/2030 | &nbsp;&nbsp; 4.125% | 1400000 | &nbsp;&nbsp; 962046 |
| 12/01/2030 | &nbsp;&nbsp; 4.625% | 2225000 | &nbsp;&nbsp; 1028101 |
| 02/15/2031 | &nbsp;&nbsp; 3.375% | 600000 | &nbsp;&nbsp; 393821 |
| DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. |
| 07/01/2026 | &nbsp;&nbsp; 7.750% | 2039000 | &nbsp;&nbsp; 1753873 |
| 07/01/2028 | &nbsp;&nbsp; 7.375% | 600000 | &nbsp;&nbsp; 409729 |
| 06/01/2029 | &nbsp;&nbsp; 5.125% | 750000 | &nbsp;&nbsp; 491506 |
| DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% | 3200000 | &nbsp;&nbsp; 3299770 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% | 5266800 | &nbsp;&nbsp; 5296603 |
| Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 5.000% | 256000 | &nbsp;&nbsp; 253446 |
| 07/01/2029 | &nbsp;&nbsp; 5.500% | 1085000 | &nbsp;&nbsp; 1066826 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 11/15/2040 | &nbsp;&nbsp; 5.875% | 3890000 | &nbsp;&nbsp; 3630792 |
| 09/01/2041 | &nbsp;&nbsp; 5.500% | 2595000 | &nbsp;&nbsp; 2277041 |
| 09/15/2042 | &nbsp;&nbsp; 4.500% | 1770000 | &nbsp;&nbsp; 1359459 |
| Viasat, Inc.<sup>(a)</sup>  | Viasat, Inc.<sup>(a)</sup>  | Viasat, Inc.<sup>(a)</sup>  | Viasat, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.625% | 1065000 | &nbsp;&nbsp; 1048067 |
| VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% | 1250000 | &nbsp;&nbsp; 1080639 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **83050651** |
| **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** |
| Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 4.500% | 356000 | &nbsp;&nbsp; 324273 |
| 01/31/2030 | &nbsp;&nbsp; 4.500% | 907000 | &nbsp;&nbsp; 747915 |
| 01/12/2031 | &nbsp;&nbsp; 8.500% | 5224000 | &nbsp;&nbsp; 5011387 |
| Cabot Corp. | Cabot Corp. | Cabot Corp. | Cabot Corp. |
| 07/01/2029 | &nbsp;&nbsp; 4.000% | 1810000 | &nbsp;&nbsp; 1750140 |
| CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. |
| 03/15/2034 | &nbsp;&nbsp; 5.150% | 3125000 | &nbsp;&nbsp; 3032470 |
| 06/01/2043 | &nbsp;&nbsp; 4.950% | 1700000 | &nbsp;&nbsp; 1455814 |
| DowDuPont, Inc. | DowDuPont, Inc. | DowDuPont, Inc. | DowDuPont, Inc. |
| 11/15/2028 | &nbsp;&nbsp; 4.725% | 5440000 | &nbsp;&nbsp; 5504163 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. |
| 08/01/2029 | &nbsp;&nbsp; 5.000% | 2330000 | &nbsp;&nbsp; 2341371 |
| Ecolab, Inc.<sup>(c)</sup>  | Ecolab, Inc.<sup>(c)</sup>  | Ecolab, Inc.<sup>(c)</sup>  | Ecolab, Inc.<sup>(c)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 4.300% | 1245000 | &nbsp;&nbsp; 1248360 |
| FMC Corp. | FMC Corp. | FMC Corp. | FMC Corp. |
| 10/01/2029 | &nbsp;&nbsp; 3.450% | 1005000 | &nbsp;&nbsp; 925234 |
| 10/01/2049 | &nbsp;&nbsp; 4.500% | 340000 | &nbsp;&nbsp; 241465 |
| Huntsman International LLC | Huntsman International LLC | Huntsman International LLC | Huntsman International LLC |
| 06/15/2031 | &nbsp;&nbsp; 2.950% | 2160000 | &nbsp;&nbsp; 1781425 |
| International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 1.832% | 455000 | &nbsp;&nbsp; 424505 |
| 11/01/2030 | &nbsp;&nbsp; 2.300% | 5075000 | &nbsp;&nbsp; 4407990 |
| 11/15/2040 | &nbsp;&nbsp; 3.268% | 365000 | &nbsp;&nbsp; 259810 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| 03/01/2034 | &nbsp;&nbsp; 5.500% | 4025000 | &nbsp;&nbsp; 3927320 |
| 05/01/2050 | &nbsp;&nbsp; 4.200% | 1130000 | &nbsp;&nbsp; 806428 |
| Nufarm Australia Ltd./Americas, Inc.<sup>(a)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(a)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(a)</sup>  | Nufarm Australia Ltd./Americas, Inc.<sup>(a)</sup>  |
| 01/27/2030 | &nbsp;&nbsp; 5.000% | 740000 | &nbsp;&nbsp; 677446 |
| Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. |
| 11/07/2025 | &nbsp;&nbsp; 5.950% | 407000 | &nbsp;&nbsp; 408897 |
| 03/12/2032 | &nbsp;&nbsp; 5.250% | 1975000 | &nbsp;&nbsp; 1983904 |
| 12/01/2036 | &nbsp;&nbsp; 5.875% | 86000 | &nbsp;&nbsp; 87380 |
| Olin Corp.<sup>(a)</sup>  | Olin Corp.<sup>(a)</sup>  | Olin Corp.<sup>(a)</sup>  | Olin Corp.<sup>(a)</sup>  |
| 04/01/2033 | &nbsp;&nbsp; 6.625% | 1000000 | &nbsp;&nbsp; 957443 |
| Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 9.750% | 3025000 | &nbsp;&nbsp; 3170657 |
| Sasol Financing USA LLC | Sasol Financing USA LLC | Sasol Financing USA LLC | Sasol Financing USA LLC |
| 09/27/2028 | &nbsp;&nbsp; 6.500% | 2550000 | &nbsp;&nbsp; 2406027 |
| Sociedad Quimica y Minera de Chile SA<sup>(a)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(a)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(a)</sup>  | Sociedad Quimica y Minera de Chile SA<sup>(a)</sup>  |
| 09/10/2034 | &nbsp;&nbsp; 5.500% | 1825000 | &nbsp;&nbsp; 1741954 |
| Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.625% | 740000 | &nbsp;&nbsp; 617983 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **46241761** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| AGCO Corp. | AGCO Corp. | AGCO Corp. | AGCO Corp. |
| 03/21/2027 | &nbsp;&nbsp; 5.450% | 894000 | &nbsp;&nbsp; 901647 |
| Alta Equipment Group, Inc.<sup>(a)</sup>  | Alta Equipment Group, Inc.<sup>(a)</sup>  | Alta Equipment Group, Inc.<sup>(a)</sup>  | Alta Equipment Group, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 9.000% | 1300000 | &nbsp;&nbsp; 1144041 |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| 08/16/2029 | &nbsp;&nbsp; 4.375% | 700000 | &nbsp;&nbsp; 699865 |
| Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 5.200% | 5424000 | &nbsp;&nbsp; 5445057 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |
| 03/21/2028 | &nbsp;&nbsp; 4.750% | 2345000 | &nbsp;&nbsp; 2349325 |
| 01/12/2029 | &nbsp;&nbsp; 5.500% | 1212000 | &nbsp;&nbsp; 1242913 |
| 04/20/2029 | &nbsp;&nbsp; 5.100% | 1332000 | &nbsp;&nbsp; 1348510 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| H&E Equipment Services, Inc.<sup>(a)</sup>  | H&E Equipment Services, Inc.<sup>(a)</sup>  | H&E Equipment Services, Inc.<sup>(a)</sup>  | H&E Equipment Services, Inc.<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 3.875% | 4559000 | &nbsp;&nbsp; 4603177 |
| Herc Holdings Escrow, Inc.<sup>(a),(c)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(c)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(c)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(c)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 1150000 | &nbsp;&nbsp; 1184906 |
| 06/15/2033 | &nbsp;&nbsp; 7.250% | 525000 | &nbsp;&nbsp; 540104 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |
| 06/11/2029 | &nbsp;&nbsp; 4.850% | 861000 | &nbsp;&nbsp; 877781 |
| 06/10/2030 | &nbsp;&nbsp; 4.700% | 1909000 | &nbsp;&nbsp; 1927079 |
| 03/07/2031 | &nbsp;&nbsp; 4.900% | 5821000 | &nbsp;&nbsp; 5905779 |
| 09/08/2031 | &nbsp;&nbsp; 4.400% | 1079000 | &nbsp;&nbsp; 1067606 |
| Maxim Crane Works Holdings Capital LLC<sup>(a)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(a)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(a)</sup>  | Maxim Crane Works Holdings Capital LLC<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 11.500% | 975000 | &nbsp;&nbsp; 1003288 |
| Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 7.875% | 570445 | &nbsp;&nbsp; 302336 |
| Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 6.750% | 150000 | &nbsp;&nbsp; 153141 |
| Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.250% | 1050000 | &nbsp;&nbsp; 1035132 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 5.250% | 1750000 | &nbsp;&nbsp; 1739409 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **33471096** |
| **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** |
| Allied Universal Holdco LLC<sup>(a)</sup>  | Allied Universal Holdco LLC<sup>(a)</sup>  | Allied Universal Holdco LLC<sup>(a)</sup>  | Allied Universal Holdco LLC<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.875% | 835000 | &nbsp;&nbsp; 865107 |
| Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 6.000% | 1300000 | &nbsp;&nbsp; 1229966 |
| Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 1910000 | &nbsp;&nbsp; 1824599 |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 990000 | &nbsp;&nbsp; 946867 |
| Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.250% | 745000 | &nbsp;&nbsp; 701901 |
| Brink's Co. (The)<sup>(a)</sup>  | Brink's Co. (The)<sup>(a)</sup>  | Brink's Co. (The)<sup>(a)</sup>  | Brink's Co. (The)<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.500% | 540000 | &nbsp;&nbsp; 550632 |
| 06/15/2032 | &nbsp;&nbsp; 6.750% | 540000 | &nbsp;&nbsp; 553610 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| 06/15/2035 | &nbsp;&nbsp; 5.500% | 1815000 | &nbsp;&nbsp; 1788398 |
| Match Group Holdings II LLC<sup>(a)</sup>  | Match Group Holdings II LLC<sup>(a)</sup>  | Match Group Holdings II LLC<sup>(a)</sup>  | Match Group Holdings II LLC<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 3.625% | 1155000 | &nbsp;&nbsp; 1006759 |
| Raven Acquisition Holdings LLC<sup>(a)</sup>  | Raven Acquisition Holdings LLC<sup>(a)</sup>  | Raven Acquisition Holdings LLC<sup>(a)</sup>  | Raven Acquisition Holdings LLC<sup>(a)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 6.875% | 1020000 | &nbsp;&nbsp; 1017263 |
| Service Corp. International | Service Corp. International | Service Corp. International | Service Corp. International |
| 10/15/2032 | &nbsp;&nbsp; 5.750% | 645000 | &nbsp;&nbsp; 640972 |
| Uber Technologies, Inc.<sup>(a)</sup>  | Uber Technologies, Inc.<sup>(a)</sup>  | Uber Technologies, Inc.<sup>(a)</sup>  | Uber Technologies, Inc.<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 4.500% | 669000 | &nbsp;&nbsp; 659126 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 4.300% | 877000 | &nbsp;&nbsp; 865190 |
| 09/15/2034 | &nbsp;&nbsp; 4.800% | 3560000 | &nbsp;&nbsp; 3437980 |
| 09/15/2054 | &nbsp;&nbsp; 5.350% | 2116000 | &nbsp;&nbsp; 1927489 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18015859** |
| **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** |
| CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 9.500% | 695000 | &nbsp;&nbsp; 576558 |
| Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  |
| 03/31/2029 | &nbsp;&nbsp; 4.375% | 1085000 | &nbsp;&nbsp; 1018879 |
| Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. |
| 03/22/2028 | &nbsp;&nbsp; 5.050% | 579000 | &nbsp;&nbsp; 593519 |
| 05/22/2032 | &nbsp;&nbsp; 4.850% | 957000 | &nbsp;&nbsp; 961210 |
| Kronos Acquisition Holdings, Inc.<sup>(a)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(a)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(a)</sup>  | Kronos Acquisition Holdings, Inc.<sup>(a)</sup>  |
| 06/30/2032 | &nbsp;&nbsp; 10.750% | 1400000 | &nbsp;&nbsp; 935021 |
| L'Oreal SA<sup>(a)</sup>  | L'Oreal SA<sup>(a)</sup>  | L'Oreal SA<sup>(a)</sup>  | L'Oreal SA<sup>(a)</sup>  |
| 05/20/2035 | &nbsp;&nbsp; 5.000% | 3030000 | &nbsp;&nbsp; 3051213 |
| MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 6.375% | 115000 | &nbsp;&nbsp; 86805 |
| Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.500% | 760000 | &nbsp;&nbsp; 786793 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 6.375% | 480000 | &nbsp;&nbsp; 451855 |
| 05/15/2032 | &nbsp;&nbsp; 6.625% | 585000 | &nbsp;&nbsp; 541440 |
| Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  |
| 03/31/2032 | &nbsp;&nbsp; 6.500% | 155000 | &nbsp;&nbsp; 154889 |
| Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. |
| 09/30/2032 | &nbsp;&nbsp; 6.125% | 1025000 | &nbsp;&nbsp; 1021776 |
| Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 3.875% | 479000 | &nbsp;&nbsp; 383320 |
| SWF Escrow Issuer Corp.<sup>(a)</sup>  | SWF Escrow Issuer Corp.<sup>(a)</sup>  | SWF Escrow Issuer Corp.<sup>(a)</sup>  | SWF Escrow Issuer Corp.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 6.500% | 950000 | &nbsp;&nbsp; 370703 |
| Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 500000 | &nbsp;&nbsp; 470316 |
| 10/15/2031 | &nbsp;&nbsp; 3.875% | 665000 | &nbsp;&nbsp; 591806 |
| Unilever Capital Corp. | Unilever Capital Corp. | Unilever Capital Corp. | Unilever Capital Corp. |
| 08/12/2034 | &nbsp;&nbsp; 4.625% | 1405000 | &nbsp;&nbsp; 1377651 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13373754** |
| **Diversified Manufacturing 0.2%** | **Diversified Manufacturing 0.2%** | **Diversified Manufacturing 0.2%** | **Diversified Manufacturing 0.2%** |
| 3M Co. | 3M Co. | 3M Co. | 3M Co. |
| 03/15/2030 | &nbsp;&nbsp; 4.800% | 4065000 | &nbsp;&nbsp; 4096043 |
| 03/15/2035 | &nbsp;&nbsp; 5.150% | 698000 | &nbsp;&nbsp; 690445 |
| Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 4.625% | 1685000 | &nbsp;&nbsp; 1627002 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| 02/15/2030 | &nbsp;&nbsp; 2.722% | 200000 | &nbsp;&nbsp; 184079 |
| 03/15/2034 | &nbsp;&nbsp; 5.900% | 212000 | &nbsp;&nbsp; 222626 |
| Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC |
| 05/09/2030 | &nbsp;&nbsp; 4.450% | 1695000 | &nbsp;&nbsp; 1689209 |
| Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 1710000 | &nbsp;&nbsp; 1728551 |
| Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 1527000 | &nbsp;&nbsp; 1520650 |
| 03/01/2035 | &nbsp;&nbsp; 5.000% | 453000 | &nbsp;&nbsp; 449409 |
| Ingersoll Rand, Inc. | Ingersoll Rand, Inc. | Ingersoll Rand, Inc. | Ingersoll Rand, Inc. |
| 08/14/2028 | &nbsp;&nbsp; 5.400% | 481000 | &nbsp;&nbsp; 493907 |
| 06/15/2029 | &nbsp;&nbsp; 5.176% | 384000 | &nbsp;&nbsp; 391301 |
| 06/15/2034 | &nbsp;&nbsp; 5.450% | 284000 | &nbsp;&nbsp; 286654 |
| Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  |
| 05/28/2030 | &nbsp;&nbsp; 4.600% | 3210000 | &nbsp;&nbsp; 3218991 |
| Valmont Industries, Inc. | Valmont Industries, Inc. | Valmont Industries, Inc. | Valmont Industries, Inc. |
| 10/01/2054 | &nbsp;&nbsp; 5.250% | 2050000 | &nbsp;&nbsp; 1789414 |
| Wabtec Corp.<sup>(n)</sup>  | Wabtec Corp.<sup>(n)</sup>  | Wabtec Corp.<sup>(n)</sup>  | Wabtec Corp.<sup>(n)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 4.700% | 1190000 | &nbsp;&nbsp; 1193290 |
| Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  |
| 05/06/2030 | &nbsp;&nbsp; 5.350% | 2890000 | &nbsp;&nbsp; 2901545 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| 05/29/2030 | &nbsp;&nbsp; 4.900% | 1580000 | &nbsp;&nbsp; 1588955 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24072071** |
| **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** |
| AEP Texas Central Co.<sup>(a)</sup>  | AEP Texas Central Co.<sup>(a)</sup>  | AEP Texas Central Co.<sup>(a)</sup>  | AEP Texas Central Co.<sup>(a)</sup>  |
| 10/01/2025 | &nbsp;&nbsp; 3.850% | 1658000 | &nbsp;&nbsp; 1650232 |
| AEP Texas Central Co. | AEP Texas Central Co. | AEP Texas Central Co. | AEP Texas Central Co. |
| 02/15/2033 | &nbsp;&nbsp; 6.650% | 1385000 | &nbsp;&nbsp; 1471926 |
| AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. |
| 05/15/2029 | &nbsp;&nbsp; 5.450% | 1383000 | &nbsp;&nbsp; 1416052 |
| AES Corp. (The) | AES Corp. (The) | AES Corp. (The) | AES Corp. (The) |
| 01/15/2026 | &nbsp;&nbsp; 1.375% | 544000 | &nbsp;&nbsp; 531666 |
| 06/01/2028 | &nbsp;&nbsp; 5.450% | 864000 | &nbsp;&nbsp; 875287 |
| 01/15/2031 | &nbsp;&nbsp; 2.450% | 1052000 | &nbsp;&nbsp; 899946 |
| 03/15/2032 | &nbsp;&nbsp; 5.800% | 1363000 | &nbsp;&nbsp; 1351618 |
| AES Panama Generation Holdings SRL<sup>(a)</sup>  | AES Panama Generation Holdings SRL<sup>(a)</sup>  | AES Panama Generation Holdings SRL<sup>(a)</sup>  | AES Panama Generation Holdings SRL<sup>(a)</sup>  |
| 05/31/2030 | &nbsp;&nbsp; 4.375% | 948167 | &nbsp;&nbsp; 840152 |
| Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. |
| 11/15/2033 | &nbsp;&nbsp; 5.850% | 379000 | &nbsp;&nbsp; 398638 |
| Alfa Desarrollo SpA<sup>(a)</sup>  | Alfa Desarrollo SpA<sup>(a)</sup>  | Alfa Desarrollo SpA<sup>(a)</sup>  | Alfa Desarrollo SpA<sup>(a)</sup>  |
| 09/27/2051 | &nbsp;&nbsp; 4.550% | 3754576 | &nbsp;&nbsp; 2712813 |
| Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. | Algonquin Power & Utilities Corp. |
| 06/15/2026 | &nbsp;&nbsp; 5.365% | 784000 | &nbsp;&nbsp; 788140 |
| Alliant Energy Finance LLC<sup>(a)</sup>  | Alliant Energy Finance LLC<sup>(a)</sup>  | Alliant Energy Finance LLC<sup>(a)</sup>  | Alliant Energy Finance LLC<sup>(a)</sup>  |
| 06/06/2027 | &nbsp;&nbsp; 5.400% | 2755000 | &nbsp;&nbsp; 2781442 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.750% |  | 1314000 | &nbsp;&nbsp; 1340003 |
| Ameren Corp. | Ameren Corp. | Ameren Corp. | Ameren Corp. | Ameren Corp. |
| 02/15/2026 | &nbsp;&nbsp; 3.650% |  | 590000 | &nbsp;&nbsp; 585667 |
| 01/15/2029 | &nbsp;&nbsp; 5.000% |  | 2629000 | &nbsp;&nbsp; 2659823 |
| 03/15/2035 | &nbsp;&nbsp; 5.375% |  | 5410000 | &nbsp;&nbsp; 5356532 |
| American Electric Power Co., Inc.<sup>(n)</sup>  | American Electric Power Co., Inc.<sup>(n)</sup>  | American Electric Power Co., Inc.<sup>(n)</sup>  | American Electric Power Co., Inc.<sup>(n)</sup>  | American Electric Power Co., Inc.<sup>(n)</sup>  |
| 02/15/2062 | &nbsp;&nbsp; 3.875% |  | 2855000 | &nbsp;&nbsp; 2720065 |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 08/15/2025 | &nbsp;&nbsp; 5.699% |  | 5700000 | &nbsp;&nbsp; 5706156 |
| American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 2.650% |  | 2648000 | &nbsp;&nbsp; 2295657 |
| Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  |
| 09/23/2033 | &nbsp;&nbsp; 0.625% | EUR | 1200000 | &nbsp;&nbsp; 1081810 |
| Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. |
| 04/01/2034 | &nbsp;&nbsp; 5.650% |  | 6920000 | &nbsp;&nbsp; 6984866 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| 12/15/2032 | &nbsp;&nbsp; 6.350% |  | 2155000 | &nbsp;&nbsp; 2282677 |
| 08/15/2048 | &nbsp;&nbsp; 4.200% |  | 117000 | &nbsp;&nbsp; 87920 |
| Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. | Avangrid, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 3.800% |  | 452000 | &nbsp;&nbsp; 436276 |
| Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. |
| 06/01/2035 | &nbsp;&nbsp; 5.450% |  | 2560000 | &nbsp;&nbsp; 2580004 |
| Black Hills Corp. | Black Hills Corp. | Black Hills Corp. | Black Hills Corp. | Black Hills Corp. |
| 10/15/2029 | &nbsp;&nbsp; 3.050% |  | 336000 | &nbsp;&nbsp; 312203 |
| 01/15/2035 | &nbsp;&nbsp; 6.000% |  | 397000 | &nbsp;&nbsp; 404812 |
| Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% |  | 2250000 | &nbsp;&nbsp; 2207543 |
| 03/15/2028 | &nbsp;&nbsp; 5.125% |  | 575000 | &nbsp;&nbsp; 570054 |
| 02/01/2029 | &nbsp;&nbsp; 4.625% |  | 2000000 | &nbsp;&nbsp; 1948027 |
| 02/01/2031 | &nbsp;&nbsp; 5.000% |  | 4045000 | &nbsp;&nbsp; 3921056 |
| Capital Power US Holdings, Inc.<sup>(a)</sup>  | Capital Power US Holdings, Inc.<sup>(a)</sup>  | Capital Power US Holdings, Inc.<sup>(a)</sup>  | Capital Power US Holdings, Inc.<sup>(a)</sup>  | Capital Power US Holdings, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 5.257% |  | 1705000 | &nbsp;&nbsp; 1715625 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |
| 03/15/2030 | &nbsp;&nbsp; 4.800% |  | 3055000 | &nbsp;&nbsp; 3084329 |
| 03/01/2034 | &nbsp;&nbsp; 5.150% |  | 7000000 | &nbsp;&nbsp; 6953023 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 5.400% |  | 532000 | &nbsp;&nbsp; 546975 |
| CenterPoint Energy, Inc.<sup>(n)</sup>  | CenterPoint Energy, Inc.<sup>(n)</sup>  | CenterPoint Energy, Inc.<sup>(n)</sup>  | CenterPoint Energy, Inc.<sup>(n)</sup>  | CenterPoint Energy, Inc.<sup>(n)</sup>  |
| 05/15/2055 | &nbsp;&nbsp; 6.700% |  | 4165000 | &nbsp;&nbsp; 4168664 |
| Cleveland Electric Illuminating Co. (The)<sup>(a)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(a)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(a)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(a)</sup>  | Cleveland Electric Illuminating Co. (The)<sup>(a)</sup>  |
| 04/01/2028 | &nbsp;&nbsp; 3.500% |  | 3111000 | &nbsp;&nbsp; 2997199 |
| Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) | Cleveland Electric Illuminating Co. (The) |
| 12/15/2036 | &nbsp;&nbsp; 5.950% |  | 1279000 | &nbsp;&nbsp; 1306386 |
| CMS Energy Corp. | CMS Energy Corp. | CMS Energy Corp. | CMS Energy Corp. | CMS Energy Corp. |
| 02/15/2027 | &nbsp;&nbsp; 2.950% |  | 80000 | &nbsp;&nbsp; 77700 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMS Energy Corp.<sup>(n)</sup>  | CMS Energy Corp.<sup>(n)</sup>  | CMS Energy Corp.<sup>(n)</sup>  | CMS Energy Corp.<sup>(n)</sup>  | CMS Energy Corp.<sup>(n)</sup>  |
| 06/01/2050 | &nbsp;&nbsp; 4.750% |  | 1378000 | &nbsp;&nbsp; 1301439 |
| 12/01/2050 | &nbsp;&nbsp; 3.750% |  | 267000 | &nbsp;&nbsp; 233726 |
| Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. |
| 06/01/2055 | &nbsp;&nbsp; 5.950% |  | 3865000 | &nbsp;&nbsp; 3875255 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| 03/01/2035 | &nbsp;&nbsp; 5.300% |  | 94000 | &nbsp;&nbsp; 94641 |
| 06/15/2046 | &nbsp;&nbsp; 3.850% |  | 1310000 | &nbsp;&nbsp; 980833 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |
| 08/15/2026 | &nbsp;&nbsp; 2.850% |  | 750000 | &nbsp;&nbsp; 734002 |
| 05/15/2028 | &nbsp;&nbsp; 4.600% |  | 3775000 | &nbsp;&nbsp; 3784567 |
| 03/15/2035 | &nbsp;&nbsp; 5.450% |  | 5165000 | &nbsp;&nbsp; 5105091 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| 07/01/2027 | &nbsp;&nbsp; 4.950% |  | 3249000 | &nbsp;&nbsp; 3275630 |
| 03/01/2029 | &nbsp;&nbsp; 5.100% |  | 2196000 | &nbsp;&nbsp; 2226423 |
| 04/01/2030 | &nbsp;&nbsp; 5.200% |  | 1224000 | &nbsp;&nbsp; 1245476 |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| 04/15/2031 | &nbsp;&nbsp; 2.550% |  | 256000 | &nbsp;&nbsp; 228060 |
| 01/15/2053 | &nbsp;&nbsp; 5.350% |  | 2677000 | &nbsp;&nbsp; 2477851 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| 09/01/2026 | &nbsp;&nbsp; 2.650% |  | 4710000 | &nbsp;&nbsp; 4608962 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 12/15/2031 | &nbsp;&nbsp; 2.400% |  | 858000 | &nbsp;&nbsp; 746341 |
| 11/15/2033 | &nbsp;&nbsp; 5.875% |  | 1045000 | &nbsp;&nbsp; 1095980 |
| Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC |
| 10/01/2049 | &nbsp;&nbsp; 3.250% |  | 500000 | &nbsp;&nbsp; 326922 |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| 06/01/2030 | &nbsp;&nbsp; 2.125% |  | 298000 | &nbsp;&nbsp; 265843 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 03/30/2044 | &nbsp;&nbsp; 4.375% |  | 770000 | &nbsp;&nbsp; 636871 |
| 09/15/2047 | &nbsp;&nbsp; 3.600% |  | 940000 | &nbsp;&nbsp; 666955 |
| 03/15/2055 | &nbsp;&nbsp; 5.550% |  | 1081000 | &nbsp;&nbsp; 1029514 |
| Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 2.532% |  | 320000 | &nbsp;&nbsp; 279317 |
| E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  |
| 04/16/2033 | &nbsp;&nbsp; 3.500% | EUR | 2580000 | &nbsp;&nbsp; 2955683 |
| Edison International | Edison International | Edison International | Edison International | Edison International |
| 08/15/2025 | &nbsp;&nbsp; 4.700% |  | 4155000 | &nbsp;&nbsp; 4151021 |
| Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  |
| 02/20/2043 | &nbsp;&nbsp; 4.500% | EUR | 885000 | &nbsp;&nbsp; 1018060 |
| Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC |
| 06/01/2034 | &nbsp;&nbsp; 5.450% |  | 1985000 | &nbsp;&nbsp; 2011104 |
| Entergy Corp. | Entergy Corp. | Entergy Corp. | Entergy Corp. | Entergy Corp. |
| 09/15/2025 | &nbsp;&nbsp; 0.900% |  | 2780000 | &nbsp;&nbsp; 2748509 |
| 06/15/2030 | &nbsp;&nbsp; 2.800% |  | 241000 | &nbsp;&nbsp; 219133 |
| 06/15/2031 | &nbsp;&nbsp; 2.400% |  | 523000 | &nbsp;&nbsp; 455373 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| 10/01/2026 | &nbsp;&nbsp; 2.400% |  | 1978000 | &nbsp;&nbsp; 1929244 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. |
| 03/30/2029 | &nbsp;&nbsp; 4.000% |  | 252000 | &nbsp;&nbsp; 248265 |
| Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  |
| 09/05/2031 | &nbsp;&nbsp; 3.279% | EUR | 400000 | &nbsp;&nbsp; 455310 |
| 04/21/2033 | &nbsp;&nbsp; 0.741% | EUR | 1600000 | &nbsp;&nbsp; 1480281 |
| Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. |
| 03/15/2035 | &nbsp;&nbsp; 5.250% |  | 578000 | &nbsp;&nbsp; 574699 |
| Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. | Evergy Metro, Inc. |
| 06/01/2030 | &nbsp;&nbsp; 2.250% |  | 395000 | &nbsp;&nbsp; 351917 |
| Evergy Missouri West, Inc.<sup>(a)</sup>  | Evergy Missouri West, Inc.<sup>(a)</sup>  | Evergy Missouri West, Inc.<sup>(a)</sup>  | Evergy Missouri West, Inc.<sup>(a)</sup>  | Evergy Missouri West, Inc.<sup>(a)</sup>  |
| 06/01/2034 | &nbsp;&nbsp; 5.650% |  | 5200000 | &nbsp;&nbsp; 5235785 |
| Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy |
| 08/15/2025 | &nbsp;&nbsp; 0.800% |  | 544000 | &nbsp;&nbsp; 538722 |
| 08/15/2026 | &nbsp;&nbsp; 1.400% |  | 618000 | &nbsp;&nbsp; 593738 |
| 03/01/2027 | &nbsp;&nbsp; 2.900% |  | 1096000 | &nbsp;&nbsp; 1065862 |
| 07/01/2027 | &nbsp;&nbsp; 4.600% |  | 2675000 | &nbsp;&nbsp; 2678391 |
| 03/01/2028 | &nbsp;&nbsp; 5.450% |  | 841000 | &nbsp;&nbsp; 859430 |
| 02/01/2029 | &nbsp;&nbsp; 5.950% |  | 817000 | &nbsp;&nbsp; 848902 |
| 03/15/2031 | &nbsp;&nbsp; 2.550% |  | 2213000 | &nbsp;&nbsp; 1942202 |
| 05/15/2033 | &nbsp;&nbsp; 5.125% |  | 385000 | &nbsp;&nbsp; 377888 |
| 01/01/2034 | &nbsp;&nbsp; 5.500% |  | 494000 | &nbsp;&nbsp; 493051 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| 03/15/2028 | &nbsp;&nbsp; 5.150% |  | 1353000 | &nbsp;&nbsp; 1376629 |
| 03/15/2029 | &nbsp;&nbsp; 5.150% |  | 590000 | &nbsp;&nbsp; 601220 |
| 04/15/2046 | &nbsp;&nbsp; 4.450% |  | 575000 | &nbsp;&nbsp; 462317 |
| FirstEnergy Corp.<sup>(n)</sup>  | FirstEnergy Corp.<sup>(n)</sup>  | FirstEnergy Corp.<sup>(n)</sup>  | FirstEnergy Corp.<sup>(n)</sup>  | FirstEnergy Corp.<sup>(n)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 3.900% |  | 1190000 | &nbsp;&nbsp; 1172116 |
| FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 2.866% |  | 3224000 | &nbsp;&nbsp; 3049685 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| 05/15/2030 | &nbsp;&nbsp; 4.625% |  | 468000 | &nbsp;&nbsp; 471329 |
| 06/15/2034 | &nbsp;&nbsp; 5.300% |  | 667000 | &nbsp;&nbsp; 678098 |
| 03/15/2055 | &nbsp;&nbsp; 5.700% |  | 2825000 | &nbsp;&nbsp; 2782960 |
| Georgia Power Co. | Georgia Power Co. | Georgia Power Co. | Georgia Power Co. | Georgia Power Co. |
| 05/16/2028 | &nbsp;&nbsp; 4.650% |  | 472000 | &nbsp;&nbsp; 476318 |
| Gulf Power Co. | Gulf Power Co. | Gulf Power Co. | Gulf Power Co. | Gulf Power Co. |
| 10/01/2044 | &nbsp;&nbsp; 4.550% |  | 1350000 | &nbsp;&nbsp; 1098600 |
| Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. |
| 10/15/2033 | &nbsp;&nbsp; 5.700% |  | 2765000 | &nbsp;&nbsp; 2822298 |
| IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. | IPALCO Enterprises, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 4.250% |  | 1099000 | &nbsp;&nbsp; 1043421 |
| Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  |
| 01/15/2026 | &nbsp;&nbsp; 4.300% |  | 2000000 | &nbsp;&nbsp; 1992800 |
| 03/01/2032 | &nbsp;&nbsp; 2.750% |  | 176000 | &nbsp;&nbsp; 152193 |
| Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. |
| 06/01/2037 | &nbsp;&nbsp; 6.150% |  | 1985000 | &nbsp;&nbsp; 2075063 |
| Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. |
| 08/15/2025 | &nbsp;&nbsp; 3.650% |  | 665000 | &nbsp;&nbsp; 663371 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. |
| 04/15/2033 | &nbsp;&nbsp; 5.450% | 270000 | &nbsp;&nbsp; 275168 |
| Liberty Utilities Co.<sup>(a)</sup>  | Liberty Utilities Co.<sup>(a)</sup>  | Liberty Utilities Co.<sup>(a)</sup>  | Liberty Utilities Co.<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 5.577% | 1050000 | &nbsp;&nbsp; 1073153 |
| 01/31/2034 | &nbsp;&nbsp; 5.869% | 1188000 | &nbsp;&nbsp; 1193204 |
| Lightning Power LLC<sup>(a)</sup>  | Lightning Power LLC<sup>(a)</sup>  | Lightning Power LLC<sup>(a)</sup>  | Lightning Power LLC<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 7.250% | 990000 | &nbsp;&nbsp; 1037946 |
| Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. |
| 04/15/2033 | &nbsp;&nbsp; 5.450% | 270000 | &nbsp;&nbsp; 275159 |
| Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.300% | 1396000 | &nbsp;&nbsp; 1373330 |
| Monongahela Power Co.<sup>(a)</sup>  | Monongahela Power Co.<sup>(a)</sup>  | Monongahela Power Co.<sup>(a)</sup>  | Monongahela Power Co.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 3.550% | 506000 | &nbsp;&nbsp; 495600 |
| 02/15/2034 | &nbsp;&nbsp; 5.850% | 651000 | &nbsp;&nbsp; 666333 |
| Narragansett Electric Co. (The)<sup>(a)</sup>  | Narragansett Electric Co. (The)<sup>(a)</sup>  | Narragansett Electric Co. (The)<sup>(a)</sup>  | Narragansett Electric Co. (The)<sup>(a)</sup>  |
| 04/09/2030 | &nbsp;&nbsp; 3.395% | 2077000 | &nbsp;&nbsp; 1960509 |
| National Grid PLC | National Grid PLC | National Grid PLC | National Grid PLC |
| 01/11/2034 | &nbsp;&nbsp; 5.418% | 999000 | &nbsp;&nbsp; 1006299 |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. |
| 03/15/2030 | &nbsp;&nbsp; 2.400% | 931000 | &nbsp;&nbsp; 845414 |
| 02/07/2031 | &nbsp;&nbsp; 5.000% | 604000 | &nbsp;&nbsp; 612977 |
| 04/15/2032 | &nbsp;&nbsp; 2.750% | 645000 | &nbsp;&nbsp; 563098 |
| 12/15/2032 | &nbsp;&nbsp; 4.150% | 170000 | &nbsp;&nbsp; 160312 |
| 01/15/2033 | &nbsp;&nbsp; 5.800% | 110000 | &nbsp;&nbsp; 114767 |
| 08/15/2034 | &nbsp;&nbsp; 5.000% | 977000 | &nbsp;&nbsp; 963564 |
| National Rural Utilities Cooperative Finance Corp.<sup>(b)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(b)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(b)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 3.172% <br>04/30/2043<br>| &nbsp;&nbsp; 7.451% | 941000 | &nbsp;&nbsp; 936864 |
| National Rural Utilities Cooperative Finance Corp.<sup>(n)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(n)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(n)</sup>  | National Rural Utilities Cooperative Finance Corp.<sup>(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 04/20/2046 | &nbsp;&nbsp; 5.250% | 1384000 | &nbsp;&nbsp; 1366556 |
| New England Power Co.<sup>(a)</sup>  | New England Power Co.<sup>(a)</sup>  | New England Power Co.<sup>(a)</sup>  | New England Power Co.<sup>(a)</sup>  |
| 10/06/2050 | &nbsp;&nbsp; 2.807% | 3670000 | &nbsp;&nbsp; 2136148 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |
| 01/15/2027 | &nbsp;&nbsp; 1.875% | 948000 | &nbsp;&nbsp; 909801 |
| 03/15/2032 | &nbsp;&nbsp; 5.300% | 966000 | &nbsp;&nbsp; 983216 |
| 03/15/2055 | &nbsp;&nbsp; 5.900% | 2730000 | &nbsp;&nbsp; 2641242 |
| NextEra Energy Capital Holdings, Inc.<sup>(n)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(n)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(n)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(n)</sup>  |
| 08/15/2055 | &nbsp;&nbsp; 6.375% | 945000 | &nbsp;&nbsp; 948267 |
| 08/15/2055 | &nbsp;&nbsp; 6.500% | 990000 | &nbsp;&nbsp; 998702 |
| 03/15/2082 | &nbsp;&nbsp; 3.800% | 1229000 | &nbsp;&nbsp; 1165833 |
| Niagara Energy SAC<sup>(a)</sup>  | Niagara Energy SAC<sup>(a)</sup>  | Niagara Energy SAC<sup>(a)</sup>  | Niagara Energy SAC<sup>(a)</sup>  |
| 10/03/2034 | &nbsp;&nbsp; 5.746% | 675000 | &nbsp;&nbsp; 662530 |
| Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  |
| 06/27/2030 | &nbsp;&nbsp; 1.960% | 978000 | &nbsp;&nbsp; 850869 |
| 01/17/2054 | &nbsp;&nbsp; 5.664% | 287000 | &nbsp;&nbsp; 267378 |
| NorthWestern Corp.<sup>(a)</sup>  | NorthWestern Corp.<sup>(a)</sup>  | NorthWestern Corp.<sup>(a)</sup>  | NorthWestern Corp.<sup>(a)</sup>  |
| 03/21/2030 | &nbsp;&nbsp; 5.073% | 2465000 | &nbsp;&nbsp; 2488592 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NRG Energy, Inc.<sup>(a),(m),(n)</sup>  | NRG Energy, Inc.<sup>(a),(m),(n)</sup>  | NRG Energy, Inc.<sup>(a),(m),(n)</sup>  | NRG Energy, Inc.<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 10.250% | 600000 | &nbsp;&nbsp; 659059 |
| NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  |
| 12/02/2025 | &nbsp;&nbsp; 2.000% | 560000 | &nbsp;&nbsp; 550799 |
| 12/02/2027 | &nbsp;&nbsp; 2.450% | 2420000 | &nbsp;&nbsp; 2276327 |
| 02/15/2029 | &nbsp;&nbsp; 3.375% | 542000 | &nbsp;&nbsp; 506422 |
| 02/15/2032 | &nbsp;&nbsp; 3.875% | 1125000 | &nbsp;&nbsp; 1017201 |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 710000 | &nbsp;&nbsp; 705041 |
| NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. |
| 03/01/2030 | &nbsp;&nbsp; 4.850% | 1755000 | &nbsp;&nbsp; 1767387 |
| 08/15/2031 | &nbsp;&nbsp; 1.950% | 342000 | &nbsp;&nbsp; 290978 |
| 06/01/2034 | &nbsp;&nbsp; 5.400% | 295000 | &nbsp;&nbsp; 297455 |
| OGE Energy Corp. | OGE Energy Corp. | OGE Energy Corp. | OGE Energy Corp. |
| 05/15/2029 | &nbsp;&nbsp; 5.450% | 347000 | &nbsp;&nbsp; 357384 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| 07/01/2030 | &nbsp;&nbsp; 4.550% | 2723000 | &nbsp;&nbsp; 2638849 |
| 06/01/2031 | &nbsp;&nbsp; 3.250% | 2840000 | &nbsp;&nbsp; 2518495 |
| 07/01/2040 | &nbsp;&nbsp; 4.500% | 5850000 | &nbsp;&nbsp; 4801236 |
| 04/15/2042 | &nbsp;&nbsp; 4.450% | 169000 | &nbsp;&nbsp; 131707 |
| 03/15/2045 | &nbsp;&nbsp; 4.300% | 284000 | &nbsp;&nbsp; 210772 |
| 07/01/2050 | &nbsp;&nbsp; 4.950% | 545000 | &nbsp;&nbsp; 433139 |
| 03/01/2055 | &nbsp;&nbsp; 6.150% | 4195000 | &nbsp;&nbsp; 3885408 |
| PacifiCorp | PacifiCorp | PacifiCorp | PacifiCorp |
| 03/15/2051 | &nbsp;&nbsp; 3.300% | 680000 | &nbsp;&nbsp; 429488 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 05/15/2052 | &nbsp;&nbsp; 4.600% | 2500000 | &nbsp;&nbsp; 2062546 |
| Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  |
| 03/30/2026 | &nbsp;&nbsp; 5.150% | 725000 | &nbsp;&nbsp; 727437 |
| 03/15/2028 | &nbsp;&nbsp; 3.250% | 1990000 | &nbsp;&nbsp; 1917640 |
| Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. |
| 05/15/2030 | &nbsp;&nbsp; 5.150% | 1445000 | &nbsp;&nbsp; 1462532 |
| PSEG Power LLC<sup>(a)</sup>  | PSEG Power LLC<sup>(a)</sup>  | PSEG Power LLC<sup>(a)</sup>  | PSEG Power LLC<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 5.200% | 4242000 | &nbsp;&nbsp; 4282129 |
| 05/15/2035 | &nbsp;&nbsp; 5.750% | 1419000 | &nbsp;&nbsp; 1430245 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 2815000 | &nbsp;&nbsp; 2502464 |
| 05/15/2055 | &nbsp;&nbsp; 5.850% | 3205000 | &nbsp;&nbsp; 3090626 |
| Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma |
| 01/15/2035 | &nbsp;&nbsp; 5.200% | 4035000 | &nbsp;&nbsp; 3941599 |
| Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. |
| 03/01/2034 | &nbsp;&nbsp; 5.200% | 501000 | &nbsp;&nbsp; 506765 |
| Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. |
| 08/15/2025 | &nbsp;&nbsp; 0.800% | 454000 | &nbsp;&nbsp; 450096 |
| 11/15/2027 | &nbsp;&nbsp; 5.850% | 735000 | &nbsp;&nbsp; 757662 |
| 04/01/2029 | &nbsp;&nbsp; 5.200% | 1219000 | &nbsp;&nbsp; 1244463 |
| 03/15/2030 | &nbsp;&nbsp; 4.900% | 814000 | &nbsp;&nbsp; 819395 |
| 08/15/2030 | &nbsp;&nbsp; 1.600% | 322000 | &nbsp;&nbsp; 274876 |
| 11/15/2031 | &nbsp;&nbsp; 2.450% | 964000 | &nbsp;&nbsp; 833582 |
| 03/15/2035 | &nbsp;&nbsp; 5.400% | 352000 | &nbsp;&nbsp; 350602 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  |
| 09/04/2032 | &nbsp;&nbsp; 3.375% | EUR | 640000 | &nbsp;&nbsp; 725702 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| 03/01/2028 | &nbsp;&nbsp; 5.300% |  | 3740000 | &nbsp;&nbsp; 3778939 |
| Southern Co. (The) | Southern Co. (The) | Southern Co. (The) | Southern Co. (The) | Southern Co. (The) |
| 07/01/2036 | &nbsp;&nbsp; 4.250% |  | 595000 | &nbsp;&nbsp; 536196 |
| Southern Co. (The)<sup>(n)</sup>  | Southern Co. (The)<sup>(n)</sup>  | Southern Co. (The)<sup>(n)</sup>  | Southern Co. (The)<sup>(n)</sup>  | Southern Co. (The)<sup>(n)</sup>  |
| 09/15/2051 | &nbsp;&nbsp; 3.750% |  | 921000 | &nbsp;&nbsp; 900185 |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 08/01/2027 | &nbsp;&nbsp; 5.113% |  | 765000 | &nbsp;&nbsp; 773706 |
| Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. |
| 03/15/2026 | &nbsp;&nbsp; 1.650% |  | 900000 | &nbsp;&nbsp; 878484 |
| 10/01/2026 | &nbsp;&nbsp; 2.750% |  | 6450000 | &nbsp;&nbsp; 6289244 |
| 04/01/2033 | &nbsp;&nbsp; 5.300% |  | 384000 | &nbsp;&nbsp; 379778 |
| Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.300% |  | 9343000 | &nbsp;&nbsp; 9185639 |
| 06/01/2054 | &nbsp;&nbsp; 6.000% |  | 165000 | &nbsp;&nbsp; 161733 |
| System Energy Resources, Inc. | System Energy Resources, Inc. | System Energy Resources, Inc. | System Energy Resources, Inc. | System Energy Resources, Inc. |
| 12/15/2034 | &nbsp;&nbsp; 5.300% |  | 2715000 | &nbsp;&nbsp; 2659384 |
| Toledo Edison Co. (The) | Toledo Edison Co. (The) | Toledo Edison Co. (The) | Toledo Edison Co. (The) | Toledo Edison Co. (The) |
| 05/15/2037 | &nbsp;&nbsp; 6.150% |  | 951000 | &nbsp;&nbsp; 1012187 |
| Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. |
| 09/15/2034 | &nbsp;&nbsp; 5.200% |  | 1002000 | &nbsp;&nbsp; 989166 |
| 06/15/2050 | &nbsp;&nbsp; 4.000% |  | 2690000 | &nbsp;&nbsp; 1967737 |
| Virginia Electric & Power Co. | Virginia Electric & Power Co. | Virginia Electric & Power Co. | Virginia Electric & Power Co. | Virginia Electric & Power Co. |
| 03/15/2027 | &nbsp;&nbsp; 3.500% |  | 1187000 | &nbsp;&nbsp; 1172399 |
| Vistra Corp.<sup>(a),(m),(n)</sup>  | Vistra Corp.<sup>(a),(m),(n)</sup>  | Vistra Corp.<sup>(a),(m),(n)</sup>  | Vistra Corp.<sup>(a),(m),(n)</sup>  | Vistra Corp.<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 7.000% |  | 2150000 | &nbsp;&nbsp; 2176006 |
|  | &nbsp;&nbsp; 8.000% |  | 4650000 | &nbsp;&nbsp; 4760244 |
|  | &nbsp;&nbsp; 8.875% |  | 1650000 | &nbsp;&nbsp; 1774280 |
| Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 5.625% |  | 2075000 | &nbsp;&nbsp; 2074615 |
| 07/31/2027 | &nbsp;&nbsp; 5.000% |  | 2000000 | &nbsp;&nbsp; 1995001 |
| 05/01/2029 | &nbsp;&nbsp; 4.375% |  | 1070000 | &nbsp;&nbsp; 1034626 |
| Vistra Operations Co., LLC<sup>(a)</sup>  | Vistra Operations Co., LLC<sup>(a)</sup>  | Vistra Operations Co., LLC<sup>(a)</sup>  | Vistra Operations Co., LLC<sup>(a)</sup>  | Vistra Operations Co., LLC<sup>(a)</sup>  |
| 01/30/2027 | &nbsp;&nbsp; 3.700% |  | 885000 | &nbsp;&nbsp; 868486 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. |
| 09/27/2025 | &nbsp;&nbsp; 5.000% |  | 249000 | &nbsp;&nbsp; 249079 |
| 10/01/2027 | &nbsp;&nbsp; 5.150% |  | 350000 | &nbsp;&nbsp; 354746 |
| 10/15/2027 | &nbsp;&nbsp; 1.375% |  | 898000 | &nbsp;&nbsp; 835293 |
| 12/15/2028 | &nbsp;&nbsp; 2.200% |  | 540000 | &nbsp;&nbsp; 498508 |
| Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. |
| 06/15/2028 | &nbsp;&nbsp; 1.700% |  | 558000 | &nbsp;&nbsp; 518160 |
| Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. |
| 03/30/2034 | &nbsp;&nbsp; 5.375% |  | 4367000 | &nbsp;&nbsp; 4373423 |
| Wisconsin Public Service Corp. | Wisconsin Public Service Corp. | Wisconsin Public Service Corp. | Wisconsin Public Service Corp. | Wisconsin Public Service Corp. |
| 12/01/2029 | &nbsp;&nbsp; 4.550% |  | 1655000 | &nbsp;&nbsp; 1667252 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Xcel Energy, Inc. | Xcel Energy, Inc. | Xcel Energy, Inc. | Xcel Energy, Inc. |
| 03/21/2028 | &nbsp;&nbsp; 4.750% | 1165000 | &nbsp;&nbsp; 1170741 |
| 04/15/2035 | &nbsp;&nbsp; 5.600% | 993000 | &nbsp;&nbsp; 993147 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **305278374** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 710000 | &nbsp;&nbsp; 736925 |
| Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 7.000% | 1040000 | &nbsp;&nbsp; 1068764 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1805689** |
| **Finance Companies 0.8%** | **Finance Companies 0.8%** | **Finance Companies 0.8%** | **Finance Companies 0.8%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 10/01/2025 | &nbsp;&nbsp; 4.450% | 1889000 | &nbsp;&nbsp; 1886392 |
| 10/29/2026 | &nbsp;&nbsp; 2.450% | 445000 | &nbsp;&nbsp; 431171 |
| 10/29/2028 | &nbsp;&nbsp; 3.000% | 5655000 | &nbsp;&nbsp; 5338355 |
| 12/15/2031 | &nbsp;&nbsp; 5.375% | 1460000 | &nbsp;&nbsp; 1470778 |
| Air Lease Corp. | Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |
| 07/01/2025 | &nbsp;&nbsp; 3.375% | 2750000 | &nbsp;&nbsp; 2746074 |
| 01/15/2026 | &nbsp;&nbsp; 2.875% | 2075000 | &nbsp;&nbsp; 2050454 |
| 12/01/2027 | &nbsp;&nbsp; 3.625% | 465000 | &nbsp;&nbsp; 454948 |
| 07/15/2031 | &nbsp;&nbsp; 5.200% | 927000 | &nbsp;&nbsp; 937340 |
| Aircastle Ltd.<sup>(a)</sup>  | Aircastle Ltd.<sup>(a)</sup>  | Aircastle Ltd.<sup>(a)</sup>  | Aircastle Ltd.<sup>(a)</sup>  |
| 01/26/2028 | &nbsp;&nbsp; 2.850% | 3335000 | &nbsp;&nbsp; 3149404 |
| 07/18/2028 | &nbsp;&nbsp; 6.500% | 1725000 | &nbsp;&nbsp; 1788236 |
| Apollo Debt Solutions BDC<sup>(a)</sup>  | Apollo Debt Solutions BDC<sup>(a)</sup>  | Apollo Debt Solutions BDC<sup>(a)</sup>  | Apollo Debt Solutions BDC<sup>(a)</sup>  |
| 03/15/2032 | &nbsp;&nbsp; 6.550% | 2650000 | &nbsp;&nbsp; 2676438 |
| Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. |
| 03/08/2032 | &nbsp;&nbsp; 5.800% | 2830000 | &nbsp;&nbsp; 2787031 |
| Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund |
| 03/15/2028 | &nbsp;&nbsp; 5.700% | 2810000 | &nbsp;&nbsp; 2812526 |
| Aviation Capital Group LLC<sup>(a)</sup>  | Aviation Capital Group LLC<sup>(a)</sup>  | Aviation Capital Group LLC<sup>(a)</sup>  | Aviation Capital Group LLC<sup>(a)</sup>  |
| 04/10/2030 | &nbsp;&nbsp; 5.125% | 2885000 | &nbsp;&nbsp; 2869173 |
| Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  |
| 11/18/2027 | &nbsp;&nbsp; 2.528% | 2283000 | &nbsp;&nbsp; 2149973 |
| 01/15/2028 | &nbsp;&nbsp; 4.950% | 4950000 | &nbsp;&nbsp; 4930316 |
| Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. | Bain Capital Specialty Finance, Inc. |
| 10/13/2026 | &nbsp;&nbsp; 2.550% | 2935000 | &nbsp;&nbsp; 2819295 |
| 03/15/2030 | &nbsp;&nbsp; 5.950% | 1030000 | &nbsp;&nbsp; 1014361 |
| Blackstone Secured Lending Fund | Blackstone Secured Lending Fund | Blackstone Secured Lending Fund | Blackstone Secured Lending Fund |
| 04/13/2028 | &nbsp;&nbsp; 5.350% | 1140000 | &nbsp;&nbsp; 1142355 |
| 06/30/2030 | &nbsp;&nbsp; 5.300% | 2170000 | &nbsp;&nbsp; 2132539 |
| Blue Owl Capital Corp II | Blue Owl Capital Corp II | Blue Owl Capital Corp II | Blue Owl Capital Corp II |
| 11/15/2026 | &nbsp;&nbsp; 8.450% | 1805000 | &nbsp;&nbsp; 1873542 |
| Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. |
| 06/13/2028 | &nbsp;&nbsp; 7.950% | 1160000 | &nbsp;&nbsp; 1227352 |
| 09/15/2029 | &nbsp;&nbsp; 6.600% | 1410000 | &nbsp;&nbsp; 1441701 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II | Blue Owl Technology Finance Corp. II |
| 04/04/2029 | &nbsp;&nbsp; 6.750% | 3005000 | &nbsp;&nbsp; 3025016 |
| FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  |
| 01/01/2030 | &nbsp;&nbsp; 5.625% | 1500000 | &nbsp;&nbsp; 1490008 |
| Freedom Mortgage Corp.<sup>(a)</sup>  | Freedom Mortgage Corp.<sup>(a)</sup>  | Freedom Mortgage Corp.<sup>(a)</sup>  | Freedom Mortgage Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 12.000% | 450000 | &nbsp;&nbsp; 483296 |
| Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 9.125% | 1005000 | &nbsp;&nbsp; 1024560 |
| 04/01/2032 | &nbsp;&nbsp; 8.375% | 740000 | &nbsp;&nbsp; 733186 |
| FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. |
| 01/15/2029 | &nbsp;&nbsp; 7.875% | 2310000 | &nbsp;&nbsp; 2418916 |
| 01/15/2030 | &nbsp;&nbsp; 6.125% | 2785000 | &nbsp;&nbsp; 2743048 |
| GATX Corp. | GATX Corp. | GATX Corp. | GATX Corp. |
| 03/15/2027 | &nbsp;&nbsp; 5.400% | 1715000 | &nbsp;&nbsp; 1733755 |
| 06/30/2030 | &nbsp;&nbsp; 4.000% | 559000 | &nbsp;&nbsp; 535437 |
| 06/05/2054 | &nbsp;&nbsp; 6.050% | 308000 | &nbsp;&nbsp; 299572 |
| Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. |
| 08/24/2026 | &nbsp;&nbsp; 2.500% | 4100000 | &nbsp;&nbsp; 3969960 |
| 07/15/2029 | &nbsp;&nbsp; 6.000% | 310000 | &nbsp;&nbsp; 313773 |
| Hercules Capital, Inc. | Hercules Capital, Inc. | Hercules Capital, Inc. | Hercules Capital, Inc. |
| 01/20/2027 | &nbsp;&nbsp; 3.375% | 3675000 | &nbsp;&nbsp; 3544145 |
| HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund |
| 01/14/2028 | &nbsp;&nbsp; 5.450% | 4195000 | &nbsp;&nbsp; 4192783 |
| 09/30/2029 | &nbsp;&nbsp; 6.250% | 50000 | &nbsp;&nbsp; 50763 |
| Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  |
| 03/27/2028 | &nbsp;&nbsp; 5.200% | 2790000 | &nbsp;&nbsp; 2799224 |
| Main Street Capital Corp. | Main Street Capital Corp. | Main Street Capital Corp. | Main Street Capital Corp. |
| 07/14/2026 | &nbsp;&nbsp; 3.000% | 1795000 | &nbsp;&nbsp; 1743562 |
| 06/04/2027 | &nbsp;&nbsp; 6.500% | 2330000 | &nbsp;&nbsp; 2373952 |
| Midcap Financial Issuer Trust<sup>(a)</sup>  | Midcap Financial Issuer Trust<sup>(a)</sup>  | Midcap Financial Issuer Trust<sup>(a)</sup>  | Midcap Financial Issuer Trust<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 6.500% | 720000 | &nbsp;&nbsp; 700203 |
| Mitsubishi HC Finance America LLC<sup>(a)</sup>  | Mitsubishi HC Finance America LLC<sup>(a)</sup>  | Mitsubishi HC Finance America LLC<sup>(a)</sup>  | Mitsubishi HC Finance America LLC<sup>(a)</sup>  |
| 10/24/2029 | &nbsp;&nbsp; 5.150% | 5560000 | &nbsp;&nbsp; 5612719 |
| Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund | Morgan Stanley Direct Lending Fund |
| 05/19/2030 | &nbsp;&nbsp; 6.000% | 1795000 | &nbsp;&nbsp; 1800900 |
| Nationstar Mortgage Holdings Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 5.500% | 1050000 | &nbsp;&nbsp; 1048216 |
| Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.500% | 1315000 | &nbsp;&nbsp; 1339900 |
| 12/15/2030 | &nbsp;&nbsp; 5.125% | 800000 | &nbsp;&nbsp; 800461 |
| 11/15/2031 | &nbsp;&nbsp; 5.750% | 1300000 | &nbsp;&nbsp; 1305588 |
| New Mountain Finance Corp. | New Mountain Finance Corp. | New Mountain Finance Corp. | New Mountain Finance Corp. |
| 10/15/2027 | &nbsp;&nbsp; 6.200% | 1490000 | &nbsp;&nbsp; 1497469 |
| 02/01/2029 | &nbsp;&nbsp; 6.875% | 1265000 | &nbsp;&nbsp; 1276785 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 2345000 | &nbsp;&nbsp; 2371372 |
| Owl Rock Capital Corp. | Owl Rock Capital Corp. | Owl Rock Capital Corp. | Owl Rock Capital Corp. |
| 07/22/2025 | &nbsp;&nbsp; 3.750% | 1075000 | &nbsp;&nbsp; 1071567 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Owl Rock Technology Finance Corp.<sup>(a)</sup>  | Owl Rock Technology Finance Corp.<sup>(a)</sup>  | Owl Rock Technology Finance Corp.<sup>(a)</sup>  | Owl Rock Technology Finance Corp.<sup>(a)</sup>  | Owl Rock Technology Finance Corp.<sup>(a)</sup>  |
| 12/15/2025 | &nbsp;&nbsp; 4.750% |  | 1280000 | &nbsp;&nbsp; 1274074 |
| PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 4.250% |  | 1900000 | &nbsp;&nbsp; 1806275 |
| 09/15/2031 | &nbsp;&nbsp; 5.750% |  | 1825000 | &nbsp;&nbsp; 1759922 |
| Sixth Street Lending Partners | Sixth Street Lending Partners | Sixth Street Lending Partners | Sixth Street Lending Partners | Sixth Street Lending Partners |
| 03/11/2029 | &nbsp;&nbsp; 6.500% |  | 2985000 | &nbsp;&nbsp; 3063551 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **110333712** |
| **Food and Beverage 0.7%** | **Food and Beverage 0.7%** | **Food and Beverage 0.7%** | **Food and Beverage 0.7%** | **Food and Beverage 0.7%** |
| Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| 02/01/2046 | &nbsp;&nbsp; 4.900% |  | 6328000 | &nbsp;&nbsp; 5702428 |
| Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  |
| 03/22/2044 | &nbsp;&nbsp; 3.950% | EUR | 2420000 | &nbsp;&nbsp; 2723673 |
| Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. |
| 04/15/2038 | &nbsp;&nbsp; 4.375% |  | 532000 | &nbsp;&nbsp; 483274 |
| B&G Foods, Inc. | B&G Foods, Inc. | B&G Foods, Inc. | B&G Foods, Inc. | B&G Foods, Inc. |
| 09/15/2027 | &nbsp;&nbsp; 5.250% |  | 1075000 | &nbsp;&nbsp; 941784 |
| Bacardi-Martini BV<sup>(a)</sup>  | Bacardi-Martini BV<sup>(a)</sup>  | Bacardi-Martini BV<sup>(a)</sup>  | Bacardi-Martini BV<sup>(a)</sup>  | Bacardi-Martini BV<sup>(a)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 5.550% |  | 5950000 | &nbsp;&nbsp; 6061572 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| 09/17/2029 | &nbsp;&nbsp; 4.200% |  | 817000 | &nbsp;&nbsp; 806376 |
| Campbell Soup Co. | Campbell Soup Co. | Campbell Soup Co. | Campbell Soup Co. | Campbell Soup Co. |
| 03/21/2029 | &nbsp;&nbsp; 5.200% |  | 967000 | &nbsp;&nbsp; 983780 |
| Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  |
| 04/23/2030 | &nbsp;&nbsp; 2.125% |  | 519000 | &nbsp;&nbsp; 464835 |
| 02/02/2031 | &nbsp;&nbsp; 1.700% |  | 571000 | &nbsp;&nbsp; 487155 |
| 02/11/2035 | &nbsp;&nbsp; 5.125% |  | 4222000 | &nbsp;&nbsp; 4178226 |
| Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. | Coca-Cola Consolidated, Inc. |
| 06/01/2029 | &nbsp;&nbsp; 5.250% |  | 971000 | &nbsp;&nbsp; 993123 |
| Fiesta Purchaser, Inc.<sup>(a)</sup>  | Fiesta Purchaser, Inc.<sup>(a)</sup>  | Fiesta Purchaser, Inc.<sup>(a)</sup>  | Fiesta Purchaser, Inc.<sup>(a)</sup>  | Fiesta Purchaser, Inc.<sup>(a)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 7.875% |  | 640000 | &nbsp;&nbsp; 672449 |
| General Mills, Inc. | General Mills, Inc. | General Mills, Inc. | General Mills, Inc. | General Mills, Inc. |
| 01/30/2030 | &nbsp;&nbsp; 4.875% |  | 2545000 | &nbsp;&nbsp; 2567531 |
| Hershey Co. (The) | Hershey Co. (The) | Hershey Co. (The) | Hershey Co. (The) | Hershey Co. (The) |
| 02/24/2032 | &nbsp;&nbsp; 4.950% |  | 2189000 | &nbsp;&nbsp; 2216810 |
| JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. |
| 02/01/2028 | &nbsp;&nbsp; 5.125% |  | 2025000 | &nbsp;&nbsp; 2046619 |
| 04/01/2033 | &nbsp;&nbsp; 5.750% |  | 2810000 | &nbsp;&nbsp; 2850205 |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 03/15/2034 | &nbsp;&nbsp; 6.750% |  | 2364000 | &nbsp;&nbsp; 2539665 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 12/01/2031 | &nbsp;&nbsp; 3.750% |  | 1500000 | &nbsp;&nbsp; 1376479 |
| 05/15/2032 | &nbsp;&nbsp; 3.000% |  | 335000 | &nbsp;&nbsp; 288239 |
| 12/01/2052 | &nbsp;&nbsp; 6.500% |  | 1399000 | &nbsp;&nbsp; 1415659 |
| JBS USA LUX SA/Food Co./Luxembourg SARL | JBS USA LUX SA/Food Co./Luxembourg SARL | JBS USA LUX SA/Food Co./Luxembourg SARL | JBS USA LUX SA/Food Co./Luxembourg SARL | JBS USA LUX SA/Food Co./Luxembourg SARL |
| 02/02/2052 | &nbsp;&nbsp; 4.375% |  | 1340000 | &nbsp;&nbsp; 1010578 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 4.600% |  | 1174000 | &nbsp;&nbsp; 1168468 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| 03/15/2032 | &nbsp;&nbsp; 5.200% |  | 471000 | &nbsp;&nbsp; 472084 |
| 03/15/2035 | &nbsp;&nbsp; 5.400% |  | 4605000 | &nbsp;&nbsp; 4555719 |
| Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 4.125% |  | 1725000 | &nbsp;&nbsp; 1627379 |
| 01/31/2032 | &nbsp;&nbsp; 4.375% |  | 575000 | &nbsp;&nbsp; 530688 |
| Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 5.000% |  | 905000 | &nbsp;&nbsp; 908521 |
| 03/01/2035 | &nbsp;&nbsp; 5.200% |  | 1581000 | &nbsp;&nbsp; 1576361 |
| 05/01/2045 | &nbsp;&nbsp; 5.650% |  | 1081000 | &nbsp;&nbsp; 1061176 |
| 05/01/2055 | &nbsp;&nbsp; 5.700% |  | 1081000 | &nbsp;&nbsp; 1050723 |
| Minerva Luxembourg SA<sup>(a)</sup>  | Minerva Luxembourg SA<sup>(a)</sup>  | Minerva Luxembourg SA<sup>(a)</sup>  | Minerva Luxembourg SA<sup>(a)</sup>  | Minerva Luxembourg SA<sup>(a)</sup>  |
| 09/13/2033 | &nbsp;&nbsp; 8.875% |  | 3800000 | &nbsp;&nbsp; 4078840 |
| Mondelez International, Inc. | Mondelez International, Inc. | Mondelez International, Inc. | Mondelez International, Inc. | Mondelez International, Inc. |
| 04/13/2030 | &nbsp;&nbsp; 2.750% |  | 540000 | &nbsp;&nbsp; 495368 |
| 05/06/2030 | &nbsp;&nbsp; 4.500% |  | 326000 | &nbsp;&nbsp; 322942 |
| 03/06/2035 | &nbsp;&nbsp; 2.375% | EUR | 1420000 | &nbsp;&nbsp; 1442873 |
| 05/06/2035 | &nbsp;&nbsp; 5.125% |  | 341000 | &nbsp;&nbsp; 335807 |
| Pernod Ricard SA<sup>(a)</sup>  | Pernod Ricard SA<sup>(a)</sup>  | Pernod Ricard SA<sup>(a)</sup>  | Pernod Ricard SA<sup>(a)</sup>  | Pernod Ricard SA<sup>(a)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 3.750% | EUR | 1500000 | &nbsp;&nbsp; 1727555 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| 04/15/2031 | &nbsp;&nbsp; 4.250% |  | 2000000 | &nbsp;&nbsp; 1896679 |
| 03/01/2032 | &nbsp;&nbsp; 3.500% |  | 6479000 | &nbsp;&nbsp; 5739121 |
| 05/15/2034 | &nbsp;&nbsp; 6.875% |  | 4250000 | &nbsp;&nbsp; 4583298 |
| Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 5.500% |  | 1525000 | &nbsp;&nbsp; 1505762 |
| 04/15/2030 | &nbsp;&nbsp; 4.625% |  | 1349000 | &nbsp;&nbsp; 1278868 |
| 03/01/2033 | &nbsp;&nbsp; 6.375% |  | 1755000 | &nbsp;&nbsp; 1744355 |
| Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  |
| 04/30/2029 | &nbsp;&nbsp; 4.375% |  | 740000 | &nbsp;&nbsp; 710381 |
| Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 4.625% |  | 740000 | &nbsp;&nbsp; 689041 |
| Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  |
| 02/01/2027 | &nbsp;&nbsp; 4.250% |  | 2500000 | &nbsp;&nbsp; 2467986 |
| 10/15/2030 | &nbsp;&nbsp; 3.000% |  | 2020000 | &nbsp;&nbsp; 1777885 |
| Suntory Holdings, Ltd.<sup>(a)</sup>  | Suntory Holdings, Ltd.<sup>(a)</sup>  | Suntory Holdings, Ltd.<sup>(a)</sup>  | Suntory Holdings, Ltd.<sup>(a)</sup>  | Suntory Holdings, Ltd.<sup>(a)</sup>  |
| 06/11/2029 | &nbsp;&nbsp; 5.124% |  | 2100000 | &nbsp;&nbsp; 2133109 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. |
| 09/23/2030 | &nbsp;&nbsp; 5.100% |  | 3835000 | &nbsp;&nbsp; 3889096 |
| 03/23/2035 | &nbsp;&nbsp; 5.400% |  | 497000 | &nbsp;&nbsp; 496745 |
| Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. | Tyson Foods, Inc. |
| 03/15/2029 | &nbsp;&nbsp; 5.400% |  | 648000 | &nbsp;&nbsp; 665150 |
| US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 7.250% |  | 675000 | &nbsp;&nbsp; 706293 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **92448733** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** |
| Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  |
| 10/20/2035 | &nbsp;&nbsp; 5.580% |  | 1050818 | &nbsp;&nbsp; 1045126 |
| **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** |
| Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 4.625% |  | 3000000 | &nbsp;&nbsp; 2801506 |
| CCM Merger, Inc.<sup>(a)</sup>  | CCM Merger, Inc.<sup>(a)</sup>  | CCM Merger, Inc.<sup>(a)</sup>  | CCM Merger, Inc.<sup>(a)</sup>  | CCM Merger, Inc.<sup>(a)</sup>  |
| 05/01/2026 | &nbsp;&nbsp; 6.375% |  | 1225000 | &nbsp;&nbsp; 1225309 |
| FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  |
| 11/21/2033 | &nbsp;&nbsp; 3.375% | EUR | 1600000 | &nbsp;&nbsp; 1787449 |
| GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. |
| 04/15/2026 | &nbsp;&nbsp; 5.375% |  | 125000 | &nbsp;&nbsp; 124759 |
| 01/15/2029 | &nbsp;&nbsp; 5.300% |  | 205000 | &nbsp;&nbsp; 205468 |
| 01/15/2030 | &nbsp;&nbsp; 4.000% |  | 555000 | &nbsp;&nbsp; 524526 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% |  | 510000 | &nbsp;&nbsp; 474070 |
| Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 8.750% |  | 175000 | &nbsp;&nbsp; 169947 |
| Jacobs Entertainment, Inc.<sup>(a)</sup>  | Jacobs Entertainment, Inc.<sup>(a)</sup>  | Jacobs Entertainment, Inc.<sup>(a)</sup>  | Jacobs Entertainment, Inc.<sup>(a)</sup>  | Jacobs Entertainment, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 6.750% |  | 1675000 | &nbsp;&nbsp; 1595512 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% |  | 4705000 | &nbsp;&nbsp; 4716251 |
| 06/14/2030 | &nbsp;&nbsp; 6.000% |  | 2970000 | &nbsp;&nbsp; 3001868 |
| Lottomatica Group SpA<sup>(a)</sup>  | Lottomatica Group SpA<sup>(a)</sup>  | Lottomatica Group SpA<sup>(a)</sup>  | Lottomatica Group SpA<sup>(a)</sup>  | Lottomatica Group SpA<sup>(a)</sup>  |
| 01/31/2031 | &nbsp;&nbsp; 4.875% | EUR | 985000 | &nbsp;&nbsp; 1145522 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 09/01/2026 | &nbsp;&nbsp; 4.625% |  | 188000 | &nbsp;&nbsp; 187317 |
| 04/15/2027 | &nbsp;&nbsp; 5.500% |  | 1500000 | &nbsp;&nbsp; 1502217 |
| 10/15/2028 | &nbsp;&nbsp; 4.750% |  | 1575000 | &nbsp;&nbsp; 1540532 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% |  | 1620000 | &nbsp;&nbsp; 1616587 |
| Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup>  | Premier Entertainment Sub LLC/Finance Corp.<sup>(a)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 5.875% |  | 2575000 | &nbsp;&nbsp; 1526668 |
| Sands China Ltd. | Sands China Ltd. | Sands China Ltd. | Sands China Ltd. | Sands China Ltd. |
| 08/08/2028 | &nbsp;&nbsp; 5.400% |  | 382000 | &nbsp;&nbsp; 381104 |
| Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 6.625% |  | 1065000 | &nbsp;&nbsp; 1011683 |
| Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  |
| 03/15/2032 | &nbsp;&nbsp; 6.625% |  | 1370000 | &nbsp;&nbsp; 1373940 |
| VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP |
| 04/01/2028 | &nbsp;&nbsp; 4.750% |  | 2065000 | &nbsp;&nbsp; 2064058 |
| 05/15/2052 | &nbsp;&nbsp; 5.625% |  | 1110000 | &nbsp;&nbsp; 992288 |
| VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 4.500% |  | 1915000 | &nbsp;&nbsp; 1903807 |
| 02/01/2027 | &nbsp;&nbsp; 5.750% |  | 475000 | &nbsp;&nbsp; 479902 |
| 02/15/2027 | &nbsp;&nbsp; 3.750% |  | 2000000 | &nbsp;&nbsp; 1960645 |
| 02/15/2029 | &nbsp;&nbsp; 3.875% |  | 410000 | &nbsp;&nbsp; 393391 |
| 08/15/2030 | &nbsp;&nbsp; 4.125% |  | 249000 | &nbsp;&nbsp; 234811 |
| Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% |  | 2664000 | &nbsp;&nbsp; 2750439 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  |
| 01/15/2026 | &nbsp;&nbsp; 5.500% |  | 1400000 | &nbsp;&nbsp; 1393484 |
| Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.125% |  | 1000000 | &nbsp;&nbsp; 976133 |
| 03/15/2033 | &nbsp;&nbsp; 6.250% |  | 2195000 | &nbsp;&nbsp; 2171435 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **42232628** |
| **Health Care 1.4%** | **Health Care 1.4%** | **Health Care 1.4%** | **Health Care 1.4%** | **Health Care 1.4%** |
| AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 6.125% |  | 1470000 | &nbsp;&nbsp; 1454064 |
| 08/01/2029 | &nbsp;&nbsp; 4.625% |  | 925000 | &nbsp;&nbsp; 854801 |
| American Medical Systems Europe BV | American Medical Systems Europe BV | American Medical Systems Europe BV | American Medical Systems Europe BV | American Medical Systems Europe BV |
| 03/08/2031 | &nbsp;&nbsp; 3.000% | EUR | 3760000 | &nbsp;&nbsp; 4265118 |
| AMN Healthcare, Inc.<sup>(a)</sup>  | AMN Healthcare, Inc.<sup>(a)</sup>  | AMN Healthcare, Inc.<sup>(a)</sup>  | AMN Healthcare, Inc.<sup>(a)</sup>  | AMN Healthcare, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% |  | 3450000 | &nbsp;&nbsp; 3173829 |
| Barnabas Health, Inc. | Barnabas Health, Inc. | Barnabas Health, Inc. | Barnabas Health, Inc. | Barnabas Health, Inc. |
| 07/01/2028 | &nbsp;&nbsp; 4.000% |  | 3200000 | &nbsp;&nbsp; 3071358 |
| Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. |
| 02/13/2028 | &nbsp;&nbsp; 4.693% |  | 1197000 | &nbsp;&nbsp; 1201899 |
| 08/22/2032 | &nbsp;&nbsp; 4.298% |  | 2913000 | &nbsp;&nbsp; 2770937 |
| 05/15/2044 | &nbsp;&nbsp; 4.875% |  | 1555000 | &nbsp;&nbsp; 1324433 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |
| 11/15/2026 | &nbsp;&nbsp; 4.700% |  | 1507000 | &nbsp;&nbsp; 1509985 |
| 11/15/2029 | &nbsp;&nbsp; 5.000% |  | 5575000 | &nbsp;&nbsp; 5639289 |
| 02/15/2034 | &nbsp;&nbsp; 5.450% |  | 221000 | &nbsp;&nbsp; 223208 |
| Cencora, Inc. | Cencora, Inc. | Cencora, Inc. | Cencora, Inc. | Cencora, Inc. |
| 02/15/2034 | &nbsp;&nbsp; 5.125% |  | 810000 | &nbsp;&nbsp; 806457 |
| CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 5.250% |  | 755000 | &nbsp;&nbsp; 679706 |
| Cigna Corp. | Cigna Corp. | Cigna Corp. | Cigna Corp. | Cigna Corp. |
| 03/15/2031 | &nbsp;&nbsp; 2.375% |  | 4371000 | &nbsp;&nbsp; 3822015 |
| 08/15/2038 | &nbsp;&nbsp; 4.800% |  | 236000 | &nbsp;&nbsp; 215791 |
| 10/15/2047 | &nbsp;&nbsp; 3.875% |  | 2070000 | &nbsp;&nbsp; 1497915 |
| 03/15/2051 | &nbsp;&nbsp; 3.400% |  | 1215000 | &nbsp;&nbsp; 788641 |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| 02/15/2034 | &nbsp;&nbsp; 5.250% |  | 749000 | &nbsp;&nbsp; 747914 |
| 02/15/2054 | &nbsp;&nbsp; 5.600% |  | 2012000 | &nbsp;&nbsp; 1858691 |
| CommonSpirit Health | CommonSpirit Health | CommonSpirit Health | CommonSpirit Health | CommonSpirit Health |
| 10/01/2025 | &nbsp;&nbsp; 1.547% |  | 3000000 | &nbsp;&nbsp; 2967232 |
| 12/01/2031 | &nbsp;&nbsp; 5.205% |  | 9875000 | &nbsp;&nbsp; 9963240 |
| 11/01/2042 | &nbsp;&nbsp; 4.350% |  | 120000 | &nbsp;&nbsp; 98198 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 07/20/2025 | &nbsp;&nbsp; 3.875% |  | 877000 | &nbsp;&nbsp; 875507 |
| 02/21/2030 | &nbsp;&nbsp; 5.125% |  | 537000 | &nbsp;&nbsp; 540162 |
| 08/21/2030 | &nbsp;&nbsp; 1.750% |  | 3835000 | &nbsp;&nbsp; 3261176 |
| 09/15/2031 | &nbsp;&nbsp; 2.125% |  | 590000 | &nbsp;&nbsp; 494124 |
| 02/21/2033 | &nbsp;&nbsp; 5.250% |  | 328000 | &nbsp;&nbsp; 323190 |
| 07/20/2035 | &nbsp;&nbsp; 4.875% |  | 720000 | &nbsp;&nbsp; 671226 |
| 03/25/2038 | &nbsp;&nbsp; 4.780% |  | 8729000 | &nbsp;&nbsp; 7758769 |
| 04/01/2040 | &nbsp;&nbsp; 4.125% |  | 587000 | &nbsp;&nbsp; 474525 |
| 03/25/2048 | &nbsp;&nbsp; 5.050% |  | 7220000 | &nbsp;&nbsp; 6019468 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 06/01/2053 | &nbsp;&nbsp; 5.875% |  | 797000 | &nbsp;&nbsp; 733515 |
| 06/01/2063 | &nbsp;&nbsp; 6.000% |  | 67000 | &nbsp;&nbsp; 61610 |
| CVS Health Corp.<sup>(n)</sup>  | CVS Health Corp.<sup>(n)</sup>  | CVS Health Corp.<sup>(n)</sup>  | CVS Health Corp.<sup>(n)</sup>  | CVS Health Corp.<sup>(n)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% |  | 5500000 | &nbsp;&nbsp; 5538285 |
| DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 4.625% |  | 5320000 | &nbsp;&nbsp; 4976045 |
| Duke University Health System, Inc. | Duke University Health System, Inc. | Duke University Health System, Inc. | Duke University Health System, Inc. | Duke University Health System, Inc. |
| 06/01/2047 | &nbsp;&nbsp; 3.920% |  | 875000 | &nbsp;&nbsp; 667915 |
| Embecta Corp.<sup>(a)</sup>  | Embecta Corp.<sup>(a)</sup>  | Embecta Corp.<sup>(a)</sup>  | Embecta Corp.<sup>(a)</sup>  | Embecta Corp.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 5.000% |  | 900000 | &nbsp;&nbsp; 801195 |
| Fortrea Holdings, Inc.<sup>(a)</sup>  | Fortrea Holdings, Inc.<sup>(a)</sup>  | Fortrea Holdings, Inc.<sup>(a)</sup>  | Fortrea Holdings, Inc.<sup>(a)</sup>  | Fortrea Holdings, Inc.<sup>(a)</sup>  |
| 07/01/2030 | &nbsp;&nbsp; 7.500% |  | 400000 | &nbsp;&nbsp; 333202 |
| Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 1.875% |  | 2825000 | &nbsp;&nbsp; 2701268 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2025 | &nbsp;&nbsp; 7.690% |  | 750000 | &nbsp;&nbsp; 750487 |
| 06/15/2026 | &nbsp;&nbsp; 5.250% |  | 1169000 | &nbsp;&nbsp; 1170159 |
| 02/15/2027 | &nbsp;&nbsp; 4.500% |  | 558000 | &nbsp;&nbsp; 556316 |
| 03/15/2027 | &nbsp;&nbsp; 3.125% |  | 565000 | &nbsp;&nbsp; 550800 |
| 12/01/2027 | &nbsp;&nbsp; 7.050% |  | 10000 | &nbsp;&nbsp; 10490 |
| 06/15/2029 | &nbsp;&nbsp; 4.125% |  | 588000 | &nbsp;&nbsp; 572690 |
| 03/01/2030 | &nbsp;&nbsp; 5.250% |  | 1432000 | &nbsp;&nbsp; 1453946 |
| 09/01/2030 | &nbsp;&nbsp; 3.500% |  | 1006000 | &nbsp;&nbsp; 937627 |
| 04/01/2031 | &nbsp;&nbsp; 5.450% |  | 884000 | &nbsp;&nbsp; 899717 |
| 07/15/2031 | &nbsp;&nbsp; 2.375% |  | 1262000 | &nbsp;&nbsp; 1079507 |
| 06/15/2039 | &nbsp;&nbsp; 5.125% |  | 744000 | &nbsp;&nbsp; 682663 |
| 06/15/2047 | &nbsp;&nbsp; 5.500% |  | 2515000 | &nbsp;&nbsp; 2278618 |
| 04/01/2054 | &nbsp;&nbsp; 6.000% |  | 1316000 | &nbsp;&nbsp; 1248651 |
| 04/01/2064 | &nbsp;&nbsp; 6.100% |  | 143000 | &nbsp;&nbsp; 135062 |
| Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC |
| 05/08/2029 | &nbsp;&nbsp; 5.849% |  | 1474000 | &nbsp;&nbsp; 1510149 |
| Illumina, Inc. | Illumina, Inc. | Illumina, Inc. | Illumina, Inc. | Illumina, Inc. |
| 09/09/2026 | &nbsp;&nbsp; 4.650% |  | 2845000 | &nbsp;&nbsp; 2842098 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| 05/15/2028 | &nbsp;&nbsp; 5.700% |  | 7875000 | &nbsp;&nbsp; 8011832 |
| Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings |
| 04/01/2032 | &nbsp;&nbsp; 4.550% |  | 855000 | &nbsp;&nbsp; 835719 |
| 10/01/2034 | &nbsp;&nbsp; 4.800% |  | 9590000 | &nbsp;&nbsp; 9203288 |
| LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.375% |  | 1045000 | &nbsp;&nbsp; 1100397 |
| Lonza Finance International NV<sup>(a)</sup>  | Lonza Finance International NV<sup>(a)</sup>  | Lonza Finance International NV<sup>(a)</sup>  | Lonza Finance International NV<sup>(a)</sup>  | Lonza Finance International NV<sup>(a)</sup>  |
| 09/04/2034 | &nbsp;&nbsp; 3.500% | EUR | 670000 | &nbsp;&nbsp; 756683 |
| 04/24/2036 | &nbsp;&nbsp; 3.875% | EUR | 935000 | &nbsp;&nbsp; 1080043 |
| Mayo Clinic | Mayo Clinic | Mayo Clinic | Mayo Clinic | Mayo Clinic |
| 11/15/2052 | &nbsp;&nbsp; 4.128% |  | 750000 | &nbsp;&nbsp; 582392 |
| McKesson Corp. | McKesson Corp. | McKesson Corp. | McKesson Corp. | McKesson Corp. |
| 09/15/2029 | &nbsp;&nbsp; 4.250% |  | 771000 | &nbsp;&nbsp; 765050 |
| 05/30/2032 | &nbsp;&nbsp; 4.950% |  | 1434000 | &nbsp;&nbsp; 1438213 |
| 05/30/2035 | &nbsp;&nbsp; 5.250% |  | 9067000 | &nbsp;&nbsp; 9093241 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Medtronic Global Holdings SCA | Medtronic Global Holdings SCA | Medtronic Global Holdings SCA | Medtronic Global Holdings SCA | Medtronic Global Holdings SCA |
| 03/07/2031 | &nbsp;&nbsp; 1.625% | EUR | 1975000 | &nbsp;&nbsp; 2084161 |
| 10/15/2040 | &nbsp;&nbsp; 1.375% | EUR | 500000 | &nbsp;&nbsp; 402331 |
| ModivCare, Inc.<sup>(a),(o)</sup>  | ModivCare, Inc.<sup>(a),(o)</sup>  | ModivCare, Inc.<sup>(a),(o)</sup>  | ModivCare, Inc.<sup>(a),(o)</sup>  | ModivCare, Inc.<sup>(a),(o)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.000% |  | 3187800 | &nbsp;&nbsp; 860706 |
| Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  |
| 06/11/2034 | &nbsp;&nbsp; 4.250% | EUR | 350000 | &nbsp;&nbsp; 410999 |
| Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% |  | 4220000 | &nbsp;&nbsp; 3979488 |
| 10/01/2029 | &nbsp;&nbsp; 5.250% |  | 1875000 | &nbsp;&nbsp; 1832106 |
| New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) | New York and Presbyterian Hospital (The) |
| 08/01/2119 | &nbsp;&nbsp; 3.954% |  | 305000 | &nbsp;&nbsp; 200932 |
| NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals | NYU Langone Hospitals |
| 07/01/2043 | &nbsp;&nbsp; 5.750% |  | 705000 | &nbsp;&nbsp; 702350 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% |  | 1399000 | &nbsp;&nbsp; 1400764 |
| 06/30/2030 | &nbsp;&nbsp; 2.950% |  | 263000 | &nbsp;&nbsp; 242478 |
| 06/30/2031 | &nbsp;&nbsp; 2.800% |  | 278000 | &nbsp;&nbsp; 248851 |
| 11/30/2033 | &nbsp;&nbsp; 6.400% |  | 500000 | &nbsp;&nbsp; 539490 |
| 12/15/2034 | &nbsp;&nbsp; 5.000% |  | 642000 | &nbsp;&nbsp; 630157 |
| Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  |
| 09/14/2032 | &nbsp;&nbsp; 4.500% | EUR | 300000 | &nbsp;&nbsp; 357899 |
| Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  |
| 12/01/2032 | &nbsp;&nbsp; 6.250% |  | 1620000 | &nbsp;&nbsp; 1604829 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. |
| 03/13/2031 | &nbsp;&nbsp; 5.450% |  | 912000 | &nbsp;&nbsp; 933805 |
| 03/23/2034 | &nbsp;&nbsp; 5.600% |  | 614000 | &nbsp;&nbsp; 619159 |
| 04/30/2054 | &nbsp;&nbsp; 5.900% |  | 681000 | &nbsp;&nbsp; 653591 |
| Sotera Health Holdings LLC<sup>(a)</sup>  | Sotera Health Holdings LLC<sup>(a)</sup>  | Sotera Health Holdings LLC<sup>(a)</sup>  | Sotera Health Holdings LLC<sup>(a)</sup>  | Sotera Health Holdings LLC<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.375% |  | 970000 | &nbsp;&nbsp; 1008476 |
| Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. |
| 02/10/2030 | &nbsp;&nbsp; 4.850% |  | 1215000 | &nbsp;&nbsp; 1227685 |
| 09/11/2032 | &nbsp;&nbsp; 3.375% | EUR | 955000 | &nbsp;&nbsp; 1093730 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 11/01/2027 | &nbsp;&nbsp; 5.125% |  | 1450000 | &nbsp;&nbsp; 1440360 |
| 06/01/2029 | &nbsp;&nbsp; 4.250% |  | 425000 | &nbsp;&nbsp; 408182 |
| 01/15/2030 | &nbsp;&nbsp; 4.375% |  | 4100000 | &nbsp;&nbsp; 3918029 |
| 06/15/2030 | &nbsp;&nbsp; 6.125% |  | 705000 | &nbsp;&nbsp; 712689 |
| Texas Health Resources | Texas Health Resources | Texas Health Resources | Texas Health Resources | Texas Health Resources |
| 11/15/2055 | &nbsp;&nbsp; 4.330% |  | 700000 | &nbsp;&nbsp; 554981 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |
| 03/01/2028 | &nbsp;&nbsp; 0.500% | EUR | 3000000 | &nbsp;&nbsp; 3230710 |
| 08/10/2030 | &nbsp;&nbsp; 4.977% |  | 1178000 | &nbsp;&nbsp; 1203696 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 1.650% |  | 2485000 | &nbsp;&nbsp; 2387616 |
| 10/15/2029 | &nbsp;&nbsp; 4.625% |  | 2553000 | &nbsp;&nbsp; 2501692 |
| 10/15/2030 | &nbsp;&nbsp; 2.650% |  | 2485000 | &nbsp;&nbsp; 2181267 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| 12/01/2028 | &nbsp;&nbsp; 5.350% | 763000 | &nbsp;&nbsp; 782821 |
| 02/19/2030 | &nbsp;&nbsp; 5.050% | 4880000 | &nbsp;&nbsp; 4954459 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **180022230** |
| **Healthcare Insurance 0.3%** | **Healthcare Insurance 0.3%** | **Healthcare Insurance 0.3%** | **Healthcare Insurance 0.3%** |
| Aetna, Inc. | Aetna, Inc. | Aetna, Inc. | Aetna, Inc. |
| 06/15/2036 | &nbsp;&nbsp; 6.625% | 342000 | &nbsp;&nbsp; 360877 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| 12/15/2027 | &nbsp;&nbsp; 4.250% | 4010000 | &nbsp;&nbsp; 3917891 |
| 12/15/2029 | &nbsp;&nbsp; 4.625% | 588000 | &nbsp;&nbsp; 566250 |
| 10/15/2030 | &nbsp;&nbsp; 3.000% | 2955000 | &nbsp;&nbsp; 2599617 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| 02/08/2026 | &nbsp;&nbsp; 4.900% | 489000 | &nbsp;&nbsp; 488531 |
| 11/01/2031 | &nbsp;&nbsp; 4.950% | 1219000 | &nbsp;&nbsp; 1221355 |
| 02/15/2035 | &nbsp;&nbsp; 5.200% | 2131000 | &nbsp;&nbsp; 2118629 |
| Health Care Service Corp.<sup>(a)</sup>  | Health Care Service Corp.<sup>(a)</sup>  | Health Care Service Corp.<sup>(a)</sup>  | Health Care Service Corp.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 5.200% | 1383000 | &nbsp;&nbsp; 1399895 |
| Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup>  | Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup>  | Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup>  | Health Care Service Corp., a Mutual Legal Reserve Co.<sup>(a)</sup>  |
| 06/01/2025 | &nbsp;&nbsp; 1.500% | 474000 | &nbsp;&nbsp; 473908 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| 04/15/2031 | &nbsp;&nbsp; 5.375% | 922000 | &nbsp;&nbsp; 927892 |
| 05/01/2035 | &nbsp;&nbsp; 5.550% | 1775000 | &nbsp;&nbsp; 1742931 |
| Molina Healthcare, Inc.<sup>(a)</sup>  | Molina Healthcare, Inc.<sup>(a)</sup>  | Molina Healthcare, Inc.<sup>(a)</sup>  | Molina Healthcare, Inc.<sup>(a)</sup>  |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 320000 | &nbsp;&nbsp; 320090 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 01/15/2032 | &nbsp;&nbsp; 4.950% | 1489000 | &nbsp;&nbsp; 1480491 |
| 04/15/2034 | &nbsp;&nbsp; 5.000% | 4450000 | &nbsp;&nbsp; 4351717 |
| 07/15/2034 | &nbsp;&nbsp; 5.150% | 6621000 | &nbsp;&nbsp; 6537057 |
| 08/15/2039 | &nbsp;&nbsp; 3.500% | 338000 | &nbsp;&nbsp; 265095 |
| 05/15/2040 | &nbsp;&nbsp; 2.750% | 133000 | &nbsp;&nbsp; 92856 |
| 08/15/2049 | &nbsp;&nbsp; 3.700% | 10370000 | &nbsp;&nbsp; 7254833 |
| 05/15/2051 | &nbsp;&nbsp; 3.250% | 3750000 | &nbsp;&nbsp; 2389216 |
| 04/15/2053 | &nbsp;&nbsp; 5.050% | 1520000 | &nbsp;&nbsp; 1304031 |
| 04/15/2063 | &nbsp;&nbsp; 5.200% | 2300000 | &nbsp;&nbsp; 1961289 |
| 04/15/2064 | &nbsp;&nbsp; 5.500% | 182000 | &nbsp;&nbsp; 163583 |
| 07/15/2064 | &nbsp;&nbsp; 5.750% | 906000 | &nbsp;&nbsp; 845171 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **42783205** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Diversified Healthcare Trust | Diversified Healthcare Trust | Diversified Healthcare Trust | Diversified Healthcare Trust |
| 03/01/2031 | &nbsp;&nbsp; 4.375% | 1500000 | &nbsp;&nbsp; 1237833 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| 01/15/2028 | &nbsp;&nbsp; 3.625% | 435000 | &nbsp;&nbsp; 421921 |
| 03/15/2031 | &nbsp;&nbsp; 2.050% | 400000 | &nbsp;&nbsp; 328758 |
| Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP |
| 02/15/2030 | &nbsp;&nbsp; 3.100% | 761000 | &nbsp;&nbsp; 697492 |
| Healthpeak OP LLC | Healthpeak OP LLC | Healthpeak OP LLC | Healthpeak OP LLC |
| 12/15/2032 | &nbsp;&nbsp; 5.250% | 779000 | &nbsp;&nbsp; 777819 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MPT Operating Partnership LP/Finance Corp. | MPT Operating Partnership LP/Finance Corp. | MPT Operating Partnership LP/Finance Corp. | MPT Operating Partnership LP/Finance Corp. |
| 03/15/2031 | &nbsp;&nbsp; 3.500% | 1050000 | &nbsp;&nbsp; 687761 |
| Physicians Realty LP | Physicians Realty LP | Physicians Realty LP | Physicians Realty LP |
| 11/01/2031 | &nbsp;&nbsp; 2.625% | 1100000 | &nbsp;&nbsp; 950703 |
| Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP |
| 12/01/2031 | &nbsp;&nbsp; 3.200% | 418000 | &nbsp;&nbsp; 363951 |
| Senior Housing Properties Trust | Senior Housing Properties Trust | Senior Housing Properties Trust | Senior Housing Properties Trust |
| 02/15/2028 | &nbsp;&nbsp; 4.750% | 25000 | &nbsp;&nbsp; 22903 |
| Welltower, Inc. | Welltower, Inc. | Welltower, Inc. | Welltower, Inc. |
| 01/15/2031 | &nbsp;&nbsp; 2.750% | 6320000 | &nbsp;&nbsp; 5702671 |
| 06/01/2031 | &nbsp;&nbsp; 2.800% | 2160000 | &nbsp;&nbsp; 1932463 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13124275** |
| **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** |
| Ashton Woods USA LLC/Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC/Finance Co.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.625% | 1700000 | &nbsp;&nbsp; 1705082 |
| Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup>  | Brookfield Residential Properties, Inc./US Corp.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 6.250% | 1560000 | &nbsp;&nbsp; 1536525 |
| 02/15/2030 | &nbsp;&nbsp; 4.875% | 2575000 | &nbsp;&nbsp; 2240015 |
| Century Communities, Inc. | Century Communities, Inc. | Century Communities, Inc. | Century Communities, Inc. |
| 06/01/2027 | &nbsp;&nbsp; 6.750% | 2375000 | &nbsp;&nbsp; 2375281 |
| KB Home | KB Home | KB Home | KB Home |
| 06/15/2031 | &nbsp;&nbsp; 4.000% | 1075000 | &nbsp;&nbsp; 974258 |
| Lennar Corp. | Lennar Corp. | Lennar Corp. | Lennar Corp. |
| 07/30/2030 | &nbsp;&nbsp; 5.200% | 3370000 | &nbsp;&nbsp; 3401635 |
| M/I Homes, Inc. | M/I Homes, Inc. | M/I Homes, Inc. | M/I Homes, Inc. |
| 02/01/2028 | &nbsp;&nbsp; 4.950% | 650000 | &nbsp;&nbsp; 640449 |
| Mattamy Group Corp.<sup>(a)</sup>  | Mattamy Group Corp.<sup>(a)</sup>  | Mattamy Group Corp.<sup>(a)</sup>  | Mattamy Group Corp.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 4.625% | 4500000 | &nbsp;&nbsp; 4236178 |
| MDC Holdings, Inc. | MDC Holdings, Inc. | MDC Holdings, Inc. | MDC Holdings, Inc. |
| 08/06/2061 | &nbsp;&nbsp; 3.966% | 3120000 | &nbsp;&nbsp; 2172817 |
| Meritage Homes Corp. | Meritage Homes Corp. | Meritage Homes Corp. | Meritage Homes Corp. |
| 06/06/2027 | &nbsp;&nbsp; 5.125% | 2000000 | &nbsp;&nbsp; 2017403 |
| Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.750% | 1050000 | &nbsp;&nbsp; 1055849 |
| 08/01/2030 | &nbsp;&nbsp; 5.125% | 989000 | &nbsp;&nbsp; 964242 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **23319734** |
| **Independent Energy 0.6%** | **Independent Energy 0.6%** | **Independent Energy 0.6%** | **Independent Energy 0.6%** |
| Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 3.750% | 4800000 | &nbsp;&nbsp; 4497492 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% | 6640000 | &nbsp;&nbsp; 6158428 |
| 06/13/2033 | &nbsp;&nbsp; 6.000% | 1250000 | &nbsp;&nbsp; 1256849 |
| 10/01/2034 | &nbsp;&nbsp; 5.125% | 718000 | &nbsp;&nbsp; 673173 |
| Antero Resources Corp.<sup>(a)</sup>  | Antero Resources Corp.<sup>(a)</sup>  | Antero Resources Corp.<sup>(a)</sup>  | Antero Resources Corp.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 5.375% | 1500000 | &nbsp;&nbsp; 1471686 |
| APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  |
| 02/15/2055 | &nbsp;&nbsp; 6.750% | 5818000 | &nbsp;&nbsp; 5249935 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  |
| 11/01/2027 | &nbsp;&nbsp; 9.000% | 150000 | &nbsp;&nbsp; 180060 |
| 12/31/2028 | &nbsp;&nbsp; 8.250% | 2675000 | &nbsp;&nbsp; 2715425 |
| 10/15/2032 | &nbsp;&nbsp; 6.625% | 340000 | &nbsp;&nbsp; 342574 |
| Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.500% | 1005000 | &nbsp;&nbsp; 974897 |
| Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. |
| 06/30/2033 | &nbsp;&nbsp; 6.450% | 730000 | &nbsp;&nbsp; 765175 |
| 02/15/2037 | &nbsp;&nbsp; 6.500% | 1368000 | &nbsp;&nbsp; 1401002 |
| Canadian Natural Resources Ltd.<sup>(a)</sup>  | Canadian Natural Resources Ltd.<sup>(a)</sup>  | Canadian Natural Resources Ltd.<sup>(a)</sup>  | Canadian Natural Resources Ltd.<sup>(a)</sup>  |
| 12/15/2034 | &nbsp;&nbsp; 5.400% | 765000 | &nbsp;&nbsp; 743987 |
| Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 8.375% | 1275000 | &nbsp;&nbsp; 1284450 |
| ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. |
| 09/15/2063 | &nbsp;&nbsp; 5.700% | 281000 | &nbsp;&nbsp; 258760 |
| Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  |
| 04/01/2032 | &nbsp;&nbsp; 7.625% | 1025000 | &nbsp;&nbsp; 969295 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |
| 09/15/2034 | &nbsp;&nbsp; 5.200% | 1190000 | &nbsp;&nbsp; 1127465 |
| 05/15/2042 | &nbsp;&nbsp; 4.750% | 1950000 | &nbsp;&nbsp; 1572923 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| 12/01/2026 | &nbsp;&nbsp; 3.250% | 1905000 | &nbsp;&nbsp; 1868558 |
| 03/24/2031 | &nbsp;&nbsp; 3.125% | 3565000 | &nbsp;&nbsp; 3221295 |
| 04/18/2034 | &nbsp;&nbsp; 5.400% | 765000 | &nbsp;&nbsp; 751513 |
| 03/15/2052 | &nbsp;&nbsp; 4.250% | 348000 | &nbsp;&nbsp; 254365 |
| 03/15/2053 | &nbsp;&nbsp; 6.250% | 833000 | &nbsp;&nbsp; 795609 |
| 04/18/2064 | &nbsp;&nbsp; 5.900% | 295000 | &nbsp;&nbsp; 263906 |
| Encino Acquisition Partners Holdings LLC<sup>(a)</sup>  | Encino Acquisition Partners Holdings LLC<sup>(a)</sup>  | Encino Acquisition Partners Holdings LLC<sup>(a)</sup>  | Encino Acquisition Partners Holdings LLC<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 8.500% | 1010000 | &nbsp;&nbsp; 1036431 |
| Harbour Energy PLC<sup>(a)</sup>  | Harbour Energy PLC<sup>(a)</sup>  | Harbour Energy PLC<sup>(a)</sup>  | Harbour Energy PLC<sup>(a)</sup>  |
| 04/01/2035 | &nbsp;&nbsp; 6.327% | 2000000 | &nbsp;&nbsp; 1936291 |
| Hess Corp. | Hess Corp. | Hess Corp. | Hess Corp. |
| 04/01/2027 | &nbsp;&nbsp; 4.300% | 1562000 | &nbsp;&nbsp; 1556037 |
| Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 6.000% | 825000 | &nbsp;&nbsp; 783162 |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 2350000 | &nbsp;&nbsp; 2145788 |
| 11/01/2033 | &nbsp;&nbsp; 8.375% | 995000 | &nbsp;&nbsp; 991725 |
| Lundin Energy Finance BV<sup>(a)</sup>  | Lundin Energy Finance BV<sup>(a)</sup>  | Lundin Energy Finance BV<sup>(a)</sup>  | Lundin Energy Finance BV<sup>(a)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 3.100% | 1575000 | &nbsp;&nbsp; 1371976 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| 07/15/2027 | &nbsp;&nbsp; 8.500% | 175000 | &nbsp;&nbsp; 184993 |
| 01/01/2031 | &nbsp;&nbsp; 6.125% | 1372000 | &nbsp;&nbsp; 1396947 |
| 01/01/2032 | &nbsp;&nbsp; 5.375% | 590000 | &nbsp;&nbsp; 570587 |
| 03/15/2040 | &nbsp;&nbsp; 6.200% | 699000 | &nbsp;&nbsp; 652616 |
| 03/15/2046 | &nbsp;&nbsp; 6.600% | 190000 | &nbsp;&nbsp; 180456 |
| 10/01/2054 | &nbsp;&nbsp; 6.050% | 3748000 | &nbsp;&nbsp; 3258004 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |
| 05/15/2028 | &nbsp;&nbsp; 5.650% | 5441000 | &nbsp;&nbsp; 5545874 |
| 07/15/2053 | &nbsp;&nbsp; 7.100% | 1846000 | &nbsp;&nbsp; 1805137 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 8.000% | 1600000 | &nbsp;&nbsp; 1631083 |
| 02/01/2033 | &nbsp;&nbsp; 6.250% | 1025000 | &nbsp;&nbsp; 1010133 |
| Santos Finance Ltd.<sup>(a)</sup>  | Santos Finance Ltd.<sup>(a)</sup>  | Santos Finance Ltd.<sup>(a)</sup>  | Santos Finance Ltd.<sup>(a)</sup>  |
| 09/19/2033 | &nbsp;&nbsp; 6.875% | 1340000 | &nbsp;&nbsp; 1408988 |
| Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. |
| 02/01/2029 | &nbsp;&nbsp; 5.375% | 1675000 | &nbsp;&nbsp; 1673559 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 1550000 | &nbsp;&nbsp; 1462725 |
| Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  |
| 05/18/2027 | &nbsp;&nbsp; 5.000% | 4995000 | &nbsp;&nbsp; 5006173 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| 05/19/2030 | &nbsp;&nbsp; 5.400% | 1368000 | &nbsp;&nbsp; 1370919 |
| 05/19/2032 | &nbsp;&nbsp; 5.700% | 1277000 | &nbsp;&nbsp; 1275480 |
| 05/19/2035 | &nbsp;&nbsp; 6.000% | 1434000 | &nbsp;&nbsp; 1425397 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **78479303** |
| **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| 09/11/2033 | &nbsp;&nbsp; 4.893% | 332000 | &nbsp;&nbsp; 326414 |
| 04/10/2034 | &nbsp;&nbsp; 4.989% | 195000 | &nbsp;&nbsp; 192388 |
| 11/17/2034 | &nbsp;&nbsp; 5.227% | 1003000 | &nbsp;&nbsp; 1001209 |
| BP Capital Markets PLC<sup>(m),(n)</sup>  | BP Capital Markets PLC<sup>(m),(n)</sup>  | BP Capital Markets PLC<sup>(m),(n)</sup>  | BP Capital Markets PLC<sup>(m),(n)</sup>  |
|  | &nbsp;&nbsp; 4.375% | 1035000 | &nbsp;&nbsp; 1032208 |
|  | &nbsp;&nbsp; 4.875% | 570000 | &nbsp;&nbsp; 547782 |
|  | &nbsp;&nbsp; 6.125% | 889000 | &nbsp;&nbsp; 872076 |
|  | &nbsp;&nbsp; 6.450% | 696000 | &nbsp;&nbsp; 702498 |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| 06/15/2047 | &nbsp;&nbsp; 5.400% | 130000 | &nbsp;&nbsp; 111892 |
| 02/15/2052 | &nbsp;&nbsp; 3.750% | 3750000 | &nbsp;&nbsp; 2447854 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |
| 04/15/2030 | &nbsp;&nbsp; 4.687% | 6825000 | &nbsp;&nbsp; 6912378 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. |
| 03/01/2046 | &nbsp;&nbsp; 4.114% | 2755000 | &nbsp;&nbsp; 2204543 |
| ORLEN SA<sup>(a)</sup>  | ORLEN SA<sup>(a)</sup>  | ORLEN SA<sup>(a)</sup>  | ORLEN SA<sup>(a)</sup>  |
| 01/30/2035 | &nbsp;&nbsp; 6.000% | 400000 | &nbsp;&nbsp; 404286 |
| TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA |
| 04/05/2064 | &nbsp;&nbsp; 5.638% | 222000 | &nbsp;&nbsp; 207916 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16963444** |
| **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 03/01/2027 | &nbsp;&nbsp; 5.750% | 3200000 | &nbsp;&nbsp; 3205384 |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 1250000 | &nbsp;&nbsp; 1208994 |
| 03/15/2030 | &nbsp;&nbsp; 5.750% | 25000 | &nbsp;&nbsp; 25051 |
| Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.000% | 995000 | &nbsp;&nbsp; 1025592 |
| Lindblad Expeditions LLC<sup>(a)</sup>  | Lindblad Expeditions LLC<sup>(a)</sup>  | Lindblad Expeditions LLC<sup>(a)</sup>  | Lindblad Expeditions LLC<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 6.750% | 2750000 | &nbsp;&nbsp; 2742712 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  |
| 03/15/2026 | &nbsp;&nbsp; 5.875% | 377000 | &nbsp;&nbsp; 377191 |
| 02/15/2027 | &nbsp;&nbsp; 5.875% | 950000 | &nbsp;&nbsp; 949672 |
| 02/15/2029 | &nbsp;&nbsp; 7.750% | 950000 | &nbsp;&nbsp; 997748 |
| 03/01/2030 | &nbsp;&nbsp; 6.250% | 100000 | &nbsp;&nbsp; 98992 |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 1550000 | &nbsp;&nbsp; 1550594 |
| NCL Finance Ltd.<sup>(a)</sup>  | NCL Finance Ltd.<sup>(a)</sup>  | NCL Finance Ltd.<sup>(a)</sup>  | NCL Finance Ltd.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 6.125% | 875000 | &nbsp;&nbsp; 879451 |
| Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  |
| 08/31/2026 | &nbsp;&nbsp; 5.500% | 275000 | &nbsp;&nbsp; 274989 |
| 04/01/2028 | &nbsp;&nbsp; 5.500% | 50000 | &nbsp;&nbsp; 50160 |
| 09/30/2031 | &nbsp;&nbsp; 5.625% | 1690000 | &nbsp;&nbsp; 1670331 |
| Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 5.875% | 1400000 | &nbsp;&nbsp; 1399274 |
| VOC Escrow Ltd.<sup>(a)</sup>  | VOC Escrow Ltd.<sup>(a)</sup>  | VOC Escrow Ltd.<sup>(a)</sup>  | VOC Escrow Ltd.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 5.000% | 1725000 | &nbsp;&nbsp; 1700652 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18156787** |
| **Life Insurance 1.3%** | **Life Insurance 1.3%** | **Life Insurance 1.3%** | **Life Insurance 1.3%** |
| AIG Global Funding<sup>(a)</sup>  | AIG Global Funding<sup>(a)</sup>  | AIG Global Funding<sup>(a)</sup>  | AIG Global Funding<sup>(a)</sup>  |
| 09/22/2025 | &nbsp;&nbsp; 0.900% | 2990000 | &nbsp;&nbsp; 2954501 |
| American National Global Funding<sup>(a)</sup>  | American National Global Funding<sup>(a)</sup>  | American National Global Funding<sup>(a)</sup>  | American National Global Funding<sup>(a)</sup>  |
| 01/28/2030 | &nbsp;&nbsp; 5.550% | 4265000 | &nbsp;&nbsp; 4326385 |
| American National Global Funding<sup>(a),(c)</sup>  | American National Global Funding<sup>(a),(c)</sup>  | American National Global Funding<sup>(a),(c)</sup>  | American National Global Funding<sup>(a),(c)</sup>  |
| 06/03/2030 | &nbsp;&nbsp; 5.250% | 3586000 | &nbsp;&nbsp; 3580104 |
| Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  |
| 02/23/2026 | &nbsp;&nbsp; 5.684% | 3128000 | &nbsp;&nbsp; 3149588 |
| 06/29/2026 | &nbsp;&nbsp; 1.608% | 2930000 | &nbsp;&nbsp; 2836755 |
| 03/08/2027 | &nbsp;&nbsp; 3.205% | 1430000 | &nbsp;&nbsp; 1380918 |
| 05/09/2028 | &nbsp;&nbsp; 4.830% | 6505000 | &nbsp;&nbsp; 6500194 |
| 01/07/2029 | &nbsp;&nbsp; 2.717% | 320000 | &nbsp;&nbsp; 295878 |
| 01/07/2030 | &nbsp;&nbsp; 5.380% | 5265000 | &nbsp;&nbsp; 5331401 |
| 11/13/2031 | &nbsp;&nbsp; 5.322% | 2402000 | &nbsp;&nbsp; 2388654 |
| Athene Holding Ltd. | Athene Holding Ltd. | Athene Holding Ltd. | Athene Holding Ltd. |
| 05/19/2055 | &nbsp;&nbsp; 6.625% | 915000 | &nbsp;&nbsp; 912150 |
| Belrose Funding Trust II<sup>(a)</sup>  | Belrose Funding Trust II<sup>(a)</sup>  | Belrose Funding Trust II<sup>(a)</sup>  | Belrose Funding Trust II<sup>(a)</sup>  |
| 05/15/2055 | &nbsp;&nbsp; 6.792% | 6495000 | &nbsp;&nbsp; 6510964 |
| Brighthouse Financial Global Funding<sup>(a)</sup>  | Brighthouse Financial Global Funding<sup>(a)</sup>  | Brighthouse Financial Global Funding<sup>(a)</sup>  | Brighthouse Financial Global Funding<sup>(a)</sup>  |
| 04/09/2027 | &nbsp;&nbsp; 5.550% | 5235000 | &nbsp;&nbsp; 5303114 |
| CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  |
| 06/04/2027 | &nbsp;&nbsp; 5.875% | 1568000 | &nbsp;&nbsp; 1604227 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. | Corebridge Financial, Inc. | Corebridge Financial, Inc. |
| 04/05/2032 | &nbsp;&nbsp; 3.900% | 580000 | &nbsp;&nbsp; 533982 |
| 09/15/2033 | &nbsp;&nbsp; 6.050% | 1338000 | &nbsp;&nbsp; 1385912 |
| 01/15/2034 | &nbsp;&nbsp; 5.750% | 530000 | &nbsp;&nbsp; 540207 |
| Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  |
| 06/24/2029 | &nbsp;&nbsp; 5.200% | 3815000 | &nbsp;&nbsp; 3870930 |
| Equitable Financial Life Global Funding<sup>(a)</sup>  | Equitable Financial Life Global Funding<sup>(a)</sup>  | Equitable Financial Life Global Funding<sup>(a)</sup>  | Equitable Financial Life Global Funding<sup>(a)</sup>  |
| 12/02/2025 | &nbsp;&nbsp; 5.500% | 4165000 | &nbsp;&nbsp; 4182844 |
| 03/27/2030 | &nbsp;&nbsp; 5.000% | 1972000 | &nbsp;&nbsp; 1983902 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Equitable Holdings, Inc.<sup>(a)</sup>  | Equitable Holdings, Inc.<sup>(a)</sup>  | Equitable Holdings, Inc.<sup>(a)</sup>  | Equitable Holdings, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 4.572% | 1395000 | &nbsp;&nbsp; 1383416 |
| F&G Global Funding<sup>(a)</sup>  | F&G Global Funding<sup>(a)</sup>  | F&G Global Funding<sup>(a)</sup>  | F&G Global Funding<sup>(a)</sup>  |
| 07/07/2025 | &nbsp;&nbsp; 5.150% | 4475000 | &nbsp;&nbsp; 4475099 |
| 06/10/2027 | &nbsp;&nbsp; 5.875% | 2235000 | &nbsp;&nbsp; 2282329 |
| Fortitude Group Holdings LLC<sup>(a)</sup>  | Fortitude Group Holdings LLC<sup>(a)</sup>  | Fortitude Group Holdings LLC<sup>(a)</sup>  | Fortitude Group Holdings LLC<sup>(a)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 6.250% | 1570000 | &nbsp;&nbsp; 1590676 |
| GA Global Funding Trust<sup>(a)</sup>  | GA Global Funding Trust<sup>(a)</sup>  | GA Global Funding Trust<sup>(a)</sup>  | GA Global Funding Trust<sup>(a)</sup>  |
| 01/06/2027 | &nbsp;&nbsp; 2.250% | 4335000 | &nbsp;&nbsp; 4165095 |
| 09/23/2027 | &nbsp;&nbsp; 4.400% | 555000 | &nbsp;&nbsp; 550323 |
| 04/01/2032 | &nbsp;&nbsp; 5.500% | 4240000 | &nbsp;&nbsp; 4251224 |
| Jackson National Life Global Funding<sup>(a)</sup>  | Jackson National Life Global Funding<sup>(a)</sup>  | Jackson National Life Global Funding<sup>(a)</sup>  | Jackson National Life Global Funding<sup>(a)</sup>  |
| 04/12/2028 | &nbsp;&nbsp; 5.250% | 1200000 | &nbsp;&nbsp; 1216200 |
| Jackson National Life Global Funding<sup>(a),(c)</sup>  | Jackson National Life Global Funding<sup>(a),(c)</sup>  | Jackson National Life Global Funding<sup>(a),(c)</sup>  | Jackson National Life Global Funding<sup>(a),(c)</sup>  |
| 06/05/2028 | &nbsp;&nbsp; 4.700% | 5275000 | &nbsp;&nbsp; 5280608 |
| Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  |
| 05/28/2028 | &nbsp;&nbsp; 4.625% | 3705000 | &nbsp;&nbsp; 3712879 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| 01/15/2031 | &nbsp;&nbsp; 3.400% | 6000000 | &nbsp;&nbsp; 5503118 |
| 06/15/2040 | &nbsp;&nbsp; 7.000% | 930000 | &nbsp;&nbsp; 1016890 |
| MassMutual Global Funding II<sup>(a)</sup>  | MassMutual Global Funding II<sup>(a)</sup>  | MassMutual Global Funding II<sup>(a)</sup>  | MassMutual Global Funding II<sup>(a)</sup>  |
| 01/10/2030 | &nbsp;&nbsp; 4.950% | 5170000 | &nbsp;&nbsp; 5235912 |
| 05/07/2030 | &nbsp;&nbsp; 4.550% | 3744000 | &nbsp;&nbsp; 3738420 |
| Mutual of Omaha Cos Global Funding<sup>(a)</sup>  | Mutual of Omaha Cos Global Funding<sup>(a)</sup>  | Mutual of Omaha Cos Global Funding<sup>(a)</sup>  | Mutual of Omaha Cos Global Funding<sup>(a)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 5.000% | 3605000 | &nbsp;&nbsp; 3644903 |
| New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  |
| 06/06/2029 | &nbsp;&nbsp; 5.000% | 5005000 | &nbsp;&nbsp; 5093894 |
| New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2050 | &nbsp;&nbsp; 3.750% | 2545000 | &nbsp;&nbsp; 1824325 |
| NLG Global Funding<sup>(a)</sup>  | NLG Global Funding<sup>(a)</sup>  | NLG Global Funding<sup>(a)</sup>  | NLG Global Funding<sup>(a)</sup>  |
| 01/23/2030 | &nbsp;&nbsp; 5.400% | 5510000 | &nbsp;&nbsp; 5604743 |
| Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 1.700% | 1039000 | &nbsp;&nbsp; 960814 |
| 06/12/2028 | &nbsp;&nbsp; 4.900% | 5365000 | &nbsp;&nbsp; 5438876 |
| Northwestern Mutual Life Insurance Co. (The)<sup>(a)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(a)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(a)</sup>  | Northwestern Mutual Life Insurance Co. (The)<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/29/2055 | &nbsp;&nbsp; 6.170% | 1336000 | &nbsp;&nbsp; 1371950 |
| Pacific Life Global Funding II<sup>(a)</sup>  | Pacific Life Global Funding II<sup>(a)</sup>  | Pacific Life Global Funding II<sup>(a)</sup>  | Pacific Life Global Funding II<sup>(a)</sup>  |
| 02/10/2030 | &nbsp;&nbsp; 4.850% | 5280000 | &nbsp;&nbsp; 5318393 |
| Pricoa Global Funding I<sup>(a)</sup>  | Pricoa Global Funding I<sup>(a)</sup>  | Pricoa Global Funding I<sup>(a)</sup>  | Pricoa Global Funding I<sup>(a)</sup>  |
| 05/28/2030 | &nbsp;&nbsp; 4.700% | 4010000 | &nbsp;&nbsp; 4026553 |
| Principal Life Global Funding II<sup>(a)</sup>  | Principal Life Global Funding II<sup>(a)</sup>  | Principal Life Global Funding II<sup>(a)</sup>  | Principal Life Global Funding II<sup>(a)</sup>  |
| 08/19/2027 | &nbsp;&nbsp; 4.600% | 2445000 | &nbsp;&nbsp; 2447335 |
| Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  |
| 12/09/2029 | &nbsp;&nbsp; 4.772% | 4805000 | &nbsp;&nbsp; 4826801 |
| Protective Life Global Funding<sup>(a),(c)</sup>  | Protective Life Global Funding<sup>(a),(c)</sup>  | Protective Life Global Funding<sup>(a),(c)</sup>  | Protective Life Global Funding<sup>(a),(c)</sup>  |
| 06/05/2030 | &nbsp;&nbsp; 4.803% | 4005000 | &nbsp;&nbsp; 4013811 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| RGA Global Funding<sup>(a)</sup>  | RGA Global Funding<sup>(a)</sup>  | RGA Global Funding<sup>(a)</sup>  | RGA Global Funding<sup>(a)</sup>  |
| 05/24/2029 | &nbsp;&nbsp; 5.448% | 267000 | &nbsp;&nbsp; 273967 |
| 01/09/2030 | &nbsp;&nbsp; 5.250% | 3150000 | &nbsp;&nbsp; 3210597 |
| SBL Holdings, Inc.<sup>(a)</sup>  | SBL Holdings, Inc.<sup>(a)</sup>  | SBL Holdings, Inc.<sup>(a)</sup>  | SBL Holdings, Inc.<sup>(a)</sup>  |
| 10/30/2034 | &nbsp;&nbsp; 7.200% | 4095000 | &nbsp;&nbsp; 3857081 |
| Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/15/2044 | &nbsp;&nbsp; 4.900% | 2040000 | &nbsp;&nbsp; 1790905 |
| 05/15/2047 | &nbsp;&nbsp; 4.270% | 4785000 | &nbsp;&nbsp; 3789141 |
| 05/15/2050 | &nbsp;&nbsp; 3.300% | 2480000 | &nbsp;&nbsp; 1620298 |
| Western-Southern Global Funding<sup>(a)</sup>  | Western-Southern Global Funding<sup>(a)</sup>  | Western-Southern Global Funding<sup>(a)</sup>  | Western-Southern Global Funding<sup>(a)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 4.900% | 1240000 | &nbsp;&nbsp; 1244194 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **164333380** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. | Hyatt Hotels Corp. | Hyatt Hotels Corp. |
| 06/30/2029 | &nbsp;&nbsp; 5.250% | 3985000 | &nbsp;&nbsp; 4015822 |
| 03/30/2032 | &nbsp;&nbsp; 5.750% | 1830000 | &nbsp;&nbsp; 1846491 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 4.800% | 889000 | &nbsp;&nbsp; 890764 |
| 10/15/2032 | &nbsp;&nbsp; 3.500% | 3400000 | &nbsp;&nbsp; 3034682 |
| 03/15/2035 | &nbsp;&nbsp; 5.350% | 661000 | &nbsp;&nbsp; 652068 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10439827** |
| **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** |
| AppLovin Corp. | AppLovin Corp. | AppLovin Corp. | AppLovin Corp. |
| 12/01/2029 | &nbsp;&nbsp; 5.125% | 1811000 | &nbsp;&nbsp; 1824794 |
| 12/01/2031 | &nbsp;&nbsp; 5.375% | 1475000 | &nbsp;&nbsp; 1489670 |
| Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC |
| 05/15/2030 | &nbsp;&nbsp; 3.625% | 2213000 | &nbsp;&nbsp; 1956415 |
| Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  |
| 02/21/2030 | &nbsp;&nbsp; 11.250% | 143449 | &nbsp;&nbsp; 142084 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 08/15/2034 | &nbsp;&nbsp; 4.750% | 1863000 | &nbsp;&nbsp; 1843255 |
| 05/15/2053 | &nbsp;&nbsp; 5.600% | 3365000 | &nbsp;&nbsp; 3286911 |
| 08/15/2054 | &nbsp;&nbsp; 5.400% | 2532000 | &nbsp;&nbsp; 2406582 |
| 08/15/2064 | &nbsp;&nbsp; 5.550% | 2713000 | &nbsp;&nbsp; 2596702 |
| Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 5.625% | 705000 | &nbsp;&nbsp; 663851 |
| Netflix, Inc. | Netflix, Inc. | Netflix, Inc. | Netflix, Inc. |
| 11/15/2028 | &nbsp;&nbsp; 5.875% | 1119000 | &nbsp;&nbsp; 1173659 |
| Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 4.625% | 745000 | &nbsp;&nbsp; 700233 |
| Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.250% | 745000 | &nbsp;&nbsp; 666886 |
| Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  |
| 02/15/2033 | &nbsp;&nbsp; 8.125% | 1165000 | &nbsp;&nbsp; 1166162 |
| Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  |
| 03/01/2033 | &nbsp;&nbsp; 6.875% | 1065000 | &nbsp;&nbsp; 1078668 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 03/28/2028 | &nbsp;&nbsp; 4.950% | 3645000 | &nbsp;&nbsp; 3681925 |
| 06/12/2029 | &nbsp;&nbsp; 5.400% | 692000 | &nbsp;&nbsp; 706721 |
| Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  |
| 06/01/2027 | &nbsp;&nbsp; 6.625% | 1000000 | &nbsp;&nbsp; 1000234 |
| ViacomCBS, Inc. | ViacomCBS, Inc. | ViacomCBS, Inc. | ViacomCBS, Inc. |
| 05/19/2050 | &nbsp;&nbsp; 4.950% | 144000 | &nbsp;&nbsp; 108694 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 3.755% | 1971000 | &nbsp;&nbsp; 1911118 |
| 03/15/2032 | &nbsp;&nbsp; 4.279% | 5762000 | &nbsp;&nbsp; 4895659 |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 11677000 | &nbsp;&nbsp; 8407227 |
| 03/15/2052 | &nbsp;&nbsp; 5.141% | 12398000 | &nbsp;&nbsp; 8033504 |
| 03/15/2062 | &nbsp;&nbsp; 5.391% | 1143000 | &nbsp;&nbsp; 734404 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **50475358** |
| **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** |
| Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  |
| 05/02/2033 | &nbsp;&nbsp; 5.500% | 431000 | &nbsp;&nbsp; 429838 |
| AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC | AngloGold Ashanti Holdings PLC |
| 10/01/2030 | &nbsp;&nbsp; 3.750% | 1800000 | &nbsp;&nbsp; 1662803 |
| Antofagasta PLC<sup>(a)</sup>  | Antofagasta PLC<sup>(a)</sup>  | Antofagasta PLC<sup>(a)</sup>  | Antofagasta PLC<sup>(a)</sup>  |
| 05/02/2034 | &nbsp;&nbsp; 6.250% | 1550000 | &nbsp;&nbsp; 1579570 |
| Arsenal AIC Parent LLC<sup>(a)</sup>  | Arsenal AIC Parent LLC<sup>(a)</sup>  | Arsenal AIC Parent LLC<sup>(a)</sup>  | Arsenal AIC Parent LLC<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 11.500% | 1055000 | &nbsp;&nbsp; 1173620 |
| BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. |
| 09/08/2030 | &nbsp;&nbsp; 5.250% | 804000 | &nbsp;&nbsp; 826095 |
| 02/21/2032 | &nbsp;&nbsp; 5.125% | 1184000 | &nbsp;&nbsp; 1197091 |
| Capstone Copper Corp.<sup>(a)</sup>  | Capstone Copper Corp.<sup>(a)</sup>  | Capstone Copper Corp.<sup>(a)</sup>  | Capstone Copper Corp.<sup>(a)</sup>  |
| 03/31/2033 | &nbsp;&nbsp; 6.750% | 1220000 | &nbsp;&nbsp; 1219903 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.875% | 820000 | &nbsp;&nbsp; 762326 |
| 03/15/2032 | &nbsp;&nbsp; 7.000% | 1385000 | &nbsp;&nbsp; 1196346 |
| 05/01/2033 | &nbsp;&nbsp; 7.375% | 520000 | &nbsp;&nbsp; 446442 |
| Coronado Finance Pty Ltd.<sup>(a)</sup>  | Coronado Finance Pty Ltd.<sup>(a)</sup>  | Coronado Finance Pty Ltd.<sup>(a)</sup>  | Coronado Finance Pty Ltd.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 9.250% | 1425000 | &nbsp;&nbsp; 1048217 |
| First Quantum Minerals Ltd.<sup>(a)</sup>  | First Quantum Minerals Ltd.<sup>(a)</sup>  | First Quantum Minerals Ltd.<sup>(a)</sup>  | First Quantum Minerals Ltd.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 6.875% | 1048000 | &nbsp;&nbsp; 1040250 |
| 03/01/2029 | &nbsp;&nbsp; 9.375% | 1730000 | &nbsp;&nbsp; 1819034 |
| Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 5.186% | 2350000 | &nbsp;&nbsp; 2378134 |
| 04/04/2054 | &nbsp;&nbsp; 5.893% | 83000 | &nbsp;&nbsp; 79333 |
| Hecla Mining Co. | Hecla Mining Co. | Hecla Mining Co. | Hecla Mining Co. |
| 02/15/2028 | &nbsp;&nbsp; 7.250% | 675000 | &nbsp;&nbsp; 678550 |
| Kinross Gold Corp. | Kinross Gold Corp. | Kinross Gold Corp. | Kinross Gold Corp. |
| 07/15/2027 | &nbsp;&nbsp; 4.500% | 1239000 | &nbsp;&nbsp; 1236567 |
| Mineral Resources Ltd.<sup>(a)</sup>  | Mineral Resources Ltd.<sup>(a)</sup>  | Mineral Resources Ltd.<sup>(a)</sup>  | Mineral Resources Ltd.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 9.250% | 1000000 | &nbsp;&nbsp; 1015332 |
| Newmont Corp. | Newmont Corp. | Newmont Corp. | Newmont Corp. |
| 10/01/2030 | &nbsp;&nbsp; 2.250% | 6102000 | &nbsp;&nbsp; 5449232 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 4.750% | 1070000 | &nbsp;&nbsp; 1016492 |
| Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 6.875% | 1425000 | &nbsp;&nbsp; 1469464 |
| Nucor Corp. | Nucor Corp. | Nucor Corp. | Nucor Corp. |
| 05/01/2028 | &nbsp;&nbsp; 3.950% | 1231000 | &nbsp;&nbsp; 1221411 |
| 06/01/2035 | &nbsp;&nbsp; 5.100% | 4692000 | &nbsp;&nbsp; 4602708 |
| POSCO Holdings, Inc.<sup>(a)</sup>  | POSCO Holdings, Inc.<sup>(a)</sup>  | POSCO Holdings, Inc.<sup>(a)</sup>  | POSCO Holdings, Inc.<sup>(a)</sup>  |
| 05/07/2035 | &nbsp;&nbsp; 5.750% | 400000 | &nbsp;&nbsp; 401234 |
| Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC |
| 03/14/2032 | &nbsp;&nbsp; 5.000% | 1150000 | &nbsp;&nbsp; 1155471 |
| 03/14/2055 | &nbsp;&nbsp; 5.750% | 1081000 | &nbsp;&nbsp; 1052336 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | Steel Dynamics, Inc. | Steel Dynamics, Inc. |
| 06/15/2025 | &nbsp;&nbsp; 2.400% | 403000 | &nbsp;&nbsp; 402451 |
| 10/15/2027 | &nbsp;&nbsp; 1.650% | 614000 | &nbsp;&nbsp; 573507 |
| 01/15/2031 | &nbsp;&nbsp; 3.250% | 1510000 | &nbsp;&nbsp; 1386055 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| 06/28/2054 | &nbsp;&nbsp; 6.400% | 2730000 | &nbsp;&nbsp; 2588559 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **41108371** |
| **Midstream 0.9%** | **Midstream 0.9%** | **Midstream 0.9%** | **Midstream 0.9%** |
| AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 9.375% | 1033000 | &nbsp;&nbsp; 1043093 |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 709000 | &nbsp;&nbsp; 716143 |
| Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 6.625% | 1340000 | &nbsp;&nbsp; 1370424 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 545000 | &nbsp;&nbsp; 534284 |
| Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 6.042% | 3100000 | &nbsp;&nbsp; 3194155 |
| 10/01/2031 | &nbsp;&nbsp; 5.097% | 708000 | &nbsp;&nbsp; 694159 |
| Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 6.036% | 9090000 | &nbsp;&nbsp; 9367895 |
| Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 05/01/2027 | &nbsp;&nbsp; 5.625% | 1128000 | &nbsp;&nbsp; 1128380 |
| Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 8.625% | 980000 | &nbsp;&nbsp; 1016416 |
| EIG Pearl Holdings Sarl<sup>(a)</sup>  | EIG Pearl Holdings Sarl<sup>(a)</sup>  | EIG Pearl Holdings Sarl<sup>(a)</sup>  | EIG Pearl Holdings Sarl<sup>(a)</sup>  |
| 08/31/2036 | &nbsp;&nbsp; 3.545% | 1389700 | &nbsp;&nbsp; 1220550 |
| 08/31/2036 | &nbsp;&nbsp; 3.545% | 545954 | &nbsp;&nbsp; 479502 |
| Enbridge, Inc.<sup>(n)</sup>  | Enbridge, Inc.<sup>(n)</sup>  | Enbridge, Inc.<sup>(n)</sup>  | Enbridge, Inc.<sup>(n)</sup>  |
| 07/15/2080 | &nbsp;&nbsp; 5.750% | 839000 | &nbsp;&nbsp; 808265 |
| 01/15/2084 | &nbsp;&nbsp; 8.500% | 3925000 | &nbsp;&nbsp; 4269539 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| 04/01/2030 | &nbsp;&nbsp; 5.200% | 846000 | &nbsp;&nbsp; 854702 |
| 09/01/2054 | &nbsp;&nbsp; 6.050% | 321000 | &nbsp;&nbsp; 296865 |
| Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP |
| 05/15/2030 | &nbsp;&nbsp; 3.750% | 1002000 | &nbsp;&nbsp; 948348 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP |
| 03/15/2035 | &nbsp;&nbsp; 4.900% | 74000 | &nbsp;&nbsp; 69332 |
| 06/15/2038 | &nbsp;&nbsp; 5.800% | 354000 | &nbsp;&nbsp; 346599 |
| 03/15/2045 | &nbsp;&nbsp; 5.150% | 1625000 | &nbsp;&nbsp; 1381942 |
| EnLink Midstream LLC<sup>(a)</sup>  | EnLink Midstream LLC<sup>(a)</sup>  | EnLink Midstream LLC<sup>(a)</sup>  | EnLink Midstream LLC<sup>(a)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 6.500% | 1050000 | &nbsp;&nbsp; 1111117 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| 02/15/2035 | &nbsp;&nbsp; 4.950% | 548000 | &nbsp;&nbsp; 535742 |
| 05/15/2046 | &nbsp;&nbsp; 4.900% | 1400000 | &nbsp;&nbsp; 1222908 |
| Enterprise Products Operating LLC<sup>(b)</sup>  | Enterprise Products Operating LLC<sup>(b)</sup>  | Enterprise Products Operating LLC<sup>(b)</sup>  | Enterprise Products Operating LLC<sup>(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 3.248% <br>08/16/2077<br>| &nbsp;&nbsp; 7.573% | 266000 | &nbsp;&nbsp; 263502 |
| Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  |
| 04/01/2026 | &nbsp;&nbsp; 5.375% | 2935000 | &nbsp;&nbsp; 2891774 |
| 04/01/2029 | &nbsp;&nbsp; 5.875% | 2854000 | &nbsp;&nbsp; 2585427 |
| Florida Gas Transmission Co. LLC<sup>(a),(c)</sup>  | Florida Gas Transmission Co. LLC<sup>(a),(c)</sup>  | Florida Gas Transmission Co. LLC<sup>(a),(c)</sup>  | Florida Gas Transmission Co. LLC<sup>(a),(c)</sup>  |
| 07/15/2035 | &nbsp;&nbsp; 5.750% | 2255000 | &nbsp;&nbsp; 2268988 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% | 630263 | &nbsp;&nbsp; 552372 |
| Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  |
| 02/23/2042 | &nbsp;&nbsp; 6.510% | 975000 | &nbsp;&nbsp; 989590 |
| Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.375% | 970000 | &nbsp;&nbsp; 1004929 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| 03/15/2032 | &nbsp;&nbsp; 7.750% | 635000 | &nbsp;&nbsp; 715503 |
| 09/01/2039 | &nbsp;&nbsp; 6.500% | 1000000 | &nbsp;&nbsp; 1033878 |
| 03/01/2043 | &nbsp;&nbsp; 5.000% | 159000 | &nbsp;&nbsp; 137454 |
| Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc |
| 06/01/2030 | &nbsp;&nbsp; 5.150% | 2060000 | &nbsp;&nbsp; 2080587 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| 12/01/2034 | &nbsp;&nbsp; 5.300% | 1455000 | &nbsp;&nbsp; 1423051 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| 03/01/2026 | &nbsp;&nbsp; 1.750% | 275000 | &nbsp;&nbsp; 269030 |
| 03/15/2028 | &nbsp;&nbsp; 4.000% | 903000 | &nbsp;&nbsp; 890316 |
| 08/15/2030 | &nbsp;&nbsp; 2.650% | 1374000 | &nbsp;&nbsp; 1229048 |
| 06/01/2034 | &nbsp;&nbsp; 5.500% | 321000 | &nbsp;&nbsp; 316884 |
| 03/01/2047 | &nbsp;&nbsp; 5.200% | 1500000 | &nbsp;&nbsp; 1275544 |
| NGPL PipeCo LLC<sup>(a)</sup>  | NGPL PipeCo LLC<sup>(a)</sup>  | NGPL PipeCo LLC<sup>(a)</sup>  | NGPL PipeCo LLC<sup>(a)</sup>  |
| 08/15/2027 | &nbsp;&nbsp; 4.875% | 412000 | &nbsp;&nbsp; 407691 |
| Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.750% | 1035000 | &nbsp;&nbsp; 1046910 |
| ONEOK Partners LP | ONEOK Partners LP | ONEOK Partners LP | ONEOK Partners LP |
| 09/15/2043 | &nbsp;&nbsp; 6.200% | 216000 | &nbsp;&nbsp; 205744 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| 09/01/2033 | &nbsp;&nbsp; 6.050% | 1420000 | &nbsp;&nbsp; 1459128 |
| 11/01/2034 | &nbsp;&nbsp; 5.050% | 2590000 | &nbsp;&nbsp; 2467195 |
| 09/15/2046 | &nbsp;&nbsp; 4.250% | 320000 | &nbsp;&nbsp; 234482 |
| 03/15/2050 | &nbsp;&nbsp; 4.500% | 1960000 | &nbsp;&nbsp; 1475735 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. | Plains All American Pipeline LP/Finance Corp. |
| 06/01/2042 | &nbsp;&nbsp; 5.150% | 2185000 | &nbsp;&nbsp; 1868775 |
| Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 670000 | &nbsp;&nbsp; 690227 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| 03/15/2027 | &nbsp;&nbsp; 5.000% | 2029000 | &nbsp;&nbsp; 2038279 |
| 03/15/2028 | &nbsp;&nbsp; 4.200% | 84000 | &nbsp;&nbsp; 83255 |
| Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC |
| 02/15/2031 | &nbsp;&nbsp; 7.350% | 2910000 | &nbsp;&nbsp; 3174748 |
| Summit Midstream Holdings LLC<sup>(a)</sup>  | Summit Midstream Holdings LLC<sup>(a)</sup>  | Summit Midstream Holdings LLC<sup>(a)</sup>  | Summit Midstream Holdings LLC<sup>(a)</sup>  |
| 10/31/2029 | &nbsp;&nbsp; 8.625% | 925000 | &nbsp;&nbsp; 926664 |
| Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP | Sunoco Logistics Partners Operations LP |
| 04/01/2044 | &nbsp;&nbsp; 5.300% | 371000 | &nbsp;&nbsp; 321679 |
| Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  |
| 07/01/2033 | &nbsp;&nbsp; 6.250% | 1230000 | &nbsp;&nbsp; 1230095 |
| Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.500% | 142000 | &nbsp;&nbsp; 141042 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| 03/30/2034 | &nbsp;&nbsp; 6.500% | 3755000 | &nbsp;&nbsp; 3951622 |
| 02/15/2035 | &nbsp;&nbsp; 5.500% | 948000 | &nbsp;&nbsp; 927578 |
| 07/01/2052 | &nbsp;&nbsp; 6.250% | 155000 | &nbsp;&nbsp; 148285 |
| 05/15/2055 | &nbsp;&nbsp; 6.125% | 5510000 | &nbsp;&nbsp; 5194511 |
| Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. | Targa Resources Partners LP/Finance Corp. |
| 02/01/2031 | &nbsp;&nbsp; 4.875% | 564000 | &nbsp;&nbsp; 550440 |
| TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  |
| 08/23/2032 | &nbsp;&nbsp; 5.780% | 1030000 | &nbsp;&nbsp; 1057587 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| 03/15/2036 | &nbsp;&nbsp; 5.850% | 185000 | &nbsp;&nbsp; 188029 |
| TransCanada PipeLines Ltd.<sup>(n)</sup>  | TransCanada PipeLines Ltd.<sup>(n)</sup>  | TransCanada PipeLines Ltd.<sup>(n)</sup>  | TransCanada PipeLines Ltd.<sup>(n)</sup>  |
| 06/01/2065 | &nbsp;&nbsp; 7.000% | 1332000 | &nbsp;&nbsp; 1322414 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| 05/15/2030 | &nbsp;&nbsp; 3.250% | 447000 | &nbsp;&nbsp; 416696 |
| 03/15/2048 | &nbsp;&nbsp; 4.600% | 4875000 | &nbsp;&nbsp; 3978987 |
| Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 3.875% | 750000 | &nbsp;&nbsp; 698341 |
| 01/15/2030 | &nbsp;&nbsp; 6.250% | 1025000 | &nbsp;&nbsp; 1040711 |
| 08/15/2031 | &nbsp;&nbsp; 4.125% | 1770000 | &nbsp;&nbsp; 1603718 |
| Venture Global LNG, Inc.<sup>(a),(m),(n)</sup>  | Venture Global LNG, Inc.<sup>(a),(m),(n)</sup>  | Venture Global LNG, Inc.<sup>(a),(m),(n)</sup>  | Venture Global LNG, Inc.<sup>(a),(m),(n)</sup>  |
|  | &nbsp;&nbsp; 9.000% | 6625000 | &nbsp;&nbsp; 6271365 |
| Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 7.000% | 760000 | &nbsp;&nbsp; 757473 |
| 06/01/2031 | &nbsp;&nbsp; 8.375% | 2205000 | &nbsp;&nbsp; 2238781 |
| 02/01/2032 | &nbsp;&nbsp; 9.875% | 1834000 | &nbsp;&nbsp; 1953725 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 05/01/2033 | &nbsp;&nbsp; 7.500% | 116000 | &nbsp;&nbsp; 121253 |
| 05/01/2035 | &nbsp;&nbsp; 7.750% | 801000 | &nbsp;&nbsp; 844110 |
| Western Gas Partners LP | Western Gas Partners LP | Western Gas Partners LP | Western Gas Partners LP |
| 03/01/2048 | &nbsp;&nbsp; 5.300% | 603000 | &nbsp;&nbsp; 488632 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| 11/15/2034 | &nbsp;&nbsp; 5.450% |  | 1241000 | &nbsp;&nbsp; 1191169 |
| Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) |
| 09/15/2025 | &nbsp;&nbsp; 4.000% |  | 1683000 | &nbsp;&nbsp; 1679046 |
| 03/15/2029 | &nbsp;&nbsp; 4.900% |  | 319000 | &nbsp;&nbsp; 321947 |
| 03/15/2032 | &nbsp;&nbsp; 8.750% |  | 3486000 | &nbsp;&nbsp; 4156431 |
| Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) | Williams Companies., Inc. (The) |
| 03/02/2026 | &nbsp;&nbsp; 5.400% |  | 3250000 | &nbsp;&nbsp; 3268471 |
| Williams Partners LP | Williams Partners LP | Williams Partners LP | Williams Partners LP | Williams Partners LP |
| 03/04/2044 | &nbsp;&nbsp; 5.400% |  | 78000 | &nbsp;&nbsp; 71148 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **114752356** |
| **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** | **Natural Gas 0.2%** |
| Boston Gas Co.<sup>(a)</sup>  | Boston Gas Co.<sup>(a)</sup>  | Boston Gas Co.<sup>(a)</sup>  | Boston Gas Co.<sup>(a)</sup>  | Boston Gas Co.<sup>(a)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 3.150% |  | 1472000 | &nbsp;&nbsp; 1427751 |
| 01/10/2035 | &nbsp;&nbsp; 5.843% |  | 672000 | &nbsp;&nbsp; 687032 |
| Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  |
| 07/18/2054 | &nbsp;&nbsp; 6.415% |  | 1860000 | &nbsp;&nbsp; 1871604 |
| KeySpan Corp. | KeySpan Corp. | KeySpan Corp. | KeySpan Corp. | KeySpan Corp. |
| 11/15/2030 | &nbsp;&nbsp; 8.000% |  | 670000 | &nbsp;&nbsp; 761194 |
| KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  |
| 03/06/2033 | &nbsp;&nbsp; 5.994% |  | 4625000 | &nbsp;&nbsp; 4723127 |
| National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  |
| 04/05/2030 | &nbsp;&nbsp; 4.250% | EUR | 2745000 | &nbsp;&nbsp; 3262061 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 1.700% |  | 605000 | &nbsp;&nbsp; 511641 |
| 06/30/2033 | &nbsp;&nbsp; 5.400% |  | 930000 | &nbsp;&nbsp; 934801 |
| ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. | ONE Gas, Inc. |
| 04/01/2029 | &nbsp;&nbsp; 5.100% |  | 447000 | &nbsp;&nbsp; 455862 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.100% |  | 3400000 | &nbsp;&nbsp; 3355462 |
| Sempra<sup>(n)</sup>  | Sempra<sup>(n)</sup>  | Sempra<sup>(n)</sup>  | Sempra<sup>(n)</sup>  | Sempra<sup>(n)</sup>  |
| 10/01/2054 | &nbsp;&nbsp; 6.400% |  | 1279000 | &nbsp;&nbsp; 1200763 |
| Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  |
| 05/28/2030 | &nbsp;&nbsp; 5.000% |  | 3315000 | &nbsp;&nbsp; 3312541 |
| South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. | South Jersey Industries, Inc. |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 04/15/2031 | &nbsp;&nbsp; 5.020% |  | 1422000 | &nbsp;&nbsp; 1157421 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| 09/15/2032 | &nbsp;&nbsp; 5.150% |  | 5715000 | &nbsp;&nbsp; 5703581 |
| Southwest Gas Corp. | Southwest Gas Corp. | Southwest Gas Corp. | Southwest Gas Corp. | Southwest Gas Corp. |
| 08/15/2051 | &nbsp;&nbsp; 3.180% |  | 2930000 | &nbsp;&nbsp; 1812533 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **31177374** |
| **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** |
| Cousins Properties LP<sup>(c)</sup>  | Cousins Properties LP<sup>(c)</sup>  | Cousins Properties LP<sup>(c)</sup>  | Cousins Properties LP<sup>(c)</sup>  | Cousins Properties LP<sup>(c)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 5.250% |  | 4080000 | &nbsp;&nbsp; 4106040 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP |
| 11/01/2027 | &nbsp;&nbsp; 3.950% |  | 3448000 | &nbsp;&nbsp; 3018927 |
| 02/15/2028 | &nbsp;&nbsp; 5.950% |  | 55000 | &nbsp;&nbsp; 47293 |
| 04/01/2029 | &nbsp;&nbsp; 4.650% |  | 950000 | &nbsp;&nbsp; 688468 |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 1085000 | &nbsp;&nbsp; 734990 |
| Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP |
| 04/01/2032 | &nbsp;&nbsp; 2.750% |  | 2066000 | &nbsp;&nbsp; 1661682 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10257400** |
| **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** |
| Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 6.625% |  | 855000 | &nbsp;&nbsp; 860813 |
| Helmerich & Payne, Inc.<sup>(a)</sup>  | Helmerich & Payne, Inc.<sup>(a)</sup>  | Helmerich & Payne, Inc.<sup>(a)</sup>  | Helmerich & Payne, Inc.<sup>(a)</sup>  | Helmerich & Payne, Inc.<sup>(a)</sup>  |
| 12/01/2034 | &nbsp;&nbsp; 5.500% |  | 4120000 | &nbsp;&nbsp; 3636957 |
| Schlumberger Holdings Corp.<sup>(a)</sup>  | Schlumberger Holdings Corp.<sup>(a)</sup>  | Schlumberger Holdings Corp.<sup>(a)</sup>  | Schlumberger Holdings Corp.<sup>(a)</sup>  | Schlumberger Holdings Corp.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 5.000% |  | 883000 | &nbsp;&nbsp; 899501 |
| 06/26/2030 | &nbsp;&nbsp; 2.650% |  | 564000 | &nbsp;&nbsp; 512257 |
| Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  |
| 02/01/2028 | &nbsp;&nbsp; 8.375% |  | 220762 | &nbsp;&nbsp; 224108 |
| Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 8.250% |  | 645000 | &nbsp;&nbsp; 581533 |
| 02/15/2030 | &nbsp;&nbsp; 8.750% |  | 284000 | &nbsp;&nbsp; 287900 |
| USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 7.125% |  | 705000 | &nbsp;&nbsp; 716583 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7719652** |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.050% |  | 2244000 | &nbsp;&nbsp; 2258068 |
| 01/15/2030 | &nbsp;&nbsp; 6.250% |  | 2220000 | &nbsp;&nbsp; 2230727 |
| Five Point Operating Co. LP/Capital Corp.<sup>(a),(n)</sup>  | Five Point Operating Co. LP/Capital Corp.<sup>(a),(n)</sup>  | Five Point Operating Co. LP/Capital Corp.<sup>(a),(n)</sup>  | Five Point Operating Co. LP/Capital Corp.<sup>(a),(n)</sup>  | Five Point Operating Co. LP/Capital Corp.<sup>(a),(n)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 10.500% |  | 1973028 | &nbsp;&nbsp; 2012526 |
| Greystone Commercial Capital Trust<sup>(a),(b),(i),(j)</sup>  | Greystone Commercial Capital Trust<sup>(a),(b),(i),(j)</sup>  | Greystone Commercial Capital Trust<sup>(a),(b),(i),(j)</sup>  | Greystone Commercial Capital Trust<sup>(a),(b),(i),(j)</sup>  | Greystone Commercial Capital Trust<sup>(a),(b),(i),(j)</sup>  |
| &nbsp;&nbsp; 1-month USD LIBOR + 2.270% <br>08/31/2028<br>| &nbsp;&nbsp; 7.713% |  | 9190225 | &nbsp;&nbsp; 8179300 |
| Howard Hughes Corp. (The)<sup>(a)</sup>  | Howard Hughes Corp. (The)<sup>(a)</sup>  | Howard Hughes Corp. (The)<sup>(a)</sup>  | Howard Hughes Corp. (The)<sup>(a)</sup>  | Howard Hughes Corp. (The)<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 5.375% |  | 3000000 | &nbsp;&nbsp; 2945272 |
| 02/01/2031 | &nbsp;&nbsp; 4.375% |  | 750000 | &nbsp;&nbsp; 681481 |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 01/15/2029 | &nbsp;&nbsp; 9.750% |  | 1253000 | &nbsp;&nbsp; 1212422 |
| 06/15/2030 | &nbsp;&nbsp; 9.000% |  | 1649000 | &nbsp;&nbsp; 1494205 |
| Icahn Enterprises LP/Finance Corp.<sup>(a)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(a)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(a)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(a)</sup>  | Icahn Enterprises LP/Finance Corp.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 10.000% |  | 340000 | &nbsp;&nbsp; 331518 |
| Lseg US Fin Corp.<sup>(a)</sup>  | Lseg US Fin Corp.<sup>(a)</sup>  | Lseg US Fin Corp.<sup>(a)</sup>  | Lseg US Fin Corp.<sup>(a)</sup>  | Lseg US Fin Corp.<sup>(a)</sup>  |
| 03/28/2027 | &nbsp;&nbsp; 4.875% |  | 1152000 | &nbsp;&nbsp; 1160751 |
| 03/28/2034 | &nbsp;&nbsp; 5.297% |  | 1058000 | &nbsp;&nbsp; 1067444 |
| Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 0.750% | EUR | 2600000 | &nbsp;&nbsp; 2420175 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **25993889** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** |
| Arcosa, Inc.<sup>(a)</sup>  | Arcosa, Inc.<sup>(a)</sup>  | Arcosa, Inc.<sup>(a)</sup>  | Arcosa, Inc.<sup>(a)</sup>  | Arcosa, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.875% |  | 1005000 | &nbsp;&nbsp; 1032637 |
| Artera Services LLC<sup>(a)</sup>  | Artera Services LLC<sup>(a)</sup>  | Artera Services LLC<sup>(a)</sup>  | Artera Services LLC<sup>(a)</sup>  | Artera Services LLC<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 8.500% |  | 350000 | &nbsp;&nbsp; 299116 |
| Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% |  | 3187000 | &nbsp;&nbsp; 3051519 |
| 07/01/2029 | &nbsp;&nbsp; 4.000% |  | 1603000 | &nbsp;&nbsp; 1523125 |
| Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University |
| 10/01/2028 | &nbsp;&nbsp; 5.125% |  | 530000 | &nbsp;&nbsp; 503440 |
| Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology |
| 07/01/2114 | &nbsp;&nbsp; 4.678% |  | 758000 | &nbsp;&nbsp; 611769 |
| 07/01/2116 | &nbsp;&nbsp; 3.885% |  | 1850000 | &nbsp;&nbsp; 1244374 |
| Mitsubishi Corp.<sup>(a)</sup>  | Mitsubishi Corp.<sup>(a)</sup>  | Mitsubishi Corp.<sup>(a)</sup>  | Mitsubishi Corp.<sup>(a)</sup>  | Mitsubishi Corp.<sup>(a)</sup>  |
| 07/02/2029 | &nbsp;&nbsp; 5.000% |  | 2655000 | &nbsp;&nbsp; 2697263 |
| Northwestern University | Northwestern University | Northwestern University | Northwestern University | Northwestern University |
| 12/01/2057 | &nbsp;&nbsp; 3.662% |  | 1350000 | &nbsp;&nbsp; 945810 |
| President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College |
| 07/15/2046 | &nbsp;&nbsp; 3.150% |  | 3031000 | &nbsp;&nbsp; 2107204 |
| 07/15/2056 | &nbsp;&nbsp; 3.300% |  | 2230000 | &nbsp;&nbsp; 1469313 |
| TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 3.625% |  | 1000000 | &nbsp;&nbsp; 938463 |
| Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) | Trustees of the University of Pennsylvania (The) |
| 09/01/2112 | &nbsp;&nbsp; 4.674% |  | 1620000 | &nbsp;&nbsp; 1303168 |
| University of Southern California | University of Southern California | University of Southern California | University of Southern California | University of Southern California |
| 10/01/2039 | &nbsp;&nbsp; 3.028% |  | 3425000 | &nbsp;&nbsp; 2712237 |
| Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.625% |  | 3085000 | &nbsp;&nbsp; 3150149 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **23589587** |
| **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** |
| American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP |
| 02/01/2031 | &nbsp;&nbsp; 3.375% |  | 3115000 | &nbsp;&nbsp; 2727218 |
| CubeSmart LP | CubeSmart LP | CubeSmart LP | CubeSmart LP | CubeSmart LP |
| 12/15/2028 | &nbsp;&nbsp; 2.250% |  | 694000 | &nbsp;&nbsp; 640534 |
| Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 1.000% | EUR | 980000 | &nbsp;&nbsp; 945104 |
| 03/15/2035 | &nbsp;&nbsp; 3.875% | EUR | 370000 | &nbsp;&nbsp; 412812 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 04/01/2028 | &nbsp;&nbsp; 5.700% |  | 1245000 | &nbsp;&nbsp; 1280410 |
| 04/01/2029 | &nbsp;&nbsp; 3.900% |  | 1437000 | &nbsp;&nbsp; 1393482 |
| 06/15/2029 | &nbsp;&nbsp; 4.000% |  | 393000 | &nbsp;&nbsp; 381591 |
| 10/15/2030 | &nbsp;&nbsp; 2.200% |  | 2263000 | &nbsp;&nbsp; 1966796 |
| 10/15/2031 | &nbsp;&nbsp; 2.400% |  | 330000 | &nbsp;&nbsp; 280833 |
| 01/15/2035 | &nbsp;&nbsp; 5.350% |  | 551000 | &nbsp;&nbsp; 542902 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| 02/01/2026 | &nbsp;&nbsp; 4.500% |  | 520000 | &nbsp;&nbsp; 517917 |
| 06/15/2032 | &nbsp;&nbsp; 5.700% |  | 6695000 | &nbsp;&nbsp; 6660508 |
| 04/15/2035 | &nbsp;&nbsp; 5.500% |  | 802000 | &nbsp;&nbsp; 771813 |
| Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.750% |  | 1050000 | &nbsp;&nbsp; 1017164 |
| Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust |
| 10/01/2031 | &nbsp;&nbsp; 2.375% |  | 3805000 | &nbsp;&nbsp; 3170291 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 7.000% |  | 990000 | &nbsp;&nbsp; 999124 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC |
| 05/23/2033 | &nbsp;&nbsp; 4.625% | EUR | 670000 | &nbsp;&nbsp; 820878 |
| 05/05/2034 | &nbsp;&nbsp; 4.000% | EUR | 1280000 | &nbsp;&nbsp; 1488493 |
| Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 5.250% |  | 1666000 | &nbsp;&nbsp; 1705523 |
| 04/01/2034 | &nbsp;&nbsp; 5.500% |  | 348000 | &nbsp;&nbsp; 350330 |
| Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP |
| 09/01/2031 | &nbsp;&nbsp; 2.150% |  | 2529000 | &nbsp;&nbsp; 2130435 |
| Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  |
| 07/01/2030 | &nbsp;&nbsp; 6.500% |  | 770000 | &nbsp;&nbsp; 781611 |
| 10/15/2030 | &nbsp;&nbsp; 6.500% |  | 1000000 | &nbsp;&nbsp; 1013545 |
| Trust Fibra Uno<sup>(a)</sup>  | Trust Fibra Uno<sup>(a)</sup>  | Trust Fibra Uno<sup>(a)</sup>  | Trust Fibra Uno<sup>(a)</sup>  | Trust Fibra Uno<sup>(a)</sup>  |
| 01/23/2032 | &nbsp;&nbsp; 7.700% |  | 890000 | &nbsp;&nbsp; 911127 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 07/23/2032 | &nbsp;&nbsp; 4.250% | EUR | 500000 | &nbsp;&nbsp; 585867 |
| 04/01/2033 | &nbsp;&nbsp; 2.250% |  | 4080000 | &nbsp;&nbsp; 3271975 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **36768283** |
| **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** |
| Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. |
| 08/15/2027 | &nbsp;&nbsp; 4.800% |  | 2720000 | &nbsp;&nbsp; 2734617 |
| 04/15/2030 | &nbsp;&nbsp; 2.704% |  | 1339000 | &nbsp;&nbsp; 1219397 |
| 01/15/2034 | &nbsp;&nbsp; 5.375% |  | 398000 | &nbsp;&nbsp; 396880 |
| Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  |
| 10/24/2029 | &nbsp;&nbsp; 4.875% | EUR | 1000000 | &nbsp;&nbsp; 1176814 |
| Severn Trent Utilities Finance PLC<sup>(a)</sup>  | Severn Trent Utilities Finance PLC<sup>(a)</sup>  | Severn Trent Utilities Finance PLC<sup>(a)</sup>  | Severn Trent Utilities Finance PLC<sup>(a)</sup>  | Severn Trent Utilities Finance PLC<sup>(a)</sup>  |
| 08/04/2035 | &nbsp;&nbsp; 3.875% | EUR | 1965000 | &nbsp;&nbsp; 2238237 |
| Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  |
| 05/24/2034 | &nbsp;&nbsp; 2.875% | EUR | 1700000 | &nbsp;&nbsp; 1803736 |
| United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  |
| 05/23/2034 | &nbsp;&nbsp; 3.750% | EUR | 1540000 | &nbsp;&nbsp; 1743796 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **11313477** |
| **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** |
| Amcor Flexibles North America, Inc.<sup>(a)</sup>  | Amcor Flexibles North America, Inc.<sup>(a)</sup>  | Amcor Flexibles North America, Inc.<sup>(a)</sup>  | Amcor Flexibles North America, Inc.<sup>(a)</sup>  | Amcor Flexibles North America, Inc.<sup>(a)</sup>  |
| 03/17/2028 | &nbsp;&nbsp; 4.800% |  | 2385000 | &nbsp;&nbsp; 2391358 |
| 03/17/2035 | &nbsp;&nbsp; 5.500% |  | 3245000 | &nbsp;&nbsp; 3211498 |
| Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC | Amcor Group Finance PLC |
| 05/23/2029 | &nbsp;&nbsp; 5.450% |  | 4640000 | &nbsp;&nbsp; 4726065 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  |
| 08/15/2026 | &nbsp;&nbsp; 4.125% | 500000 | &nbsp;&nbsp; 454543 |
| 08/15/2027 | &nbsp;&nbsp; 5.250% | 3000000 | &nbsp;&nbsp; 1366497 |
| 08/15/2027 | &nbsp;&nbsp; 5.250% | 325000 | &nbsp;&nbsp; 147621 |
| Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. |
| 08/15/2030 | &nbsp;&nbsp; 2.875% | 1000000 | &nbsp;&nbsp; 886265 |
| Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 4.875% | 782000 | &nbsp;&nbsp; 780021 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 01/15/2026 | &nbsp;&nbsp; 1.570% | 3261000 | &nbsp;&nbsp; 3190040 |
| 01/15/2027 | &nbsp;&nbsp; 1.650% | 1065000 | &nbsp;&nbsp; 1014566 |
| 04/15/2028 | &nbsp;&nbsp; 5.500% | 6438000 | &nbsp;&nbsp; 6553537 |
| 01/15/2034 | &nbsp;&nbsp; 5.650% | 1600000 | &nbsp;&nbsp; 1611189 |
| Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.750% | 1830000 | &nbsp;&nbsp; 1870296 |
| 04/15/2032 | &nbsp;&nbsp; 6.750% | 800000 | &nbsp;&nbsp; 808829 |
| Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 1000000 | &nbsp;&nbsp; 1001599 |
| Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 1.573% | 703000 | &nbsp;&nbsp; 671524 |
| 02/15/2031 | &nbsp;&nbsp; 7.250% | 950000 | &nbsp;&nbsp; 993127 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| 09/01/2029 | &nbsp;&nbsp; 4.600% | 711000 | &nbsp;&nbsp; 702326 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **32380901** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Cascades, Inc./USA<sup>(a)</sup>  | Cascades, Inc./USA<sup>(a)</sup>  | Cascades, Inc./USA<sup>(a)</sup>  | Cascades, Inc./USA<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.375% | 1020000 | &nbsp;&nbsp; 1004847 |
| Inversiones CMPC SA<sup>(a)</sup>  | Inversiones CMPC SA<sup>(a)</sup>  | Inversiones CMPC SA<sup>(a)</sup>  | Inversiones CMPC SA<sup>(a)</sup>  |
| 02/26/2034 | &nbsp;&nbsp; 6.125% | 1500000 | &nbsp;&nbsp; 1493697 |
| Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC | Smurfit Kappa Treasury ULC |
| 01/15/2030 | &nbsp;&nbsp; 5.200% | 2025000 | &nbsp;&nbsp; 2048335 |
| 04/03/2034 | &nbsp;&nbsp; 5.438% | 737000 | &nbsp;&nbsp; 739503 |
| 04/03/2054 | &nbsp;&nbsp; 5.777% | 351000 | &nbsp;&nbsp; 334364 |
| Weyerhaeuser Co. | Weyerhaeuser Co. | Weyerhaeuser Co. | Weyerhaeuser Co. |
| 05/15/2026 | &nbsp;&nbsp; 4.750% | 395000 | &nbsp;&nbsp; 395661 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6016407** |
| **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** |
| 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% | 890000 | &nbsp;&nbsp; 881133 |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| 11/21/2026 | &nbsp;&nbsp; 2.950% | 687000 | &nbsp;&nbsp; 673538 |
| 03/15/2028 | &nbsp;&nbsp; 4.650% | 620000 | &nbsp;&nbsp; 626214 |
| 11/21/2029 | &nbsp;&nbsp; 3.200% | 424000 | &nbsp;&nbsp; 402229 |
| 03/15/2031 | &nbsp;&nbsp; 4.950% | 1564000 | &nbsp;&nbsp; 1588642 |
| 03/15/2035 | &nbsp;&nbsp; 4.550% | 4329000 | &nbsp;&nbsp; 4131590 |
| 05/14/2035 | &nbsp;&nbsp; 4.500% | 1193000 | &nbsp;&nbsp; 1134826 |
| 05/14/2036 | &nbsp;&nbsp; 4.300% | 1055000 | &nbsp;&nbsp; 977081 |
| 11/21/2039 | &nbsp;&nbsp; 4.050% | 923000 | &nbsp;&nbsp; 788607 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 10/01/2042 | &nbsp;&nbsp; 4.625% |  | 1000000 | &nbsp;&nbsp; 876774 |
| 05/14/2045 | &nbsp;&nbsp; 4.700% |  | 680000 | &nbsp;&nbsp; 596989 |
| 03/15/2055 | &nbsp;&nbsp; 5.600% |  | 1081000 | &nbsp;&nbsp; 1055159 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 02/22/2052 | &nbsp;&nbsp; 4.200% |  | 345000 | &nbsp;&nbsp; 263387 |
| 03/02/2053 | &nbsp;&nbsp; 5.650% |  | 2931000 | &nbsp;&nbsp; 2788949 |
| 03/02/2063 | &nbsp;&nbsp; 5.750% |  | 217000 | &nbsp;&nbsp; 205518 |
| Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC |
| 02/26/2031 | &nbsp;&nbsp; 4.900% |  | 1564000 | &nbsp;&nbsp; 1592336 |
| Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 7.000% |  | 415000 | &nbsp;&nbsp; 345870 |
| 01/30/2028 | &nbsp;&nbsp; 5.000% |  | 1100000 | &nbsp;&nbsp; 870785 |
| 06/01/2028 | &nbsp;&nbsp; 4.875% |  | 475000 | &nbsp;&nbsp; 388848 |
| 02/15/2029 | &nbsp;&nbsp; 5.000% |  | 100000 | &nbsp;&nbsp; 62982 |
| 02/15/2029 | &nbsp;&nbsp; 6.250% |  | 850000 | &nbsp;&nbsp; 559983 |
| 01/30/2030 | &nbsp;&nbsp; 5.250% |  | 200000 | &nbsp;&nbsp; 115106 |
| 02/15/2031 | &nbsp;&nbsp; 5.250% |  | 1200000 | &nbsp;&nbsp; 631279 |
| Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 4.375% |  | 5945000 | &nbsp;&nbsp; 5818467 |
| 06/25/2038 | &nbsp;&nbsp; 4.625% |  | 1000000 | &nbsp;&nbsp; 857226 |
| 07/15/2044 | &nbsp;&nbsp; 4.400% |  | 2799000 | &nbsp;&nbsp; 2096518 |
| 06/25/2048 | &nbsp;&nbsp; 4.875% |  | 3505000 | &nbsp;&nbsp; 2747042 |
| Bayer US Finance LLC<sup>(a)</sup>  | Bayer US Finance LLC<sup>(a)</sup>  | Bayer US Finance LLC<sup>(a)</sup>  | Bayer US Finance LLC<sup>(a)</sup>  | Bayer US Finance LLC<sup>(a)</sup>  |
| 11/21/2033 | &nbsp;&nbsp; 6.500% |  | 3735000 | &nbsp;&nbsp; 3893182 |
| Biogen, Inc. | Biogen, Inc. | Biogen, Inc. | Biogen, Inc. | Biogen, Inc. |
| 05/15/2055 | &nbsp;&nbsp; 6.450% |  | 3740000 | &nbsp;&nbsp; 3745489 |
| Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. |
| 06/15/2039 | &nbsp;&nbsp; 4.125% |  | 166000 | &nbsp;&nbsp; 144134 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| 08/15/2025 | &nbsp;&nbsp; 3.875% |  | 74000 | &nbsp;&nbsp; 73874 |
| 02/22/2031 | &nbsp;&nbsp; 5.100% |  | 649000 | &nbsp;&nbsp; 664179 |
| 05/15/2044 | &nbsp;&nbsp; 4.625% |  | 555000 | &nbsp;&nbsp; 479498 |
| 02/22/2054 | &nbsp;&nbsp; 5.550% |  | 2081000 | &nbsp;&nbsp; 1975159 |
| 11/15/2063 | &nbsp;&nbsp; 6.400% |  | 230000 | &nbsp;&nbsp; 241853 |
| Cheplapharm Arzneimittel GmbH<sup>(a)</sup>  | Cheplapharm Arzneimittel GmbH<sup>(a)</sup>  | Cheplapharm Arzneimittel GmbH<sup>(a)</sup>  | Cheplapharm Arzneimittel GmbH<sup>(a)</sup>  | Cheplapharm Arzneimittel GmbH<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.500% |  | 700000 | &nbsp;&nbsp; 666808 |
| CSL Finance PLC<sup>(a)</sup>  | CSL Finance PLC<sup>(a)</sup>  | CSL Finance PLC<sup>(a)</sup>  | CSL Finance PLC<sup>(a)</sup>  | CSL Finance PLC<sup>(a)</sup>  |
| 04/27/2029 | &nbsp;&nbsp; 4.050% |  | 670000 | &nbsp;&nbsp; 659565 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| 02/12/2030 | &nbsp;&nbsp; 4.750% |  | 2725000 | &nbsp;&nbsp; 2769111 |
| 02/12/2055 | &nbsp;&nbsp; 5.500% |  | 1776000 | &nbsp;&nbsp; 1736970 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| 06/15/2035 | &nbsp;&nbsp; 5.100% |  | 2081000 | &nbsp;&nbsp; 2069602 |
| 11/15/2064 | &nbsp;&nbsp; 5.600% |  | 1062000 | &nbsp;&nbsp; 1012283 |
| GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. | GlaxoSmithKline Capital, Inc. |
| 04/15/2030 | &nbsp;&nbsp; 4.500% |  | 5295000 | &nbsp;&nbsp; 5291748 |
| 04/15/2035 | &nbsp;&nbsp; 4.875% |  | 1264000 | &nbsp;&nbsp; 1239873 |
| Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 7.500% | EUR | 2839000 | &nbsp;&nbsp; 3385120 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |
| 03/01/2030 | &nbsp;&nbsp; 4.700% |  | 1691000 | &nbsp;&nbsp; 1720060 |
| 02/26/2033 | &nbsp;&nbsp; 3.050% | EUR | 3030000 | &nbsp;&nbsp; 3466487 |
| Kevlar SpA<sup>(a)</sup>  | Kevlar SpA<sup>(a)</sup>  | Kevlar SpA<sup>(a)</sup>  | Kevlar SpA<sup>(a)</sup>  | Kevlar SpA<sup>(a)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 6.500% |  | 1015000 | &nbsp;&nbsp; 974569 |
| Mylan NV | Mylan NV | Mylan NV | Mylan NV | Mylan NV |
| 06/15/2026 | &nbsp;&nbsp; 3.950% |  | 3014000 | &nbsp;&nbsp; 2974452 |
| 06/15/2046 | &nbsp;&nbsp; 5.250% |  | 455000 | &nbsp;&nbsp; 351500 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| 04/15/2048 | &nbsp;&nbsp; 5.200% |  | 2550000 | &nbsp;&nbsp; 1918067 |
| Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  |
| 04/30/2031 | &nbsp;&nbsp; 5.125% |  | 2620000 | &nbsp;&nbsp; 2202479 |
| Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. |
| 05/19/2030 | &nbsp;&nbsp; 4.650% |  | 548000 | &nbsp;&nbsp; 551566 |
| 05/19/2033 | &nbsp;&nbsp; 4.750% |  | 622000 | &nbsp;&nbsp; 611724 |
| 05/19/2063 | &nbsp;&nbsp; 5.340% |  | 1223000 | &nbsp;&nbsp; 1100951 |
| Pfizer Netherlands International Finance BV | Pfizer Netherlands International Finance BV | Pfizer Netherlands International Finance BV | Pfizer Netherlands International Finance BV | Pfizer Netherlands International Finance BV |
| 05/19/2032 | &nbsp;&nbsp; 3.250% | EUR | 1100000 | &nbsp;&nbsp; 1257775 |
| Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  |
| 11/13/2030 | &nbsp;&nbsp; 5.489% |  | 1526000 | &nbsp;&nbsp; 1596997 |
| 09/09/2034 | &nbsp;&nbsp; 4.592% |  | 520000 | &nbsp;&nbsp; 506171 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| 09/02/2025 | &nbsp;&nbsp; 1.200% |  | 316000 | &nbsp;&nbsp; 312828 |
| 09/02/2027 | &nbsp;&nbsp; 1.750% |  | 401000 | &nbsp;&nbsp; 377239 |
| 09/02/2029 | &nbsp;&nbsp; 5.150% |  | 608000 | &nbsp;&nbsp; 614853 |
| 09/02/2030 | &nbsp;&nbsp; 2.200% |  | 2784000 | &nbsp;&nbsp; 2425087 |
| 09/02/2040 | &nbsp;&nbsp; 3.300% |  | 345000 | &nbsp;&nbsp; 250719 |
| Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. |
| 07/05/2034 | &nbsp;&nbsp; 5.300% |  | 350000 | &nbsp;&nbsp; 349981 |
| 07/05/2064 | &nbsp;&nbsp; 5.800% |  | 750000 | &nbsp;&nbsp; 705502 |
| Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV |
| 06/01/2031 | &nbsp;&nbsp; 4.125% | EUR | 1940000 | &nbsp;&nbsp; 2208280 |
| Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV |
| 12/01/2032 | &nbsp;&nbsp; 6.000% |  | 341000 | &nbsp;&nbsp; 343432 |
| Teva Pharmaceutical Finance Netherlands IV BV | Teva Pharmaceutical Finance Netherlands IV BV | Teva Pharmaceutical Finance Netherlands IV BV | Teva Pharmaceutical Finance Netherlands IV BV | Teva Pharmaceutical Finance Netherlands IV BV |
| 12/01/2030 | &nbsp;&nbsp; 5.750% |  | 341000 | &nbsp;&nbsp; 343916 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| 06/22/2030 | &nbsp;&nbsp; 2.700% |  | 772000 | &nbsp;&nbsp; 674815 |
| 06/22/2040 | &nbsp;&nbsp; 3.850% |  | 4374000 | &nbsp;&nbsp; 3107482 |
| 06/22/2050 | &nbsp;&nbsp; 4.000% |  | 2287000 | &nbsp;&nbsp; 1464778 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **95537236** |
| **Property & Casualty 0.5%** | **Property & Casualty 0.5%** | **Property & Casualty 0.5%** | **Property & Casualty 0.5%** | **Property & Casualty 0.5%** |
| Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  |
| 11/06/2030 | &nbsp;&nbsp; 7.500% |  | 970000 | &nbsp;&nbsp; 1000199 |
| Alleghany Corp. | Alleghany Corp. | Alleghany Corp. | Alleghany Corp. | Alleghany Corp. |
| 08/15/2051 | &nbsp;&nbsp; 3.250% |  | 670000 | &nbsp;&nbsp; 437040 |
| Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 6.500% |  | 1020000 | &nbsp;&nbsp; 1029532 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| American International Group, Inc. | American International Group, Inc. | American International Group, Inc. | American International Group, Inc. |
| 04/01/2028 | &nbsp;&nbsp; 4.200% | 1282000 | &nbsp;&nbsp; 1271580 |
| 05/07/2030 | &nbsp;&nbsp; 4.850% | 1690000 | &nbsp;&nbsp; 1697255 |
| 06/30/2030 | &nbsp;&nbsp; 3.400% | 919000 | &nbsp;&nbsp; 865155 |
| Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC | Aon Corp./Global Holdings PLC |
| 12/02/2031 | &nbsp;&nbsp; 2.600% | 4495000 | &nbsp;&nbsp; 3930029 |
| Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. |
| 03/01/2027 | &nbsp;&nbsp; 5.125% | 461000 | &nbsp;&nbsp; 465845 |
| 03/01/2029 | &nbsp;&nbsp; 5.150% | 997000 | &nbsp;&nbsp; 1016669 |
| Arch Capital Finance LLC | Arch Capital Finance LLC | Arch Capital Finance LLC | Arch Capital Finance LLC |
| 12/15/2046 | &nbsp;&nbsp; 5.031% | 970000 | &nbsp;&nbsp; 845917 |
| Arthur J. Gallagher & Co. | Arthur J. Gallagher & Co. | Arthur J. Gallagher & Co. | Arthur J. Gallagher & Co. |
| 03/09/2052 | &nbsp;&nbsp; 3.050% | 6725000 | &nbsp;&nbsp; 4092586 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.450% | 3828000 | &nbsp;&nbsp; 3737727 |
| Enact Holdings, Inc. | Enact Holdings, Inc. | Enact Holdings, Inc. | Enact Holdings, Inc. |
| 05/28/2029 | &nbsp;&nbsp; 6.250% | 5510000 | &nbsp;&nbsp; 5661732 |
| Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. |
| 03/03/2031 | &nbsp;&nbsp; 3.375% | 6300000 | &nbsp;&nbsp; 5758546 |
| Fairfax Financial Holdings Ltd.<sup>(a)</sup>  | Fairfax Financial Holdings Ltd.<sup>(a)</sup>  | Fairfax Financial Holdings Ltd.<sup>(a)</sup>  | Fairfax Financial Holdings Ltd.<sup>(a)</sup>  |
| 05/20/2055 | &nbsp;&nbsp; 6.500% | 6485000 | &nbsp;&nbsp; 6427535 |
| Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/15/2028 | &nbsp;&nbsp; 7.050% | 800000 | &nbsp;&nbsp; 837760 |
| 07/15/2048 | &nbsp;&nbsp; 7.200% | 1290000 | &nbsp;&nbsp; 1270949 |
| Farmers Exchange Capital II<sup>(a),(n)</sup>  | Farmers Exchange Capital II<sup>(a),(n)</sup>  | Farmers Exchange Capital II<sup>(a),(n)</sup>  | Farmers Exchange Capital II<sup>(a),(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2053 | &nbsp;&nbsp; 6.151% | 2700000 | &nbsp;&nbsp; 2532636 |
| Farmers Insurance Exchange<sup>(a),(n)</sup>  | Farmers Insurance Exchange<sup>(a),(n)</sup>  | Farmers Insurance Exchange<sup>(a),(n)</sup>  | Farmers Insurance Exchange<sup>(a),(n)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/15/2064 | &nbsp;&nbsp; 7.000% | 405000 | &nbsp;&nbsp; 399210 |
| Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup>  | Hartford Financial Services Group Inc. (The)<sup>(a),(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 2.387% <br>02/12/2047<br>| &nbsp;&nbsp; 6.713% | 1247000 | &nbsp;&nbsp; 1152217 |
| Hartford Financial Services Group Inc. (The) | Hartford Financial Services Group Inc. (The) | Hartford Financial Services Group Inc. (The) | Hartford Financial Services Group Inc. (The) |
| 09/15/2051 | &nbsp;&nbsp; 2.900% | 1188000 | &nbsp;&nbsp; 723292 |
| Liberty Mutual Group, Inc.<sup>(a)</sup>  | Liberty Mutual Group, Inc.<sup>(a)</sup>  | Liberty Mutual Group, Inc.<sup>(a)</sup>  | Liberty Mutual Group, Inc.<sup>(a)</sup>  |
| 10/15/2050 | &nbsp;&nbsp; 3.951% | 2080000 | &nbsp;&nbsp; 1473622 |
| Markel Corp. | Markel Corp. | Markel Corp. | Markel Corp. |
| 05/20/2049 | &nbsp;&nbsp; 5.000% | 5095000 | &nbsp;&nbsp; 4321844 |
| Marsh & McLennan Cos, Inc. | Marsh & McLennan Cos, Inc. | Marsh & McLennan Cos, Inc. | Marsh & McLennan Cos, Inc. |
| 03/15/2035 | &nbsp;&nbsp; 5.000% | 4246000 | &nbsp;&nbsp; 4179108 |
| Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% | 1025000 | &nbsp;&nbsp; 1060061 |
| SiriusPoint Ltd. | SiriusPoint Ltd. | SiriusPoint Ltd. | SiriusPoint Ltd. |
| 04/05/2029 | &nbsp;&nbsp; 7.000% | 3580000 | &nbsp;&nbsp; 3722747 |
| Trustage Financial Group, Inc.<sup>(a)</sup>  | Trustage Financial Group, Inc.<sup>(a)</sup>  | Trustage Financial Group, Inc.<sup>(a)</sup>  | Trustage Financial Group, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 4.625% | 2135000 | &nbsp;&nbsp; 1996949 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. | WR Berkley Corp. |
| 05/12/2050 | &nbsp;&nbsp; 4.000% |  | 1480000 | &nbsp;&nbsp; 1099487 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **63007229** |
| **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| 11/15/2029 | &nbsp;&nbsp; 2.875% |  | 437000 | &nbsp;&nbsp; 406678 |
| 05/01/2050 | &nbsp;&nbsp; 3.500% |  | 3280000 | &nbsp;&nbsp; 2265507 |
| CSX Corp. | CSX Corp. | CSX Corp. | CSX Corp. | CSX Corp. |
| 03/01/2068 | &nbsp;&nbsp; 4.650% |  | 148000 | &nbsp;&nbsp; 117695 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. |
| 08/01/2030 | &nbsp;&nbsp; 5.050% |  | 98000 | &nbsp;&nbsp; 100202 |
| 03/15/2034 | &nbsp;&nbsp; 5.550% |  | 337000 | &nbsp;&nbsp; 346942 |
| 03/15/2064 | &nbsp;&nbsp; 5.950% |  | 49000 | &nbsp;&nbsp; 48659 |
| Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. |
| 02/20/2035 | &nbsp;&nbsp; 5.100% |  | 857000 | &nbsp;&nbsp; 859274 |
| 01/20/2063 | &nbsp;&nbsp; 5.150% |  | 83000 | &nbsp;&nbsp; 73639 |
| 09/15/2067 | &nbsp;&nbsp; 4.100% |  | 41000 | &nbsp;&nbsp; 29399 |
| 02/05/2070 | &nbsp;&nbsp; 3.750% |  | 151000 | &nbsp;&nbsp; 99834 |
| 04/06/2071 | &nbsp;&nbsp; 3.799% |  | 41000 | &nbsp;&nbsp; 27184 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4375013** |
| **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| 12/15/2026 | &nbsp;&nbsp; 5.125% |  | 474000 | &nbsp;&nbsp; 476780 |
| 03/01/2030 | &nbsp;&nbsp; 5.150% |  | 4095000 | &nbsp;&nbsp; 4136607 |
| 03/01/2035 | &nbsp;&nbsp; 5.700% |  | 1026000 | &nbsp;&nbsp; 1015418 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| 02/15/2045 | &nbsp;&nbsp; 4.680% |  | 1300000 | &nbsp;&nbsp; 1049121 |
| Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  |
| 03/05/2034 | &nbsp;&nbsp; 6.450% |  | 1825000 | &nbsp;&nbsp; 1809227 |
| 01/17/2035 | &nbsp;&nbsp; 5.700% |  | 1500000 | &nbsp;&nbsp; 1398360 |
| 03/05/2054 | &nbsp;&nbsp; 6.950% |  | 710000 | &nbsp;&nbsp; 652509 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10538022** |
| **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** |
| 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.000% |  | 775000 | &nbsp;&nbsp; 712799 |
| Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.625% |  | 875000 | &nbsp;&nbsp; 820490 |
| McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  |
| 03/07/2035 | &nbsp;&nbsp; 4.250% | EUR | 595000 | &nbsp;&nbsp; 709514 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 09/01/2049 | &nbsp;&nbsp; 3.625% |  | 910000 | &nbsp;&nbsp; 647159 |
| Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 3.875% |  | 775000 | &nbsp;&nbsp; 726924 |
| Starbucks Corp. | Starbucks Corp. | Starbucks Corp. | Starbucks Corp. | Starbucks Corp. |
| 05/15/2035 | &nbsp;&nbsp; 5.400% |  | 3920000 | &nbsp;&nbsp; 3928969 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7545855** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** | **Retail REIT 0.1%** |
| Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. | Kimco Realty Corp. |
| 02/01/2033 | &nbsp;&nbsp; 4.600% |  | 3780000 | &nbsp;&nbsp; 3649092 |
| Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP |
| 10/01/2026 | &nbsp;&nbsp; 4.000% |  | 262000 | &nbsp;&nbsp; 258693 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.950% |  | 158000 | &nbsp;&nbsp; 156509 |
| 07/06/2030 | &nbsp;&nbsp; 4.875% | EUR | 1200000 | &nbsp;&nbsp; 1459868 |
| 07/06/2034 | &nbsp;&nbsp; 5.125% | EUR | 1425000 | &nbsp;&nbsp; 1766103 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7290265** |
| **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 05/12/2031 | &nbsp;&nbsp; 2.100% |  | 546000 | &nbsp;&nbsp; 480732 |
| AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. |
| 10/01/2025 | &nbsp;&nbsp; 4.500% |  | 2465000 | &nbsp;&nbsp; 2459009 |
| AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. |
| 04/21/2026 | &nbsp;&nbsp; 3.125% |  | 415000 | &nbsp;&nbsp; 409788 |
| 11/01/2028 | &nbsp;&nbsp; 6.250% |  | 437000 | &nbsp;&nbsp; 461490 |
| 01/15/2031 | &nbsp;&nbsp; 1.650% |  | 1175000 | &nbsp;&nbsp; 995706 |
| Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 5.750% |  | 1010000 | &nbsp;&nbsp; 1013496 |
| Carvana Co.<sup>(a),(o)</sup>  | Carvana Co.<sup>(a),(o)</sup>  | Carvana Co.<sup>(a),(o)</sup>  | Carvana Co.<sup>(a),(o)</sup>  | Carvana Co.<sup>(a),(o)</sup>  |
| 12/01/2028 | &nbsp;&nbsp; 9.000% |  | 902321 | &nbsp;&nbsp; 927538 |
| 06/01/2030 | &nbsp;&nbsp; 9.000% |  | 4225000 | &nbsp;&nbsp; 4453420 |
| 06/01/2031 | &nbsp;&nbsp; 14.000% |  | 1310750 | &nbsp;&nbsp; 1520454 |
| Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 3.625% |  | 1550000 | &nbsp;&nbsp; 1419395 |
| Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. |
| 08/15/2029 | &nbsp;&nbsp; 4.950% |  | 4640000 | &nbsp;&nbsp; 4682452 |
| Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 6.375% |  | 1045000 | &nbsp;&nbsp; 1066922 |
| Home Depot Inc (The) | Home Depot Inc (The) | Home Depot Inc (The) | Home Depot Inc (The) | Home Depot Inc (The) |
| 04/15/2030 | &nbsp;&nbsp; 2.700% |  | 992000 | &nbsp;&nbsp; 917283 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 07/01/2036 | &nbsp;&nbsp; 6.750% |  | 1380000 | &nbsp;&nbsp; 1366689 |
| Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 3.875% |  | 2000000 | &nbsp;&nbsp; 1884639 |
| Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. |
| 04/01/2062 | &nbsp;&nbsp; 4.450% |  | 49000 | &nbsp;&nbsp; 36770 |
| 04/01/2063 | &nbsp;&nbsp; 5.850% |  | 75000 | &nbsp;&nbsp; 71078 |
| Macy's Retail Holdings LLC | Macy's Retail Holdings LLC | Macy's Retail Holdings LLC | Macy's Retail Holdings LLC | Macy's Retail Holdings LLC |
| 12/15/2034 | &nbsp;&nbsp; 4.500% |  | 1705000 | &nbsp;&nbsp; 1332775 |
| Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.250% |  | 1435000 | &nbsp;&nbsp; 993669 |
| 05/01/2029 | &nbsp;&nbsp; 7.875% |  | 415000 | &nbsp;&nbsp; 202579 |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| 08/19/2034 | &nbsp;&nbsp; 5.000% |  | 746000 | &nbsp;&nbsp; 729033 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Parkland Corp.<sup>(a)</sup>  | Parkland Corp.<sup>(a)</sup>  | Parkland Corp.<sup>(a)</sup>  | Parkland Corp.<sup>(a)</sup>  | Parkland Corp.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.625% |  | 805000 | &nbsp;&nbsp; 806998 |
| Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. | Sally Holdings LLC/Capital, Inc. |
| 03/01/2032 | &nbsp;&nbsp; 6.750% |  | 1020000 | &nbsp;&nbsp; 1036498 |
| Target Corp. | Target Corp. | Target Corp. | Target Corp. | Target Corp. |
| 04/15/2035 | &nbsp;&nbsp; 5.000% |  | 6826000 | &nbsp;&nbsp; 6709197 |
| Tractor Supply Co. | Tractor Supply Co. | Tractor Supply Co. | Tractor Supply Co. | Tractor Supply Co. |
| 11/01/2030 | &nbsp;&nbsp; 1.750% |  | 3885000 | &nbsp;&nbsp; 3314951 |
| Victoria's Secret & Co.<sup>(a)</sup>  | Victoria's Secret & Co.<sup>(a)</sup>  | Victoria's Secret & Co.<sup>(a)</sup>  | Victoria's Secret & Co.<sup>(a)</sup>  | Victoria's Secret & Co.<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 4.625% |  | 755000 | &nbsp;&nbsp; 687948 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |
| 04/28/2035 | &nbsp;&nbsp; 4.900% |  | 7878000 | &nbsp;&nbsp; 7880540 |
| Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 7.625% |  | 655000 | &nbsp;&nbsp; 682511 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **48543560** |
| **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** |
| Ahold Finance U.S.A. LLC | Ahold Finance U.S.A. LLC | Ahold Finance U.S.A. LLC | Ahold Finance U.S.A. LLC | Ahold Finance U.S.A. LLC |
| 05/01/2029 | &nbsp;&nbsp; 6.875% |  | 1800000 | &nbsp;&nbsp; 1949095 |
| Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 3.500% |  | 1135000 | &nbsp;&nbsp; 1067219 |
| Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) | Kroger Co. (The) |
| 09/15/2054 | &nbsp;&nbsp; 5.500% |  | 844000 | &nbsp;&nbsp; 782063 |
| 09/15/2064 | &nbsp;&nbsp; 5.650% |  | 1108000 | &nbsp;&nbsp; 1026049 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4824426** |
| **Supranational 0.1%** | **Supranational 0.1%** | **Supranational 0.1%** | **Supranational 0.1%** | **Supranational 0.1%** |
| Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento | Corp Andina de Fomento |
| 01/24/2029 | &nbsp;&nbsp; 5.000% |  | 495000 | &nbsp;&nbsp; 505421 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| 10/15/2025 | &nbsp;&nbsp; 6.800% |  | 2500000 | &nbsp;&nbsp; 2516876 |
| 07/15/2027 | &nbsp;&nbsp; 6.750% |  | 4000000 | &nbsp;&nbsp; 4187516 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7209813** |
| **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** |
| Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. |
| 10/04/2031 | &nbsp;&nbsp; 4.250% |  | 1994000 | &nbsp;&nbsp; 1958034 |
| Adobe, Inc. | Adobe, Inc. | Adobe, Inc. | Adobe, Inc. | Adobe, Inc. |
| 01/17/2030 | &nbsp;&nbsp; 4.950% |  | 1655000 | &nbsp;&nbsp; 1697472 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 4.500% |  | 1431000 | &nbsp;&nbsp; 1389390 |
| 05/06/2045 | &nbsp;&nbsp; 3.875% | EUR | 1465000 | &nbsp;&nbsp; 1667678 |
| 05/15/2055 | &nbsp;&nbsp; 5.250% |  | 858000 | &nbsp;&nbsp; 827601 |
| 05/15/2065 | &nbsp;&nbsp; 5.300% |  | 477000 | &nbsp;&nbsp; 456403 |
| Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.250% |  | 1015000 | &nbsp;&nbsp; 1035826 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. |
| 08/21/2029 | &nbsp;&nbsp; 5.150% |  | 5539000 | &nbsp;&nbsp; 5595483 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. |
| 05/08/2032 | &nbsp;&nbsp; 4.750% |  | 5956000 | &nbsp;&nbsp; 5981723 |
| Avnet, Inc. | Avnet, Inc. | Avnet, Inc. | Avnet, Inc. | Avnet, Inc. |
| 03/15/2028 | &nbsp;&nbsp; 6.250% |  | 725000 | &nbsp;&nbsp; 748822 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| 04/15/2030 | &nbsp;&nbsp; 5.050% |  | 850000 | &nbsp;&nbsp; 863660 |
| 11/15/2031 | &nbsp;&nbsp; 5.150% |  | 756000 | &nbsp;&nbsp; 769548 |
| 04/15/2032 | &nbsp;&nbsp; 5.200% |  | 408000 | &nbsp;&nbsp; 414396 |
| 10/15/2034 | &nbsp;&nbsp; 4.800% |  | 1114000 | &nbsp;&nbsp; 1084903 |
| Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 2.450% |  | 1683000 | &nbsp;&nbsp; 1487971 |
| 11/15/2035 | &nbsp;&nbsp; 3.137% |  | 4561000 | &nbsp;&nbsp; 3777467 |
| 11/15/2036 | &nbsp;&nbsp; 3.187% |  | 1784000 | &nbsp;&nbsp; 1449712 |
| 05/15/2037 | &nbsp;&nbsp; 4.926% |  | 2474000 | &nbsp;&nbsp; 2359645 |
| Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. |
| 09/10/2029 | &nbsp;&nbsp; 4.300% |  | 1087000 | &nbsp;&nbsp; 1078781 |
| CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. | CDW LLC/Finance Corp. |
| 12/01/2028 | &nbsp;&nbsp; 3.276% |  | 3880000 | &nbsp;&nbsp; 3683065 |
| 03/01/2030 | &nbsp;&nbsp; 5.100% |  | 700000 | &nbsp;&nbsp; 699715 |
| CGI, Inc.<sup>(a)</sup>  | CGI, Inc.<sup>(a)</sup>  | CGI, Inc.<sup>(a)</sup>  | CGI, Inc.<sup>(a)</sup>  | CGI, Inc.<sup>(a)</sup>  |
| 03/14/2030 | &nbsp;&nbsp; 4.950% |  | 5975000 | &nbsp;&nbsp; 5976341 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. |
| 02/26/2031 | &nbsp;&nbsp; 4.950% |  | 1062000 | &nbsp;&nbsp; 1082768 |
| 02/24/2032 | &nbsp;&nbsp; 4.950% |  | 1691000 | &nbsp;&nbsp; 1714741 |
| 02/24/2035 | &nbsp;&nbsp; 5.100% |  | 400000 | &nbsp;&nbsp; 402686 |
| 02/26/2054 | &nbsp;&nbsp; 5.300% |  | 1194000 | &nbsp;&nbsp; 1128344 |
| 02/24/2055 | &nbsp;&nbsp; 5.500% |  | 1250000 | &nbsp;&nbsp; 1213449 |
| Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  |
| 06/30/2032 | &nbsp;&nbsp; 8.250% |  | 1355000 | &nbsp;&nbsp; 1425073 |
| Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.375% |  | 1475000 | &nbsp;&nbsp; 1364215 |
| Constellation Software, Inc.<sup>(a)</sup>  | Constellation Software, Inc.<sup>(a)</sup>  | Constellation Software, Inc.<sup>(a)</sup>  | Constellation Software, Inc.<sup>(a)</sup>  | Constellation Software, Inc.<sup>(a)</sup>  |
| 02/16/2029 | &nbsp;&nbsp; 5.158% |  | 951000 | &nbsp;&nbsp; 962531 |
| CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.250% |  | 1345000 | &nbsp;&nbsp; 1343368 |
| Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. |
| 04/01/2030 | &nbsp;&nbsp; 5.000% |  | 1880000 | &nbsp;&nbsp; 1889896 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| 09/15/2028 | &nbsp;&nbsp; 2.375% |  | 5845000 | &nbsp;&nbsp; 5351182 |
| Equifax, Inc. | Equifax, Inc. | Equifax, Inc. | Equifax, Inc. | Equifax, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.100% |  | 5695000 | &nbsp;&nbsp; 5764559 |
| 05/15/2030 | &nbsp;&nbsp; 3.100% |  | 2213000 | &nbsp;&nbsp; 2042902 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 11/22/2034 | &nbsp;&nbsp; 3.625% | EUR | 2185000 | &nbsp;&nbsp; 2432282 |
| Fiserv Funding ULC | Fiserv Funding ULC | Fiserv Funding ULC | Fiserv Funding ULC | Fiserv Funding ULC |
| 06/15/2036 | &nbsp;&nbsp; 4.000% | EUR | 1410000 | &nbsp;&nbsp; 1596615 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 5.150% |  | 1120000 | &nbsp;&nbsp; 1131723 |
| 08/12/2034 | &nbsp;&nbsp; 5.150% |  | 437000 | &nbsp;&nbsp; 427970 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| 01/15/2028 | &nbsp;&nbsp; 6.000% | 2560000 | &nbsp;&nbsp; 2627578 |
| 01/15/2032 | &nbsp;&nbsp; 5.250% | 1489000 | &nbsp;&nbsp; 1482484 |
| Fortress Intermediate 3, Inc.<sup>(a)</sup>  | Fortress Intermediate 3, Inc.<sup>(a)</sup>  | Fortress Intermediate 3, Inc.<sup>(a)</sup>  | Fortress Intermediate 3, Inc.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.500% | 635000 | &nbsp;&nbsp; 656674 |
| Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2030 | &nbsp;&nbsp; 5.900% | 533000 | &nbsp;&nbsp; 551185 |
| 01/25/2031 | &nbsp;&nbsp; 5.500% | 685000 | &nbsp;&nbsp; 693918 |
| 01/25/2034 | &nbsp;&nbsp; 5.875% | 418000 | &nbsp;&nbsp; 419252 |
| 01/25/2036 | &nbsp;&nbsp; 6.100% | 581000 | &nbsp;&nbsp; 591048 |
| 01/25/2037 | &nbsp;&nbsp; 6.200% | 866000 | &nbsp;&nbsp; 884395 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| 03/01/2026 | &nbsp;&nbsp; 1.200% | 1319000 | &nbsp;&nbsp; 1283546 |
| 08/15/2052 | &nbsp;&nbsp; 5.950% | 125000 | &nbsp;&nbsp; 116008 |
| Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% | 546000 | &nbsp;&nbsp; 556788 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| 10/15/2031 | &nbsp;&nbsp; 4.850% | 1536000 | &nbsp;&nbsp; 1522803 |
| 10/15/2034 | &nbsp;&nbsp; 5.000% | 1279000 | &nbsp;&nbsp; 1245081 |
| 10/15/2054 | &nbsp;&nbsp; 5.600% | 2514000 | &nbsp;&nbsp; 2340348 |
| HP, Inc. | HP, Inc. | HP, Inc. | HP, Inc. |
| 06/17/2031 | &nbsp;&nbsp; 2.650% | 594000 | &nbsp;&nbsp; 514801 |
| 04/25/2035 | &nbsp;&nbsp; 6.100% | 2050000 | &nbsp;&nbsp; 2073685 |
| IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. | IBM International Capital Pte., Ltd. |
| 02/05/2031 | &nbsp;&nbsp; 4.750% | 1230000 | &nbsp;&nbsp; 1233129 |
| Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 1090000 | &nbsp;&nbsp; 1044294 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 11/15/2029 | &nbsp;&nbsp; 2.450% | 1256000 | &nbsp;&nbsp; 1135931 |
| 08/12/2041 | &nbsp;&nbsp; 2.800% | 506000 | &nbsp;&nbsp; 328749 |
| 12/08/2047 | &nbsp;&nbsp; 3.734% | 2565000 | &nbsp;&nbsp; 1738415 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% | 2285000 | &nbsp;&nbsp; 1396178 |
| 08/12/2051 | &nbsp;&nbsp; 3.050% | 1204000 | &nbsp;&nbsp; 690515 |
| 02/10/2053 | &nbsp;&nbsp; 5.700% | 1053000 | &nbsp;&nbsp; 945307 |
| 02/21/2054 | &nbsp;&nbsp; 5.600% | 940000 | &nbsp;&nbsp; 835182 |
| 08/12/2061 | &nbsp;&nbsp; 3.200% | 206000 | &nbsp;&nbsp; 112523 |
| International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. |
| 02/10/2030 | &nbsp;&nbsp; 4.800% | 1994000 | &nbsp;&nbsp; 2011655 |
| 02/10/2032 | &nbsp;&nbsp; 5.000% | 1143000 | &nbsp;&nbsp; 1151350 |
| 02/10/2035 | &nbsp;&nbsp; 5.200% | 939000 | &nbsp;&nbsp; 934944 |
| 02/10/2055 | &nbsp;&nbsp; 5.700% | 1650000 | &nbsp;&nbsp; 1586983 |
| Intuit, Inc. | Intuit, Inc. | Intuit, Inc. | Intuit, Inc. |
| 09/15/2028 | &nbsp;&nbsp; 5.125% | 464000 | &nbsp;&nbsp; 476688 |
| 09/15/2053 | &nbsp;&nbsp; 5.500% | 1655000 | &nbsp;&nbsp; 1598211 |
| Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 710000 | &nbsp;&nbsp; 716331 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| 10/15/2028 | &nbsp;&nbsp; 2.700% | 2628000 | &nbsp;&nbsp; 2463800 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 2.300% | 845000 | &nbsp;&nbsp; 729900 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. |
| 02/15/2029 | &nbsp;&nbsp; 5.750% | 590000 | &nbsp;&nbsp; 609585 |
| Microchip Technology, Inc. | Microchip Technology, Inc. | Microchip Technology, Inc. | Microchip Technology, Inc. |
| 02/15/2030 | &nbsp;&nbsp; 5.050% | 3045000 | &nbsp;&nbsp; 3054508 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |
| 11/01/2029 | &nbsp;&nbsp; 6.750% | 3575000 | &nbsp;&nbsp; 3822128 |
| 01/15/2035 | &nbsp;&nbsp; 5.800% | 5779000 | &nbsp;&nbsp; 5827391 |
| Molex Electronic Technologies LLC<sup>(a)</sup>  | Molex Electronic Technologies LLC<sup>(a)</sup>  | Molex Electronic Technologies LLC<sup>(a)</sup>  | Molex Electronic Technologies LLC<sup>(a)</sup>  |
| 04/30/2032 | &nbsp;&nbsp; 5.250% | 1060000 | &nbsp;&nbsp; 1057377 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. |
| 04/15/2029 | &nbsp;&nbsp; 5.000% | 690000 | &nbsp;&nbsp; 697438 |
| MSCI, Inc.<sup>(a)</sup>  | MSCI, Inc.<sup>(a)</sup>  | MSCI, Inc.<sup>(a)</sup>  | MSCI, Inc.<sup>(a)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 3.625% | 1601000 | &nbsp;&nbsp; 1480027 |
| NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 1994000 | &nbsp;&nbsp; 2177277 |
| NetApp, Inc. | NetApp, Inc. | NetApp, Inc. | NetApp, Inc. |
| 06/22/2025 | &nbsp;&nbsp; 1.875% | 1845000 | &nbsp;&nbsp; 1841306 |
| 03/17/2032 | &nbsp;&nbsp; 5.500% | 822000 | &nbsp;&nbsp; 832813 |
| NXP BV/Funding LLC | NXP BV/Funding LLC | NXP BV/Funding LLC | NXP BV/Funding LLC |
| 03/01/2026 | &nbsp;&nbsp; 5.350% | 868000 | &nbsp;&nbsp; 872514 |
| NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 3.400% | 237000 | &nbsp;&nbsp; 221354 |
| Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  |
| 12/01/2027 | &nbsp;&nbsp; 6.900% | 650000 | &nbsp;&nbsp; 669833 |
| Open Text Holdings, Inc.<sup>(a)</sup>  | Open Text Holdings, Inc.<sup>(a)</sup>  | Open Text Holdings, Inc.<sup>(a)</sup>  | Open Text Holdings, Inc.<sup>(a)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 4.125% | 1575000 | &nbsp;&nbsp; 1426056 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 11/15/2027 | &nbsp;&nbsp; 3.250% | 1978000 | &nbsp;&nbsp; 1923978 |
| 03/25/2028 | &nbsp;&nbsp; 2.300% | 741000 | &nbsp;&nbsp; 699845 |
| 08/03/2028 | &nbsp;&nbsp; 4.800% | 2785000 | &nbsp;&nbsp; 2813771 |
| 11/09/2029 | &nbsp;&nbsp; 6.150% | 689000 | &nbsp;&nbsp; 731190 |
| 11/15/2037 | &nbsp;&nbsp; 3.800% | 1207000 | &nbsp;&nbsp; 1006226 |
| 09/27/2054 | &nbsp;&nbsp; 5.375% | 1748000 | &nbsp;&nbsp; 1551108 |
| 05/15/2055 | &nbsp;&nbsp; 4.375% | 15000 | &nbsp;&nbsp; 11370 |
| 08/03/2055 | &nbsp;&nbsp; 6.000% | 1740000 | &nbsp;&nbsp; 1687565 |
| 04/01/2060 | &nbsp;&nbsp; 3.850% | 165000 | &nbsp;&nbsp; 109699 |
| 09/27/2064 | &nbsp;&nbsp; 5.500% | 728000 | &nbsp;&nbsp; 639449 |
| 08/03/2065 | &nbsp;&nbsp; 6.125% | 560000 | &nbsp;&nbsp; 543495 |
| Panasonic Holdings Corp.<sup>(a)</sup>  | Panasonic Holdings Corp.<sup>(a)</sup>  | Panasonic Holdings Corp.<sup>(a)</sup>  | Panasonic Holdings Corp.<sup>(a)</sup>  |
| 07/16/2034 | &nbsp;&nbsp; 5.302% | 748000 | &nbsp;&nbsp; 749599 |
| PayPal Holdings, Inc. | PayPal Holdings, Inc. | PayPal Holdings, Inc. | PayPal Holdings, Inc. |
| 04/01/2035 | &nbsp;&nbsp; 5.100% | 5065000 | &nbsp;&nbsp; 4993491 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | QUALCOMM, Inc. | QUALCOMM, Inc. |
| 05/20/2032 | &nbsp;&nbsp; 4.750% | 913000 | &nbsp;&nbsp; 911988 |
| 05/20/2035 | &nbsp;&nbsp; 5.000% | 7930000 | &nbsp;&nbsp; 7877867 |
| 05/20/2053 | &nbsp;&nbsp; 6.000% | 1477000 | &nbsp;&nbsp; 1516325 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| 03/01/2029 | &nbsp;&nbsp; 2.700% | 977000 | &nbsp;&nbsp; 919905 |
| 08/15/2030 | &nbsp;&nbsp; 1.250% | 409000 | &nbsp;&nbsp; 348459 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.625% |  | 500000 | &nbsp;&nbsp; 504785 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 5.000% |  | 846000 | &nbsp;&nbsp; 846668 |
| Teledyne FLIR LLC | Teledyne FLIR LLC | Teledyne FLIR LLC | Teledyne FLIR LLC | Teledyne FLIR LLC |
| 08/01/2030 | &nbsp;&nbsp; 2.500% |  | 2213000 | &nbsp;&nbsp; 1978223 |
| Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. |
| 05/23/2035 | &nbsp;&nbsp; 5.100% |  | 8030000 | &nbsp;&nbsp; 8067498 |
| Tyco Electronics Group SA | Tyco Electronics Group SA | Tyco Electronics Group SA | Tyco Electronics Group SA | Tyco Electronics Group SA |
| 02/01/2030 | &nbsp;&nbsp; 4.625% |  | 4870000 | &nbsp;&nbsp; 4885385 |
| Visa, Inc. | Visa, Inc. | Visa, Inc. | Visa, Inc. | Visa, Inc. |
| 05/15/2033 | &nbsp;&nbsp; 3.125% | EUR | 2335000 | &nbsp;&nbsp; 2658243 |
| VMware, Inc. | VMware, Inc. | VMware, Inc. | VMware, Inc. | VMware, Inc. |
| 08/15/2026 | &nbsp;&nbsp; 1.400% |  | 1183000 | &nbsp;&nbsp; 1139022 |
| Western Union Co. (The) | Western Union Co. (The) | Western Union Co. (The) | Western Union Co. (The) | Western Union Co. (The) |
| 03/15/2026 | &nbsp;&nbsp; 1.350% |  | 140000 | &nbsp;&nbsp; 136078 |
| Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 10.250% |  | 960000 | &nbsp;&nbsp; 986446 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **189794904** |
| **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |
| 11/01/2028 | &nbsp;&nbsp; 6.200% |  | 916000 | &nbsp;&nbsp; 962423 |
| 05/06/2030 | &nbsp;&nbsp; 3.400% |  | 1280000 | &nbsp;&nbsp; 1201244 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| 08/15/2027 | &nbsp;&nbsp; 3.557% |  | 375000 | &nbsp;&nbsp; 366802 |
| 03/25/2028 | &nbsp;&nbsp; 2.259% |  | 1930000 | &nbsp;&nbsp; 1814628 |
| 02/20/2031 | &nbsp;&nbsp; 5.834% |  | 405000 | &nbsp;&nbsp; 422081 |
| 03/25/2031 | &nbsp;&nbsp; 2.726% |  | 15000 | &nbsp;&nbsp; 13318 |
| 08/15/2035 | &nbsp;&nbsp; 5.625% |  | 4820000 | &nbsp;&nbsp; 4830058 |
| 08/15/2037 | &nbsp;&nbsp; 4.390% |  | 1210000 | &nbsp;&nbsp; 1063927 |
| 08/02/2043 | &nbsp;&nbsp; 7.079% |  | 261000 | &nbsp;&nbsp; 282236 |
| BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC |
| 03/16/2028 | &nbsp;&nbsp; 4.448% |  | 8000000 | &nbsp;&nbsp; 7971725 |
| 02/02/2029 | &nbsp;&nbsp; 5.931% |  | 2973000 | &nbsp;&nbsp; 3104246 |
| Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  |
| 07/21/2025 | &nbsp;&nbsp; 4.250% |  | 206000 | &nbsp;&nbsp; 205451 |
| 02/01/2030 | &nbsp;&nbsp; 5.500% |  | 6839000 | &nbsp;&nbsp; 6985558 |
| 07/01/2034 | &nbsp;&nbsp; 5.875% |  | 734000 | &nbsp;&nbsp; 738220 |
| Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% |  | 788000 | &nbsp;&nbsp; 804484 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| 02/13/2029 | &nbsp;&nbsp; 4.875% |  | 1097000 | &nbsp;&nbsp; 1110412 |
| 09/07/2030 | &nbsp;&nbsp; 5.500% |  | 2295000 | &nbsp;&nbsp; 2380463 |
| 11/01/2031 | &nbsp;&nbsp; 4.750% |  | 1044000 | &nbsp;&nbsp; 1040929 |
| 09/07/2033 | &nbsp;&nbsp; 5.625% |  | 10000000 | &nbsp;&nbsp; 10343166 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Reynolds American, Inc. | Reynolds American, Inc. | Reynolds American, Inc. | Reynolds American, Inc. | Reynolds American, Inc. |
| 06/12/2025 | &nbsp;&nbsp; 4.450% |  | 1325000 | &nbsp;&nbsp; 1324280 |
| 08/15/2035 | &nbsp;&nbsp; 5.700% |  | 6525000 | &nbsp;&nbsp; 6529964 |
| 09/15/2043 | &nbsp;&nbsp; 6.150% |  | 151000 | &nbsp;&nbsp; 149358 |
| 08/15/2045 | &nbsp;&nbsp; 5.850% |  | 424000 | &nbsp;&nbsp; 398841 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **54043814** |
| **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** |
| Dcli Bidco LLC<sup>(a)</sup>  | Dcli Bidco LLC<sup>(a)</sup>  | Dcli Bidco LLC<sup>(a)</sup>  | Dcli Bidco LLC<sup>(a)</sup>  | Dcli Bidco LLC<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 7.750% |  | 3115000 | &nbsp;&nbsp; 3134284 |
| Element Fleet Management Corp.<sup>(a)</sup>  | Element Fleet Management Corp.<sup>(a)</sup>  | Element Fleet Management Corp.<sup>(a)</sup>  | Element Fleet Management Corp.<sup>(a)</sup>  | Element Fleet Management Corp.<sup>(a)</sup>  |
| 06/15/2025 | &nbsp;&nbsp; 3.850% |  | 2795000 | &nbsp;&nbsp; 2791995 |
| 03/13/2027 | &nbsp;&nbsp; 5.643% |  | 1880000 | &nbsp;&nbsp; 1906964 |
| 03/25/2030 | &nbsp;&nbsp; 5.037% |  | 3335000 | &nbsp;&nbsp; 3322194 |
| FedEx Corp.<sup>(a)</sup>  | FedEx Corp.<sup>(a)</sup>  | FedEx Corp.<sup>(a)</sup>  | FedEx Corp.<sup>(a)</sup>  | FedEx Corp.<sup>(a)</sup>  |
| 04/01/2046 | &nbsp;&nbsp; 4.550% |  | 87000 | &nbsp;&nbsp; 69092 |
| FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust | FedEx Corp. Pass-Through Trust |
| Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA | Series 2020-1 Class AA |
| 02/20/2034 | &nbsp;&nbsp; 1.875% |  | 386521 | &nbsp;&nbsp; 326677 |
| Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  |
| 10/16/2033 | &nbsp;&nbsp; 3.625% | EUR | 330000 | &nbsp;&nbsp; 372888 |
| GN Bondco LLC<sup>(a)</sup>  | GN Bondco LLC<sup>(a)</sup>  | GN Bondco LLC<sup>(a)</sup>  | GN Bondco LLC<sup>(a)</sup>  | GN Bondco LLC<sup>(a)</sup>  |
| 10/15/2031 | &nbsp;&nbsp; 9.500% |  | 8450000 | &nbsp;&nbsp; 8695933 |
| GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. |
| 05/06/2029 | &nbsp;&nbsp; 6.250% |  | 377000 | &nbsp;&nbsp; 386232 |
| Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  |
| 10/08/2030 | &nbsp;&nbsp; 1.125% | EUR | 2325000 | &nbsp;&nbsp; 2367251 |
| 01/16/2036 | &nbsp;&nbsp; 3.875% | EUR | 920000 | &nbsp;&nbsp; 1033308 |
| JB Hunt Transport Services, Inc. | JB Hunt Transport Services, Inc. | JB Hunt Transport Services, Inc. | JB Hunt Transport Services, Inc. | JB Hunt Transport Services, Inc. |
| 03/15/2030 | &nbsp;&nbsp; 4.900% |  | 3770000 | &nbsp;&nbsp; 3793137 |
| Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.250% |  | 1433000 | &nbsp;&nbsp; 1453283 |
| Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/Finance Corp.<sup>(a)</sup>  |
| 11/15/2025 | &nbsp;&nbsp; 1.200% |  | 691000 | &nbsp;&nbsp; 679032 |
| 03/30/2029 | &nbsp;&nbsp; 5.350% |  | 2707000 | &nbsp;&nbsp; 2748559 |
| Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co. LP/PTL Finance Corp.<sup>(a)</sup>  |
| 06/15/2026 | &nbsp;&nbsp; 1.700% |  | 1015000 | &nbsp;&nbsp; 983858 |
| 02/01/2030 | &nbsp;&nbsp; 5.250% |  | 5394000 | &nbsp;&nbsp; 5478416 |
| Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup>  | Penske Truck Leasing Co., LP/Finance Corp.<sup>(a)</sup>  |
| 07/15/2025 | &nbsp;&nbsp; 4.000% |  | 905000 | &nbsp;&nbsp; 903876 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.250% |  | 699000 | &nbsp;&nbsp; 712492 |
| 03/15/2029 | &nbsp;&nbsp; 5.375% |  | 126000 | &nbsp;&nbsp; 128822 |
| 06/01/2029 | &nbsp;&nbsp; 5.500% |  | 917000 | &nbsp;&nbsp; 940461 |
| 09/01/2029 | &nbsp;&nbsp; 4.950% |  | 649000 | &nbsp;&nbsp; 650873 |
| 03/15/2030 | &nbsp;&nbsp; 5.000% |  | 3274000 | &nbsp;&nbsp; 3285376 |
| 12/01/2033 | &nbsp;&nbsp; 6.600% |  | 625000 | &nbsp;&nbsp; 675384 |
| Star Leasing Co LLC<sup>(a)</sup>  | Star Leasing Co LLC<sup>(a)</sup>  | Star Leasing Co LLC<sup>(a)</sup>  | Star Leasing Co LLC<sup>(a)</sup>  | Star Leasing Co LLC<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.625% |  | 1815000 | &nbsp;&nbsp; 1708427 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United Parcel Service, Inc. | United Parcel Service, Inc. | United Parcel Service, Inc. | United Parcel Service, Inc. | United Parcel Service, Inc. |
| 05/14/2055 | &nbsp;&nbsp; 5.950% |  | 1147000 | &nbsp;&nbsp; 1140797 |
| 05/14/2065 | &nbsp;&nbsp; 6.050% |  | 537000 | &nbsp;&nbsp; 534689 |
| XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 6.250% |  | 575000 | &nbsp;&nbsp; 581077 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **50805377** |
| **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| 03/15/2027 | &nbsp;&nbsp; 3.650% |  | 562000 | &nbsp;&nbsp; 553070 |
| 08/15/2029 | &nbsp;&nbsp; 3.800% |  | 2820000 | &nbsp;&nbsp; 2721329 |
| 04/15/2031 | &nbsp;&nbsp; 2.700% |  | 555000 | &nbsp;&nbsp; 491243 |
| 09/15/2031 | &nbsp;&nbsp; 2.300% |  | 477000 | &nbsp;&nbsp; 408677 |
| 07/15/2033 | &nbsp;&nbsp; 5.550% |  | 4329000 | &nbsp;&nbsp; 4401616 |
| Cellnex Finance Co. SA<sup>(a)</sup>  | Cellnex Finance Co. SA<sup>(a)</sup>  | Cellnex Finance Co. SA<sup>(a)</sup>  | Cellnex Finance Co. SA<sup>(a)</sup>  | Cellnex Finance Co. SA<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 2.000% | EUR | 400000 | &nbsp;&nbsp; 409958 |
| Crown Castle Inc | Crown Castle Inc | Crown Castle Inc | Crown Castle Inc | Crown Castle Inc |
| 03/01/2034 | &nbsp;&nbsp; 5.800% |  | 395000 | &nbsp;&nbsp; 403001 |
| Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. |
| 07/15/2026 | &nbsp;&nbsp; 1.050% |  | 330000 | &nbsp;&nbsp; 316490 |
| 03/15/2027 | &nbsp;&nbsp; 2.900% |  | 562000 | &nbsp;&nbsp; 545020 |
| 07/01/2030 | &nbsp;&nbsp; 3.300% |  | 2213000 | &nbsp;&nbsp; 2045138 |
| 04/01/2031 | &nbsp;&nbsp; 2.100% |  | 606000 | &nbsp;&nbsp; 512075 |
| 07/15/2031 | &nbsp;&nbsp; 2.500% |  | 4286000 | &nbsp;&nbsp; 3678693 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| 09/01/2028 | &nbsp;&nbsp; 4.800% |  | 1321000 | &nbsp;&nbsp; 1319997 |
| 06/01/2029 | &nbsp;&nbsp; 5.600% |  | 4400000 | &nbsp;&nbsp; 4518095 |
| 09/01/2029 | &nbsp;&nbsp; 4.900% |  | 1399000 | &nbsp;&nbsp; 1401500 |
| 05/01/2033 | &nbsp;&nbsp; 5.100% |  | 222000 | &nbsp;&nbsp; 217385 |
| Digicel Group Holdings Ltd.<sup>(a),(g),(i),(j)</sup>  | Digicel Group Holdings Ltd.<sup>(a),(g),(i),(j)</sup>  | Digicel Group Holdings Ltd.<sup>(a),(g),(i),(j)</sup>  | Digicel Group Holdings Ltd.<sup>(a),(g),(i),(j)</sup>  | Digicel Group Holdings Ltd.<sup>(a),(g),(i),(j)</sup>  |
| 12/31/2030 | &nbsp;&nbsp; 0.000% |  | 51721 | &nbsp;&nbsp; 5224 |
| 12/31/2030 | &nbsp;&nbsp; 0.000% |  | 17820 | &nbsp;&nbsp; 118 |
| Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(o)</sup>  | Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(o)</sup>  | Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(o)</sup>  | Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(o)</sup>  | Digicel Holdings Bermuda Ltd./International Finance Ltd.<sup>(o)</sup>  |
| 05/25/2027 | &nbsp;&nbsp; 9.000% |  | 3262107 | &nbsp;&nbsp; 3275780 |
| Digicel Midco Ltd.<sup>(o)</sup>  | Digicel Midco Ltd.<sup>(o)</sup>  | Digicel Midco Ltd.<sup>(o)</sup>  | Digicel Midco Ltd.<sup>(o)</sup>  | Digicel Midco Ltd.<sup>(o)</sup>  |
| 11/25/2028 | &nbsp;&nbsp; 10.500% |  | 1084306 | &nbsp;&nbsp; 1054854 |
| Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  |
| 10/07/2030 | &nbsp;&nbsp; 1.375% | EUR | 1555000 | &nbsp;&nbsp; 1663089 |
| Sitios Latinoamerica SAB de CV<sup>(a)</sup>  | Sitios Latinoamerica SAB de CV<sup>(a)</sup>  | Sitios Latinoamerica SAB de CV<sup>(a)</sup>  | Sitios Latinoamerica SAB de CV<sup>(a)</sup>  | Sitios Latinoamerica SAB de CV<sup>(a)</sup>  |
| 11/25/2029 | &nbsp;&nbsp; 6.000% |  | 3145000 | &nbsp;&nbsp; 3189492 |
| Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. |
| 11/15/2028 | &nbsp;&nbsp; 6.875% |  | 2328000 | &nbsp;&nbsp; 2490685 |
| 03/15/2032 | &nbsp;&nbsp; 8.750% |  | 1775000 | &nbsp;&nbsp; 2126449 |
| Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  |
| 03/20/2028 | &nbsp;&nbsp; 5.152% |  | 4965000 | &nbsp;&nbsp; 4982970 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 02/15/2026 | &nbsp;&nbsp; 2.250% |  | 81000 | &nbsp;&nbsp; 79585 |
| 04/15/2027 | &nbsp;&nbsp; 3.750% |  | 3514000 | &nbsp;&nbsp; 3468888 |
| 02/01/2028 | &nbsp;&nbsp; 4.750% |  | 961000 | &nbsp;&nbsp; 961273 |
| 02/15/2028 | &nbsp;&nbsp; 2.050% |  | 607000 | &nbsp;&nbsp; 570411 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2029 | &nbsp;&nbsp; 2.625% | 432000 | &nbsp;&nbsp; 402264 |
| 04/15/2029 | &nbsp;&nbsp; 3.375% | 3673000 | &nbsp;&nbsp; 3504461 |
| 04/15/2030 | &nbsp;&nbsp; 3.875% | 4217000 | &nbsp;&nbsp; 4067196 |
| 04/15/2031 | &nbsp;&nbsp; 3.500% | 2251000 | &nbsp;&nbsp; 2091924 |
| 07/15/2033 | &nbsp;&nbsp; 5.050% | 4690000 | &nbsp;&nbsp; 4652642 |
| 01/15/2035 | &nbsp;&nbsp; 4.700% | 2180000 | &nbsp;&nbsp; 2083692 |
| 04/15/2040 | &nbsp;&nbsp; 4.375% | 1010000 | &nbsp;&nbsp; 876429 |
| 02/15/2041 | &nbsp;&nbsp; 3.000% | 3950000 | &nbsp;&nbsp; 2826959 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 5.300% | 1084000 | &nbsp;&nbsp; 1080360 |
| 11/15/2055 | &nbsp;&nbsp; 5.875% | 1033000 | &nbsp;&nbsp; 1007498 |
| Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 4.750% | 730000 | &nbsp;&nbsp; 670567 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| 06/28/2064 | &nbsp;&nbsp; 5.875% | 890000 | &nbsp;&nbsp; 829238 |
| Zegona Finance PLC<sup>(a)</sup>  | Zegona Finance PLC<sup>(a)</sup>  | Zegona Finance PLC<sup>(a)</sup>  | Zegona Finance PLC<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 8.625% | 1925000 | &nbsp;&nbsp; 2055080 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **73960415** |
| **Wirelines 0.4%** | **Wirelines 0.4%** | **Wirelines 0.4%** | **Wirelines 0.4%** |
| Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 9.625% | 125000 | &nbsp;&nbsp; 109635 |
| 01/15/2028 | &nbsp;&nbsp; 5.000% | 271000 | &nbsp;&nbsp; 212058 |
| 08/15/2029 | &nbsp;&nbsp; 5.750% | 530000 | &nbsp;&nbsp; 404181 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| 02/01/2032 | &nbsp;&nbsp; 2.250% | 7580000 | &nbsp;&nbsp; 6433825 |
| 05/15/2035 | &nbsp;&nbsp; 4.500% | 98000 | &nbsp;&nbsp; 92125 |
| 08/15/2037 | &nbsp;&nbsp; 4.900% | 319000 | &nbsp;&nbsp; 300362 |
| 09/15/2055 | &nbsp;&nbsp; 3.550% | 4480000 | &nbsp;&nbsp; 2960842 |
| 12/01/2057 | &nbsp;&nbsp; 3.800% | 350000 | &nbsp;&nbsp; 239669 |
| 09/15/2059 | &nbsp;&nbsp; 3.650% | 1706000 | &nbsp;&nbsp; 1124743 |
| AT&T, Inc.<sup>(c)</sup>  | AT&T, Inc.<sup>(c)</sup>  | AT&T, Inc.<sup>(c)</sup>  | AT&T, Inc.<sup>(c)</sup>  |
| 08/15/2056 | &nbsp;&nbsp; 6.050% | 957000 | &nbsp;&nbsp; 959573 |
| Consolidated Communications, Inc.<sup>(a)</sup>  | Consolidated Communications, Inc.<sup>(a)</sup>  | Consolidated Communications, Inc.<sup>(a)</sup>  | Consolidated Communications, Inc.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 6.500% | 750000 | &nbsp;&nbsp; 765745 |
| Front Range BidCo, Inc.<sup>(a)</sup>  | Front Range BidCo, Inc.<sup>(a)</sup>  | Front Range BidCo, Inc.<sup>(a)</sup>  | Front Range BidCo, Inc.<sup>(a)</sup>  |
| 03/01/2027 | &nbsp;&nbsp; 4.000% | 265000 | &nbsp;&nbsp; 249686 |
| Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.000% | 3025000 | &nbsp;&nbsp; 3019258 |
| Frontier Communications Holdings LLC | Frontier Communications Holdings LLC | Frontier Communications Holdings LLC | Frontier Communications Holdings LLC |
| 11/01/2029 | &nbsp;&nbsp; 5.875% | 1775000 | &nbsp;&nbsp; 1793915 |
| Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 8.625% | 1658000 | &nbsp;&nbsp; 1766372 |
| GCI LLC<sup>(a)</sup>  | GCI LLC<sup>(a)</sup>  | GCI LLC<sup>(a)</sup>  | GCI LLC<sup>(a)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 4.750% | 1110000 | &nbsp;&nbsp; 1045181 |
| Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 10.500% | 1925000 | &nbsp;&nbsp; 2169733 |
| 06/15/2029 | &nbsp;&nbsp; 4.875% | 225000 | &nbsp;&nbsp; 205156 |
| 11/15/2029 | &nbsp;&nbsp; 11.000% | 6771745 | &nbsp;&nbsp; 7696822 |
| 04/01/2030 | &nbsp;&nbsp; 4.500% | 2150000 | &nbsp;&nbsp; 1898205 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 05/15/2030 | &nbsp;&nbsp; 10.500% | 595000 | &nbsp;&nbsp; 650781 |
| 10/15/2032 | &nbsp;&nbsp; 10.000% | 1775000 | &nbsp;&nbsp; 1790065 |
| Total Play Telecomunicaciones SA de CV<sup>(a)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(a)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(a)</sup>  | Total Play Telecomunicaciones SA de CV<sup>(a)</sup>  |
| 12/31/2032 | &nbsp;&nbsp; 11.125% | 1841500 | &nbsp;&nbsp; 1728902 |
| Uniti Group LP/Finance 2019, Inc./CSL Capital LLC<sup>(a)</sup>  | Uniti Group LP/Finance 2019, Inc./CSL Capital LLC<sup>(a)</sup>  | Uniti Group LP/Finance 2019, Inc./CSL Capital LLC<sup>(a)</sup>  | Uniti Group LP/Finance 2019, Inc./CSL Capital LLC<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 10.500% | 4665000 | &nbsp;&nbsp; 4945746 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 03/22/2030 | &nbsp;&nbsp; 3.150% | 530000 | &nbsp;&nbsp; 497185 |
| 01/20/2031 | &nbsp;&nbsp; 1.750% | 383000 | &nbsp;&nbsp; 326577 |
| 03/21/2031 | &nbsp;&nbsp; 2.550% | 380000 | &nbsp;&nbsp; 336429 |
| 03/15/2032 | &nbsp;&nbsp; 2.355% | 4793000 | &nbsp;&nbsp; 4087005 |
| 11/01/2034 | &nbsp;&nbsp; 4.400% | 1015000 | &nbsp;&nbsp; 951231 |
| 02/15/2035 | &nbsp;&nbsp; 4.780% | 1680000 | &nbsp;&nbsp; 1617352 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **50378359** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,723,858,933) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,723,858,933) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $3,723,858,933) | &nbsp;&nbsp; **3647809835** |
| **Foreign Government Obligations**<sup>(l),(p)</sup> **1.5%** | **Foreign Government Obligations**<sup>(l),(p)</sup> **1.5%** | **Foreign Government Obligations**<sup>(l),(p)</sup> **1.5%** | **Foreign Government Obligations**<sup>(l),(p)</sup> **1.5%** |
| **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** |
| NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  |
| 05/05/2026 | &nbsp;&nbsp; 1.450% | 581000 | &nbsp;&nbsp; 564670 |
| 01/08/2027 | &nbsp;&nbsp; 1.625% | 1030000 | &nbsp;&nbsp; 985035 |
| 01/08/2032 | &nbsp;&nbsp; 2.500% | 624000 | &nbsp;&nbsp; 536088 |
| 10/06/2033 | &nbsp;&nbsp; 6.000% | 704000 | &nbsp;&nbsp; 743099 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2828892** |
| **Bermuda 0.0%** | **Bermuda 0.0%** | **Bermuda 0.0%** | **Bermuda 0.0%** |
| Bermuda Government International Bond<sup>(a)</sup>  | Bermuda Government International Bond<sup>(a)</sup>  | Bermuda Government International Bond<sup>(a)</sup>  | Bermuda Government International Bond<sup>(a)</sup>  |
| 08/20/2030 | &nbsp;&nbsp; 2.375% | 1105000 | &nbsp;&nbsp; 964680 |
| **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** |
| Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup>  | Brazil Minas SPE via State of Minas Gerais<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 5.333% | 600000 | &nbsp;&nbsp; 594943 |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 01/22/2032 | &nbsp;&nbsp; 6.125% | 500000 | &nbsp;&nbsp; 506159 |
| 10/20/2033 | &nbsp;&nbsp; 6.000% | 350000 | &nbsp;&nbsp; 344142 |
| 03/15/2034 | &nbsp;&nbsp; 6.125% | 2675000 | &nbsp;&nbsp; 2615887 |
| 05/13/2054 | &nbsp;&nbsp; 7.125% | 1175000 | &nbsp;&nbsp; 1088709 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5149840** |
| **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** |
| Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 3.750% | 2130000 | &nbsp;&nbsp; 2036081 |
| 10/23/2029 | &nbsp;&nbsp; 6.350% | 2000000 | &nbsp;&nbsp; 2000569 |
| NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 7.000% | 770000 | &nbsp;&nbsp; 806667 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia | Province of British Columbia |
| 09/01/2036 | &nbsp;&nbsp; 7.250% | 2000000 | &nbsp;&nbsp; 2388276 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba | Province of Manitoba |
| 06/22/2026 | &nbsp;&nbsp; 2.125% | 300000 | &nbsp;&nbsp; 293541 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Province of Quebec<sup>(n)</sup>  | Province of Quebec<sup>(n)</sup>  | Province of Quebec<sup>(n)</sup>  | Province of Quebec<sup>(n)</sup>  |
| 03/02/2026 | &nbsp;&nbsp; 7.485% | 230000 | &nbsp;&nbsp; 234279 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7759413** |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/13/2035 | &nbsp;&nbsp; 6.330% | 1600000 | &nbsp;&nbsp; 1632634 |
| 01/13/2055 | &nbsp;&nbsp; 6.780% | 1486000 | &nbsp;&nbsp; 1471298 |
| Corp. Nacional del Cobre de Chile<sup>(a)</sup>  | Corp. Nacional del Cobre de Chile<sup>(a)</sup>  | Corp. Nacional del Cobre de Chile<sup>(a)</sup>  | Corp. Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/08/2034 | &nbsp;&nbsp; 5.950% | 1925000 | &nbsp;&nbsp; 1923149 |
| Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  |
| 02/02/2033 | &nbsp;&nbsp; 5.125% | 850000 | &nbsp;&nbsp; 811532 |
| 01/26/2036 | &nbsp;&nbsp; 6.440% | 2150000 | &nbsp;&nbsp; 2197668 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8036281** |
| **Colombia 0.2%** | **Colombia 0.2%** | **Colombia 0.2%** | **Colombia 0.2%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 03/15/2029 | &nbsp;&nbsp; 4.500% | 250000 | &nbsp;&nbsp; 236253 |
| 04/25/2030 | &nbsp;&nbsp; 7.375% | 3326000 | &nbsp;&nbsp; 3424689 |
| 04/25/2035 | &nbsp;&nbsp; 8.500% | 1575000 | &nbsp;&nbsp; 1628662 |
| 11/14/2035 | &nbsp;&nbsp; 8.000% | 1862000 | &nbsp;&nbsp; 1866270 |
| 11/07/2036 | &nbsp;&nbsp; 7.750% | 525000 | &nbsp;&nbsp; 509880 |
| 11/14/2053 | &nbsp;&nbsp; 8.750% | 2000000 | &nbsp;&nbsp; 1951388 |
| 11/07/2054 | &nbsp;&nbsp; 8.375% | 1150000 | &nbsp;&nbsp; 1073234 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/19/2029 | &nbsp;&nbsp; 8.625% | 4080000 | &nbsp;&nbsp; 4291932 |
| 04/29/2030 | &nbsp;&nbsp; 6.875% | 750000 | &nbsp;&nbsp; 736812 |
| 11/02/2031 | &nbsp;&nbsp; 4.625% | 212000 | &nbsp;&nbsp; 175434 |
| 01/13/2033 | &nbsp;&nbsp; 8.875% | 3764000 | &nbsp;&nbsp; 3829171 |
| 01/19/2036 | &nbsp;&nbsp; 8.375% | 3270000 | &nbsp;&nbsp; 3109628 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **22833353** |
| **Costa Rica 0.0%** | **Costa Rica 0.0%** | **Costa Rica 0.0%** | **Costa Rica 0.0%** |
| Costa Rica Government International Bond<sup>(a)</sup>  | Costa Rica Government International Bond<sup>(a)</sup>  | Costa Rica Government International Bond<sup>(a)</sup>  | Costa Rica Government International Bond<sup>(a)</sup>  |
| 04/03/2034 | &nbsp;&nbsp; 6.550% | 1000000 | &nbsp;&nbsp; 1026486 |
| **Dominican Republic 0.1%** | **Dominican Republic 0.1%** | **Dominican Republic 0.1%** | **Dominican Republic 0.1%** |
| Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  |
| 07/19/2028 | &nbsp;&nbsp; 6.000% | 1400000 | &nbsp;&nbsp; 1412474 |
| 02/22/2029 | &nbsp;&nbsp; 5.500% | 5825000 | &nbsp;&nbsp; 5754547 |
| 02/22/2029 | &nbsp;&nbsp; 5.500% | 161000 | &nbsp;&nbsp; 159053 |
| 03/15/2037 | &nbsp;&nbsp; 6.950% | 4675000 | &nbsp;&nbsp; 4697683 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12023757** |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  |
| 08/10/2029 | &nbsp;&nbsp; 5.250% | 450000 | &nbsp;&nbsp; 444890 |
| 08/06/2031 | &nbsp;&nbsp; 6.050% | 1650000 | &nbsp;&nbsp; 1654104 |
| 10/07/2033 | &nbsp;&nbsp; 3.700% | 794000 | &nbsp;&nbsp; 665528 |
| 02/06/2037 | &nbsp;&nbsp; 6.550% | 800000 | &nbsp;&nbsp; 799609 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3564131** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** |
| Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  |
| 09/22/2031 | &nbsp;&nbsp; 2.125% | 977000 | &nbsp;&nbsp; 802459 |
| MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  |
| 03/13/2031 | &nbsp;&nbsp; 6.500% | 423000 | &nbsp;&nbsp; 432404 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1234863** |
| **India 0.0%** | **India 0.0%** | **India 0.0%** | **India 0.0%** |
| Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  |
| 08/05/2026 | &nbsp;&nbsp; 3.375% | 860000 | &nbsp;&nbsp; 846386 |
| 02/01/2028 | &nbsp;&nbsp; 3.875% | 1025000 | &nbsp;&nbsp; 1000845 |
| 01/13/2031 | &nbsp;&nbsp; 2.250% | 1030000 | &nbsp;&nbsp; 894225 |
| Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  |
| 01/21/2032 | &nbsp;&nbsp; 3.570% | 1110000 | &nbsp;&nbsp; 1006380 |
| Power Finance Corp., Ltd.<sup>(a)</sup>  | Power Finance Corp., Ltd.<sup>(a)</sup>  | Power Finance Corp., Ltd.<sup>(a)</sup>  | Power Finance Corp., Ltd.<sup>(a)</sup>  |
| 12/06/2028 | &nbsp;&nbsp; 6.150% | 546000 | &nbsp;&nbsp; 564921 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4312757** |
| **Indonesia 0.0%** | **Indonesia 0.0%** | **Indonesia 0.0%** | **Indonesia 0.0%** |
| Freeport Indonesia PT<sup>(a)</sup>  | Freeport Indonesia PT<sup>(a)</sup>  | Freeport Indonesia PT<sup>(a)</sup>  | Freeport Indonesia PT<sup>(a)</sup>  |
| 04/14/2032 | &nbsp;&nbsp; 5.315% | 545000 | &nbsp;&nbsp; 537968 |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| 09/10/2034 | &nbsp;&nbsp; 4.750% | 560000 | &nbsp;&nbsp; 542317 |
| Indonesia Government International Bond<sup>(a)</sup>  | Indonesia Government International Bond<sup>(a)</sup>  | Indonesia Government International Bond<sup>(a)</sup>  | Indonesia Government International Bond<sup>(a)</sup>  |
| 01/17/2038 | &nbsp;&nbsp; 7.750% | 1000000 | &nbsp;&nbsp; 1200365 |
| Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup>  | Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup>  | Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup>  | Perusahaan Penerbit SBSN Indonesia III<sup>(a)</sup>  |
| 06/23/2030 | &nbsp;&nbsp; 2.800% | 1000000 | &nbsp;&nbsp; 915038 |
| PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  |
| 08/25/2030 | &nbsp;&nbsp; 3.100% | 1424000 | &nbsp;&nbsp; 1302339 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4498027** |
| **Israel 0.0%** | **Israel 0.0%** | **Israel 0.0%** | **Israel 0.0%** |
| Israel Electric Corp., Ltd.<sup>(a)</sup>  | Israel Electric Corp., Ltd.<sup>(a)</sup>  | Israel Electric Corp., Ltd.<sup>(a)</sup>  | Israel Electric Corp., Ltd.<sup>(a)</sup>  |
| 08/14/2028 | &nbsp;&nbsp; 4.250% | 2200000 | &nbsp;&nbsp; 2132482 |
| Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond |
| 02/19/2030 | &nbsp;&nbsp; 5.375% | 2500000 | &nbsp;&nbsp; 2519589 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4652071** |
| **Italy 0.1%** | **Italy 0.1%** | **Italy 0.1%** | **Italy 0.1%** |
| Cassa Depositi e Prestiti SpA<sup>(a)</sup>  | Cassa Depositi e Prestiti SpA<sup>(a)</sup>  | Cassa Depositi e Prestiti SpA<sup>(a)</sup>  | Cassa Depositi e Prestiti SpA<sup>(a)</sup>  |
| 05/05/2026 | &nbsp;&nbsp; 5.750% | 1200000 | &nbsp;&nbsp; 1211655 |
| 04/30/2029 | &nbsp;&nbsp; 5.875% | 2000000 | &nbsp;&nbsp; 2080735 |
| Republic of Italy Government International Bond | Republic of Italy Government International Bond | Republic of Italy Government International Bond | Republic of Italy Government International Bond |
| 10/17/2029 | &nbsp;&nbsp; 2.875% | 1700000 | &nbsp;&nbsp; 1582425 |
| 06/15/2033 | &nbsp;&nbsp; 5.375% | 4843000 | &nbsp;&nbsp; 4972108 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9846923** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** |
| KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  |
| 04/19/2027 | &nbsp;&nbsp; 4.750% |  | 300000 | &nbsp;&nbsp; 297240 |
| 04/24/2030 | &nbsp;&nbsp; 5.375% |  | 962000 | &nbsp;&nbsp; 951440 |
| KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  |
| 09/26/2027 | &nbsp;&nbsp; 4.375% |  | 200000 | &nbsp;&nbsp; 193229 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1441909** |
| **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** |
| Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.688% |  | 2797000 | &nbsp;&nbsp; 2708375 |
| 01/24/2030 | &nbsp;&nbsp; 5.700% |  | 1425000 | &nbsp;&nbsp; 1402360 |
| 01/24/2035 | &nbsp;&nbsp; 6.450% |  | 1975000 | &nbsp;&nbsp; 1901484 |
| Mexico City Airport Trust<sup>(a)</sup>  | Mexico City Airport Trust<sup>(a)</sup>  | Mexico City Airport Trust<sup>(a)</sup>  | Mexico City Airport Trust<sup>(a)</sup>  | Mexico City Airport Trust<sup>(a)</sup>  |
| 10/31/2026 | &nbsp;&nbsp; 4.250% |  | 1435000 | &nbsp;&nbsp; 1410361 |
| 04/30/2028 | &nbsp;&nbsp; 3.875% |  | 420000 | &nbsp;&nbsp; 401555 |
| 10/31/2046 | &nbsp;&nbsp; 5.500% |  | 2303000 | &nbsp;&nbsp; 1847406 |
| 07/31/2047 | &nbsp;&nbsp; 5.500% |  | 5582000 | &nbsp;&nbsp; 4459662 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 05/24/2031 | &nbsp;&nbsp; 2.659% |  | 1081000 | &nbsp;&nbsp; 921378 |
| 04/27/2032 | &nbsp;&nbsp; 4.750% |  | 250000 | &nbsp;&nbsp; 233323 |
| 05/19/2033 | &nbsp;&nbsp; 4.875% |  | 987000 | &nbsp;&nbsp; 912738 |
| 02/09/2035 | &nbsp;&nbsp; 6.350% |  | 470000 | &nbsp;&nbsp; 469101 |
| 05/13/2037 | &nbsp;&nbsp; 6.875% |  | 2117000 | &nbsp;&nbsp; 2147496 |
| 05/13/2055 | &nbsp;&nbsp; 7.375% |  | 734000 | &nbsp;&nbsp; 727468 |
| Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust | Pemex Project Funding Master Trust |
| 06/15/2038 | &nbsp;&nbsp; 6.625% |  | 50000 | &nbsp;&nbsp; 37186 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 10/16/2025 | &nbsp;&nbsp; 6.875% |  | 1060000 | &nbsp;&nbsp; 1056455 |
| 03/13/2027 | &nbsp;&nbsp; 6.500% |  | 13322000 | &nbsp;&nbsp; 13065301 |
| 02/12/2028 | &nbsp;&nbsp; 5.350% |  | 2276000 | &nbsp;&nbsp; 2145403 |
| 01/23/2029 | &nbsp;&nbsp; 6.500% |  | 625000 | &nbsp;&nbsp; 598058 |
| 01/23/2030 | &nbsp;&nbsp; 6.840% |  | 6120000 | &nbsp;&nbsp; 5718691 |
| 01/28/2031 | &nbsp;&nbsp; 5.950% |  | 3025000 | &nbsp;&nbsp; 2621336 |
| 02/16/2032 | &nbsp;&nbsp; 6.700% |  | 2000000 | &nbsp;&nbsp; 1785536 |
| 06/15/2035 | &nbsp;&nbsp; 6.625% |  | 900000 | &nbsp;&nbsp; 722136 |
| 09/21/2047 | &nbsp;&nbsp; 6.750% |  | 1257000 | &nbsp;&nbsp; 851286 |
| 02/12/2048 | &nbsp;&nbsp; 6.350% |  | 503000 | &nbsp;&nbsp; 327017 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **48471112** |
| **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** |
| OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  |
| 06/23/2031 | &nbsp;&nbsp; 3.750% |  | 357000 | &nbsp;&nbsp; 315283 |
| 05/02/2034 | &nbsp;&nbsp; 6.750% |  | 4695000 | &nbsp;&nbsp; 4738631 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5053914** |
| **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** |
| TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  |
| 10/28/2042 | &nbsp;&nbsp; 4.750% | EUR | 545000 | &nbsp;&nbsp; 674366 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** |
| Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA |
| 04/06/2030 | &nbsp;&nbsp; 3.125% | 826000 | &nbsp;&nbsp; 779630 |
| **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** |
| Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  |
| 01/17/2028 | &nbsp;&nbsp; 5.625% | 600000 | &nbsp;&nbsp; 605906 |
| **Panama 0.1%** | **Panama 0.1%** | **Panama 0.1%** | **Panama 0.1%** |
| Banco Nacional de Panama<sup>(a)</sup>  | Banco Nacional de Panama<sup>(a)</sup>  | Banco Nacional de Panama<sup>(a)</sup>  | Banco Nacional de Panama<sup>(a)</sup>  |
| 08/11/2030 | &nbsp;&nbsp; 2.500% | 875000 | &nbsp;&nbsp; 726953 |
| 08/11/2030 | &nbsp;&nbsp; 2.500% | 600000 | &nbsp;&nbsp; 498482 |
| Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond |
| 03/01/2031 | &nbsp;&nbsp; 7.500% | 1300000 | &nbsp;&nbsp; 1360723 |
| 09/29/2032 | &nbsp;&nbsp; 2.252% | 657000 | &nbsp;&nbsp; 483536 |
| 01/19/2033 | &nbsp;&nbsp; 3.298% | 250000 | &nbsp;&nbsp; 197012 |
| 02/14/2035 | &nbsp;&nbsp; 6.400% | 200000 | &nbsp;&nbsp; 188915 |
| 03/01/2038 | &nbsp;&nbsp; 8.000% | 1720000 | &nbsp;&nbsp; 1783537 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5239158** |
| **Paraguay 0.0%** | **Paraguay 0.0%** | **Paraguay 0.0%** | **Paraguay 0.0%** |
| Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  |
| 04/28/2031 | &nbsp;&nbsp; 4.950% | 730000 | &nbsp;&nbsp; 715870 |
| **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** |
| Corporación Financiera de Desarrollo SA<sup>(a)</sup>  | Corporación Financiera de Desarrollo SA<sup>(a)</sup>  | Corporación Financiera de Desarrollo SA<sup>(a)</sup>  | Corporación Financiera de Desarrollo SA<sup>(a)</sup>  |
| 09/28/2027 | &nbsp;&nbsp; 2.400% | 600000 | &nbsp;&nbsp; 565201 |
| Petroleos del Peru SA<sup>(a)</sup>  | Petroleos del Peru SA<sup>(a)</sup>  | Petroleos del Peru SA<sup>(a)</sup>  | Petroleos del Peru SA<sup>(a)</sup>  |
| 06/19/2032 | &nbsp;&nbsp; 4.750% | 2100000 | &nbsp;&nbsp; 1562832 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2128033** |
| **Philippines 0.0%** | **Philippines 0.0%** | **Philippines 0.0%** | **Philippines 0.0%** |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |
| 05/05/2030 | &nbsp;&nbsp; 2.457% | 800000 | &nbsp;&nbsp; 725413 |
| **Romania 0.0%** | **Romania 0.0%** | **Romania 0.0%** | **Romania 0.0%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 02/17/2028 | &nbsp;&nbsp; 6.625% | 200000 | &nbsp;&nbsp; 204363 |
| 03/27/2032 | &nbsp;&nbsp; 3.625% | 1550000 | &nbsp;&nbsp; 1298365 |
| 03/24/2035 | &nbsp;&nbsp; 5.750% | 2122000 | &nbsp;&nbsp; 1908388 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3411116** |
| **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** |
| Saudi Arabian Oil Co.<sup>(a),(c)</sup>  | Saudi Arabian Oil Co.<sup>(a),(c)</sup>  | Saudi Arabian Oil Co.<sup>(a),(c)</sup>  | Saudi Arabian Oil Co.<sup>(a),(c)</sup>  |
| 06/02/2055 | &nbsp;&nbsp; 6.375% | 7630000 | &nbsp;&nbsp; 7474174 |
| **Serbia 0.1%** | **Serbia 0.1%** | **Serbia 0.1%** | **Serbia 0.1%** |
| Serbia International Bond<sup>(a)</sup>  | Serbia International Bond<sup>(a)</sup>  | Serbia International Bond<sup>(a)</sup>  | Serbia International Bond<sup>(a)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 2.125% | 6640000 | &nbsp;&nbsp; 5516500 |
| 06/12/2034 | &nbsp;&nbsp; 6.000% | 9915000 | &nbsp;&nbsp; 9851733 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15368233** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(p)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Eskom Holdings SOC Ltd.<sup>(a)</sup>  | Eskom Holdings SOC Ltd.<sup>(a)</sup>  | Eskom Holdings SOC Ltd.<sup>(a)</sup>  | Eskom Holdings SOC Ltd.<sup>(a)</sup>  | Eskom Holdings SOC Ltd.<sup>(a)</sup>  |
| 08/10/2028 | &nbsp;&nbsp; 6.350% |  | 1739000 | &nbsp;&nbsp; 1741569 |
| 08/10/2028 | &nbsp;&nbsp; 6.350% |  | 213000 | &nbsp;&nbsp; 213315 |
| 08/10/2028 | &nbsp;&nbsp; 8.450% |  | 3985000 | &nbsp;&nbsp; 4120168 |
| 08/10/2028 | &nbsp;&nbsp; 8.450% |  | 451000 | &nbsp;&nbsp; 466298 |
| Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond |
| 09/30/2029 | &nbsp;&nbsp; 4.850% |  | 875000 | &nbsp;&nbsp; 834495 |
| 06/22/2030 | &nbsp;&nbsp; 5.875% |  | 750000 | &nbsp;&nbsp; 736144 |
| 04/20/2032 | &nbsp;&nbsp; 5.875% |  | 2300000 | &nbsp;&nbsp; 2205898 |
| Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  |
| 11/19/2036 | &nbsp;&nbsp; 7.100% |  | 1875000 | &nbsp;&nbsp; 1821735 |
| 11/19/2054 | &nbsp;&nbsp; 7.950% |  | 925000 | &nbsp;&nbsp; 848372 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12987994** |
| **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** |
| Ukraine Government International Bond<sup>(a),(n)</sup>  | Ukraine Government International Bond<sup>(a),(n)</sup>  | Ukraine Government International Bond<sup>(a),(n)</sup>  | Ukraine Government International Bond<sup>(a),(n)</sup>  | Ukraine Government International Bond<sup>(a),(n)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 1.750% |  | 293248 | &nbsp;&nbsp; 179094 |
| 02/01/2034 | &nbsp;&nbsp; 1.750% |  | 513185 | &nbsp;&nbsp; 253008 |
| 02/01/2035 | &nbsp;&nbsp; 1.750% |  | 586497 | &nbsp;&nbsp; 284258 |
| 02/01/2036 | &nbsp;&nbsp; 1.750% |  | 73312 | &nbsp;&nbsp; 34446 |
| Ukraine Government International Bond<sup>(a),(g)</sup>  | Ukraine Government International Bond<sup>(a),(g)</sup>  | Ukraine Government International Bond<sup>(a),(g)</sup>  | Ukraine Government International Bond<sup>(a),(g)</sup>  | Ukraine Government International Bond<sup>(a),(g)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 0.000% |  | 80093 | &nbsp;&nbsp; 38782 |
| 02/01/2034 | &nbsp;&nbsp; 0.000% |  | 299297 | &nbsp;&nbsp; 112372 |
| 02/01/2035 | &nbsp;&nbsp; 0.000% |  | 252927 | &nbsp;&nbsp; 122556 |
| 02/01/2036 | &nbsp;&nbsp; 0.000% |  | 210772 | &nbsp;&nbsp; 101706 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1126222** |
| **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** |
| Uruguay Government International Bond | Uruguay Government International Bond | Uruguay Government International Bond | Uruguay Government International Bond | Uruguay Government International Bond |
| 02/14/2037 | &nbsp;&nbsp; 5.442% |  | 410000 | &nbsp;&nbsp; 412752 |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $198,983,447) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $198,983,447) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $198,983,447) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $198,983,447) | &nbsp;&nbsp; **195347276** |
| **Inflation-Indexed Bonds**<sup>(l)</sup> **0.3%** | **Inflation-Indexed Bonds**<sup>(l)</sup> **0.3%** | **Inflation-Indexed Bonds**<sup>(l)</sup> **0.3%** | **Inflation-Indexed Bonds**<sup>(l)</sup> **0.3%** | **Inflation-Indexed Bonds**<sup>(l)</sup> **0.3%** |
| **Mexico 0.0%** | **Mexico 0.0%** | **Mexico 0.0%** | **Mexico 0.0%** | **Mexico 0.0%** |
| Mexico Udibonos | Mexico Udibonos | Mexico Udibonos | Mexico Udibonos | Mexico Udibonos |
| 11/27/2031 | &nbsp;&nbsp; 2.750% | MXN | 26286663 | &nbsp;&nbsp; 1186520 |
| **United States 0.3%** | **United States 0.3%** | **United States 0.3%** | **United States 0.3%** | **United States 0.3%** |
| U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond |
| 01/15/2035 | &nbsp;&nbsp; 2.125% |  | 41366748 | &nbsp;&nbsp; 41681846 |
| &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $42,038,077) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $42,038,077) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $42,038,077) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $42,038,077) | &nbsp;&nbsp; **42868366** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds 0.2%** | **Municipal Bonds 0.2%** | **Municipal Bonds 0.2%** | **Municipal Bonds 0.2%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** |
| University of California | University of California | University of California | University of California |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable General | Taxable General | Taxable General | Taxable General |
| Series 2017AX | Series 2017AX | Series 2017AX | Series 2017AX |
| 07/01/2025 | &nbsp;&nbsp; 3.063% | 5700000 | &nbsp;&nbsp; 5691849 |
| University of Michigan | University of Michigan | University of Michigan | University of Michigan |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2022A | Series 2022A | Series 2022A | Series 2022A |
| 04/01/2122 | &nbsp;&nbsp; 4.454% | 4020000 | &nbsp;&nbsp; 3079942 |
| University of Virginia | University of Virginia | University of Virginia | University of Virginia |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2021B | Series 2021B | Series 2021B | Series 2021B |
| 11/01/2051 | &nbsp;&nbsp; 2.584% | 2020000 | &nbsp;&nbsp; 1177143 |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2017C | Series 2017C | Series 2017C | Series 2017C |
| 09/01/2117 | &nbsp;&nbsp; 4.179% | 725000 | &nbsp;&nbsp; 530721 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10479655** |
| **Hospital 0.0%** | **Hospital 0.0%** | **Hospital 0.0%** | **Hospital 0.0%** |
| California Health Facilities Financing Authority | California Health Facilities Financing Authority | California Health Facilities Financing Authority | California Health Facilities Financing Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Cedars-Sinai Health System | Cedars-Sinai Health System | Cedars-Sinai Health System | Cedars-Sinai Health System |
| Series 2021 | Series 2021 | Series 2021 | Series 2021 |
| 08/15/2051 | &nbsp;&nbsp; 3.000% | 1740000 | &nbsp;&nbsp; 1215291 |
| **Local General Obligation 0.0%** | **Local General Obligation 0.0%** | **Local General Obligation 0.0%** | **Local General Obligation 0.0%** |
| City of New York | City of New York | City of New York | City of New York |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2010 (BAM) | Series 2010 (BAM) | Series 2010 (BAM) | Series 2010 (BAM) |
| 03/01/2036 | &nbsp;&nbsp; 5.968% | 3100000 | &nbsp;&nbsp; 3199992 |
| **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** |
| New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Future Tax Secured | Future Tax Secured | Future Tax Secured | Future Tax Secured |
| Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 |
| 08/01/2035 | &nbsp;&nbsp; 2.000% | 3000000 | &nbsp;&nbsp; 2252452 |
| State of Illinois | State of Illinois | State of Illinois | State of Illinois |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable Sales Tax | Taxable Sales Tax | Taxable Sales Tax | Taxable Sales Tax |
| Series 2013 | Series 2013 | Series 2013 | Series 2013 |
| 06/15/2028 | &nbsp;&nbsp; 3.350% | 2500000 | &nbsp;&nbsp; 2425873 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4678325** |
| **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** |
| Bay Area Toll Authority | Bay Area Toll Authority | Bay Area Toll Authority | Bay Area Toll Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) |
| 04/01/2049 | &nbsp;&nbsp; 6.263% | 1920000 | &nbsp;&nbsp; 1974245 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Build America Bonds | Build America Bonds | Build America Bonds | Build America Bonds |
| Series 2009 | Series 2009 | Series 2009 | Series 2009 |
| 12/01/2039 | &nbsp;&nbsp; 6.105% | 1620000 | &nbsp;&nbsp; 1720038 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3694283** |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $27,559,285) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $27,559,285) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $27,559,285) | &nbsp;&nbsp; **23267546** |
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS |
| CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z | CMO Series 2011-84 Class Z |
| 09/25/2041 | &nbsp;&nbsp; 5.250% | 1285148 | &nbsp;&nbsp; 1291621 |
| Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  |
| CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC | CMO Series 2020-58 Class IC |
| 07/25/2050 | &nbsp;&nbsp; 5.500% | 3740464 | &nbsp;&nbsp; 979549 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 10/01/2028- <br>07/01/2032<br>| &nbsp;&nbsp; 7.000% | 65099 | &nbsp;&nbsp; 68017 |
| &nbsp;&nbsp; 10/01/2031- <br>07/01/2037<br>| &nbsp;&nbsp; 6.000% | 222864 | &nbsp;&nbsp; 232766 |
| &nbsp;&nbsp; 04/01/2033- <br>01/01/2055<br>| &nbsp;&nbsp; 5.500% | 59547530 | &nbsp;&nbsp; 59549556 |
| &nbsp;&nbsp; 10/01/2039- <br>09/01/2054<br>| &nbsp;&nbsp; 5.000% | 30066615 | &nbsp;&nbsp; 29189624 |
| &nbsp;&nbsp; 09/01/2040- <br>10/01/2052<br>| &nbsp;&nbsp; 4.000% | 104552276 | &nbsp;&nbsp; 96217229 |
| &nbsp;&nbsp; 09/01/2040- <br>02/01/2054<br>| &nbsp;&nbsp; 4.500% | 124399017 | &nbsp;&nbsp; 117625710 |
| &nbsp;&nbsp; 06/01/2043- <br>05/01/2052<br>| &nbsp;&nbsp; 3.500% | 57298891 | &nbsp;&nbsp; 51604909 |
| &nbsp;&nbsp; 08/01/2046- <br>06/01/2052<br>| &nbsp;&nbsp; 3.000% | 142292062 | &nbsp;&nbsp; 122201219 |
| &nbsp;&nbsp; 06/01/2050- <br>10/01/2052<br>| &nbsp;&nbsp; 2.500% | 313929041 | &nbsp;&nbsp; 257037157 |
| &nbsp;&nbsp; 12/01/2050- <br>06/01/2052<br>| &nbsp;&nbsp; 2.000% | 91931313 | &nbsp;&nbsp; 71722031 |
| CMO Series 2060 Class Z | CMO Series 2060 Class Z | CMO Series 2060 Class Z | CMO Series 2060 Class Z |
| 05/15/2028 | &nbsp;&nbsp; 6.500% | 21036 | &nbsp;&nbsp; 21315 |
| CMO Series 2310 Class Z | CMO Series 2310 Class Z | CMO Series 2310 Class Z | CMO Series 2310 Class Z |
| 04/15/2031 | &nbsp;&nbsp; 6.000% | 23090 | &nbsp;&nbsp; 23621 |
| CMO Series 2725 Class TA | CMO Series 2725 Class TA | CMO Series 2725 Class TA | CMO Series 2725 Class TA |
| 12/15/2033 | &nbsp;&nbsp; 4.500% | 1199973 | &nbsp;&nbsp; 1198508 |
| CMO Series 2882 Class ZC | CMO Series 2882 Class ZC | CMO Series 2882 Class ZC | CMO Series 2882 Class ZC |
| 11/15/2034 | &nbsp;&nbsp; 6.000% | 2154851 | &nbsp;&nbsp; 2265129 |
| CMO Series 2953 Class LZ | CMO Series 2953 Class LZ | CMO Series 2953 Class LZ | CMO Series 2953 Class LZ |
| 03/15/2035 | &nbsp;&nbsp; 6.000% | 1710228 | &nbsp;&nbsp; 1785048 |
| CMO Series 3028 Class ZE | CMO Series 3028 Class ZE | CMO Series 3028 Class ZE | CMO Series 3028 Class ZE |
| 09/15/2035 | &nbsp;&nbsp; 5.500% | 167707 | &nbsp;&nbsp; 168045 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3032 Class PZ | CMO Series 3032 Class PZ | CMO Series 3032 Class PZ | CMO Series 3032 Class PZ |
| 09/15/2035 | &nbsp;&nbsp; 5.800% | 405635 | &nbsp;&nbsp; 415356 |
| CMO Series 3121 Class EZ | CMO Series 3121 Class EZ | CMO Series 3121 Class EZ | CMO Series 3121 Class EZ |
| 03/15/2036 | &nbsp;&nbsp; 6.000% | 59548 | &nbsp;&nbsp; 62259 |
| CMO Series 3181 Class AZ | CMO Series 3181 Class AZ | CMO Series 3181 Class AZ | CMO Series 3181 Class AZ |
| 07/15/2036 | &nbsp;&nbsp; 6.500% | 22462 | &nbsp;&nbsp; 23540 |
| CMO Series 353 Class 300 | CMO Series 353 Class 300 | CMO Series 353 Class 300 | CMO Series 353 Class 300 |
| 12/15/2046 | &nbsp;&nbsp; 3.000% | 4500713 | &nbsp;&nbsp; 4011737 |
| CMO Series 3740 Class BA | CMO Series 3740 Class BA | CMO Series 3740 Class BA | CMO Series 3740 Class BA |
| 10/15/2040 | &nbsp;&nbsp; 4.000% | 981231 | &nbsp;&nbsp; 941291 |
| CMO Series 3747 Class HY | CMO Series 3747 Class HY | CMO Series 3747 Class HY | CMO Series 3747 Class HY |
| 10/15/2040 | &nbsp;&nbsp; 4.500% | 2524159 | &nbsp;&nbsp; 2512971 |
| CMO Series 3753 Class KZ | CMO Series 3753 Class KZ | CMO Series 3753 Class KZ | CMO Series 3753 Class KZ |
| 11/15/2040 | &nbsp;&nbsp; 4.500% | 4257933 | &nbsp;&nbsp; 4217434 |
| CMO Series 3769 Class ZC | CMO Series 3769 Class ZC | CMO Series 3769 Class ZC | CMO Series 3769 Class ZC |
| 12/15/2040 | &nbsp;&nbsp; 4.500% | 2149612 | &nbsp;&nbsp; 2130840 |
| CMO Series 3841 Class JZ | CMO Series 3841 Class JZ | CMO Series 3841 Class JZ | CMO Series 3841 Class JZ |
| 04/15/2041 | &nbsp;&nbsp; 5.000% | 193369 | &nbsp;&nbsp; 193810 |
| CMO Series 3888 Class ZG | CMO Series 3888 Class ZG | CMO Series 3888 Class ZG | CMO Series 3888 Class ZG |
| 07/15/2041 | &nbsp;&nbsp; 4.000% | 407784 | &nbsp;&nbsp; 390814 |
| CMO Series 3926 Class NY | CMO Series 3926 Class NY | CMO Series 3926 Class NY | CMO Series 3926 Class NY |
| 09/15/2041 | &nbsp;&nbsp; 4.000% | 350123 | &nbsp;&nbsp; 337912 |
| CMO Series 3928 Class MB | CMO Series 3928 Class MB | CMO Series 3928 Class MB | CMO Series 3928 Class MB |
| 09/15/2041 | &nbsp;&nbsp; 4.500% | 710981 | &nbsp;&nbsp; 689382 |
| CMO Series 3934 Class CB | CMO Series 3934 Class CB | CMO Series 3934 Class CB | CMO Series 3934 Class CB |
| 10/15/2041 | &nbsp;&nbsp; 4.000% | 2298884 | &nbsp;&nbsp; 2207305 |
| CMO Series 3982 Class TZ | CMO Series 3982 Class TZ | CMO Series 3982 Class TZ | CMO Series 3982 Class TZ |
| 01/15/2042 | &nbsp;&nbsp; 4.000% | 901821 | &nbsp;&nbsp; 860480 |
| CMO Series 4027 Class AB | CMO Series 4027 Class AB | CMO Series 4027 Class AB | CMO Series 4027 Class AB |
| 12/15/2040 | &nbsp;&nbsp; 4.000% | 986800 | &nbsp;&nbsp; 960105 |
| CMO Series 4057 Class ZB | CMO Series 4057 Class ZB | CMO Series 4057 Class ZB | CMO Series 4057 Class ZB |
| 06/15/2042 | &nbsp;&nbsp; 3.500% | 4868399 | &nbsp;&nbsp; 4571414 |
| CMO Series 4057 Class ZL | CMO Series 4057 Class ZL | CMO Series 4057 Class ZL | CMO Series 4057 Class ZL |
| 06/15/2042 | &nbsp;&nbsp; 3.500% | 5312631 | &nbsp;&nbsp; 4996717 |
| CMO Series 4091 Class KB | CMO Series 4091 Class KB | CMO Series 4091 Class KB | CMO Series 4091 Class KB |
| 08/15/2042 | &nbsp;&nbsp; 3.000% | 6500000 | &nbsp;&nbsp; 6008418 |
| CMO Series 4440 Class ZX | CMO Series 4440 Class ZX | CMO Series 4440 Class ZX | CMO Series 4440 Class ZX |
| 01/15/2045 | &nbsp;&nbsp; 4.000% | 12534262 | &nbsp;&nbsp; 11805001 |
| CMO Series 4463 Class ZA | CMO Series 4463 Class ZA | CMO Series 4463 Class ZA | CMO Series 4463 Class ZA |
| 04/15/2045 | &nbsp;&nbsp; 4.000% | 3912598 | &nbsp;&nbsp; 3758387 |
| CMO Series 4495 Class PA | CMO Series 4495 Class PA | CMO Series 4495 Class PA | CMO Series 4495 Class PA |
| 09/15/2043 | &nbsp;&nbsp; 3.500% | 83102 | &nbsp;&nbsp; 81791 |
| CMO Series 4682 Class HZ | CMO Series 4682 Class HZ | CMO Series 4682 Class HZ | CMO Series 4682 Class HZ |
| 04/15/2047 | &nbsp;&nbsp; 3.500% | 2670143 | &nbsp;&nbsp; 2438940 |
| CMO Series 4771 Class HZ | CMO Series 4771 Class HZ | CMO Series 4771 Class HZ | CMO Series 4771 Class HZ |
| 03/15/2048 | &nbsp;&nbsp; 3.500% | 10306988 | &nbsp;&nbsp; 9286554 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4787 Class PY | CMO Series 4787 Class PY | CMO Series 4787 Class PY | CMO Series 4787 Class PY |
| 05/15/2048 | &nbsp;&nbsp; 4.000% | 912389 | &nbsp;&nbsp; 853792 |
| CMO Series 4793 Class CD | CMO Series 4793 Class CD | CMO Series 4793 Class CD | CMO Series 4793 Class CD |
| 06/15/2048 | &nbsp;&nbsp; 3.000% | 762779 | &nbsp;&nbsp; 678172 |
| CMO Series 4839 Class A | CMO Series 4839 Class A | CMO Series 4839 Class A | CMO Series 4839 Class A |
| 04/15/2051 | &nbsp;&nbsp; 4.000% | 2304415 | &nbsp;&nbsp; 2182604 |
| CMO Series 4941 Class CZ | CMO Series 4941 Class CZ | CMO Series 4941 Class CZ | CMO Series 4941 Class CZ |
| 11/25/2049 | &nbsp;&nbsp; 3.000% | 1148581 | &nbsp;&nbsp; 1005937 |
| Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup>  |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>11/15/2043<br>| &nbsp;&nbsp; 1.653% | 9273614 | &nbsp;&nbsp; 815886 |
| CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ | CMO Series 2013-4258 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>10/15/2043<br>| &nbsp;&nbsp; 2.203% | 2488826 | &nbsp;&nbsp; 385130 |
| CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS | CMO Series 2014-4313 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/15/2039<br>| &nbsp;&nbsp; 1.703% | 3270204 | &nbsp;&nbsp; 276823 |
| CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>07/15/2042<br>| &nbsp;&nbsp; 1.503% | 5193224 | &nbsp;&nbsp; 501036 |
| CMO Series 274 Class S1 | CMO Series 274 Class S1 | CMO Series 274 Class S1 | CMO Series 274 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>08/15/2042<br>| &nbsp;&nbsp; 1.553% | 6450477 | &nbsp;&nbsp; 680032 |
| CMO Series 279 Class S6 | CMO Series 279 Class S6 | CMO Series 279 Class S6 | CMO Series 279 Class S6 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2042<br>| &nbsp;&nbsp; 1.603% | 4459156 | &nbsp;&nbsp; 439922 |
| CMO Series 299 Class S1 | CMO Series 299 Class S1 | CMO Series 299 Class S1 | CMO Series 299 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>01/15/2043<br>| &nbsp;&nbsp; 1.553% | 2642749 | &nbsp;&nbsp; 277825 |
| CMO Series 300 Class S1 | CMO Series 300 Class S1 | CMO Series 300 Class S1 | CMO Series 300 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>01/15/2043<br>| &nbsp;&nbsp; 1.653% | 6727616 | &nbsp;&nbsp; 705873 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 326 Class S2 | CMO Series 326 Class S2 | CMO Series 326 Class S2 | CMO Series 326 Class S2 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>03/15/2044<br>| &nbsp;&nbsp; 1.503% | 10992307 | &nbsp;&nbsp; 1117903 |
| CMO Series 336 Class 30 | CMO Series 336 Class 30 | CMO Series 336 Class 30 | CMO Series 336 Class 30 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>08/15/2044<br>| &nbsp;&nbsp; 1.603% | 4557067 | &nbsp;&nbsp; 486044 |
| CMO Series 3404 Class AS | CMO Series 3404 Class AS | CMO Series 3404 Class AS | CMO Series 3404 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.781% <br>Cap 5.895% <br>01/15/2038<br>| &nbsp;&nbsp; 1.448% | 1163063 | &nbsp;&nbsp; 105809 |
| CMO Series 3578 Class DI | CMO Series 3578 Class DI | CMO Series 3578 Class DI | CMO Series 3578 Class DI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>04/15/2036<br>| &nbsp;&nbsp; 2.203% | 1680922 | &nbsp;&nbsp; 132148 |
| CMO Series 3833 Class LI | CMO Series 3833 Class LI | CMO Series 3833 Class LI | CMO Series 3833 Class LI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 0.286% <br>10/15/2040<br>| &nbsp;&nbsp; 2.185% | 3927304 | &nbsp;&nbsp; 357384 |
| CMO Series 3892 Class SC | CMO Series 3892 Class SC | CMO Series 3892 Class SC | CMO Series 3892 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>07/15/2041<br>| &nbsp;&nbsp; 1.503% | 2417135 | &nbsp;&nbsp; 227487 |
| CMO Series 3997 Class SK | CMO Series 3997 Class SK | CMO Series 3997 Class SK | CMO Series 3997 Class SK |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>11/15/2041<br>| &nbsp;&nbsp; 2.153% | 3320220 | &nbsp;&nbsp; 220207 |
| CMO Series 4087 Class SC | CMO Series 4087 Class SC | CMO Series 4087 Class SC | CMO Series 4087 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.436% <br>Cap 5.550% <br>07/15/2042<br>| &nbsp;&nbsp; 1.103% | 3174812 | &nbsp;&nbsp; 226539 |
| CMO Series 4281 Class SA | CMO Series 4281 Class SA | CMO Series 4281 Class SA | CMO Series 4281 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/15/2043<br>| &nbsp;&nbsp; 1.653% | 5300015 | &nbsp;&nbsp; 439061 |
| CMO Series 4635 Class SE | CMO Series 4635 Class SE | CMO Series 4635 Class SE | CMO Series 4635 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/15/2046<br>| &nbsp;&nbsp; 1.653% | 7755667 | &nbsp;&nbsp; 486971 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4910 Class SG | CMO Series 4910 Class SG | CMO Series 4910 Class SG | CMO Series 4910 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/25/2049<br>| &nbsp;&nbsp; 1.614% | 13643099 | &nbsp;&nbsp; 1783385 |
| CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 | CMO STRIPS Series 2012-278 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2042<br>| &nbsp;&nbsp; 1.603% | 6099879 | &nbsp;&nbsp; 608773 |
| CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 | CMO STRIPS Series 337 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>09/15/2044<br>| &nbsp;&nbsp; 1.603% | 7532723 | &nbsp;&nbsp; 749170 |
| Federal Home Loan Mortgage Corp.<sup>(q)</sup>  | Federal Home Loan Mortgage Corp.<sup>(q)</sup>  | Federal Home Loan Mortgage Corp.<sup>(q)</sup>  | Federal Home Loan Mortgage Corp.<sup>(q)</sup>  |
| 12/01/2054 | &nbsp;&nbsp; 5.000% | 14000000 | &nbsp;&nbsp; 13558572 |
| Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  |
| CMO Series 2380 Class F | CMO Series 2380 Class F | CMO Series 2380 Class F | CMO Series 2380 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.564% <br>Floor 0.450%, Cap 8.500% <br>11/15/2031<br>| &nbsp;&nbsp; 4.897% | 24430 | &nbsp;&nbsp; 24410 |
| CMO Series 2557 Class FG | CMO Series 2557 Class FG | CMO Series 2557 Class FG | CMO Series 2557 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.514% <br>Floor 0.400%, Cap 8.000% <br>01/15/2033<br>| &nbsp;&nbsp; 4.847% | 63149 | &nbsp;&nbsp; 63072 |
| CMO Series 2962 Class PF | CMO Series 2962 Class PF | CMO Series 2962 Class PF | CMO Series 2962 Class PF |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.364% <br>Floor 0.250%, Cap 7.000% <br>03/15/2035<br>| &nbsp;&nbsp; 4.697% | 22540 | &nbsp;&nbsp; 22500 |
| CMO Series 2981 Class FU | CMO Series 2981 Class FU | CMO Series 2981 Class FU | CMO Series 2981 Class FU |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.314% <br>Floor 0.200%, Cap 8.000% <br>05/15/2030<br>| &nbsp;&nbsp; 4.647% | 112677 | &nbsp;&nbsp; 111945 |
| CMO Series 3065 Class EB | CMO Series 3065 Class EB | CMO Series 3065 Class EB | CMO Series 3065 Class EB |
| &nbsp;&nbsp; -3.0 x 30-day Average SOFR + <br> 19.547% <br>Cap 19.890% <br>11/15/2035<br>| &nbsp;&nbsp; 6.550% | 242838 | &nbsp;&nbsp; 261637 |
| CMO Series 3081 Class GC | CMO Series 3081 Class GC | CMO Series 3081 Class GC | CMO Series 3081 Class GC |
| &nbsp;&nbsp; -3.7 x 30-day Average SOFR + <br> 23.414% <br>Cap 23.833% <br>12/15/2035<br>| &nbsp;&nbsp; 7.529% | 375298 | &nbsp;&nbsp; 405431 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3085 Class FV | CMO Series 3085 Class FV | CMO Series 3085 Class FV | CMO Series 3085 Class FV |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.814% <br>Floor 0.700%, Cap 8.000% <br>08/15/2035<br>| &nbsp;&nbsp; 5.147% | 327391 | &nbsp;&nbsp; 328363 |
| CMO Series 3564 Class FC | CMO Series 3564 Class FC | CMO Series 3564 Class FC | CMO Series 3564 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.364% <br>Floor 1.250%, Cap 6.500% <br>01/15/2037<br>| &nbsp;&nbsp; 5.677% | 141389 | &nbsp;&nbsp; 143019 |
| CMO Series 3680 Class FA | CMO Series 3680 Class FA | CMO Series 3680 Class FA | CMO Series 3680 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.114% <br>Floor 1.000%, Cap 6.000% <br>06/15/2040<br>| &nbsp;&nbsp; 5.447% | 411690 | &nbsp;&nbsp; 411990 |
| CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN |
| &nbsp;&nbsp; -3.6 x 30-day Average SOFR + <br> 26.796% <br>Cap 5.500% <br>05/15/2041<br>| &nbsp;&nbsp; 5.500% | 15264 | &nbsp;&nbsp; 14482 |
| CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.514% <br>Floor 0.400%, Cap <br> 9,999.000% <br>07/15/2037<br>| &nbsp;&nbsp; 4.850% | 516940 | &nbsp;&nbsp; 512918 |
| Federal Home Loan Mortgage Corp.<sup>(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e)</sup>  |
| CMO Series 303 Class C21 | CMO Series 303 Class C21 | CMO Series 303 Class C21 | CMO Series 303 Class C21 |
| 01/15/2043 | &nbsp;&nbsp; 4.000% | 8295713 | &nbsp;&nbsp; 1306842 |
| CMO Series 303 Class C30 | CMO Series 303 Class C30 | CMO Series 303 Class C30 | CMO Series 303 Class C30 |
| 12/15/2042 | &nbsp;&nbsp; 4.500% | 5314880 | &nbsp;&nbsp; 796054 |
| CMO Series 364 Class C15 | CMO Series 364 Class C15 | CMO Series 364 Class C15 | CMO Series 364 Class C15 |
| 12/15/2046 | &nbsp;&nbsp; 3.500% | 3549797 | &nbsp;&nbsp; 546653 |
| CMO Series 4146 Class IA | CMO Series 4146 Class IA | CMO Series 4146 Class IA | CMO Series 4146 Class IA |
| 12/15/2032 | &nbsp;&nbsp; 3.500% | 3214639 | &nbsp;&nbsp; 269721 |
| CMO Series 4186 Class IB | CMO Series 4186 Class IB | CMO Series 4186 Class IB | CMO Series 4186 Class IB |
| 03/15/2033 | &nbsp;&nbsp; 3.000% | 3259443 | &nbsp;&nbsp; 238367 |
| CMO Series 4627 Class PI | CMO Series 4627 Class PI | CMO Series 4627 Class PI | CMO Series 4627 Class PI |
| 05/15/2044 | &nbsp;&nbsp; 3.500% | 808235 | &nbsp;&nbsp; 15472 |
| CMO Series 4698 Class BI | CMO Series 4698 Class BI | CMO Series 4698 Class BI | CMO Series 4698 Class BI |
| 07/15/2047 | &nbsp;&nbsp; 5.000% | 9409509 | &nbsp;&nbsp; 1876585 |
| CMO Series 5048 Class HI | CMO Series 5048 Class HI | CMO Series 5048 Class HI | CMO Series 5048 Class HI |
| 01/15/2042 | &nbsp;&nbsp; 4.500% | 2335047 | &nbsp;&nbsp; 451805 |
| CMO Series 5078 Class NI | CMO Series 5078 Class NI | CMO Series 5078 Class NI | CMO Series 5078 Class NI |
| 06/15/2042 | &nbsp;&nbsp; 4.000% | 2740000 | &nbsp;&nbsp; 484259 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 11/15/2052 | &nbsp;&nbsp; 4.000% | 7399834 | &nbsp;&nbsp; 1746983 |
| 11/15/2052 | &nbsp;&nbsp; 4.500% | 8464302 | &nbsp;&nbsp; 2317458 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup>  |
| CMO Series 351 Class 213 | CMO Series 351 Class 213 | CMO Series 351 Class 213 | CMO Series 351 Class 213 |
| 02/15/2046 | &nbsp;&nbsp; 4.227% | 253022 | &nbsp;&nbsp; 44342 |
| CMO Series 364 Class 141 | CMO Series 364 Class 141 | CMO Series 364 Class 141 | CMO Series 364 Class 141 |
| 12/15/2046 | &nbsp;&nbsp; 2.752% | 290714 | &nbsp;&nbsp; 38488 |
| CMO Series 364 Class 151 | CMO Series 364 Class 151 | CMO Series 364 Class 151 | CMO Series 364 Class 151 |
| 12/15/2046 | &nbsp;&nbsp; 3.356% | 279715 | &nbsp;&nbsp; 42245 |
| CMO Series 364 Class 158 | CMO Series 364 Class 158 | CMO Series 364 Class 158 | CMO Series 364 Class 158 |
| 12/15/2046 | &nbsp;&nbsp; 3.751% | 150942 | &nbsp;&nbsp; 25317 |
| CMO Series 364 Class 167 | CMO Series 364 Class 167 | CMO Series 364 Class 167 | CMO Series 364 Class 167 |
| 12/15/2046 | &nbsp;&nbsp; 2.567% | 271083 | &nbsp;&nbsp; 30287 |
| CMO Series 364 Class C23 | CMO Series 364 Class C23 | CMO Series 364 Class C23 | CMO Series 364 Class C23 |
| 12/15/2046 | &nbsp;&nbsp; 2.947% | 3479299 | &nbsp;&nbsp; 463003 |
| CMO Series 364 Class C24 | CMO Series 364 Class C24 | CMO Series 364 Class C24 | CMO Series 364 Class C24 |
| 12/15/2046 | &nbsp;&nbsp; 3.450% | 1953864 | &nbsp;&nbsp; 305877 |
| CMO Series 364 Class C25 | CMO Series 364 Class C25 | CMO Series 364 Class C25 | CMO Series 364 Class C25 |
| 12/15/2046 | &nbsp;&nbsp; 4.074% | 592690 | &nbsp;&nbsp; 106575 |
| CMO Series 368 Class C15 | CMO Series 368 Class C15 | CMO Series 368 Class C15 | CMO Series 368 Class C15 |
| 01/25/2048 | &nbsp;&nbsp; 3.261% | 3673117 | &nbsp;&nbsp; 507308 |
| CMO Series 5094 Class IO | CMO Series 5094 Class IO | CMO Series 5094 Class IO | CMO Series 5094 Class IO |
| 12/15/2048 | &nbsp;&nbsp; 1.422% | 12364478 | &nbsp;&nbsp; 974786 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(d),(e)</sup>  |
| CMO Series K051 Class X1 | CMO Series K051 Class X1 | CMO Series K051 Class X1 | CMO Series K051 Class X1 |
| 09/25/2025 | &nbsp;&nbsp; 0.488% | 13627505 | &nbsp;&nbsp; 12800 |
| CMO Series K058 Class X1 | CMO Series K058 Class X1 | CMO Series K058 Class X1 | CMO Series K058 Class X1 |
| 08/25/2026 | &nbsp;&nbsp; 0.898% | 2219876 | &nbsp;&nbsp; 18893 |
| CMO Series KW02 Class X1 | CMO Series KW02 Class X1 | CMO Series KW02 Class X1 | CMO Series KW02 Class X1 |
| 12/25/2026 | &nbsp;&nbsp; 0.111% | 7110553 | &nbsp;&nbsp; 9146 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b),(e)</sup>  |
| CMO Series 204236 Class IS | CMO Series 204236 Class IS | CMO Series 204236 Class IS | CMO Series 204236 Class IS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>08/15/2043<br>| &nbsp;&nbsp; 1.553% | 8749145 | &nbsp;&nbsp; 874767 |
| CMO Series 204419 Class BS | CMO Series 204419 Class BS | CMO Series 204419 Class BS | CMO Series 204419 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>05/15/2053<br>| &nbsp;&nbsp; 1.603% | 23471142 | &nbsp;&nbsp; 2773918 |
| CMO Series 204461 Class SA | CMO Series 204461 Class SA | CMO Series 204461 Class SA | CMO Series 204461 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>04/15/2045<br>| &nbsp;&nbsp; 1.753% | 4824072 | &nbsp;&nbsp; 592174 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 204839 Class WS | CMO Series 204839 Class WS | CMO Series 204839 Class WS | CMO Series 204839 Class WS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>08/15/2056<br>| &nbsp;&nbsp; 1.653% | 34343633 | &nbsp;&nbsp; 4697285 |
| CMO Series 4942 Class SG | CMO Series 4942 Class SG | CMO Series 4942 Class SG | CMO Series 4942 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>01/25/2050<br>| &nbsp;&nbsp; 1.614% | 9603308 | &nbsp;&nbsp; 1076709 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup>  |
| CMO Series 204695 Class OI | CMO Series 204695 Class OI | CMO Series 204695 Class OI | CMO Series 204695 Class OI |
| 06/15/2047 | &nbsp;&nbsp; 4.000% | 2585920 | &nbsp;&nbsp; 453949 |
| CMO Series 204864 Class IU | CMO Series 204864 Class IU | CMO Series 204864 Class IU | CMO Series 204864 Class IU |
| 12/15/2048 | &nbsp;&nbsp; 4.500% | 2426897 | &nbsp;&nbsp; 465115 |
| CMO Series 205012 Class MI | CMO Series 205012 Class MI | CMO Series 205012 Class MI | CMO Series 205012 Class MI |
| 09/25/2050 | &nbsp;&nbsp; 4.000% | 8106390 | &nbsp;&nbsp; 1668610 |
| CMO Series 205038 Class ID | CMO Series 205038 Class ID | CMO Series 205038 Class ID | CMO Series 205038 Class ID |
| 11/25/2050 | &nbsp;&nbsp; 3.500% | 26377065 | &nbsp;&nbsp; 4731178 |
| CMO Series 4257 Class IK | CMO Series 4257 Class IK | CMO Series 4257 Class IK | CMO Series 4257 Class IK |
| 12/15/2042 | &nbsp;&nbsp; 4.000% | 2810557 | &nbsp;&nbsp; 452287 |
| CMO Series 4999 Class IA | CMO Series 4999 Class IA | CMO Series 4999 Class IA | CMO Series 4999 Class IA |
| 08/25/2050 | &nbsp;&nbsp; 4.500% | 23115895 | &nbsp;&nbsp; 5102496 |
| CMO Series 5043 Class IO | CMO Series 5043 Class IO | CMO Series 5043 Class IO | CMO Series 5043 Class IO |
| 11/25/2050 | &nbsp;&nbsp; 5.000% | 13934971 | &nbsp;&nbsp; 3610310 |
| CMO Series 5058 Class NI | CMO Series 5058 Class NI | CMO Series 5058 Class NI | CMO Series 5058 Class NI |
| 06/25/2050 | &nbsp;&nbsp; 3.000% | 13740577 | &nbsp;&nbsp; 2271977 |
| CMO Series 5079 Class DI | CMO Series 5079 Class DI | CMO Series 5079 Class DI | CMO Series 5079 Class DI |
| 02/25/2051 | &nbsp;&nbsp; 6.500% | 7829758 | &nbsp;&nbsp; 1371616 |
| CMO Series 5081 Class PI | CMO Series 5081 Class PI | CMO Series 5081 Class PI | CMO Series 5081 Class PI |
| 03/25/2051 | &nbsp;&nbsp; 3.000% | 39654171 | &nbsp;&nbsp; 6701230 |
| CMO Series 5088 Class IB | CMO Series 5088 Class IB | CMO Series 5088 Class IB | CMO Series 5088 Class IB |
| 03/25/2051 | &nbsp;&nbsp; 2.500% | 22807642 | &nbsp;&nbsp; 3374861 |
| CMO Series 5095 Class AI | CMO Series 5095 Class AI | CMO Series 5095 Class AI | CMO Series 5095 Class AI |
| 04/25/2051 | &nbsp;&nbsp; 3.500% | 18588668 | &nbsp;&nbsp; 3291204 |
| CMO Series 5113 Class MI | CMO Series 5113 Class MI | CMO Series 5113 Class MI | CMO Series 5113 Class MI |
| 06/25/2051 | &nbsp;&nbsp; 3.500% | 16423092 | &nbsp;&nbsp; 3187270 |
| CMO Series 5115 Class GI | CMO Series 5115 Class GI | CMO Series 5115 Class GI | CMO Series 5115 Class GI |
| 09/25/2050 | &nbsp;&nbsp; 3.000% | 9724007 | &nbsp;&nbsp; 1582885 |
| CMO Series 5148 Class EI | CMO Series 5148 Class EI | CMO Series 5148 Class EI | CMO Series 5148 Class EI |
| 10/25/2051 | &nbsp;&nbsp; 3.000% | 40195810 | &nbsp;&nbsp; 6464459 |
| CMO Series 5153 Class JI | CMO Series 5153 Class JI | CMO Series 5153 Class JI | CMO Series 5153 Class JI |
| 10/25/2051 | &nbsp;&nbsp; 3.500% | 7412334 | &nbsp;&nbsp; 1360600 |
| CMO Series 5217 Class PI | CMO Series 5217 Class PI | CMO Series 5217 Class PI | CMO Series 5217 Class PI |
| 04/25/2052 | &nbsp;&nbsp; 3.500% | 4668442 | &nbsp;&nbsp; 439635 |
| CMO Series 5223 Class IM | CMO Series 5223 Class IM | CMO Series 5223 Class IM | CMO Series 5223 Class IM |
| 02/25/2042 | &nbsp;&nbsp; 5.500% | 7915089 | &nbsp;&nbsp; 1254213 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 3843 Class JZ | CMO Series 3843 Class JZ | CMO Series 3843 Class JZ | CMO Series 3843 Class JZ |
| 04/15/2041 | &nbsp;&nbsp; 5.100% | 1129353 | &nbsp;&nbsp; 1126608 |
| CMO Series 4372 Class Z | CMO Series 4372 Class Z | CMO Series 4372 Class Z | CMO Series 4372 Class Z |
| 08/15/2044 | &nbsp;&nbsp; 3.000% | 2683854 | &nbsp;&nbsp; 2421507 |
| CMO Series 4402 Class YB | CMO Series 4402 Class YB | CMO Series 4402 Class YB | CMO Series 4402 Class YB |
| 10/15/2044 | &nbsp;&nbsp; 3.000% | 2130752 | &nbsp;&nbsp; 1917563 |
| CMO Series 4612 Class HZ | CMO Series 4612 Class HZ | CMO Series 4612 Class HZ | CMO Series 4612 Class HZ |
| 08/15/2046 | &nbsp;&nbsp; 2.500% | 7453626 | &nbsp;&nbsp; 6165434 |
| CMO Series 4753 Class VZ | CMO Series 4753 Class VZ | CMO Series 4753 Class VZ | CMO Series 4753 Class VZ |
| 12/15/2047 | &nbsp;&nbsp; 3.000% | 1245735 | &nbsp;&nbsp; 968246 |
| CMO Series 4755 Class Z | CMO Series 4755 Class Z | CMO Series 4755 Class Z | CMO Series 4755 Class Z |
| 02/15/2048 | &nbsp;&nbsp; 3.000% | 1245735 | &nbsp;&nbsp; 1082952 |
| CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 3737037 | &nbsp;&nbsp; 2853133 |
| CMO Series 5237 Class GA | CMO Series 5237 Class GA | CMO Series 5237 Class GA | CMO Series 5237 Class GA |
| 09/25/2046 | &nbsp;&nbsp; 4.000% | 1884417 | &nbsp;&nbsp; 1827344 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(d),(e)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(d),(e)</sup>  |
| CMO Series 5065 Class EI | CMO Series 5065 Class EI | CMO Series 5065 Class EI | CMO Series 5065 Class EI |
| 11/25/2044 | &nbsp;&nbsp; 5.353% | 1122278 | &nbsp;&nbsp; 213007 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 09/01/2025- <br>08/01/2027<br>| &nbsp;&nbsp; 8.000% | 1274 | &nbsp;&nbsp; 1280 |
| &nbsp;&nbsp; 03/01/2026- <br>03/01/2053<br>| &nbsp;&nbsp; 7.000% | 926756 | &nbsp;&nbsp; 968911 |
| &nbsp;&nbsp; 04/01/2027- <br>06/01/2032<br>| &nbsp;&nbsp; 7.500% | 12196 | &nbsp;&nbsp; 12489 |
| &nbsp;&nbsp; 05/01/2029- <br>12/01/2054<br>| &nbsp;&nbsp; 6.000% | 71511091 | &nbsp;&nbsp; 72355493 |
| &nbsp;&nbsp; 03/01/2033- <br>09/01/2053<br>| &nbsp;&nbsp; 5.500% | 84945748 | &nbsp;&nbsp; 84271578 |
| &nbsp;&nbsp; 09/01/2033- <br>10/01/2053<br>| &nbsp;&nbsp; 3.000% | 263268732 | &nbsp;&nbsp; 225201092 |
| &nbsp;&nbsp; 10/01/2033- <br>12/01/2052<br>| &nbsp;&nbsp; 3.500% | 137097520 | &nbsp;&nbsp; 122980224 |
| &nbsp;&nbsp; 02/01/2037- <br>06/01/2062<br>| &nbsp;&nbsp; 2.500% | 308044602 | &nbsp;&nbsp; 253213337 |
| &nbsp;&nbsp; 07/01/2039- <br>08/01/2053<br>| &nbsp;&nbsp; 5.000% | 104126633 | &nbsp;&nbsp; 101144245 |
| &nbsp;&nbsp; 08/01/2040- <br>04/01/2052<br>| &nbsp;&nbsp; 2.000% | 268537321 | &nbsp;&nbsp; 210978460 |
| &nbsp;&nbsp; 10/01/2040- <br>06/01/2056<br>| &nbsp;&nbsp; 4.500% | 102106560 | &nbsp;&nbsp; 96592300 |
| &nbsp;&nbsp; 02/01/2041- <br>11/01/2052<br>| &nbsp;&nbsp; 4.000% | 90989270 | &nbsp;&nbsp; 84383414 |
| &nbsp;&nbsp; 11/01/2050- <br>11/01/2051<br>| &nbsp;&nbsp; 1.500% | 43394338 | &nbsp;&nbsp; 31998645 |
| &nbsp;&nbsp; 01/01/2053- <br>01/01/2054<br>| &nbsp;&nbsp; 6.500% | 6526242 | &nbsp;&nbsp; 6706739 |
| CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z | CMO Series 2003-22 Class Z |
| 04/25/2033 | &nbsp;&nbsp; 6.000% | 62715 | &nbsp;&nbsp; 64992 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT | CMO Series 2003-33 Class PT |
| 05/25/2033 | &nbsp;&nbsp; 4.500% | 2628 | &nbsp;&nbsp; 2584 |
| CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ | CMO Series 2007-50 Class DZ |
| 06/25/2037 | &nbsp;&nbsp; 5.500% | 323302 | &nbsp;&nbsp; 335978 |
| CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA | CMO Series 2010-139 Class HA |
| 11/25/2040 | &nbsp;&nbsp; 4.000% | 1250596 | &nbsp;&nbsp; 1182165 |
| CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK | CMO Series 2011-18 Class ZK |
| 03/25/2041 | &nbsp;&nbsp; 4.000% | 2452860 | &nbsp;&nbsp; 2385517 |
| CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT | CMO Series 2011-53 Class WT |
| 06/25/2041 | &nbsp;&nbsp; 4.500% | 211243 | &nbsp;&nbsp; 210661 |
| CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB | CMO Series 2011-87 Class GB |
| 09/25/2041 | &nbsp;&nbsp; 4.500% | 7000000 | &nbsp;&nbsp; 6815669 |
| CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ | CMO Series 2012-121 Class GZ |
| 11/25/2042 | &nbsp;&nbsp; 3.500% | 8535285 | &nbsp;&nbsp; 7968389 |
| CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA | CMO Series 2012-68 Class ZA |
| 07/25/2042 | &nbsp;&nbsp; 3.500% | 6573500 | &nbsp;&nbsp; 6127319 |
| CMO Series 2012-94 | CMO Series 2012-94 | CMO Series 2012-94 | CMO Series 2012-94 |
| 09/25/2042 | &nbsp;&nbsp; 3.500% | 7752913 | &nbsp;&nbsp; 7247264 |
| CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA | CMO Series 2013-106 Class LA |
| 08/25/2041 | &nbsp;&nbsp; 4.000% | 1247601 | &nbsp;&nbsp; 1200209 |
| CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP | CMO Series 2013-66 Class AP |
| 05/25/2043 | &nbsp;&nbsp; 6.000% | 38654 | &nbsp;&nbsp; 36096 |
| CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA | CMO Series 2018-38 Class PA |
| 06/25/2047 | &nbsp;&nbsp; 3.500% | 335899 | &nbsp;&nbsp; 324357 |
| CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET | CMO Series 2018-64 Class ET |
| 09/25/2048 | &nbsp;&nbsp; 3.000% | 2236208 | &nbsp;&nbsp; 1989059 |
| CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 584807 | &nbsp;&nbsp; 522691 |
| CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ | CMO Series 2019-9 Class DZ |
| 03/25/2049 | &nbsp;&nbsp; 4.000% | 2862170 | &nbsp;&nbsp; 2669297 |
| CMO Series 98-17 Class Z | CMO Series 98-17 Class Z | CMO Series 98-17 Class Z | CMO Series 98-17 Class Z |
| 04/18/2028 | &nbsp;&nbsp; 6.500% | 6616 | &nbsp;&nbsp; 6602 |
| Federal National Mortgage Association<sup>(r)</sup>  | Federal National Mortgage Association<sup>(r)</sup>  | Federal National Mortgage Association<sup>(r)</sup>  | Federal National Mortgage Association<sup>(r)</sup>  |
| 04/01/2051 | &nbsp;&nbsp; 2.000% | 13901318 | &nbsp;&nbsp; 10876810 |
| Federal National Mortgage Association<sup>(q)</sup>  | Federal National Mortgage Association<sup>(q)</sup>  | Federal National Mortgage Association<sup>(q)</sup>  | Federal National Mortgage Association<sup>(q)</sup>  |
| 03/01/2052 | &nbsp;&nbsp; 2.000% | 25670079 | &nbsp;&nbsp; 19982707 |
| Federal National Mortgage Association<sup>(b),(e)</sup>  | Federal National Mortgage Association<sup>(b),(e)</sup>  | Federal National Mortgage Association<sup>(b),(e)</sup>  | Federal National Mortgage Association<sup>(b),(e)</sup>  |
| CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS | CMO Series 2004-29 Class PS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.486% <br>Cap 7.600% <br>05/25/2034<br>| &nbsp;&nbsp; 3.164% | 738934 | &nbsp;&nbsp; 87413 |
| CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ | CMO Series 2006-43 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.476% <br>Cap 6.590% <br>06/25/2036<br>| &nbsp;&nbsp; 2.154% | 571929 | &nbsp;&nbsp; 59217 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA | CMO Series 2009-100 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>12/25/2039<br>| &nbsp;&nbsp; 1.764% | 1883378 | &nbsp;&nbsp; 199337 |
| CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS | CMO Series 2009-87 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>11/25/2039<br>| &nbsp;&nbsp; 1.814% | 2582386 | &nbsp;&nbsp; 221806 |
| CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA | CMO Series 2010-131 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>11/25/2040<br>| &nbsp;&nbsp; 2.164% | 2382920 | &nbsp;&nbsp; 299890 |
| CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA | CMO Series 2010-21 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>03/25/2040<br>| &nbsp;&nbsp; 1.814% | 4120061 | &nbsp;&nbsp; 288358 |
| CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA | CMO Series 2010-57 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.336% <br>Cap 6.450% <br>06/25/2040<br>| &nbsp;&nbsp; 2.014% | 1039328 | &nbsp;&nbsp; 104460 |
| CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST | CMO Series 2011-131 Class ST |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.426% <br>Cap 6.540% <br>12/25/2041<br>| &nbsp;&nbsp; 2.104% | 13678574 | &nbsp;&nbsp; 1996739 |
| CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS | CMO Series 2011-47 Class GS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.816% <br>Cap 5.930% <br>06/25/2041<br>| &nbsp;&nbsp; 1.494% | 3404154 | &nbsp;&nbsp; 295570 |
| CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS | CMO Series 2012-17 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2027<br>| &nbsp;&nbsp; 2.264% | 167134 | &nbsp;&nbsp; 1799 |
| CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ | CMO Series 2013-10 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>02/25/2043<br>| &nbsp;&nbsp; 1.714% | 3161582 | &nbsp;&nbsp; 330044 |
| CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB | CMO Series 2013-124 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>12/25/2043<br>| &nbsp;&nbsp; 1.514% | 10263939 | &nbsp;&nbsp; 1093723 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS | CMO Series 2013-19 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2041<br>| &nbsp;&nbsp; 1.764% | 2469584 | &nbsp;&nbsp; 187103 |
| CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC | CMO Series 2013-34 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/25/2043<br>| &nbsp;&nbsp; 1.714% | 9121333 | &nbsp;&nbsp; 1134629 |
| CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS | CMO Series 2014-40 Class HS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>07/25/2044<br>| &nbsp;&nbsp; 2.264% | 2341046 | &nbsp;&nbsp; 325093 |
| CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL | CMO Series 2014-52 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2044<br>| &nbsp;&nbsp; 1.664% | 4008043 | &nbsp;&nbsp; 427167 |
| CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD | CMO Series 2015-81 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>01/25/2037<br>| &nbsp;&nbsp; 2.264% | 2101087 | &nbsp;&nbsp; 149611 |
| CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA | CMO Series 2016-19 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>04/25/2046<br>| &nbsp;&nbsp; 1.664% | 3037395 | &nbsp;&nbsp; 231589 |
| CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA | CMO Series 2016-32 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>10/25/2034<br>| &nbsp;&nbsp; 1.664% | 1396599 | &nbsp;&nbsp; 118740 |
| CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS | CMO Series 2016-60 Class QS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2046<br>| &nbsp;&nbsp; 1.664% | 3963625 | &nbsp;&nbsp; 270083 |
| CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD | CMO Series 2016-60 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2046<br>| &nbsp;&nbsp; 1.664% | 14089646 | &nbsp;&nbsp; 966960 |
| CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE | CMO Series 2016-60 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>09/25/2046<br>| &nbsp;&nbsp; 1.814% | 3990087 | &nbsp;&nbsp; 356427 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG | CMO Series 2016-82 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>11/25/2046<br>| &nbsp;&nbsp; 1.664% | 5543935 | &nbsp;&nbsp; 377027 |
| CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS | CMO Series 2016-88 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>12/25/2046<br>| &nbsp;&nbsp; 1.664% | 9836247 | &nbsp;&nbsp; 1044319 |
| CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL | CMO Series 2016-93 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>12/25/2046<br>| &nbsp;&nbsp; 2.214% | 2330141 | &nbsp;&nbsp; 175586 |
| CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA | CMO Series 2017-26 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>04/25/2047<br>| &nbsp;&nbsp; 1.714% | 3720336 | &nbsp;&nbsp; 218119 |
| CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD | CMO Series 2017-57 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 3.836% <br>Cap 2.750% <br>08/25/2047<br>| &nbsp;&nbsp; 0.000% | 4940767 | &nbsp;&nbsp; 143650 |
| CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE | CMO Series 2018-43 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>09/25/2038<br>| &nbsp;&nbsp; 1.814% | 3179542 | &nbsp;&nbsp; 298298 |
| CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA | CMO Series 2018-61 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>08/25/2048<br>| &nbsp;&nbsp; 1.764% | 2322428 | &nbsp;&nbsp; 172222 |
| CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH | CMO Series 2019-35 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>07/25/2049<br>| &nbsp;&nbsp; 1.714% | 9716726 | &nbsp;&nbsp; 779239 |
| CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB | CMO Series 2019-39 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>08/25/2049<br>| &nbsp;&nbsp; 1.664% | 9278736 | &nbsp;&nbsp; 814192 |
| Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  |
| CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC | CMO Series 2004-93 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.314% <br>Floor 0.200%, Cap 8.000% <br>12/25/2034<br>| &nbsp;&nbsp; 4.637% | 142373 | &nbsp;&nbsp; 141445 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH | CMO Series 2006-71 Class SH |
| &nbsp;&nbsp; -2.6 x 30-day Average SOFR + <br> 15.437% <br>Cap 15.738% <br>05/25/2035<br>| &nbsp;&nbsp; 4.101% | 103899 | &nbsp;&nbsp; 105918 |
| CMO Series 2007-90 Class F | CMO Series 2007-90 Class F | CMO Series 2007-90 Class F | CMO Series 2007-90 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.604% <br>Floor 0.490%, Cap 7.000% <br>09/25/2037<br>| &nbsp;&nbsp; 4.927% | 6525 | &nbsp;&nbsp; 6499 |
| CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 | CMO Series 2007-W7 Class 1A4 |
| &nbsp;&nbsp; -6.0 x 30-day Average SOFR + <br> 38.493% <br>Cap 39.180% <br>07/25/2037<br>| &nbsp;&nbsp; 12.561% | 34051 | &nbsp;&nbsp; 44023 |
| CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS | CMO Series 2008-15 Class AS |
| &nbsp;&nbsp; -5.0 x 30-day Average SOFR + <br> 32.428% <br>Cap 33.000% <br>08/25/2036<br>| &nbsp;&nbsp; 10.818% | 161497 | &nbsp;&nbsp; 210537 |
| CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS | CMO Series 2010-142 Class HS |
| &nbsp;&nbsp; -2.0 x 30-day Average SOFR + <br> 9.771% <br>Cap 10.000% <br>12/25/2040<br>| &nbsp;&nbsp; 1.146% | 452249 | &nbsp;&nbsp; 295819 |
| CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL | CMO Series 2010-150 Class FL |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.664% <br>Floor 0.550%, Cap 7.000% <br>10/25/2040<br>| &nbsp;&nbsp; 4.986% | 78749 | &nbsp;&nbsp; 78334 |
| CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA | CMO Series 2012-1 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.614% <br>Floor 0.500%, Cap 6.500% <br>02/25/2042<br>| &nbsp;&nbsp; 4.937% | 574870 | &nbsp;&nbsp; 565501 |
| CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT | CMO Series 2012-115 Class MT |
| &nbsp;&nbsp; -3.0 x 30-day Average SOFR + <br> 13.157% <br>Cap 4.500% <br>10/25/2042<br>| &nbsp;&nbsp; 0.219% | 310600 | &nbsp;&nbsp; 207481 |
| CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT | CMO Series 2016-32 Class GT |
| &nbsp;&nbsp; -4.5 x 30-day Average SOFR + <br> 17.485% <br>Cap 4.500% <br>01/25/2043<br>| &nbsp;&nbsp; 0.000% | 32299 | &nbsp;&nbsp; 20124 |
| Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI | CMO Series 2013-16 Class MI |
| 03/25/2043 | &nbsp;&nbsp; 4.000% | 2705332 | &nbsp;&nbsp; 236807 |
| CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI | CMO Series 2013-23 Class AI |
| 03/25/2043 | &nbsp;&nbsp; 5.000% | 3833723 | &nbsp;&nbsp; 614480 |
| CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB | CMO Series 2013-35 Class IB |
| 04/25/2033 | &nbsp;&nbsp; 3.000% | 3686324 | &nbsp;&nbsp; 288849 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI | CMO Series 2013-41 Class HI |
| 02/25/2033 | &nbsp;&nbsp; 3.000% | 3698101 | &nbsp;&nbsp; 189386 |
| CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI | CMO Series 2015-54 Class GI |
| 07/25/2045 | &nbsp;&nbsp; 5.500% | 17412192 | &nbsp;&nbsp; 2539429 |
| CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI | CMO Series 2020-42 Class AI |
| 06/25/2050 | &nbsp;&nbsp; 2.500% | 16130414 | &nbsp;&nbsp; 1664089 |
| CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI | CMO Series 2020-72 Class LI |
| 12/25/2040 | &nbsp;&nbsp; 5.000% | 4105898 | &nbsp;&nbsp; 787166 |
| CMO Series 20434 Class C24 | CMO Series 20434 Class C24 | CMO Series 20434 Class C24 | CMO Series 20434 Class C24 |
| 06/25/2053 | &nbsp;&nbsp; 4.500% | 28379264 | &nbsp;&nbsp; 6768352 |
| CMO Series 385 Class 8 | CMO Series 385 Class 8 | CMO Series 385 Class 8 | CMO Series 385 Class 8 |
| 12/25/2037 | &nbsp;&nbsp; 5.500% | 1407976 | &nbsp;&nbsp; 258735 |
| CMO Series 426 Class C58 | CMO Series 426 Class C58 | CMO Series 426 Class C58 | CMO Series 426 Class C58 |
| 03/25/2052 | &nbsp;&nbsp; 3.000% | 32495683 | &nbsp;&nbsp; 5547403 |
| CMO Series 427 Class C17 | CMO Series 427 Class C17 | CMO Series 427 Class C17 | CMO Series 427 Class C17 |
| 01/25/2035 | &nbsp;&nbsp; 3.000% | 8710607 | &nbsp;&nbsp; 787217 |
| CMO Series 427 Class C57 | CMO Series 427 Class C57 | CMO Series 427 Class C57 | CMO Series 427 Class C57 |
| 02/25/2032 | &nbsp;&nbsp; 2.500% | 45435569 | &nbsp;&nbsp; 2616639 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 01/25/2052 | &nbsp;&nbsp; 4.500% | 2297959 | &nbsp;&nbsp; 591489 |
| Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  | Federal National Mortgage Association<sup>(d),(e)</sup>  |
| CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO | CMO Series 2021-24 Class IO |
| 03/25/2059 | &nbsp;&nbsp; 1.092% | 7860049 | &nbsp;&nbsp; 530915 |
| Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS |
| CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY | CMO Series 2010-136 Class CY |
| 12/25/2040 | &nbsp;&nbsp; 4.000% | 1294767 | &nbsp;&nbsp; 1256402 |
| CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z | CMO Series 2012-105 Class Z |
| 10/25/2042 | &nbsp;&nbsp; 3.500% | 2242015 | &nbsp;&nbsp; 2092476 |
| CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA | CMO Series 2013-18 Class ZA |
| 03/25/2043 | &nbsp;&nbsp; 3.000% | 2984377 | &nbsp;&nbsp; 2701525 |
| CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ | CMO Series 2013-70 Class JZ |
| 07/25/2043 | &nbsp;&nbsp; 3.000% | 14148217 | &nbsp;&nbsp; 12579951 |
| CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX | CMO Series 2018-11 Class BX |
| 12/25/2047 | &nbsp;&nbsp; 4.000% | 7830464 | &nbsp;&nbsp; 7358757 |
| CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB | CMO Series 2019-70 Class CB |
| 12/25/2049 | &nbsp;&nbsp; 3.500% | 2317172 | &nbsp;&nbsp; 2078516 |
| CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG | CMO Series 2020-46 Class JG |
| 07/25/2050 | &nbsp;&nbsp; 2.000% | 1850869 | &nbsp;&nbsp; 1500089 |
| Federal National Mortgage Association REMICS<sup>(e)</sup>  | Federal National Mortgage Association REMICS<sup>(e)</sup>  | Federal National Mortgage Association REMICS<sup>(e)</sup>  | Federal National Mortgage Association REMICS<sup>(e)</sup>  |
| CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI | CMO Series 2013-10 Class GI |
| 02/25/2033 | &nbsp;&nbsp; 3.000% | 5406706 | &nbsp;&nbsp; 388924 |
| CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI | CMO Series 2015-86 Class MI |
| 11/25/2045 | &nbsp;&nbsp; 5.500% | 5020303 | &nbsp;&nbsp; 773918 |
| CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID | CMO Series 2017-54 Class ID |
| 07/25/2047 | &nbsp;&nbsp; 4.000% | 2053142 | &nbsp;&nbsp; 356663 |
| CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI | CMO Series 2020-47 Class DI |
| 07/25/2050 | &nbsp;&nbsp; 4.000% | 39687146 | &nbsp;&nbsp; 7751602 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI | CMO Series 2020-74 Class HI |
| 10/25/2050 | &nbsp;&nbsp; 5.500% | 4116277 | &nbsp;&nbsp; 732468 |
| CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB | CMO Series 2020-99 Class IB |
| 05/25/2050 | &nbsp;&nbsp; 3.500% | 11163103 | &nbsp;&nbsp; 2040005 |
| CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB |
| 02/25/2061 | &nbsp;&nbsp; 3.500% | 11786435 | &nbsp;&nbsp; 2050183 |
| CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI | CMO Series 2021-74 Class LI |
| 11/25/2051 | &nbsp;&nbsp; 3.500% | 19569769 | &nbsp;&nbsp; 4149006 |
| CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI | CMO Series 2021-94 Class AI |
| 01/25/2052 | &nbsp;&nbsp; 3.000% | 23414367 | &nbsp;&nbsp; 3920450 |
| CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH | CMO Series 2022-38 Class IH |
| 07/25/2052 | &nbsp;&nbsp; 4.500% | 2777777 | &nbsp;&nbsp; 598935 |
| CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI | CMO Series 2022-5 Class LI |
| 02/25/2052 | &nbsp;&nbsp; 3.000% | 25400944 | &nbsp;&nbsp; 3059978 |
| Federal National Mortgage Association REMICS<sup>(b),(e)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(e)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(e)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(e)</sup>  |
| CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB | CMO Series 2013-136 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.786% <br>Cap 5.900% <br>01/25/2044<br>| &nbsp;&nbsp; 1.464% | 8475220 | &nbsp;&nbsp; 867768 |
| CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS | CMO Series 2017-14 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>03/25/2047<br>| &nbsp;&nbsp; 1.614% | 7491693 | &nbsp;&nbsp; 875691 |
| CMO Series 2017-38 Class S | CMO Series 2017-38 Class S | CMO Series 2017-38 Class S | CMO Series 2017-38 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/25/2047<br>| &nbsp;&nbsp; 1.664% | 12896185 | &nbsp;&nbsp; 1501726 |
| CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM | CMO Series 2018-45 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>06/25/2048<br>| &nbsp;&nbsp; 1.764% | 9498642 | &nbsp;&nbsp; 1119862 |
| CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA | CMO Series 2019-25 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>06/25/2049<br>| &nbsp;&nbsp; 1.614% | 31927909 | &nbsp;&nbsp; 3432052 |
| CMO Series 3908 Class XS | CMO Series 3908 Class XS | CMO Series 3908 Class XS | CMO Series 3908 Class XS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.336% <br>Cap 6.450% <br>06/15/2039<br>| &nbsp;&nbsp; 2.003% | 6822524 | &nbsp;&nbsp; 710076 |
| Freddie Mac REMICS<sup>(b),(e)</sup>  | Freddie Mac REMICS<sup>(b),(e)</sup>  | Freddie Mac REMICS<sup>(b),(e)</sup>  | Freddie Mac REMICS<sup>(b),(e)</sup>  |
| CMO Series 4715 Class JS | CMO Series 4715 Class JS | CMO Series 4715 Class JS | CMO Series 4715 Class JS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>08/15/2047<br>| &nbsp;&nbsp; 1.703% | 4443416 | &nbsp;&nbsp; 526843 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  |
| CMO Series 5093 Class IV | CMO Series 5093 Class IV | CMO Series 5093 Class IV | CMO Series 5093 Class IV |
| 12/25/2050 | &nbsp;&nbsp; 4.500% | 7964888 | &nbsp;&nbsp; 1864999 |
| CMO Series 5093 Class VI | CMO Series 5093 Class VI | CMO Series 5093 Class VI | CMO Series 5093 Class VI |
| 12/25/2050 | &nbsp;&nbsp; 4.500% | 13622957 | &nbsp;&nbsp; 3189851 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 05/15/2040- <br>05/20/2053<br>| &nbsp;&nbsp; 5.000% | 5338917 | &nbsp;&nbsp; 5220005 |
| &nbsp;&nbsp; 05/20/2041- <br>10/20/2054<br>| &nbsp;&nbsp; 4.500% | 42094559 | &nbsp;&nbsp; 39943675 |
| &nbsp;&nbsp; 02/15/2042- <br>07/20/2053<br>| &nbsp;&nbsp; 4.000% | 15340561 | &nbsp;&nbsp; 14148360 |
| &nbsp;&nbsp; 08/20/2042- <br>10/20/2052<br>| &nbsp;&nbsp; 3.500% | 63018429 | &nbsp;&nbsp; 56767527 |
| &nbsp;&nbsp; 12/20/2046- <br>06/20/2052<br>| &nbsp;&nbsp; 3.000% | 85487618 | &nbsp;&nbsp; 74579054 |
| &nbsp;&nbsp; 10/20/2049- <br>04/20/2052<br>| &nbsp;&nbsp; 2.500% | 65404790 | &nbsp;&nbsp; 54847317 |
| &nbsp;&nbsp; 12/20/2050- <br>03/20/2052<br>| &nbsp;&nbsp; 2.000% | 38048100 | &nbsp;&nbsp; 30572657 |
| &nbsp;&nbsp; 01/20/2053- <br>04/20/2053<br>| &nbsp;&nbsp; 5.500% | 34014254 | &nbsp;&nbsp; 33892730 |
| 04/20/2053 | &nbsp;&nbsp; 6.000% | 9794365 | &nbsp;&nbsp; 9955551 |
| CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA | CMO Series 2005-45 Class ZA |
| 06/16/2035 | &nbsp;&nbsp; 6.000% | 1811555 | &nbsp;&nbsp; 1864983 |
| CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD | CMO Series 2009-104 Class YD |
| 11/20/2039 | &nbsp;&nbsp; 5.000% | 1075809 | &nbsp;&nbsp; 1087813 |
| CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX | CMO Series 2009-55 Class LX |
| 07/20/2039 | &nbsp;&nbsp; 5.000% | 1325532 | &nbsp;&nbsp; 1328227 |
| CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB | CMO Series 2009-67 Class DB |
| 08/20/2039 | &nbsp;&nbsp; 5.000% | 1467451 | &nbsp;&nbsp; 1477310 |
| CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL | CMO Series 2010-108 Class WL |
| 04/16/2040 | &nbsp;&nbsp; 4.000% | 1481677 | &nbsp;&nbsp; 1448184 |
| CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY | CMO Series 2010-120 Class AY |
| 09/20/2040 | &nbsp;&nbsp; 4.000% | 1379533 | &nbsp;&nbsp; 1337382 |
| CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE | CMO Series 2010-135 Class PE |
| 10/16/2040 | &nbsp;&nbsp; 4.000% | 3170698 | &nbsp;&nbsp; 3105693 |
| CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP | CMO Series 2014-3 Class EP |
| 02/16/2043 | &nbsp;&nbsp; 2.750% | 3628948 | &nbsp;&nbsp; 3460647 |
| CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB | CMO Series 2016-111 Class PB |
| 08/20/2046 | &nbsp;&nbsp; 2.500% | 1097000 | &nbsp;&nbsp; 783672 |
| CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ | CMO Series 2018-1 Class LZ |
| 01/20/2048 | &nbsp;&nbsp; 3.000% | 4612824 | &nbsp;&nbsp; 3635462 |
| CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE | CMO Series 2018-115 Class DE |
| 08/20/2048 | &nbsp;&nbsp; 3.500% | 1264726 | &nbsp;&nbsp; 1120830 |
| CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ | CMO Series 2018-147 Class BZ |
| 10/20/2048 | &nbsp;&nbsp; 3.500% | 4201274 | &nbsp;&nbsp; 3958686 |
| CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL | CMO Series 2018-53 Class AL |
| 11/20/2045 | &nbsp;&nbsp; 3.500% | 637636 | &nbsp;&nbsp; 617877 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL | CMO Series 2023-111 Class ZL |
| 08/20/2053 | &nbsp;&nbsp; 6.000% | 3109176 | &nbsp;&nbsp; 3157580 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 1.140% <br>03/20/2066<br>| &nbsp;&nbsp; 5.340% | 26698 | &nbsp;&nbsp; 26904 |
| &nbsp;&nbsp; 1-year CMT + 0.819% <br>04/20/2066<br>| &nbsp;&nbsp; 5.011% | 100048 | &nbsp;&nbsp; 100742 |
| CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS | CMO Series 2006-37 Class AS |
| &nbsp;&nbsp; -6.0 x 1-month Term SOFR + <br> 38.973% <br>Cap 39.660% <br>07/20/2036<br>| &nbsp;&nbsp; 13.027% | 374292 | &nbsp;&nbsp; 506351 |
| CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA | CMO Series 2010-H03 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 10.690% <br>03/20/2060<br>| &nbsp;&nbsp; 4.989% | 82821 | &nbsp;&nbsp; 83234 |
| CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF | CMO Series 2010-H26 Class LF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 13.898% <br>08/20/2058<br>| &nbsp;&nbsp; 4.783% | 13340 | &nbsp;&nbsp; 13354 |
| CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA | CMO Series 2012-H20 Class BA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 10.500% <br>09/20/2062<br>| &nbsp;&nbsp; 4.993% | 22114 | &nbsp;&nbsp; 22238 |
| CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>05/20/2061<br>| &nbsp;&nbsp; 5.133% | 1734 | &nbsp;&nbsp; 1734 |
| CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>05/20/2061<br>| &nbsp;&nbsp; 5.083% | 1545 | &nbsp;&nbsp; 1545 |
| CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA | CMO Series 2012-H25 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>12/20/2061<br>| &nbsp;&nbsp; 5.133% | 27871 | &nbsp;&nbsp; 27756 |
| CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD | CMO Series 2013-H02 Class FD |
| &nbsp;&nbsp; 1-month Term SOFR + 0.454% <br>Floor 0.340%, Cap 10.500% <br>12/20/2062<br>| &nbsp;&nbsp; 4.773% | 38737 | &nbsp;&nbsp; 38800 |
| CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400% <br>02/20/2062<br>| &nbsp;&nbsp; 4.839% | 1895 | &nbsp;&nbsp; 1878 |
| CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF | CMO Series 2013-H08 Class BF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 10.000% <br>03/20/2063<br>| &nbsp;&nbsp; 4.833% | 314662 | &nbsp;&nbsp; 314698 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD | CMO Series 2013-H14 Class FD |
| &nbsp;&nbsp; 1-month Term SOFR + 0.584% <br>Floor 0.470%, Cap 11.000% <br>06/20/2063<br>| &nbsp;&nbsp; 4.903% | 137051 | &nbsp;&nbsp; 137575 |
| CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA | CMO Series 2013-H17 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 11.000% <br>07/20/2063<br>| &nbsp;&nbsp; 4.983% | 19657 | &nbsp;&nbsp; 19753 |
| CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA | CMO Series 2013-H18 Class EA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.190% <br>07/20/2063<br>| &nbsp;&nbsp; 4.933% | 10015 | &nbsp;&nbsp; 10064 |
| CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC | CMO Series 2013-H19 Class FC |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.000% <br>08/20/2063<br>| &nbsp;&nbsp; 5.033% | 140447 | &nbsp;&nbsp; 141261 |
| CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC | CMO Series 2015-H26 Class FC |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.000% <br>08/20/2065<br>| &nbsp;&nbsp; 5.033% | 12203 | &nbsp;&nbsp; 12246 |
| CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB | CMO Series 2017-H03 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650%, Cap 15.000% <br>06/20/2066<br>| &nbsp;&nbsp; 5.083% | 222341 | &nbsp;&nbsp; 223637 |
| CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM | CMO Series 2018-H04 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300%, Cap 11.000% <br>03/20/2068<br>| &nbsp;&nbsp; 4.733% | 821538 | &nbsp;&nbsp; 822432 |
| CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL | CMO Series 2019-H01 Class FL |
| &nbsp;&nbsp; 1-month Term SOFR + 0.564% <br>Floor 0.450%, Cap 11.000% <br>12/20/2068<br>| &nbsp;&nbsp; 4.883% | 166673 | &nbsp;&nbsp; 167186 |
| CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM | CMO Series 2019-H10 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 11.000% <br>05/20/2069<br>| &nbsp;&nbsp; 4.833% | 632283 | &nbsp;&nbsp; 633849 |
| CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM | CMO Series 2020-H13 Class FM |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 11.000% <br>08/20/2070<br>| &nbsp;&nbsp; 4.833% | 1042805 | &nbsp;&nbsp; 1044953 |
| CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.250% <br>Floor 1.250%, Cap 6.500% <br>11/20/2052<br>| &nbsp;&nbsp; 5.578% | 2724574 | &nbsp;&nbsp; 2705209 |
| CMO Series 2022-H01 Class FE | CMO Series 2022-H01 Class FE | CMO Series 2022-H01 Class FE | CMO Series 2022-H01 Class FE |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 99.000% <br>01/20/2072<br>| &nbsp;&nbsp; 4.828% | 7457639 | &nbsp;&nbsp; 7432063 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF | CMO Series 2022-H09 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.450% <br>Floor 0.450%, Cap 11.000% <br>04/20/2072<br>| &nbsp;&nbsp; 4.778% | 2247978 | &nbsp;&nbsp; 2239664 |
| CMO Series 2022-H09 Class GF | CMO Series 2022-H09 Class GF | CMO Series 2022-H09 Class GF | CMO Series 2022-H09 Class GF |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.700% <br>Floor 0.700% <br>04/20/2072<br>| &nbsp;&nbsp; 5.028% | 2188598 | &nbsp;&nbsp; 2188922 |
| CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE | CMO Series 2022-H22 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.040% <br>Floor 1.040%, Cap 7.500% <br>09/20/2072<br>| &nbsp;&nbsp; 5.368% | 1849835 | &nbsp;&nbsp; 1853038 |
| CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.150% <br>Floor 1.150%, Cap 6.500% <br>06/20/2054<br>| &nbsp;&nbsp; 5.478% | 4612969 | &nbsp;&nbsp; 4585822 |
| Government National Mortgage Association<sup>(b),(e)</sup>  | Government National Mortgage Association<sup>(b),(e)</sup>  | Government National Mortgage Association<sup>(b),(e)</sup>  | Government National Mortgage Association<sup>(b),(e)</sup>  |
| CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES | CMO Series 2010-31 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 4.886% <br>Cap 5.000% <br>03/20/2040<br>| &nbsp;&nbsp; 0.561% | 5443673 | &nbsp;&nbsp; 324881 |
| CMO Series 2011-13 Class S | CMO Series 2011-13 Class S | CMO Series 2011-13 Class S | CMO Series 2011-13 Class S |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.836% <br>Cap 5.950% <br>01/16/2041<br>| &nbsp;&nbsp; 1.507% | 3459159 | &nbsp;&nbsp; 303245 |
| CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB | CMO Series 2011-30 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.486% <br>Cap 6.600% <br>02/20/2041<br>| &nbsp;&nbsp; 2.161% | 1625412 | &nbsp;&nbsp; 156082 |
| CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA | CMO Series 2015-155 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.586% <br>Cap 5.700% <br>10/20/2045<br>| &nbsp;&nbsp; 1.261% | 2361378 | &nbsp;&nbsp; 221349 |
| CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS | CMO Series 2017-93 Class CS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>06/20/2047<br>| &nbsp;&nbsp; 1.761% | 7209129 | &nbsp;&nbsp; 995857 |
| CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP | CMO Series 2019-123 Class SP |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>10/20/2049<br>| &nbsp;&nbsp; 1.661% | 9913342 | &nbsp;&nbsp; 863039 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA | CMO Series 2019-13 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2049<br>| &nbsp;&nbsp; 1.661% | 7667795 | &nbsp;&nbsp; 888185 |
| CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH | CMO Series 2019-30 Class SH |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>03/20/2049<br>| &nbsp;&nbsp; 1.611% | 12519879 | &nbsp;&nbsp; 1304166 |
| CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ | CMO Series 2019-6 Class SJ |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2049<br>| &nbsp;&nbsp; 1.661% | 6523569 | &nbsp;&nbsp; 587372 |
| CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG | CMO Series 2019-86 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.486% <br>Cap 5.600% <br>07/20/2049<br>| &nbsp;&nbsp; 1.161% | 2927580 | &nbsp;&nbsp; 180805 |
| CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB | CMO Series 2020-112 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/20/2050<br>| &nbsp;&nbsp; 1.811% | 2229048 | &nbsp;&nbsp; 294295 |
| CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA | CMO Series 2021-49 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>03/20/2051<br>| &nbsp;&nbsp; 1.861% | 17570893 | &nbsp;&nbsp; 2266169 |
| Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ |
| 07/20/2060 | &nbsp;&nbsp; 5.145% | 1381 | &nbsp;&nbsp; 1398 |
| CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA | CMO Series 2017-H04 Class DA |
| 12/20/2066 | &nbsp;&nbsp; 4.461% | 295 | &nbsp;&nbsp; 292 |
| Series 2003-72 Class Z | Series 2003-72 Class Z | Series 2003-72 Class Z | Series 2003-72 Class Z |
| 11/16/2045 | &nbsp;&nbsp; 5.431% | 146878 | &nbsp;&nbsp; 146505 |
| Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT | CMO Series 2013-3 Class IT |
| 01/20/2043 | &nbsp;&nbsp; 5.000% | 2597716 | &nbsp;&nbsp; 559351 |
| CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI | CMO Series 2016-88 Class PI |
| 07/20/2046 | &nbsp;&nbsp; 4.000% | 4876219 | &nbsp;&nbsp; 825550 |
| CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI | CMO Series 2016-89 Class HI |
| 07/20/2046 | &nbsp;&nbsp; 3.500% | 1816849 | &nbsp;&nbsp; 309887 |
| CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI | CMO Series 2017-101 Class AI |
| 07/20/2047 | &nbsp;&nbsp; 4.000% | 3239142 | &nbsp;&nbsp; 544271 |
| CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI | CMO Series 2017-52 Class AI |
| 04/20/2047 | &nbsp;&nbsp; 6.000% | 2287625 | &nbsp;&nbsp; 342582 |
| CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI | CMO Series 2017-68 Class TI |
| 05/20/2047 | &nbsp;&nbsp; 5.500% | 900078 | &nbsp;&nbsp; 132977 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI | CMO Series 2017-88 Class JI |
| 09/20/2046 | &nbsp;&nbsp; 5.500% | 1444919 | &nbsp;&nbsp; 250572 |
| CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI | CMO Series 2019-110 Class PI |
| 09/20/2049 | &nbsp;&nbsp; 3.500% | 18916563 | &nbsp;&nbsp; 3640506 |
| CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI | CMO Series 2019-99 Class AI |
| 08/16/2049 | &nbsp;&nbsp; 4.000% | 4701078 | &nbsp;&nbsp; 980906 |
| CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI | CMO Series 2020-129 Class GI |
| 09/20/2050 | &nbsp;&nbsp; 3.000% | 22983975 | &nbsp;&nbsp; 3829546 |
| CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI | CMO Series 2020-134 Class AI |
| 09/20/2050 | &nbsp;&nbsp; 3.000% | 8368584 | &nbsp;&nbsp; 1309267 |
| CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA | CMO Series 2021-57 Class IA |
| 12/20/2050 | &nbsp;&nbsp; 2.500% | 2803581 | &nbsp;&nbsp; 408996 |
| CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI | CMO Series 2021-7 Class BI |
| 01/20/2051 | &nbsp;&nbsp; 2.000% | 37037991 | &nbsp;&nbsp; 4171737 |
| CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI | CMO Series 2021-7 Class QI |
| 01/20/2051 | &nbsp;&nbsp; 2.500% | 7063228 | &nbsp;&nbsp; 1036168 |
| CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM | CMO Series 2021-81 Class IM |
| 05/20/2051 | &nbsp;&nbsp; 3.500% | 3227714 | &nbsp;&nbsp; 599297 |
| CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI | CMO Series 2022-125 Class PI |
| 07/20/2052 | &nbsp;&nbsp; 5.000% | 8691863 | &nbsp;&nbsp; 1566955 |
| CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI | CMO Series 2023-70 Class JI |
| 06/20/2052 | &nbsp;&nbsp; 5.500% | 2219240 | &nbsp;&nbsp; 380725 |
| CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO | CMO Series 2024-97 Class IO |
| 02/20/2053 | &nbsp;&nbsp; 5.000% | 31435127 | &nbsp;&nbsp; 7206273 |
| Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  | Government National Mortgage Association<sup>(d),(e)</sup>  |
| CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO | CMO Series 2014-150 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.424% | 8493143 | &nbsp;&nbsp; 173883 |
| CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI | CMO Series 2014-H05 Class AI |
| 02/20/2064 | &nbsp;&nbsp; 1.504% | 1943289 | &nbsp;&nbsp; 60675 |
| CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI | CMO Series 2014-H14 Class BI |
| 06/20/2064 | &nbsp;&nbsp; 1.647% | 2870506 | &nbsp;&nbsp; 68048 |
| CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI | CMO Series 2014-H15 Class HI |
| 05/20/2064 | &nbsp;&nbsp; 1.446% | 1129675 | &nbsp;&nbsp; 51222 |
| CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI | CMO Series 2014-H20 Class HI |
| 10/20/2064 | &nbsp;&nbsp; 1.375% | 320496 | &nbsp;&nbsp; 20904 |
| CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO | CMO Series 2015-163 Class IO |
| 12/16/2057 | &nbsp;&nbsp; 0.731% | 1517829 | &nbsp;&nbsp; 54587 |
| CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG | CMO Series 2015-189 Class IG |
| 01/16/2057 | &nbsp;&nbsp; 0.601% | 5810726 | &nbsp;&nbsp; 155525 |
| CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO | CMO Series 2015-30 Class IO |
| 07/16/2056 | &nbsp;&nbsp; 0.718% | 2120016 | &nbsp;&nbsp; 82589 |
| CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO | CMO Series 2015-32 Class IO |
| 09/16/2049 | &nbsp;&nbsp; 0.572% | 3477830 | &nbsp;&nbsp; 73190 |
| CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO | CMO Series 2015-73 Class IO |
| 11/16/2055 | &nbsp;&nbsp; 0.406% | 1116513 | &nbsp;&nbsp; 13193 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** | **Residential Mortgage-Backed Securities - Agency 27.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO | CMO Series 2015-9 Class IO |
| 02/16/2049 | &nbsp;&nbsp; 0.507% | 6133255 | &nbsp;&nbsp; 108549 |
| CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI | CMO Series 2015-H22 Class BI |
| 09/20/2065 | &nbsp;&nbsp; 1.751% | 925373 | &nbsp;&nbsp; 34512 |
| CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO | CMO Series 2016-72 Class IO |
| 12/16/2055 | &nbsp;&nbsp; 0.721% | 5265294 | &nbsp;&nbsp; 148653 |
| CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO | CMO Series 2020-171 Class IO |
| 10/16/2060 | &nbsp;&nbsp; 0.957% | 5799491 | &nbsp;&nbsp; 401452 |
| CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA | CMO Series 2020-32 Class IA |
| 03/16/2047 | &nbsp;&nbsp; 4.033% | 7706407 | &nbsp;&nbsp; 1433879 |
| CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO | CMO Series 2021-33 Class IO |
| 10/16/2062 | &nbsp;&nbsp; 0.843% | 7561941 | &nbsp;&nbsp; 484016 |
| CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO | CMO Series 2021-40 Class IO |
| 02/16/2063 | &nbsp;&nbsp; 0.822% | 6581043 | &nbsp;&nbsp; 404473 |
| CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO | CMO Series 2021-H03 Class IO |
| 04/20/2070 | &nbsp;&nbsp; 0.000% | 7997794 | &nbsp;&nbsp; 32821 |
| CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA | CMO Series 2021-H08 Class IA |
| 01/20/2068 | &nbsp;&nbsp; 0.008% | 1163825 | &nbsp;&nbsp; 6206 |
| Government National Mortgage Association TBA<sup>(c)</sup>  | Government National Mortgage Association TBA<sup>(c)</sup>  | Government National Mortgage Association TBA<sup>(c)</sup>  | Government National Mortgage Association TBA<sup>(c)</sup>  |
| 06/20/2054 | &nbsp;&nbsp; 2.500% | 54675000 | &nbsp;&nbsp; 45796027 |
| 06/20/2054 | &nbsp;&nbsp; 4.500% | 39800000 | &nbsp;&nbsp; 37543317 |
| 06/20/2054 | &nbsp;&nbsp; 5.000% | 54440000 | &nbsp;&nbsp; 52806532 |
| 06/20/2054 | &nbsp;&nbsp; 5.500% | 76329000 | &nbsp;&nbsp; 75777403 |
| 06/23/2055 | &nbsp;&nbsp; 4.000% | 42625000 | &nbsp;&nbsp; 39027048 |
| 07/21/2055 | &nbsp;&nbsp; 6.000% | 6675000 | &nbsp;&nbsp; 6728726 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) | CMO Series 2018-2 Class MV (FHLMC) |
| 11/25/2057 | &nbsp;&nbsp; 3.500% | 3614171 | &nbsp;&nbsp; 3388489 |
| Uniform Mortgage-Backed Security TBA<sup>(c)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(c)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(c)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(c)</sup>  |
| &nbsp;&nbsp; 06/13/2054- <br>07/15/2054<br>| &nbsp;&nbsp; 2.000% | 68550000 | &nbsp;&nbsp; 53262288 |
| &nbsp;&nbsp; 06/13/2054- <br>07/14/2055<br>| &nbsp;&nbsp; 2.500% | 30375000 | &nbsp;&nbsp; 24737120 |
| 06/13/2054 | &nbsp;&nbsp; 3.000% | 20750000 | &nbsp;&nbsp; 17652878 |
| 06/13/2054 | &nbsp;&nbsp; 4.000% | 75000000 | &nbsp;&nbsp; 68705171 |
| 06/13/2054 | &nbsp;&nbsp; 4.500% | 43025000 | &nbsp;&nbsp; 40574827 |
| &nbsp;&nbsp; 06/13/2054- <br>07/14/2055<br>| &nbsp;&nbsp; 5.500% | 86827000 | &nbsp;&nbsp; 85923104 |
| 06/12/2055 | &nbsp;&nbsp; 3.500% | 97125000 | &nbsp;&nbsp; 86079191 |
| 06/12/2055 | &nbsp;&nbsp; 5.000% | 96825000 | &nbsp;&nbsp; 93712674 |
| 07/14/2055 | &nbsp;&nbsp; 6.000% | 4696000 | &nbsp;&nbsp; 4735970 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,776,776,886) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,776,776,886) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $3,776,776,886) | &nbsp;&nbsp; **3615746386** |
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup>  | ACE Securities Corp. Home Equity Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D | CMO Series 2006-OP1 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480% <br>04/25/2036<br>| &nbsp;&nbsp; 4.919% | 6341740 | &nbsp;&nbsp; 5823546 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ajax Mortgage Loan Trust<sup>(a),(n)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(n)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(n)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(n)</sup>  |
| CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 | CMO Series 2019-F Class A1 |
| 07/25/2059 | &nbsp;&nbsp; 2.860% | 2796173 | &nbsp;&nbsp; 2703653 |
| Angel Oak Mortgage Trust<sup>(a),(n)</sup>  | Angel Oak Mortgage Trust<sup>(a),(n)</sup>  | Angel Oak Mortgage Trust<sup>(a),(n)</sup>  | Angel Oak Mortgage Trust<sup>(a),(n)</sup>  |
| CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 | CMO Series 2022-6 Class A1 |
| 07/25/2067 | &nbsp;&nbsp; 4.300% | 14206107 | &nbsp;&nbsp; 13934481 |
| Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  |
| CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 | CMO Series 2022-1 Class A3 |
| 12/25/2056 | &nbsp;&nbsp; 3.650% | 1000000 | &nbsp;&nbsp; 792392 |
| ATLX Trust<sup>(a),(n)</sup>  | ATLX Trust<sup>(a),(n)</sup>  | ATLX Trust<sup>(a),(n)</sup>  | ATLX Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 | CMO Series 2024-RPL1 Class A1 |
| 04/25/2064 | &nbsp;&nbsp; 3.850% | 3846616 | &nbsp;&nbsp; 3697450 |
| Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust |
| CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 | CMO Series 2006-3 Class 4A14 |
| 03/25/2036 | &nbsp;&nbsp; 6.000% | 183959 | &nbsp;&nbsp; 153829 |
| CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 | CMO Series 2006-3 Class 5A3 |
| 03/25/2036 | &nbsp;&nbsp; 5.500% | 265139 | &nbsp;&nbsp; 238377 |
| Banc of America Funding Trust<sup>(s)</sup>  | Banc of America Funding Trust<sup>(s)</sup>  | Banc of America Funding Trust<sup>(s)</sup>  | Banc of America Funding Trust<sup>(s)</sup>  |
| CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 | CMO Series 2006-D Class 3A1 |
| 05/20/2036 | &nbsp;&nbsp; 4.914% | 526376 | &nbsp;&nbsp; 467390 |
| Banc of America Funding Trust<sup>(b)</sup>  | Banc of America Funding Trust<sup>(b)</sup>  | Banc of America Funding Trust<sup>(b)</sup>  | Banc of America Funding Trust<sup>(b)</sup>  |
| CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 | CMO Series 2007-C Class 7A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.534% <br>Floor 0.420% <br>05/20/2047<br>| &nbsp;&nbsp; 4.859% | 1140570 | &nbsp;&nbsp; 1040396 |
| Bayview MSR Opportunity Master Fund Trust<sup>(a),(d)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(a),(d)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(a),(d)</sup>  | Bayview MSR Opportunity Master Fund Trust<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 | Subordinated CMO Series 2021-5 Class B1 |
| 11/25/2051 | &nbsp;&nbsp; 3.482% | 919112 | &nbsp;&nbsp; 781642 |
| Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A | Subordinated CMO Series 2022-2 Class B3A |
| 12/25/2051 | &nbsp;&nbsp; 3.397% | 1389772 | &nbsp;&nbsp; 1137902 |
| Bellemeade Re Ltd.<sup>(a),(b)</sup>  | Bellemeade Re Ltd.<sup>(a),(b)</sup>  | Bellemeade Re Ltd.<sup>(a),(b)</sup>  | Bellemeade Re Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-3A Class M1C | CMO Series 2021-3A Class M1C | CMO Series 2021-3A Class M1C | CMO Series 2021-3A Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.550% <br>Floor 1.550% <br>09/25/2031<br>| &nbsp;&nbsp; 5.872% | 2200000 | &nbsp;&nbsp; 2203850 |
| CMO Series 2022-1 Class M1C | CMO Series 2022-1 Class M1C | CMO Series 2022-1 Class M1C | CMO Series 2022-1 Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.700% <br>Floor 3.700% <br>01/26/2032<br>| &nbsp;&nbsp; 8.021% | 2500000 | &nbsp;&nbsp; 2558886 |
| Carrington Mortgage Loan Trust<sup>(b)</sup>  | Carrington Mortgage Loan Trust<sup>(b)</sup>  | Carrington Mortgage Loan Trust<sup>(b)</sup>  | Carrington Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 | CMO Series 2006-NC3 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.264% <br>Floor 0.150%, Cap 12.500% <br>08/25/2036<br>| &nbsp;&nbsp; 4.739% | 908226 | &nbsp;&nbsp; 873533 |
| CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 | CMO Series 2006-NC3 Class A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.354% <br>Floor 0.240%, Cap 12.500% <br>08/25/2036<br>| &nbsp;&nbsp; 4.919% | 9300000 | &nbsp;&nbsp; 7707587 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A | CMO Series 2024-6 Class A9A |
| 05/25/2055 | &nbsp;&nbsp; 6.000% | 1387811 | &nbsp;&nbsp; 1380113 |
| CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 | CMO Series 2024-8 Class B3 |
| 08/25/2055 | &nbsp;&nbsp; 7.123% | 1487341 | &nbsp;&nbsp; 1533243 |
| CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A | CMO Series 2024-RPL2 Class A1A |
| 08/25/2064 | &nbsp;&nbsp; 3.250% | 1163830 | &nbsp;&nbsp; 1025810 |
| Chase Mortgage Finance Corp.<sup>(a),(d)</sup>  | Chase Mortgage Finance Corp.<sup>(a),(d)</sup>  | Chase Mortgage Finance Corp.<sup>(a),(d)</sup>  | Chase Mortgage Finance Corp.<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 |
| 03/25/2050 | &nbsp;&nbsp; 3.885% | 870618 | &nbsp;&nbsp; 771024 |
| Subordinated Series 2016-SH1 Class M2 | Subordinated Series 2016-SH1 Class M2 | Subordinated Series 2016-SH1 Class M2 | Subordinated Series 2016-SH1 Class M2 |
| 04/25/2045 | &nbsp;&nbsp; 3.750% | 153828 | &nbsp;&nbsp; 140336 |
| CIM Group<sup>(a),(d)</sup>  | CIM Group<sup>(a),(d)</sup>  | CIM Group<sup>(a),(d)</sup>  | CIM Group<sup>(a),(d)</sup>  |
| CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A |
| 12/27/2061 | &nbsp;&nbsp; 2.250% | 4584703 | &nbsp;&nbsp; 4062356 |
| CIM Trust<sup>(a),(d)</sup>  | CIM Trust<sup>(a),(d)</sup>  | CIM Trust<sup>(a),(d)</sup>  | CIM Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 | CMO Series 2019-J2 Class B1 |
| 10/25/2049 | &nbsp;&nbsp; 3.762% | 770612 | &nbsp;&nbsp; 688877 |
| CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 | CMO Series 2019-R5 Class M2 |
| 09/25/2059 | &nbsp;&nbsp; 3.250% | 1100000 | &nbsp;&nbsp; 1009931 |
| CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A |
| 12/25/2060 | &nbsp;&nbsp; 2.250% | 3067820 | &nbsp;&nbsp; 2718658 |
| CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 3803338 | &nbsp;&nbsp; 3423811 |
| CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 5380149 | &nbsp;&nbsp; 4883963 |
| CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 |
| 02/25/2067 | &nbsp;&nbsp; 4.350% | 4158394 | &nbsp;&nbsp; 4113843 |
| CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A |
| 04/25/2062 | &nbsp;&nbsp; 5.400% | 10178448 | &nbsp;&nbsp; 9589335 |
| CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A | CMO Series 2023-R3 Class A1A |
| 01/25/2063 | &nbsp;&nbsp; 4.500% | 8723219 | &nbsp;&nbsp; 8147400 |
| CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 | CMO Series 2024-R1 Class A1 |
| 06/25/2064 | &nbsp;&nbsp; 4.750% | 2613935 | &nbsp;&nbsp; 2578116 |
| CIM Trust<sup>(a),(n)</sup>  | CIM Trust<sup>(a),(n)</sup>  | CIM Trust<sup>(a),(n)</sup>  | CIM Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 |
| 02/25/2099 | &nbsp;&nbsp; 5.000% | 10638213 | &nbsp;&nbsp; 10443987 |
| Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust | Citicorp Mortgage Securities Trust |
| CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 | CMO Series 2007-8 Class 1A3 |
| 09/25/2037 | &nbsp;&nbsp; 6.000% | 169585 | &nbsp;&nbsp; 172406 |
| Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 | CMO Series 2025-INV1 Class A20 |
| 01/25/2055 | &nbsp;&nbsp; 6.000% | 1428948 | &nbsp;&nbsp; 1424594 |
| CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 | CMO Series 2025-RP1 Class A1 |
| 01/25/2064 | &nbsp;&nbsp; 4.199% | 11050812 | &nbsp;&nbsp; 10106728 |
| CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 | CMO Series 2025-RP1 Class A2 |
| 01/25/2064 | &nbsp;&nbsp; 3.977% | 490540 | &nbsp;&nbsp; 349591 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 | CMO Series 2025-RP1 Class B1 |
| 01/25/2064 | &nbsp;&nbsp; 3.977% | 196216 | &nbsp;&nbsp; 111408 |
| CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 | CMO Series 2025-RP1 Class B2 |
| 01/25/2064 | &nbsp;&nbsp; 3.977% | 124284 | &nbsp;&nbsp; 61686 |
| CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 | CMO Series 2025-RP1 Class B3 |
| 01/25/2064 | &nbsp;&nbsp; 0.155% | 156973 | &nbsp;&nbsp; 66637 |
| CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 | CMO Series 2025-RP1 Class B4 |
| 01/25/2064 | &nbsp;&nbsp; 4.199% | 149219 | &nbsp;&nbsp; 46239 |
| CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 | CMO Series 2025-RP1 Class M1 |
| 01/25/2064 | &nbsp;&nbsp; 3.977% | 418608 | &nbsp;&nbsp; 289267 |
| CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 | CMO Series 2025-RP1 Class M2 |
| 01/25/2064 | &nbsp;&nbsp; 3.977% | 261594 | &nbsp;&nbsp; 165751 |
| CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X | CMO Series 2025-RP1 Class X |
| 01/25/2064 | &nbsp;&nbsp; 0.000% | 12907260 | &nbsp;&nbsp; 1291 |
| Citigroup Mortgage Loan Trust<sup>(a),(d),(f)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d),(f)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d),(f)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d),(f)</sup>  |
| CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA | CMO Series 2025-RP1 Class SA |
| 01/25/2064 | &nbsp;&nbsp; 0.000% | 22869 | &nbsp;&nbsp; 20242 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W | Subordinated CMO Series 2021-J2 Class B3W |
| 07/25/2051 | &nbsp;&nbsp; 2.769% | 443480 | &nbsp;&nbsp; 365931 |
| Connecticut Avenue Securities<sup>(a),(b)</sup>  | Connecticut Avenue Securities<sup>(a),(b)</sup>  | Connecticut Avenue Securities<sup>(a),(b)</sup>  | Connecticut Avenue Securities<sup>(a),(b)</sup>  |
| CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 | CMO Series 2023-R07 Class 2M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.250% <br>09/25/2043<br>| &nbsp;&nbsp; 7.572% | 3400000 | &nbsp;&nbsp; 3540200 |
| Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  |
| CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 | CMO Series 2020-SBT1 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.764% <br>02/25/2040<br>| &nbsp;&nbsp; 8.087% | 1500000 | &nbsp;&nbsp; 1560981 |
| CMO Series 2020-SBT1 Class 2M2 | CMO Series 2020-SBT1 Class 2M2 | CMO Series 2020-SBT1 Class 2M2 | CMO Series 2020-SBT1 Class 2M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.764% <br>02/25/2040<br>| &nbsp;&nbsp; 8.087% | 3500000 | &nbsp;&nbsp; 3641094 |
| CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 | CMO Series 2022-R07 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.650% <br>06/25/2042<br>| &nbsp;&nbsp; 8.972% | 2700000 | &nbsp;&nbsp; 2873343 |
| CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 | CMO Series 2023-R01 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.750% <br>12/25/2042<br>| &nbsp;&nbsp; 8.072% | 3750000 | &nbsp;&nbsp; 3955383 |
| CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 | CMO Series 2024-R02 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>Floor 1.800% <br>02/25/2044<br>| &nbsp;&nbsp; 6.122% | 1500000 | &nbsp;&nbsp; 1513628 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 | CMO Series 2024-R04 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.200% <br>05/25/2044<br>| &nbsp;&nbsp; 6.522% | 3400000 | &nbsp;&nbsp; 3430229 |
| CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 | CMO Series 2024-R04 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.100% <br>05/25/2044<br>| &nbsp;&nbsp; 5.422% | 3653793 | &nbsp;&nbsp; 3653782 |
| Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 | Subordinated CMO Series 2019-R05 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.214% <br>07/25/2039<br>| &nbsp;&nbsp; 8.537% | 1231830 | &nbsp;&nbsp; 1266534 |
| Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 | Subordinated CMO Series 2020-R02 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.114% <br>01/25/2040<br>| &nbsp;&nbsp; 7.437% | 5250000 | &nbsp;&nbsp; 5366578 |
| Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 | Subordinated CMO Series 2022-R02 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.500% <br>01/25/2042<br>| &nbsp;&nbsp; 8.822% | 1000000 | &nbsp;&nbsp; 1039569 |
| Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 | Subordinated CMO Series 2022-R04 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.250% <br>03/25/2042<br>| &nbsp;&nbsp; 9.572% | 750000 | &nbsp;&nbsp; 797578 |
| Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 | Subordinated CMO Series 2024-R03 Class 2B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.800% <br>03/25/2044<br>| &nbsp;&nbsp; 7.122% | 1000000 | &nbsp;&nbsp; 1026352 |
| Countrywide Home Loan Mortgage Pass-Through Trust<sup>(d)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(d)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(d)</sup>  | Countrywide Home Loan Mortgage Pass-Through Trust<sup>(d)</sup>  |
| CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 | CMO Series 2007-HY5 Class 1A1 |
| 09/25/2047 | &nbsp;&nbsp; 5.315% | 280548 | &nbsp;&nbsp; 219844 |
| Credit Suisse Mortgage Capital Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(d)</sup>  |
| CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT |
| 10/25/2061 | &nbsp;&nbsp; 3.753% | 6818956 | &nbsp;&nbsp; 5393515 |
| Credit Suisse Mortgage Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(d)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 | CMO Series 2022-ATH2 Class A1 |
| 05/25/2067 | &nbsp;&nbsp; 4.547% | 5314580 | &nbsp;&nbsp; 5228985 |
| CMO Series 2022-ATH3 Class A3 | CMO Series 2022-ATH3 Class A3 | CMO Series 2022-ATH3 Class A3 | CMO Series 2022-ATH3 Class A3 |
| 08/25/2067 | &nbsp;&nbsp; 6.567% | 1020013 | &nbsp;&nbsp; 1016346 |
| Credit-Based Asset Servicing & Securitization LLC<sup>(n)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(n)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(n)</sup>  | Credit-Based Asset Servicing & Securitization LLC<sup>(n)</sup>  |
| CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 | CMO Series 2007-CB1 Class AF3 |
| 01/25/2037 | &nbsp;&nbsp; 3.171% | 3209612 | &nbsp;&nbsp; 873308 |
| CSMC Trust<sup>(a),(d)</sup>  | CSMC Trust<sup>(a),(d)</sup>  | CSMC Trust<sup>(a),(d)</sup>  | CSMC Trust<sup>(a),(d)</sup>  |
| CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A |
| 09/25/2057 | &nbsp;&nbsp; 3.850% | 4134451 | &nbsp;&nbsp; 3983188 |
| CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 | CMO Series 2021-NQM6 Class A1 |
| 07/25/2066 | &nbsp;&nbsp; 1.174% | 6359876 | &nbsp;&nbsp; 5286642 |
| CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 2.265% | 10863643 | &nbsp;&nbsp; 9754690 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 | CMO Series 2022-RPL4 Class A1 |
| 04/25/2062 | &nbsp;&nbsp; 3.904% | 2214663 | &nbsp;&nbsp; 2111113 |
| CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  |
| CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT |
| 10/27/2061 | &nbsp;&nbsp; 3.778% | 281892 | &nbsp;&nbsp; 212207 |
| CSMCM Trust Certificates<sup>(a),(d)</sup>  | CSMCM Trust Certificates<sup>(a),(d)</sup>  | CSMCM Trust Certificates<sup>(a),(d)</sup>  | CSMCM Trust Certificates<sup>(a),(d)</sup>  |
| CMO Series 2018-RPL4 Class CERT | CMO Series 2018-RPL4 Class CERT | CMO Series 2018-RPL4 Class CERT | CMO Series 2018-RPL4 Class CERT |
| 07/25/2050 | &nbsp;&nbsp; 3.735% | 1190329 | &nbsp;&nbsp; 1062563 |
| Deephaven Residential Mortgage Trust<sup>(a),(d)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(d)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(d)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 | CMO Series 2021-4 Class M1 |
| 11/25/2066 | &nbsp;&nbsp; 3.257% | 2000000 | &nbsp;&nbsp; 1432861 |
| Deephaven Residential Mortgage Trust<sup>(a),(n)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(n)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(n)</sup>  | Deephaven Residential Mortgage Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 |
| 07/25/2069 | &nbsp;&nbsp; 5.735% | 11943485 | &nbsp;&nbsp; 11949912 |
| Domino's Pizza Master Issuer LLC<sup>(a)</sup>  | Domino's Pizza Master Issuer LLC<sup>(a)</sup>  | Domino's Pizza Master Issuer LLC<sup>(a)</sup>  | Domino's Pizza Master Issuer LLC<sup>(a)</sup>  |
| CMO Series 2015-1A Class A2II | CMO Series 2015-1A Class A2II | CMO Series 2015-1A Class A2II | CMO Series 2015-1A Class A2II |
| 10/25/2045 | &nbsp;&nbsp; 4.474% | 1855000 | &nbsp;&nbsp; 1849101 |
| Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup>  | Downey Savings & Loan Association Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A | CMO Series 2005-AR6 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.694% <br>Floor 0.580%, Cap 11.000% <br>10/19/2045<br>| &nbsp;&nbsp; 5.021% | 987439 | &nbsp;&nbsp; 898908 |
| CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A | CMO Series 2006-AR2 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>10/19/2036<br>| &nbsp;&nbsp; 4.641% | 1646417 | &nbsp;&nbsp; 1084883 |
| First Franklin Mortgage Loan Trust<sup>(b)</sup>  | First Franklin Mortgage Loan Trust<sup>(b)</sup>  | First Franklin Mortgage Loan Trust<sup>(b)</sup>  | First Franklin Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D | CMO Series 2006-FF18 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.324% <br>Floor 0.210%, Cap 5.350% <br>12/25/2037<br>| &nbsp;&nbsp; 4.859% | 1054159 | &nbsp;&nbsp; 959152 |
| CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B | CMO Series 2007-FF2 Class A2B |
| &nbsp;&nbsp; 1-month Term SOFR + 0.214% <br>Floor 0.100% <br>03/25/2037<br>| &nbsp;&nbsp; 4.639% | 2999975 | &nbsp;&nbsp; 1405791 |
| First Horizon Mortgage Pass-Through Trust<sup>(d)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(d)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(d)</sup>  | First Horizon Mortgage Pass-Through Trust<sup>(d)</sup>  |
| CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 | CMO Series 2007-AR1 Class 1A1 |
| 05/25/2037 | &nbsp;&nbsp; 4.496% | 197240 | &nbsp;&nbsp; 82070 |
| Flagstar Mortgage Trust<sup>(a),(d)</sup>  | Flagstar Mortgage Trust<sup>(a),(d)</sup>  | Flagstar Mortgage Trust<sup>(a),(d)</sup>  | Flagstar Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 |
| 12/25/2049 | &nbsp;&nbsp; 4.000% | 816645 | &nbsp;&nbsp; 731889 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 12/25/2049 | &nbsp;&nbsp; 4.000% | 873417 | &nbsp;&nbsp; 782304 |
| Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 | Subordinated CMO Series 2021-12 Class B2 |
| 11/25/2051 | &nbsp;&nbsp; 2.967% | 1191547 | &nbsp;&nbsp; 959820 |
| Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(d)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(d)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(d)</sup>  | Freddie Mac Seasoned Credit Risk Transfer Trust<sup>(d)</sup>  |
| CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA | CMO Series 2018-3 Class MA |
| 08/25/2057 | &nbsp;&nbsp; 3.500% | 4945842 | &nbsp;&nbsp; 4750028 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac STACR Remic Trust<sup>(a),(b)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(b)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(b)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(b)</sup>  |
| CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 | CMO Series 2022-DNA2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.750% <br>02/25/2042<br>| &nbsp;&nbsp; 8.072% | 4500000 | &nbsp;&nbsp; 4684042 |
| CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 | CMO Series 2025-HQA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.650% <br>02/25/2045<br>| &nbsp;&nbsp; 5.972% | 1500000 | &nbsp;&nbsp; 1501099 |
| Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 | CMO Series 2021-DNA5 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.650% <br>01/25/2034<br>| &nbsp;&nbsp; 5.972% | 557805 | &nbsp;&nbsp; 560885 |
| CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 | CMO Series 2021-DNA6 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.500% <br>10/25/2041<br>| &nbsp;&nbsp; 5.822% | 11044991 | &nbsp;&nbsp; 11090640 |
| CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 | CMO Series 2021-HQA3 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.100% <br>09/25/2041<br>| &nbsp;&nbsp; 6.422% | 2410000 | &nbsp;&nbsp; 2429738 |
| CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 | CMO Series 2021-HQA4 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.350% <br>12/25/2041<br>| &nbsp;&nbsp; 6.672% | 3000000 | &nbsp;&nbsp; 3038728 |
| CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 | CMO Series 2022-DNA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.500% <br>01/25/2042<br>| &nbsp;&nbsp; 6.822% | 4875000 | &nbsp;&nbsp; 4965008 |
| CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B | CMO Series 2022-DNA3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>04/25/2042<br>| &nbsp;&nbsp; 7.222% | 4140000 | &nbsp;&nbsp; 4266636 |
| CMO Series 2022-DNA3 Class M2 | CMO Series 2022-DNA3 Class M2 | CMO Series 2022-DNA3 Class M2 | CMO Series 2022-DNA3 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.350% <br>04/25/2042<br>| &nbsp;&nbsp; 8.672% | 5500000 | &nbsp;&nbsp; 5798210 |
| CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 | CMO Series 2022-HQA3 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.350% <br>08/25/2042<br>| &nbsp;&nbsp; 9.672% | 1500000 | &nbsp;&nbsp; 1612502 |
| CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 | CMO Series 2024-HQA2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>08/25/2044<br>| &nbsp;&nbsp; 6.122% | 3500000 | &nbsp;&nbsp; 3514386 |
| Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 | Subordinated CMO Series 2021-DNA6 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.400% <br>10/25/2041<br>| &nbsp;&nbsp; 7.722% | 2000000 | &nbsp;&nbsp; 2055230 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 | Subordinated CMO Series 2021-DNA7 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.800% <br>11/25/2041<br>| &nbsp;&nbsp; 6.122% | 960000 | &nbsp;&nbsp; 967501 |
| Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 | Subordinated CMO Series 2021-HQA3 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.350% <br>09/25/2041<br>| &nbsp;&nbsp; 7.672% | 620000 | &nbsp;&nbsp; 631472 |
| Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 | Subordinated CMO Series 2022-DNA6 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.750% <br>09/25/2042<br>| &nbsp;&nbsp; 10.072% | 6000000 | &nbsp;&nbsp; 6571871 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  |
| Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 | Subordinated CMO Series 2020-HQA5 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.000% <br>11/25/2050<br>| &nbsp;&nbsp; 8.322% | 1805000 | &nbsp;&nbsp; 2003410 |
| Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 | Subordinated CMO Series 2021-DNA7 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.650% <br>11/25/2041<br>| &nbsp;&nbsp; 7.972% | 710000 | &nbsp;&nbsp; 733884 |
| Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 4.750% <br>02/25/2042<br>| &nbsp;&nbsp; 9.072% | 2000000 | &nbsp;&nbsp; 2094016 |
| Galton Funding Mortgage Trust<sup>(a),(d)</sup>  | Galton Funding Mortgage Trust<sup>(a),(d)</sup>  | Galton Funding Mortgage Trust<sup>(a),(d)</sup>  | Galton Funding Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 | CMO Series 2019-1 Class B1 |
| 02/25/2059 | &nbsp;&nbsp; 4.250% | 1494090 | &nbsp;&nbsp; 1420193 |
| Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 | Subordinated CMO Series 2018-2 Class B2 |
| 10/25/2058 | &nbsp;&nbsp; 4.750% | 423927 | &nbsp;&nbsp; 408027 |
| Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 | Subordinated CMO Series 2019-1 Class B2 |
| 02/25/2059 | &nbsp;&nbsp; 4.500% | 841288 | &nbsp;&nbsp; 804900 |
| Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup>  |
| CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>Floor 2.900% <br>02/25/2034<br>| &nbsp;&nbsp; 7.222% | 379193 | &nbsp;&nbsp; 381057 |
| GS Mortgage Backed Securities Trust<sup>(a),(n)</sup>  | GS Mortgage Backed Securities Trust<sup>(a),(n)</sup>  | GS Mortgage Backed Securities Trust<sup>(a),(n)</sup>  | GS Mortgage Backed Securities Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A |
| 05/25/2055 | &nbsp;&nbsp; 5.568% | 7022614 | &nbsp;&nbsp; 7031472 |
| GS Mortgage-Backed Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 | CMO Series 2019-PJ3 Class A1 |
| 03/25/2050 | &nbsp;&nbsp; 3.500% | 7547 | &nbsp;&nbsp; 6979 |
| GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  |
| CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 | CMO Series 2021-PJ10 Class A8 |
| 03/25/2052 | &nbsp;&nbsp; 2.500% | 710250 | &nbsp;&nbsp; 626260 |
| CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 | CMO Series 2023-PJ4 Class A3 |
| 01/25/2054 | &nbsp;&nbsp; 6.000% | 1877423 | &nbsp;&nbsp; 1879329 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 | Subordinated CMO Series 2021-GR3 Class B3 |
| 04/25/2052 | &nbsp;&nbsp; 3.378% | 943431 | &nbsp;&nbsp; 774186 |
| GS Mortgage-Backed Securities Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(b)</sup>  |
| CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 | CMO Series 2024-HE1 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>Floor 1.600% <br>08/25/2054<br>| &nbsp;&nbsp; 5.954% | 5817392 | &nbsp;&nbsp; 5777276 |
| CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.500% <br>Floor 1.500% <br>01/25/2055<br>| &nbsp;&nbsp; 5.854% | 3894137 | &nbsp;&nbsp; 3896446 |
| GSAMP Trust<sup>(b)</sup>  | GSAMP Trust<sup>(b)</sup>  | GSAMP Trust<sup>(b)</sup>  | GSAMP Trust<sup>(b)</sup>  |
| CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 | CMO Series 2004-OPT Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.984% <br>Floor 0.870% <br>11/25/2034<br>| &nbsp;&nbsp; 5.309% | 660481 | &nbsp;&nbsp; 630499 |
| GSR Mortgage Loan Trust<sup>(d)</sup>  | GSR Mortgage Loan Trust<sup>(d)</sup>  | GSR Mortgage Loan Trust<sup>(d)</sup>  | GSR Mortgage Loan Trust<sup>(d)</sup>  |
| CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 | CMO Series 2006-AR2 Class 2A1 |
| 04/25/2036 | &nbsp;&nbsp; 4.663% | 814177 | &nbsp;&nbsp; 510656 |
| HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>11/19/2036<br>| &nbsp;&nbsp; 4.841% | 5020288 | &nbsp;&nbsp; 3804922 |
| HOMES Trust<sup>(a),(n)</sup>  | HOMES Trust<sup>(a),(n)</sup>  | HOMES Trust<sup>(a),(n)</sup>  | HOMES Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 |
| 01/25/2070 | &nbsp;&nbsp; 5.554% | 8291895 | &nbsp;&nbsp; 8291521 |
| JPMorgan Alternative Loan Trust<sup>(b)</sup>  | JPMorgan Alternative Loan Trust<sup>(b)</sup>  | JPMorgan Alternative Loan Trust<sup>(b)</sup>  | JPMorgan Alternative Loan Trust<sup>(b)</sup>  |
| CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 | CMO Series 2007-S1 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560%, Cap 11.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.999% | 1825232 | &nbsp;&nbsp; 1752309 |
| JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 | CMO Series 2018-5 Class A13 |
| 10/25/2048 | &nbsp;&nbsp; 3.500% | 790230 | &nbsp;&nbsp; 706471 |
| CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 | CMO Series 2018-6 Class 1A10 |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 117706 | &nbsp;&nbsp; 105367 |
| CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 | CMO Series 2019-1 Class A3 |
| 05/25/2049 | &nbsp;&nbsp; 4.000% | 196154 | &nbsp;&nbsp; 178686 |
| CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 | CMO Series 2019-2 Class A3 |
| 08/25/2049 | &nbsp;&nbsp; 4.000% | 54300 | &nbsp;&nbsp; 50382 |
| CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 | CMO Series 2019-5 Class A3 |
| 11/25/2049 | &nbsp;&nbsp; 4.000% | 133452 | &nbsp;&nbsp; 121901 |
| CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 | CMO Series 2019-8 Class A15 |
| 03/25/2050 | &nbsp;&nbsp; 3.500% | 110047 | &nbsp;&nbsp; 98523 |
| CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 | CMO Series 2019-HYB1 Class B1 |
| 10/25/2049 | &nbsp;&nbsp; 4.989% | 879028 | &nbsp;&nbsp; 885922 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 | CMO Series 2019-INV2 Class A3 |
| 02/25/2050 | &nbsp;&nbsp; 3.500% | 102863 | &nbsp;&nbsp; 92487 |
| CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 | CMO Series 2019-LTV3 Class B3 |
| 03/25/2050 | &nbsp;&nbsp; 4.342% | 1491347 | &nbsp;&nbsp; 1359075 |
| CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 | CMO Series 2020-1 Class A15 |
| 06/25/2050 | &nbsp;&nbsp; 3.500% | 359516 | &nbsp;&nbsp; 320204 |
| CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 | CMO Series 2020-2 Class A15 |
| 07/25/2050 | &nbsp;&nbsp; 3.500% | 233520 | &nbsp;&nbsp; 202810 |
| CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 | CMO Series 2020-5 Class A15 |
| 12/25/2050 | &nbsp;&nbsp; 3.000% | 173215 | &nbsp;&nbsp; 145135 |
| CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 | CMO Series 2020-5 Class B1 |
| 12/25/2050 | &nbsp;&nbsp; 3.565% | 887825 | &nbsp;&nbsp; 774622 |
| CMO Series 2021-13 Class A3 | CMO Series 2021-13 Class A3 | CMO Series 2021-13 Class A3 | CMO Series 2021-13 Class A3 |
| 04/25/2052 | &nbsp;&nbsp; 2.500% | 8732316 | &nbsp;&nbsp; 6946285 |
| CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 | CMO Series 2024-1 Class A9 |
| 06/25/2054 | &nbsp;&nbsp; 6.000% | 976766 | &nbsp;&nbsp; 971348 |
| CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A | CMO Series 2024-9 Class A9A |
| 02/25/2055 | &nbsp;&nbsp; 5.500% | 1585266 | &nbsp;&nbsp; 1545882 |
| Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 | Subordinated CMO Series 2017-1 Class B4 |
| 01/25/2047 | &nbsp;&nbsp; 3.447% | 359868 | &nbsp;&nbsp; 323271 |
| Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 | Subordinated CMO Series 2017-3 Class B1 |
| 08/25/2047 | &nbsp;&nbsp; 3.783% | 1041915 | &nbsp;&nbsp; 934535 |
| Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 | Subordinated CMO Series 2017-6 Class B2 |
| 12/25/2048 | &nbsp;&nbsp; 3.779% | 471889 | &nbsp;&nbsp; 416035 |
| Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 | Subordinated CMO Series 2018-8 Class B1 |
| 01/25/2049 | &nbsp;&nbsp; 4.049% | 1003205 | &nbsp;&nbsp; 908131 |
| Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 | Subordinated CMO Series 2018-8 Class B2 |
| 01/25/2049 | &nbsp;&nbsp; 4.049% | 836004 | &nbsp;&nbsp; 760507 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 08/25/2049 | &nbsp;&nbsp; 4.450% | 1956563 | &nbsp;&nbsp; 1817310 |
| Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 | Subordinated CMO Series 2019-6 Class B1 |
| 12/25/2049 | &nbsp;&nbsp; 4.266% | 852193 | &nbsp;&nbsp; 785182 |
| Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A | Subordinated CMO Series 2019-8 Class B3A |
| 03/25/2050 | &nbsp;&nbsp; 3.394% | 1735134 | &nbsp;&nbsp; 1522374 |
| Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 | Subordinated CMO Series 2019-LTV1 Class B2 |
| 06/25/2049 | &nbsp;&nbsp; 4.608% | 1119121 | &nbsp;&nbsp; 1059016 |
| Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 | Subordinated CMO Series 2019-LTV2 Class B2 |
| 12/25/2049 | &nbsp;&nbsp; 4.686% | 863407 | &nbsp;&nbsp; 817517 |
| Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 | Subordinated CMO Series 2019-LTV2 Class B3 |
| 12/25/2049 | &nbsp;&nbsp; 4.686% | 719506 | &nbsp;&nbsp; 677693 |
| Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 | Subordinated CMO Series 2020-8 Class B2 |
| 03/25/2051 | &nbsp;&nbsp; 3.492% | 1746709 | &nbsp;&nbsp; 1512269 |
| Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 | Subordinated CMO Series 2021-14 Class B2 |
| 05/25/2052 | &nbsp;&nbsp; 3.148% | 1378143 | &nbsp;&nbsp; 1137732 |
| Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 | Subordinated CMO Series 2023-10 Class B3 |
| 05/25/2054 | &nbsp;&nbsp; 6.311% | 977162 | &nbsp;&nbsp; 974734 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 | Subordinated CMO Series 2023-8 Class B3 |
| 02/25/2054 | &nbsp;&nbsp; 6.254% | 1949060 | &nbsp;&nbsp; 1937413 |
| JPMorgan Mortgage Trust<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 | CMO Series 2018-7FRB Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>04/25/2046<br>| &nbsp;&nbsp; 5.191% | 321976 | &nbsp;&nbsp; 311780 |
| CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 | CMO Series 2023-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.700% <br>03/25/2054<br>| &nbsp;&nbsp; 6.590% | 303881 | &nbsp;&nbsp; 305521 |
| CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 | CMO Series 2023-HE3 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>05/25/2054<br>| &nbsp;&nbsp; 5.944% | 338651 | &nbsp;&nbsp; 339993 |
| CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 | CMO Series 2024-HE2 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.200% <br>10/25/2054<br>| &nbsp;&nbsp; 5.528% | 638262 | &nbsp;&nbsp; 636152 |
| JPMorgan Mortgage Trust<sup>(a)</sup>  | JPMorgan Mortgage Trust<sup>(a)</sup>  | JPMorgan Mortgage Trust<sup>(a)</sup>  | JPMorgan Mortgage Trust<sup>(a)</sup>  |
| CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 | CMO Series 2023-6 Class A2 |
| 12/26/2053 | &nbsp;&nbsp; 6.000% | 962381 | &nbsp;&nbsp; 963772 |
| JPMorgan Trust<sup>(a),(d)</sup>  | JPMorgan Trust<sup>(a),(d)</sup>  | JPMorgan Trust<sup>(a),(d)</sup>  | JPMorgan Trust<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 | Subordinated CMO Series 2015-3 Class B3 |
| 05/25/2045 | &nbsp;&nbsp; 3.575% | 315834 | &nbsp;&nbsp; 294321 |
| Legacy Mortgage Asset Trust<sup>(a),(n)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(n)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(n)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(n)</sup>  |
| CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 5.892% | 825876 | &nbsp;&nbsp; 826524 |
| Lehman XS Trust<sup>(b)</sup>  | Lehman XS Trust<sup>(b)</sup>  | Lehman XS Trust<sup>(b)</sup>  | Lehman XS Trust<sup>(b)</sup>  |
| CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A | CMO Series 2005-5N Class 3A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2035<br>| &nbsp;&nbsp; 4.739% | 107223 | &nbsp;&nbsp; 106736 |
| CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 | CMO Series 2006-2N Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520% <br>02/25/2046<br>| &nbsp;&nbsp; 4.959% | 943167 | &nbsp;&nbsp; 842875 |
| LHOME Mortgage Trust<sup>(a),(n)</sup>  | LHOME Mortgage Trust<sup>(a),(n)</sup>  | LHOME Mortgage Trust<sup>(a),(n)</sup>  | LHOME Mortgage Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 | CMO Series 2024-RTL4 Class A1 |
| 07/25/2039 | &nbsp;&nbsp; 5.921% | 2000000 | &nbsp;&nbsp; 2002449 |
| CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 | CMO Series 2024-RTL5 Class A1 |
| 09/25/2039 | &nbsp;&nbsp; 5.323% | 5000000 | &nbsp;&nbsp; 4968401 |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 01/25/2040 | &nbsp;&nbsp; 5.652% | 5100000 | &nbsp;&nbsp; 5087103 |
| LHOME Mortgage Trust<sup>(a),(d)</sup>  | LHOME Mortgage Trust<sup>(a),(d)</sup>  | LHOME Mortgage Trust<sup>(a),(d)</sup>  | LHOME Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 |
| 04/25/2040 | &nbsp;&nbsp; 5.612% | 3000000 | &nbsp;&nbsp; 2989999 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2036<br>| &nbsp;&nbsp; 4.739% | 3072254 | &nbsp;&nbsp; 2169903 |
| CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 | CMO Series 2006-11 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.214% <br>Floor 0.100% <br>12/25/2036<br>| &nbsp;&nbsp; 4.639% | 27872478 | &nbsp;&nbsp; 9470594 |
| MASTR Alternative Loan Trust | MASTR Alternative Loan Trust | MASTR Alternative Loan Trust | MASTR Alternative Loan Trust |
| CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 | CMO Series 2004-12 Class 4A1 |
| 12/25/2034 | &nbsp;&nbsp; 5.500% | 271602 | &nbsp;&nbsp; 272182 |
| Mello Mortgage Capital Acceptance Trust<sup>(a),(d)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(a),(d)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(a),(d)</sup>  | Mello Mortgage Capital Acceptance Trust<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 | Subordinated CMO Series 2021-INV1 Class B3 |
| 06/25/2051 | &nbsp;&nbsp; 2.957% | 1845673 | &nbsp;&nbsp; 1467619 |
| Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D | CMO Series 2007-1 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.794% <br>Floor 0.680% <br>04/25/2037<br>| &nbsp;&nbsp; 5.119% | 14659441 | &nbsp;&nbsp; 5625437 |
| MFA Trust<sup>(a),(n)</sup>  | MFA Trust<sup>(a),(n)</sup>  | MFA Trust<sup>(a),(n)</sup>  | MFA Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 |
| 05/27/2070 | &nbsp;&nbsp; 5.675% | 8300000 | &nbsp;&nbsp; 8309723 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-INV4 Class A2 | CMO Series 2024-INV4 Class A2 | CMO Series 2024-INV4 Class A2 | CMO Series 2024-INV4 Class A2 |
| 09/25/2054 | &nbsp;&nbsp; 5.500% | 8326094 | &nbsp;&nbsp; 8186891 |
| Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 | Subordinated CMO Series 2024-4 Class B3 |
| 09/25/2054 | &nbsp;&nbsp; 7.026% | 1486129 | &nbsp;&nbsp; 1513876 |
| MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  |
| CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 | CMO Series 2005-5 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.500% <br>12/25/2035<br>| &nbsp;&nbsp; 4.959% | 303710 | &nbsp;&nbsp; 298777 |
| New Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S | CMO Series 2018-4A Class A1S |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750% <br>01/25/2048<br>| &nbsp;&nbsp; 5.189% | 590107 | &nbsp;&nbsp; 579984 |
| New Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 |
| 09/25/2064 | &nbsp;&nbsp; 5.117% | 7814347 | &nbsp;&nbsp; 7745622 |
| New Residential Mortgage Loan Trust<sup>(a),(n)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(n)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(n)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 5.466% | 9833395 | &nbsp;&nbsp; 9836420 |
| NLT Trust<sup>(a),(n)</sup>  | NLT Trust<sup>(a),(n)</sup>  | NLT Trust<sup>(a),(n)</sup>  | NLT Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 | CMO Series 2025-INV1 Class A1 |
| 02/25/2070 | &nbsp;&nbsp; 5.506% | 7714013 | &nbsp;&nbsp; 7724956 |
| CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 | CMO Series 2025-INV1 Class A2 |
| 02/25/2070 | &nbsp;&nbsp; 0.996% | 864595 | &nbsp;&nbsp; 866275 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 | CMO Series 2025-INV1 Class A3 |
| 02/25/2070 | &nbsp;&nbsp; 5.860% | 1484569 | &nbsp;&nbsp; 1486079 |
| NLT Trust<sup>(a),(d),(e)</sup>  | NLT Trust<sup>(a),(d),(e)</sup>  | NLT Trust<sup>(a),(d),(e)</sup>  | NLT Trust<sup>(a),(d),(e)</sup>  |
| CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS | CMO Series 2025-INV1 Class AIOS |
| 02/25/2070 | &nbsp;&nbsp; 0.399% | 11703181 | &nbsp;&nbsp; 99025 |
| NLT Trust<sup>(a),(d)</sup>  | NLT Trust<sup>(a),(d)</sup>  | NLT Trust<sup>(a),(d)</sup>  | NLT Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 | CMO Series 2025-INV1 Class B1 |
| 02/25/2070 | &nbsp;&nbsp; 6.604% | 443000 | &nbsp;&nbsp; 430236 |
| CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 | CMO Series 2025-INV1 Class B2 |
| 02/25/2070 | &nbsp;&nbsp; 6.604% | 348000 | &nbsp;&nbsp; 327423 |
| CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 | CMO Series 2025-INV1 Class B3 |
| 02/25/2070 | &nbsp;&nbsp; 6.604% | 218000 | &nbsp;&nbsp; 195053 |
| CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 | CMO Series 2025-INV1 Class M1 |
| 02/25/2070 | &nbsp;&nbsp; 6.314% | 631000 | &nbsp;&nbsp; 629455 |
| NLT Trust<sup>(a),(d),(e),(i),(j)</sup>  | NLT Trust<sup>(a),(d),(e),(i),(j)</sup>  | NLT Trust<sup>(a),(d),(e),(i),(j)</sup>  | NLT Trust<sup>(a),(d),(e),(i),(j)</sup>  |
| CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS | CMO Series 2025-INV1 Class XS |
| 02/25/2070 | &nbsp;&nbsp; 0.901% | 11703181 | &nbsp;&nbsp; 392057 |
| NYMT Loan Trust<sup>(a),(d)</sup>  | NYMT Loan Trust<sup>(a),(d)</sup>  | NYMT Loan Trust<sup>(a),(d)</sup>  | NYMT Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 | CMO Series 2024-CP1 Class A1 |
| 02/25/2068 | &nbsp;&nbsp; 3.750% | 2635182 | &nbsp;&nbsp; 2428646 |
| Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.000% <br>Floor 3.000% <br>10/25/2033<br>| &nbsp;&nbsp; 7.322% | 1168518 | &nbsp;&nbsp; 1175079 |
| Oaktown Re VII Ltd.<sup>(a),(b)</sup>  | Oaktown Re VII Ltd.<sup>(a),(b)</sup>  | Oaktown Re VII Ltd.<sup>(a),(b)</sup>  | Oaktown Re VII Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B | CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>Floor 2.900% <br>04/25/2034<br>| &nbsp;&nbsp; 7.254% | 1818902 | &nbsp;&nbsp; 1838895 |
| CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C | CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.350% <br>Floor 3.350% <br>04/25/2034<br>| &nbsp;&nbsp; 7.704% | 2000000 | &nbsp;&nbsp; 2055380 |
| OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-EXP1 Class 1A3 | CMO Series 2019-EXP1 Class 1A3 | CMO Series 2019-EXP1 Class 1A3 | CMO Series 2019-EXP1 Class 1A3 |
| 01/25/2059 | &nbsp;&nbsp; 4.000% | 14976 | &nbsp;&nbsp; 14721 |
| CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 | CMO Series 2019-INV2 Class A25 |
| 05/27/2049 | &nbsp;&nbsp; 4.000% | 70427 | &nbsp;&nbsp; 64136 |
| OBX Trust<sup>(a),(b)</sup>  | OBX Trust<sup>(a),(b)</sup>  | OBX Trust<sup>(a),(b)</sup>  | OBX Trust<sup>(a),(b)</sup>  |
| CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 | CMO Series 2025-HE1 Class A1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 1.600% <br>Floor 1.600% <br>02/25/2055<br>| &nbsp;&nbsp; 5.935% | 6396259 | &nbsp;&nbsp; 6366075 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| OBX Trust<sup>(a),(n)</sup>  | OBX Trust<sup>(a),(n)</sup>  | OBX Trust<sup>(a),(n)</sup>  | OBX Trust<sup>(a),(n)</sup>  |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 02/25/2055 | &nbsp;&nbsp; 5.400% | 4829395 | &nbsp;&nbsp; 4817800 |
| CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 | CMO Series 2025-NQM8 Class A1 |
| 03/25/2065 | &nbsp;&nbsp; 5.472% | 9000000 | &nbsp;&nbsp; 9004781 |
| Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup>  | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates<sup>(b)</sup>  |
| CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 | CMO Series 2005-4 Class M2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750% <br>11/25/2035<br>| &nbsp;&nbsp; 5.189% | 11526000 | &nbsp;&nbsp; 11351373 |
| PMT Issuer Trust<sup>(a),(b)</sup>  | PMT Issuer Trust<sup>(a),(b)</sup>  | PMT Issuer Trust<sup>(a),(b)</sup>  | PMT Issuer Trust<sup>(a),(b)</sup>  |
| CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A | CMO Series 2024-FT1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 2.750% <br>12/25/2027<br>| &nbsp;&nbsp; 7.075% | 10000000 | &nbsp;&nbsp; 9980835 |
| PRET Trust<sup>(a),(d)</sup>  | PRET Trust<sup>(a),(d)</sup>  | PRET Trust<sup>(a),(d)</sup>  | PRET Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 |
| 06/25/2064 | &nbsp;&nbsp; 4.075% | 3517445 | &nbsp;&nbsp; 3331274 |
| Pretium Mortgage Credit Partners LLC<sup>(a),(n)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(n)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(n)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(n)</sup>  |
| CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 |
| 07/25/2051 | &nbsp;&nbsp; 4.744% | 3916455 | &nbsp;&nbsp; 3899558 |
| CMO Series 2022-RN2 Class A1 | CMO Series 2022-RN2 Class A1 | CMO Series 2022-RN2 Class A1 | CMO Series 2022-RN2 Class A1 |
| 06/25/2052 | &nbsp;&nbsp; 5.000% | 6499015 | &nbsp;&nbsp; 6489260 |
| CMO Series 2022-RN2 Class A2 | CMO Series 2022-RN2 Class A2 | CMO Series 2022-RN2 Class A2 | CMO Series 2022-RN2 Class A2 |
| 06/25/2052 | &nbsp;&nbsp; 6.500% | 13780000 | &nbsp;&nbsp; 13726863 |
| PRPM LLC<sup>(a),(n)</sup>  | PRPM LLC<sup>(a),(n)</sup>  | PRPM LLC<sup>(a),(n)</sup>  | PRPM LLC<sup>(a),(n)</sup>  |
| CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 | CMO Series 2024-RPL2 Class A1 |
| 05/25/2054 | &nbsp;&nbsp; 3.500% | 1095100 | &nbsp;&nbsp; 1052970 |
| CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 | CMO Series 2025-RPL1 Class A1 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 4141947 | &nbsp;&nbsp; 3997619 |
| CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 | CMO Series 2025-RPL1 Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 758000 | &nbsp;&nbsp; 701130 |
| CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 | CMO Series 2025-RPL1 Class A3 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 447000 | &nbsp;&nbsp; 405750 |
| CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A | CMO Series 2025-RPL1 Class M1A |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 436000 | &nbsp;&nbsp; 398372 |
| CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B | CMO Series 2025-RPL1 Class M1B |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 154000 | &nbsp;&nbsp; 137208 |
| PRPM LLC<sup>(a)</sup>  | PRPM LLC<sup>(a)</sup>  | PRPM LLC<sup>(a)</sup>  | PRPM LLC<sup>(a)</sup>  |
| CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 | CMO Series 2025-RCF1 Class A1 |
| 02/25/2055 | &nbsp;&nbsp; 4.500% | 3565021 | &nbsp;&nbsp; 3498537 |
| PRPM Trust<sup>(a),(n)</sup>  | PRPM Trust<sup>(a),(n)</sup>  | PRPM Trust<sup>(a),(n)</sup>  | PRPM Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 | CMO Series 2024-NQM2 Class A2 |
| 06/25/2069 | &nbsp;&nbsp; 6.631% | 8099282 | &nbsp;&nbsp; 8183732 |
| CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 | CMO Series 2024-NQM4 Class A1 |
| 12/26/2069 | &nbsp;&nbsp; 5.674% | 13011681 | &nbsp;&nbsp; 13027946 |
| CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 | CMO Series 2025-NQM1 Class A1 |
| 11/25/2069 | &nbsp;&nbsp; 5.755% | 6540994 | &nbsp;&nbsp; 6563433 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 | CMO Series 2025-NQM2 Class A1 |
| 04/25/2070 | &nbsp;&nbsp; 5.688% | 7300000 | &nbsp;&nbsp; 7300186 |
| Radnor RE Ltd.<sup>(a),(b)</sup>  | Radnor RE Ltd.<sup>(a),(b)</sup>  | Radnor RE Ltd.<sup>(a),(b)</sup>  | Radnor RE Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-1 Class M1C | CMO Series 2021-1 Class M1C | CMO Series 2021-1 Class M1C | CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.700% <br>Floor 2.700% <br>12/27/2033<br>| &nbsp;&nbsp; 7.022% | 310468 | &nbsp;&nbsp; 310953 |
| RALI Trust<sup>(d),(e)</sup>  | RALI Trust<sup>(d),(e)</sup>  | RALI Trust<sup>(d),(e)</sup>  | RALI Trust<sup>(d),(e)</sup>  |
| CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV | CMO Series 2006-QS18 Class 1AV |
| 12/25/2036 | &nbsp;&nbsp; 0.493% | 15196868 | &nbsp;&nbsp; 261562 |
| CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV | CMO Series 2007-QS1 Class 2AV |
| 01/25/2037 | &nbsp;&nbsp; 0.154% | 17462676 | &nbsp;&nbsp; 90252 |
| RCKT Mortgage Trust<sup>(a),(n)</sup>  | RCKT Mortgage Trust<sup>(a),(n)</sup>  | RCKT Mortgage Trust<sup>(a),(n)</sup>  | RCKT Mortgage Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A |
| 11/25/2044 | &nbsp;&nbsp; 5.490% | 10260296 | &nbsp;&nbsp; 10272243 |
| RCKT Mortgage Trust<sup>(a),(d)</sup>  | RCKT Mortgage Trust<sup>(a),(d)</sup>  | RCKT Mortgage Trust<sup>(a),(d)</sup>  | RCKT Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 | Subordinated CMO Series 2019-1 Class B4 |
| 09/25/2049 | &nbsp;&nbsp; 3.891% | 3308146 | &nbsp;&nbsp; 2935277 |
| RFMSI Trust<sup>(d)</sup>  | RFMSI Trust<sup>(d)</sup>  | RFMSI Trust<sup>(d)</sup>  | RFMSI Trust<sup>(d)</sup>  |
| CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A | CMO Series 2005-SA5 Class 1A |
| 11/25/2035 | &nbsp;&nbsp; 3.850% | 484389 | &nbsp;&nbsp; 254557 |
| CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 | CMO Series 2006-SA4 Class 2A1 |
| 11/25/2036 | &nbsp;&nbsp; 5.549% | 111220 | &nbsp;&nbsp; 91221 |
| Seasoned Credit Risk Transfer Trust<sup>(n)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(n)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(n)</sup>  | Seasoned Credit Risk Transfer Trust<sup>(n)</sup>  |
| CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) | CMO Series 2017-3SC Class HT (FHLMC) |
| 07/25/2056 | &nbsp;&nbsp; 3.250% | 15329719 | &nbsp;&nbsp; 13424261 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T | CMO Series 2017-4 Class M45T |
| 06/25/2057 | &nbsp;&nbsp; 4.500% | 1968092 | &nbsp;&nbsp; 1887318 |
| CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) | CMO Series 2018-2 Class HT (FHLMC) |
| 11/25/2057 | &nbsp;&nbsp; 3.000% | 947866 | &nbsp;&nbsp; 814506 |
| CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) | CMO Series 2018-3 Class HT (FHLMC) |
| 08/25/2057 | &nbsp;&nbsp; 3.000% | 320169 | &nbsp;&nbsp; 273227 |
| CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) | CMO Series 2018-4 Class HT (FHLMC) |
| 03/25/2058 | &nbsp;&nbsp; 3.000% | 217651 | &nbsp;&nbsp; 183628 |
| CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) | CMO Series 2019-1 Class HT (FHLMC) |
| 07/25/2058 | &nbsp;&nbsp; 3.000% | 867531 | &nbsp;&nbsp; 740685 |
| CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) | CMO Series 2019-2 Class HT (FHLMC) |
| 08/25/2058 | &nbsp;&nbsp; 3.000% | 156742 | &nbsp;&nbsp; 134376 |
| CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) | CMO Series 2019-3 Class HT (FHLMC) |
| 10/25/2058 | &nbsp;&nbsp; 3.000% | 64940 | &nbsp;&nbsp; 55694 |
| Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 | CMO Series 2019-4 Class A19 |
| 11/25/2049 | &nbsp;&nbsp; 3.500% | 119101 | &nbsp;&nbsp; 104128 |
| CMO Series 2019-CH2 Class A1 | CMO Series 2019-CH2 Class A1 | CMO Series 2019-CH2 Class A1 | CMO Series 2019-CH2 Class A1 |
| 08/25/2049 | &nbsp;&nbsp; 4.500% | 6347 | &nbsp;&nbsp; 6296 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 | CMO Series 2021-5 Class A19 |
| 07/25/2051 | &nbsp;&nbsp; 2.500% | 592979 | &nbsp;&nbsp; 469820 |
| CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 | CMO Series 2024-3 Class A19 |
| 04/25/2054 | &nbsp;&nbsp; 6.000% | 2841297 | &nbsp;&nbsp; 2825536 |
| CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 | CMO Series 2024-4 Class A19 |
| 05/25/2054 | &nbsp;&nbsp; 6.000% | 1110587 | &nbsp;&nbsp; 1104427 |
| CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 | CMO Series 2024-8 Class A20 |
| 09/25/2054 | &nbsp;&nbsp; 5.500% | 758438 | &nbsp;&nbsp; 739596 |
| CMO Series 2024-INV1 Class A3 | CMO Series 2024-INV1 Class A3 | CMO Series 2024-INV1 Class A3 | CMO Series 2024-INV1 Class A3 |
| 10/25/2054 | &nbsp;&nbsp; 5.500% | 6705199 | &nbsp;&nbsp; 6601478 |
| CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 | CMO Series 2025-2 Class A19 |
| 03/25/2055 | &nbsp;&nbsp; 6.000% | 1405103 | &nbsp;&nbsp; 1397309 |
| CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 | CMO Series 2025-2 Class A5 |
| 03/25/2055 | &nbsp;&nbsp; 5.500% | 7233609 | &nbsp;&nbsp; 7225034 |
| Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 | Subordinated CMO Series 2018-6 Class B1 |
| 07/25/2048 | &nbsp;&nbsp; 4.164% | 1003171 | &nbsp;&nbsp; 947762 |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 06/25/2049 | &nbsp;&nbsp; 4.247% | 1592375 | &nbsp;&nbsp; 1519390 |
| Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 | Subordinated CMO Series 2020-3 Class B2 |
| 04/25/2050 | &nbsp;&nbsp; 3.313% | 930676 | &nbsp;&nbsp; 807261 |
| Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 | Subordinated CMO Series 2023-3 Class B3 |
| 09/25/2053 | &nbsp;&nbsp; 6.148% | 1349320 | &nbsp;&nbsp; 1338917 |
| Starwood Mortgage Residential Trust<sup>(a),(d)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(d)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(d)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(d)</sup>  |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2056 | &nbsp;&nbsp; 1.127% | 4096438 | &nbsp;&nbsp; 3450570 |
| Structured Adjustable Rate Mortgage Loan Trust<sup>(d)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(d)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(d)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(d)</sup>  |
| CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 | CMO Series 2004-20 Class 1A2 |
| 01/25/2035 | &nbsp;&nbsp; 4.805% | 243660 | &nbsp;&nbsp; 233547 |
| CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 | CMO Series 2006-5 Class 1A1 |
| 06/25/2036 | &nbsp;&nbsp; 5.043% | 527102 | &nbsp;&nbsp; 484014 |
| Toorak Mortgage Corp., Ltd.<sup>(a),(n)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(a),(n)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(a),(n)</sup>  | Toorak Mortgage Corp., Ltd.<sup>(a),(n)</sup>  |
| CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 | CMO Series 2022-INV2 Class A1 |
| 06/25/2057 | &nbsp;&nbsp; 4.350% | 4671074 | &nbsp;&nbsp; 4609608 |
| Towd Point Mortgage Trust<sup>(a),(n)</sup>  | Towd Point Mortgage Trust<sup>(a),(n)</sup>  | Towd Point Mortgage Trust<sup>(a),(n)</sup>  | Towd Point Mortgage Trust<sup>(a),(n)</sup>  |
| CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 | CMO Series 2024-CES6 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 5.725% | 13624914 | &nbsp;&nbsp; 13700552 |
| Verus Securitization Trust<sup>(a),(n)</sup>  | Verus Securitization Trust<sup>(a),(n)</sup>  | Verus Securitization Trust<sup>(a),(n)</sup>  | Verus Securitization Trust<sup>(a),(n)</sup>  |
| CMO Series 2022-INV1 Class A3 | CMO Series 2022-INV1 Class A3 | CMO Series 2022-INV1 Class A3 | CMO Series 2022-INV1 Class A3 |
| 08/25/2067 | &nbsp;&nbsp; 5.830% | 1449484 | &nbsp;&nbsp; 1442664 |
| CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 | CMO Series 2024-9 Class A3 |
| 11/25/2069 | &nbsp;&nbsp; 5.894% | 7706406 | &nbsp;&nbsp; 7697732 |
| WaMu Asset-Backed Certificates Trust<sup>(b)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(b)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(b)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(b)</sup>  |
| CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 | CMO Series 2007-HE1 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>01/25/2037<br>| &nbsp;&nbsp; 4.739% | 3030720 | &nbsp;&nbsp; 1362066 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** | **Residential Mortgage-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(d)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(d)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(d)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(d)</sup>  |
| CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A | CMO Series 2003-AR8 Class A |
| 08/25/2033 | &nbsp;&nbsp; 6.221% | 151337 | &nbsp;&nbsp; 147659 |
| CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 | CMO Series 2004-AR4 Class A6 |
| 06/25/2034 | &nbsp;&nbsp; 6.168% | 1278916 | &nbsp;&nbsp; 1248925 |
| CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 | CMO Series 2004-AR7 Class A6 |
| 07/25/2034 | &nbsp;&nbsp; 5.919% | 414066 | &nbsp;&nbsp; 387125 |
| CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 | CMO Series 2007-HY1 Class 3A3 |
| 02/25/2037 | &nbsp;&nbsp; 4.094% | 1849970 | &nbsp;&nbsp; 1572670 |
| CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 | CMO Series 2007-HY3 Class 1A1 |
| 03/25/2037 | &nbsp;&nbsp; 3.856% | 336779 | &nbsp;&nbsp; 280912 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  |
| CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A | CMO Series 2005-AR11 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 10.500% <br>08/25/2045<br>| &nbsp;&nbsp; 5.079% | 428641 | &nbsp;&nbsp; 429094 |
| CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 | CMO Series 2005-AR17 Class A1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.654% <br>Floor 0.540%, Cap 10.500% <br>12/25/2045<br>| &nbsp;&nbsp; 4.979% | 1493291 | &nbsp;&nbsp; 1365091 |
| CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A | CMO Series 2005-AR2 Class 2A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.734% <br>Floor 0.620%, Cap 10.500% <br>01/25/2045<br>| &nbsp;&nbsp; 5.059% | 343745 | &nbsp;&nbsp; 341194 |
| CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A | CMO Series 2005-AR9 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 10.500% <br>07/25/2045<br>| &nbsp;&nbsp; 5.079% | 353129 | &nbsp;&nbsp; 354054 |
| CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A |
| &nbsp;&nbsp; 1-year MTA + 0.940% <br>Floor 0.940% <br>05/25/2046<br>| &nbsp;&nbsp; 5.338% | 976541 | &nbsp;&nbsp; 908897 |
| CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A | CMO Series 2006-AR5 Class A12A |
| &nbsp;&nbsp; 1-year MTA + 0.980% <br>Floor 0.980% <br>06/25/2046<br>| &nbsp;&nbsp; 5.378% | 292269 | &nbsp;&nbsp; 270879 |
| Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 | CMO Series 2019-1 Class A1 |
| 11/25/2048 | &nbsp;&nbsp; 3.921% | 21159 | &nbsp;&nbsp; 19825 |
| Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 | Subordinated CMO Series 2018-1 Class B3 |
| 07/25/2047 | &nbsp;&nbsp; 3.646% | 957730 | &nbsp;&nbsp; 852607 |
| Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 | Subordinated CMO Series 2020-1 Class B3 |
| 12/25/2049 | &nbsp;&nbsp; 3.369% | 1773981 | &nbsp;&nbsp; 1528352 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $665,730,757) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $665,730,757) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $665,730,757) | &nbsp;&nbsp; **644725491** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans 0.5%** | **Senior Loans 0.5%** | **Senior Loans 0.5%** | **Senior Loans 0.5%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** | **Aerospace & Defense 0.0%** |
| TransDigm, Inc.<sup>(b),(t)</sup>  | TransDigm, Inc.<sup>(b),(t)</sup>  | TransDigm, Inc.<sup>(b),(t)</sup>  | TransDigm, Inc.<sup>(b),(t)</sup>  |
| Tranche I Term Loan | Tranche I Term Loan | Tranche I Term Loan | Tranche I Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>08/24/2028<br>| &nbsp;&nbsp; 7.049% | 455462 | &nbsp;&nbsp; 456637 |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.799% | 514902 | &nbsp;&nbsp; 514732 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **971369** |
| **Apartment REIT 0.0%** | **Apartment REIT 0.0%** | **Apartment REIT 0.0%** | **Apartment REIT 0.0%** |
| Invitation Homes Operating Partnership LP<sup>(b),(i),(t)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(i),(t)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(i),(t)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(i),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.850% <br>09/09/2028<br>| &nbsp;&nbsp; 5.287% | 3206777 | &nbsp;&nbsp; 3142641 |
| **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** |
| Tenneco, Inc.<sup>(b),(t)</sup>  | Tenneco, Inc.<sup>(b),(t)</sup>  | Tenneco, Inc.<sup>(b),(t)</sup>  | Tenneco, Inc.<sup>(b),(t)</sup>  |
| Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>Floor 0.500% <br>11/17/2028<br>| &nbsp;&nbsp; 9.172% | 2393082 | &nbsp;&nbsp; 2306716 |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>11/17/2028<br>| &nbsp;&nbsp; 9.422% | 2225000 | &nbsp;&nbsp; 2151998 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4458714** |
| **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** |
| Deerfield Dakota Holding LLC<sup>(b),(t)</sup>  | Deerfield Dakota Holding LLC<sup>(b),(t)</sup>  | Deerfield Dakota Holding LLC<sup>(b),(t)</sup>  | Deerfield Dakota Holding LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 1.000% <br>04/09/2027<br>| &nbsp;&nbsp; 8.049% | 703506 | &nbsp;&nbsp; 682887 |
| Jane Street Group LLC<sup>(b),(t)</sup>  | Jane Street Group LLC<sup>(b),(t)</sup>  | Jane Street Group LLC<sup>(b),(t)</sup>  | Jane Street Group LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/15/2031<br>| &nbsp;&nbsp; 6.333% | 884833 | &nbsp;&nbsp; 882266 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1565153** |
| **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** | **Cable and Satellite 0.0%** |
| Charter Communications Operating LLC<sup>(b),(t)</sup>  | Charter Communications Operating LLC<sup>(b),(t)</sup>  | Charter Communications Operating LLC<sup>(b),(t)</sup>  | Charter Communications Operating LLC<sup>(b),(t)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>12/15/2031<br>| &nbsp;&nbsp; 6.548% | 662952 | &nbsp;&nbsp; 662375 |
| CSC Holdings LLC<sup>(b),(t)</sup>  | CSC Holdings LLC<sup>(b),(t)</sup>  | CSC Holdings LLC<sup>(b),(t)</sup>  | CSC Holdings LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>01/18/2028<br>| &nbsp;&nbsp; 8.829% | 1893684 | &nbsp;&nbsp; 1867646 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Virgin Media Bristol LLC<sup>(b),(t)</sup>  | Virgin Media Bristol LLC<sup>(b),(t)</sup>  | Virgin Media Bristol LLC<sup>(b),(t)</sup>  | Virgin Media Bristol LLC<sup>(b),(t)</sup>  |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/31/2028<br>| &nbsp;&nbsp; 6.943% | 1250000 | &nbsp;&nbsp; 1229162 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3759183** |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |
| Chemours Co. (The)<sup>(b),(t)</sup>  | Chemours Co. (The)<sup>(b),(t)</sup>  | Chemours Co. (The)<sup>(b),(t)</sup>  | Chemours Co. (The)<sup>(b),(t)</sup>  |
| Tranche B3 Term Loan  | Tranche B3 Term Loan  | Tranche B3 Term Loan  | Tranche B3 Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/18/2028<br>| &nbsp;&nbsp; 7.327% | 399565 | &nbsp;&nbsp; 391905 |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool Lux LP<sup>(b),(t)</sup>  | Oregon Tool Lux LP<sup>(b),(t)</sup>  | Oregon Tool Lux LP<sup>(b),(t)</sup>  | Oregon Tool Lux LP<sup>(b),(t)</sup>  |
| 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>10/15/2029<br>| &nbsp;&nbsp; 8.586% | 598629 | &nbsp;&nbsp; 468427 |
| **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** | **Consumer Cyclical Services 0.0%** |
| 8th Avenue Food & Provisions, Inc.<sup>(b),(t)</sup>  | 8th Avenue Food & Provisions, Inc.<sup>(b),(t)</sup>  | 8th Avenue Food & Provisions, Inc.<sup>(b),(t)</sup>  | 8th Avenue Food & Provisions, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>10/01/2025<br>| &nbsp;&nbsp; 8.191% | 63111 | &nbsp;&nbsp; 61344 |
| AmSpec Parent LLC<sup>(b),(q),(t),(u)</sup>  | AmSpec Parent LLC<sup>(b),(q),(t),(u)</sup>  | AmSpec Parent LLC<sup>(b),(q),(t),(u)</sup>  | AmSpec Parent LLC<sup>(b),(q),(t),(u)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>12/22/2031<br>| &nbsp;&nbsp; 1.000% | 21938 | &nbsp;&nbsp; 22047 |
| AmSpec Parent LLC<sup>(b),(t)</sup>  | AmSpec Parent LLC<sup>(b),(t)</sup>  | AmSpec Parent LLC<sup>(b),(t)</sup>  | AmSpec Parent LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/22/2031<br>| &nbsp;&nbsp; 8.549% | 142595 | &nbsp;&nbsp; 143308 |
| Arches Buyer, Inc.<sup>(b),(t)</sup>  | Arches Buyer, Inc.<sup>(b),(t)</sup>  | Arches Buyer, Inc.<sup>(b),(t)</sup>  | Arches Buyer, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>12/06/2027<br>| &nbsp;&nbsp; 7.677% | 252170 | &nbsp;&nbsp; 247966 |
| BCPE Empire Holdings, Inc.<sup>(b),(t)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(t)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(t)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>12/11/2030<br>| &nbsp;&nbsp; 7.577% | 537688 | &nbsp;&nbsp; 532381 |
| Cast & Crew LLC<sup>(b),(t)</sup>  | Cast & Crew LLC<sup>(b),(t)</sup>  | Cast & Crew LLC<sup>(b),(t)</sup>  | Cast & Crew LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>12/29/2028<br>| &nbsp;&nbsp; 8.077% | 178288 | &nbsp;&nbsp; 164693 |
| Delivery Hero SE<sup>(b),(t)</sup>  | Delivery Hero SE<sup>(b),(t)</sup>  | Delivery Hero SE<sup>(b),(t)</sup>  | Delivery Hero SE<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 0.500% <br>12/12/2029<br>| &nbsp;&nbsp; 9.300% | 722423 | &nbsp;&nbsp; 724229 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ingenovis Health, Inc.<sup>(b),(t)</sup>  | Ingenovis Health, Inc.<sup>(b),(t)</sup>  | Ingenovis Health, Inc.<sup>(b),(t)</sup>  | Ingenovis Health, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>03/06/2028<br>| &nbsp;&nbsp; 8.697% | 205970 | &nbsp;&nbsp; 92000 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>03/06/2028<br>| &nbsp;&nbsp; 8.683% | 404751 | &nbsp;&nbsp; 177686 |
| KUEHG Corp.<sup>(b),(t)</sup>  | KUEHG Corp.<sup>(b),(t)</sup>  | KUEHG Corp.<sup>(b),(t)</sup>  | KUEHG Corp.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>06/12/2030<br>| &nbsp;&nbsp; 7.549% | 170410 | &nbsp;&nbsp; 170932 |
| Spin Holdco, Inc.<sup>(b),(t)</sup>  | Spin Holdco, Inc.<sup>(b),(t)</sup>  | Spin Holdco, Inc.<sup>(b),(t)</sup>  | Spin Holdco, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.750% <br>03/04/2028<br>| &nbsp;&nbsp; 8.562% | 604799 | &nbsp;&nbsp; 514963 |
| TripAdvisor, Inc.<sup>(b),(t)</sup>  | TripAdvisor, Inc.<sup>(b),(t)</sup>  | TripAdvisor, Inc.<sup>(b),(t)</sup>  | TripAdvisor, Inc.<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>07/08/2031<br>| &nbsp;&nbsp; 7.049% | 339922 | &nbsp;&nbsp; 335673 |
| TruGreen LP<sup>(b),(t)</sup>  | TruGreen LP<sup>(b),(t)</sup>  | TruGreen LP<sup>(b),(t)</sup>  | TruGreen LP<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>11/02/2027<br>| &nbsp;&nbsp; 8.427% | 697154 | &nbsp;&nbsp; 666654 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3853876** |
| **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** |
| Majordrive Holdings IV LLC<sup>(b),(t)</sup>  | Majordrive Holdings IV LLC<sup>(b),(t)</sup>  | Majordrive Holdings IV LLC<sup>(b),(t)</sup>  | Majordrive Holdings IV LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>06/01/2028<br>| &nbsp;&nbsp; 8.561% | 259226 | &nbsp;&nbsp; 251937 |
| Osmosis Buyer Ltd.<sup>(b),(t)</sup>  | Osmosis Buyer Ltd.<sup>(b),(t)</sup>  | Osmosis Buyer Ltd.<sup>(b),(t)</sup>  | Osmosis Buyer Ltd.<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>07/31/2028<br>| &nbsp;&nbsp; 7.323% | 402151 | &nbsp;&nbsp; 399597 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **651534** |
| **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** |
| Pelican Products, Inc.<sup>(b),(t)</sup>  | Pelican Products, Inc.<sup>(b),(t)</sup>  | Pelican Products, Inc.<sup>(b),(t)</sup>  | Pelican Products, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/29/2028<br>| &nbsp;&nbsp; 8.811% | 200000 | &nbsp;&nbsp; 172000 |
| WEC US Holdings Ltd.<sup>(b),(q),(t)</sup>  | WEC US Holdings Ltd.<sup>(b),(q),(t)</sup>  | WEC US Holdings Ltd.<sup>(b),(q),(t)</sup>  | WEC US Holdings Ltd.<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/27/2031<br>| &nbsp;&nbsp; 6.574% | 334557 | &nbsp;&nbsp; 333771 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **505771** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Electric 0.0%** | **Electric 0.0%** | **Electric 0.0%** | **Electric 0.0%** |
| Alpha Generation LLC<sup>(b),(t)</sup>  | Alpha Generation LLC<sup>(b),(t)</sup>  | Alpha Generation LLC<sup>(b),(t)</sup>  | Alpha Generation LLC<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/30/2031<br>| &nbsp;&nbsp; 7.077% | 559680 | &nbsp;&nbsp; 561606 |
| Calpine Corp.<sup>(b),(t)</sup>  | Calpine Corp.<sup>(b),(t)</sup>  | Calpine Corp.<sup>(b),(t)</sup>  | Calpine Corp.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>01/31/2031<br>| &nbsp;&nbsp; 6.077% | 1077816 | &nbsp;&nbsp; 1076123 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>02/15/2032<br>| &nbsp;&nbsp; 6.077% | 831577 | &nbsp;&nbsp; 830554 |
| Cornerstone Generation<sup>(b),(q),(t)</sup>  | Cornerstone Generation<sup>(b),(q),(t)</sup>  | Cornerstone Generation<sup>(b),(q),(t)</sup>  | Cornerstone Generation<sup>(b),(q),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>10/28/2031<br>| &nbsp;&nbsp; 8.054% | 181122 | &nbsp;&nbsp; 181801 |
| Edgewater Generation LLC<sup>(b),(t)</sup>  | Edgewater Generation LLC<sup>(b),(t)</sup>  | Edgewater Generation LLC<sup>(b),(t)</sup>  | Edgewater Generation LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/01/2030<br>| &nbsp;&nbsp; 7.327% | 178796 | &nbsp;&nbsp; 179449 |
| EFS Cogen Holdings I LLC<sup>(b),(t)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(t)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(t)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/03/2031<br>| &nbsp;&nbsp; 8.172% | 350255 | &nbsp;&nbsp; 352227 |
| Potomac Energy Center LLC<sup>(b),(q),(t)</sup>  | Potomac Energy Center LLC<sup>(b),(q),(t)</sup>  | Potomac Energy Center LLC<sup>(b),(q),(t)</sup>  | Potomac Energy Center LLC<sup>(b),(q),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>03/14/2032<br>| &nbsp;&nbsp; 7.321% | 222498 | &nbsp;&nbsp; 222220 |
| South Field Energy LLC<sup>(b),(t)</sup>  | South Field Energy LLC<sup>(b),(t)</sup>  | South Field Energy LLC<sup>(b),(t)</sup>  | South Field Energy LLC<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>08/29/2031<br>| &nbsp;&nbsp; 7.549% | 230060 | &nbsp;&nbsp; 230205 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>08/29/2031<br>| &nbsp;&nbsp; 7.549% | 14707 | &nbsp;&nbsp; 14716 |
| Vistra Operations Co. LLC<sup>(b),(t)</sup>  | Vistra Operations Co. LLC<sup>(b),(t)</sup>  | Vistra Operations Co. LLC<sup>(b),(t)</sup>  | Vistra Operations Co. LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>12/20/2030<br>| &nbsp;&nbsp; 6.077% | 462705 | &nbsp;&nbsp; 463039 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4111940** |
| **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** |
| Avolon Borrower 1 US LLC<sup>(b),(t)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(t)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(t)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(t)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>06/22/2030<br>| &nbsp;&nbsp; 6.072% | 1810260 | &nbsp;&nbsp; 1809735 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** |
| BCPE North Star US Holdco 2, Inc.<sup>(b),(t)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(t)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(t)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>06/09/2028<br>| &nbsp;&nbsp; 8.441% | 482288 | &nbsp;&nbsp; 473125 |
| Celsius, Inc.<sup>(b),(q),(t)</sup>  | Celsius, Inc.<sup>(b),(q),(t)</sup>  | Celsius, Inc.<sup>(b),(q),(t)</sup>  | Celsius, Inc.<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/01/2032<br>| &nbsp;&nbsp; 7.548% | 453113 | &nbsp;&nbsp; 454952 |
| Naked Juice LLC<sup>(b),(t)</sup>  | Naked Juice LLC<sup>(b),(t)</sup>  | Naked Juice LLC<sup>(b),(t)</sup>  | Naked Juice LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>Floor 1.000% <br>01/24/2029<br>| &nbsp;&nbsp; 9.708% | 1908501 | &nbsp;&nbsp; 1878690 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>01/24/2029<br>| &nbsp;&nbsp; 7.558% | 1293337 | &nbsp;&nbsp; 916420 |
| &nbsp;&nbsp; 3-month Term SOFR + 6.000% <br>01/24/2030<br>| &nbsp;&nbsp; 10.308% | 141415 | &nbsp;&nbsp; 49496 |
| United Natural Foods, Inc.<sup>(b),(t)</sup>  | United Natural Foods, Inc.<sup>(b),(t)</sup>  | United Natural Foods, Inc.<sup>(b),(t)</sup>  | United Natural Foods, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>05/01/2031<br>| &nbsp;&nbsp; 9.077% | 443672 | &nbsp;&nbsp; 444967 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4217650** |
| **Gaming 0.0%** | **Gaming 0.0%** | **Gaming 0.0%** | **Gaming 0.0%** |
| DraftKings, Inc.<sup>(b),(t)</sup>  | DraftKings, Inc.<sup>(b),(t)</sup>  | DraftKings, Inc.<sup>(b),(t)</sup>  | DraftKings, Inc.<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/04/2032<br>| &nbsp;&nbsp; 6.079% | 415804 | &nbsp;&nbsp; 412686 |
| Flutter Entertainment PLC<sup>(b),(q),(t)</sup>  | Flutter Entertainment PLC<sup>(b),(q),(t)</sup>  | Flutter Entertainment PLC<sup>(b),(q),(t)</sup>  | Flutter Entertainment PLC<sup>(b),(q),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>05/22/2032<br>| &nbsp;&nbsp; 6.320% | 508418 | &nbsp;&nbsp; 506512 |
| Voyager Parent LLC<sup>(b),(q),(t)</sup>  | Voyager Parent LLC<sup>(b),(q),(t)</sup>  | Voyager Parent LLC<sup>(b),(q),(t)</sup>  | Voyager Parent LLC<sup>(b),(q),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>05/09/2032<br>| &nbsp;&nbsp; 9.072% | 855687 | &nbsp;&nbsp; 839240 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1758438** |
| **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** |
| Archimedes Debt Merger SUB LLC<sup>(b),(q),(t)</sup>  | Archimedes Debt Merger SUB LLC<sup>(b),(q),(t)</sup>  | Archimedes Debt Merger SUB LLC<sup>(b),(q),(t)</sup>  | Archimedes Debt Merger SUB LLC<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>05/14/2032<br>| &nbsp;&nbsp; 8.325% | 325530 | &nbsp;&nbsp; 317121 |
| Bausch & Lomb Corp.<sup>(b),(t)</sup>  | Bausch & Lomb Corp.<sup>(b),(t)</sup>  | Bausch & Lomb Corp.<sup>(b),(t)</sup>  | Bausch & Lomb Corp.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>05/10/2027<br>| &nbsp;&nbsp; 7.679% | 181817 | &nbsp;&nbsp; 181155 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Bausch & Lomb Corp. <sup>(b),(t)</sup>  | Bausch & Lomb Corp. <sup>(b),(t)</sup>  | Bausch & Lomb Corp. <sup>(b),(t)</sup>  | Bausch & Lomb Corp. <sup>(b),(t)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.500% <br>09/29/2028<br>| &nbsp;&nbsp; 8.327% | 438000 | &nbsp;&nbsp; 436905 |
| Cotiviti, Inc.<sup>(b),(t)</sup>  | Cotiviti, Inc.<sup>(b),(t)</sup>  | Cotiviti, Inc.<sup>(b),(t)</sup>  | Cotiviti, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/26/2032<br>| &nbsp;&nbsp; 7.074% | 246987 | &nbsp;&nbsp; 245031 |
| Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(q),(t)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(q),(t)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(q),(t)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(q),(t)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 0.500% <br>07/06/2029<br>| &nbsp;&nbsp; 8.049% | 317721 | &nbsp;&nbsp; 316927 |
| Gainwell Acquisition Corp.<sup>(b),(t)</sup>  | Gainwell Acquisition Corp.<sup>(b),(t)</sup>  | Gainwell Acquisition Corp.<sup>(b),(t)</sup>  | Gainwell Acquisition Corp.<sup>(b),(t)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.750% <br>10/01/2027<br>| &nbsp;&nbsp; 8.399% | 868920 | &nbsp;&nbsp; 830687 |
| Heartland Dental LLC<sup>(b),(t)</sup>  | Heartland Dental LLC<sup>(b),(t)</sup>  | Heartland Dental LLC<sup>(b),(t)</sup>  | Heartland Dental LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>04/28/2028<br>| &nbsp;&nbsp; 8.827% | 275875 | &nbsp;&nbsp; 275472 |
| Iqvia, Inc.<sup>(b),(t)</sup>  | Iqvia, Inc.<sup>(b),(t)</sup>  | Iqvia, Inc.<sup>(b),(t)</sup>  | Iqvia, Inc.<sup>(b),(t)</sup>  |
| Tranche B-5 Term Loan | Tranche B-5 Term Loan | Tranche B-5 Term Loan | Tranche B-5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>01/02/2031<br>| &nbsp;&nbsp; 6.049% | 642153 | &nbsp;&nbsp; 642558 |
| ModivCare, Inc.<sup>(b),(t)</sup>  | ModivCare, Inc.<sup>(b),(t)</sup>  | ModivCare, Inc.<sup>(b),(t)</sup>  | ModivCare, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 7.500% <br>01/09/2026<br>| &nbsp;&nbsp; 11.708% | 715229 | &nbsp;&nbsp; 539998 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>07/01/2031<br>| &nbsp;&nbsp; 9.049% | 1527508 | &nbsp;&nbsp; 1025126 |
| NSM Top Holdings Corp.<sup>(b),(t)</sup>  | NSM Top Holdings Corp.<sup>(b),(t)</sup>  | NSM Top Holdings Corp.<sup>(b),(t)</sup>  | NSM Top Holdings Corp.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.250% <br>05/14/2029<br>| &nbsp;&nbsp; 9.649% | 187854 | &nbsp;&nbsp; 188324 |
| Southern Veterinary Partners LLC<sup>(b),(t)</sup>  | Southern Veterinary Partners LLC<sup>(b),(t)</sup>  | Southern Veterinary Partners LLC<sup>(b),(t)</sup>  | Southern Veterinary Partners LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>12/04/2031<br>| &nbsp;&nbsp; 7.527% | 295868 | &nbsp;&nbsp; 295918 |
| Star Parent, Inc.<sup>(b),(t)</sup>  | Star Parent, Inc.<sup>(b),(t)</sup>  | Star Parent, Inc.<sup>(b),(t)</sup>  | Star Parent, Inc.<sup>(b),(t)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/27/2030<br>| &nbsp;&nbsp; 8.299% | 147068 | &nbsp;&nbsp; 144421 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5439643** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Healthpeak OP LLC<sup>(b),(i),(t)</sup>  | Healthpeak OP LLC<sup>(b),(i),(t)</sup>  | Healthpeak OP LLC<sup>(b),(i),(t)</sup>  | Healthpeak OP LLC<sup>(b),(i),(t)</sup>  |
| Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>02/22/2027<br>| &nbsp;&nbsp; 5.267% | 1111953 | &nbsp;&nbsp; 1092495 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>08/20/2027<br>| &nbsp;&nbsp; 5.267% | 1111954 | &nbsp;&nbsp; 1092494 |
| Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.850% <br>03/01/2029<br>| &nbsp;&nbsp; 5.280% | 2244162 | &nbsp;&nbsp; 2176837 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4361826** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Kelso Industries LLC<sup>(b),(q),(t),(u)</sup>  | Kelso Industries LLC<sup>(b),(q),(t),(u)</sup>  | Kelso Industries LLC<sup>(b),(q),(t),(u)</sup>  | Kelso Industries LLC<sup>(b),(q),(t),(u)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 5.750% | 66500 | &nbsp;&nbsp; 65503 |
| Kelso Industries LLC<sup>(b),(t)</sup>  | Kelso Industries LLC<sup>(b),(t)</sup>  | Kelso Industries LLC<sup>(b),(t)</sup>  | Kelso Industries LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 10.077% | 381247 | &nbsp;&nbsp; 375528 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **441031** |
| **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** |
| Showtime Acquisition LLC<sup>(b),(i),(t)</sup>  | Showtime Acquisition LLC<sup>(b),(i),(t)</sup>  | Showtime Acquisition LLC<sup>(b),(i),(t)</sup>  | Showtime Acquisition LLC<sup>(b),(i),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>08/16/2031<br>| &nbsp;&nbsp; 9.074% | 591784 | &nbsp;&nbsp; 591784 |
| UFC Holdings LLC<sup>(b),(t)</sup>  | UFC Holdings LLC<sup>(b),(t)</sup>  | UFC Holdings LLC<sup>(b),(t)</sup>  | UFC Holdings LLC<sup>(b),(t)</sup>  |
| Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>11/21/2031<br>| &nbsp;&nbsp; 6.571% | 273298 | &nbsp;&nbsp; 273878 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **865662** |
| **Lodging 0.0%** | **Lodging 0.0%** | **Lodging 0.0%** | **Lodging 0.0%** |
| Hilton Domestic Operating Co., Inc.<sup>(b),(t)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(t)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(t)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(t)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/08/2030<br>| &nbsp;&nbsp; 6.075% | 2082792 | &nbsp;&nbsp; 2088998 |
| Playa Resorts Holding BV<sup>(b),(t)</sup>  | Playa Resorts Holding BV<sup>(b),(t)</sup>  | Playa Resorts Holding BV<sup>(b),(t)</sup>  | Playa Resorts Holding BV<sup>(b),(t)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/05/2029<br>| &nbsp;&nbsp; 7.077% | 409204 | &nbsp;&nbsp; 408693 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2497691** |
| **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** | **Media and Entertainment 0.0%** |
| ABG Intermediate Holdings 2 LLC<sup>(b),(t)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(t)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(t)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>12/21/2028<br>| &nbsp;&nbsp; 6.577% | 115971 | &nbsp;&nbsp; 115116 |
| Diamond Sports Net LLC<sup>(t)</sup>  | Diamond Sports Net LLC<sup>(t)</sup>  | Diamond Sports Net LLC<sup>(t)</sup>  | Diamond Sports Net LLC<sup>(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| 01/02/2028 | &nbsp;&nbsp; 15.000% | 359670 | &nbsp;&nbsp; 322581 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Magnite, Inc.<sup>(b),(t)</sup>  | Magnite, Inc.<sup>(b),(t)</sup>  | Magnite, Inc.<sup>(b),(t)</sup>  | Magnite, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/06/2031<br>| &nbsp;&nbsp; 7.327% | 501337 | &nbsp;&nbsp; 498830 |
| MH Sub I LLC<sup>(b),(t)</sup>  | MH Sub I LLC<sup>(b),(t)</sup>  | MH Sub I LLC<sup>(b),(t)</sup>  | MH Sub I LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/31/2031<br>| &nbsp;&nbsp; 8.577% | 612430 | &nbsp;&nbsp; 556852 |
| MH Sub I LLC/Micro Holding Corp.<sup>(b),(q),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(q),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(q),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(q),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.577% | 214694 | &nbsp;&nbsp; 205939 |
| MH Sub I LLC/Micro Holding Corp.<sup>(b),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(t)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.577% | 162270 | &nbsp;&nbsp; 155652 |
| NEP Group, Inc.<sup>(b),(t)</sup>  | NEP Group, Inc.<sup>(b),(t)</sup>  | NEP Group, Inc.<sup>(b),(t)</sup>  | NEP Group, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>08/19/2026<br>| &nbsp;&nbsp; 9.344% | 258830 | &nbsp;&nbsp; 234097 |
| Research Now Group LLC<sup>(b),(t)</sup>  | Research Now Group LLC<sup>(b),(t)</sup>  | Research Now Group LLC<sup>(b),(t)</sup>  | Research Now Group LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>07/15/2028<br>| &nbsp;&nbsp; 9.586% | 122985 | &nbsp;&nbsp; 122575 |
| StubHub Holdco Sub LLC<sup>(b),(t)</sup>  | StubHub Holdco Sub LLC<sup>(b),(t)</sup>  | StubHub Holdco Sub LLC<sup>(b),(t)</sup>  | StubHub Holdco Sub LLC<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>03/15/2030<br>| &nbsp;&nbsp; 9.077% | 198668 | &nbsp;&nbsp; 193453 |
| X Corp.<sup>(b),(t)</sup>  | X Corp.<sup>(b),(t)</sup>  | X Corp.<sup>(b),(t)</sup>  | X Corp.<sup>(b),(t)</sup>  |
| Tranche B-1 1st Lien Term Loan | Tranche B-1 1st Lien Term Loan | Tranche B-1 1st Lien Term Loan | Tranche B-1 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 6.500% <br>10/26/2029<br>| &nbsp;&nbsp; 10.949% | 566548 | &nbsp;&nbsp; 560803 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2965898** |
| **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** |
| Hunterstown Generation LLC<sup>(b),(t)</sup>  | Hunterstown Generation LLC<sup>(b),(t)</sup>  | Hunterstown Generation LLC<sup>(b),(t)</sup>  | Hunterstown Generation LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 1.000% <br>11/06/2031<br>| &nbsp;&nbsp; 7.799% | 210462 | &nbsp;&nbsp; 210111 |
| **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** |
| Cleanova US Holdings LLC<sup>(b),(q),(t)</sup>  | Cleanova US Holdings LLC<sup>(b),(q),(t)</sup>  | Cleanova US Holdings LLC<sup>(b),(q),(t)</sup>  | Cleanova US Holdings LLC<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>05/22/2032<br>| &nbsp;&nbsp; 9.083% | 220115 | &nbsp;&nbsp; 212411 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Opal Bidco SAS<sup>(b),(q),(t)</sup>  | Opal Bidco SAS<sup>(b),(q),(t)</sup>  | Opal Bidco SAS<sup>(b),(q),(t)</sup>  | Opal Bidco SAS<sup>(b),(q),(t)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/28/2032<br>| &nbsp;&nbsp; 7.435% | 682716 | &nbsp;&nbsp; 683058 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **895469** |
| **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** |
| Artera Services LLC<sup>(b),(t)</sup>  | Artera Services LLC<sup>(b),(t)</sup>  | Artera Services LLC<sup>(b),(t)</sup>  | Artera Services LLC<sup>(b),(t)</sup>  |
| Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>02/15/2031<br>| &nbsp;&nbsp; 8.799% | 366126 | &nbsp;&nbsp; 317614 |
| Ryan LLC<sup>(b),(t)</sup>  | Ryan LLC<sup>(b),(t)</sup>  | Ryan LLC<sup>(b),(t)</sup>  | Ryan LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>11/14/2030<br>| &nbsp;&nbsp; 7.827% | 226022 | &nbsp;&nbsp; 226022 |
| Technimark Holdings LLC<sup>(b),(t)</sup>  | Technimark Holdings LLC<sup>(b),(t)</sup>  | Technimark Holdings LLC<sup>(b),(t)</sup>  | Technimark Holdings LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>04/14/2031<br>| &nbsp;&nbsp; 7.577% | 600902 | &nbsp;&nbsp; 599400 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1143036** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Mativ Holdings, Inc.<sup>(b),(i),(t)</sup>  | Mativ Holdings, Inc.<sup>(b),(i),(t)</sup>  | Mativ Holdings, Inc.<sup>(b),(i),(t)</sup>  | Mativ Holdings, Inc.<sup>(b),(i),(t)</sup>  |
| Delayed Draw Term Loan  | Delayed Draw Term Loan  | Delayed Draw Term Loan  | Delayed Draw Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2027<br>| &nbsp;&nbsp; 6.927% | 162661 | &nbsp;&nbsp; 159407 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Elanco Animal Health, Inc.<sup>(b),(t)</sup>  | Elanco Animal Health, Inc.<sup>(b),(t)</sup>  | Elanco Animal Health, Inc.<sup>(b),(t)</sup>  | Elanco Animal Health, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>08/01/2027<br>| &nbsp;&nbsp; 6.174% | 1238531 | &nbsp;&nbsp; 1236463 |
| Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup>  | Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup>  | Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup>  | Grifols Worldwide Operations Ltd.<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>11/15/2027<br>| &nbsp;&nbsp; 6.483% | 612116 | &nbsp;&nbsp; 609747 |
| Jazz Pharmaceuticals, Inc.<sup>(b),(t)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(t)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(t)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(t)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>05/05/2028<br>| &nbsp;&nbsp; 6.577% | 405296 | &nbsp;&nbsp; 404915 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2251125** |
| **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** |
| Acrisure LLC<sup>(b),(t)</sup>  | Acrisure LLC<sup>(b),(t)</sup>  | Acrisure LLC<sup>(b),(t)</sup>  | Acrisure LLC<sup>(b),(t)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>02/13/2027<br>| &nbsp;&nbsp; 7.077% | 1029549 | &nbsp;&nbsp; 1027346 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AmWINS Group, Inc.<sup>(b),(q),(t)</sup>  | AmWINS Group, Inc.<sup>(b),(q),(t)</sup>  | AmWINS Group, Inc.<sup>(b),(q),(t)</sup>  | AmWINS Group, Inc.<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/30/2032<br>| &nbsp;&nbsp; 6.577% | 411193 | &nbsp;&nbsp; 410588 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1437934** |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| 1011778 BC ULC<sup>(b),(t)</sup>  | 1011778 BC ULC<sup>(b),(t)</sup>  | 1011778 BC ULC<sup>(b),(t)</sup>  | 1011778 BC ULC<sup>(b),(t)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/20/2030<br>| &nbsp;&nbsp; 6.077% | 426943 | &nbsp;&nbsp; 425022 |
| Dave & Buster's, Inc.<sup>(b),(t)</sup>  | Dave & Buster's, Inc.<sup>(b),(t)</sup>  | Dave & Buster's, Inc.<sup>(b),(t)</sup>  | Dave & Buster's, Inc.<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/01/2031<br>| &nbsp;&nbsp; 7.563% | 464723 | &nbsp;&nbsp; 437951 |
| KFC Holding Co./Yum! Brands<sup>(b),(t)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(t)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(t)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/15/2028<br>| &nbsp;&nbsp; 6.191% | 358842 | &nbsp;&nbsp; 361084 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1224057** |
| **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** |
| Great Outdoors Group LLC<sup>(b),(t)</sup>  | Great Outdoors Group LLC<sup>(b),(t)</sup>  | Great Outdoors Group LLC<sup>(b),(t)</sup>  | Great Outdoors Group LLC<sup>(b),(t)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/23/2032<br>| &nbsp;&nbsp; 7.577% | 388699 | &nbsp;&nbsp; 385007 |
| Michaels Co., Inc. (The)<sup>(b),(t)</sup>  | Michaels Co., Inc. (The)<sup>(b),(t)</sup>  | Michaels Co., Inc. (The)<sup>(b),(t)</sup>  | Michaels Co., Inc. (The)<sup>(b),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>04/15/2028<br>| &nbsp;&nbsp; 8.811% | 1925000 | &nbsp;&nbsp; 1338356 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1723363** |
| **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** |
| Barracuda Parent LLC<sup>(b),(t)</sup>  | Barracuda Parent LLC<sup>(b),(t)</sup>  | Barracuda Parent LLC<sup>(b),(t)</sup>  | Barracuda Parent LLC<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/15/2029<br>| &nbsp;&nbsp; 8.780% | 224211 | &nbsp;&nbsp; 189458 |
| Boost Newco Borrower LLC<sup>(b),(t)</sup>  | Boost Newco Borrower LLC<sup>(b),(t)</sup>  | Boost Newco Borrower LLC<sup>(b),(t)</sup>  | Boost Newco Borrower LLC<sup>(b),(t)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>01/31/2031<br>| &nbsp;&nbsp; 6.299% | 536529 | &nbsp;&nbsp; 536867 |
| Castle US Holding Corp.<sup>(b),(t)</sup>  | Castle US Holding Corp.<sup>(b),(t)</sup>  | Castle US Holding Corp.<sup>(b),(t)</sup>  | Castle US Holding Corp.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>04/29/2030<br>| &nbsp;&nbsp; 9.330% | 32539 | &nbsp;&nbsp; 32336 |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>05/31/2030<br>| &nbsp;&nbsp; 8.842% | 238236 | &nbsp;&nbsp; 134603 |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DTI Holdco, Inc.<sup>(b),(t)</sup>  | DTI Holdco, Inc.<sup>(b),(t)</sup>  | DTI Holdco, Inc.<sup>(b),(t)</sup>  | DTI Holdco, Inc.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>04/26/2029<br>| &nbsp;&nbsp; 8.327% | 286485 | &nbsp;&nbsp; 285858 |
| EagleView Technology Corp.<sup>(b),(t)</sup>  | EagleView Technology Corp.<sup>(b),(t)</sup>  | EagleView Technology Corp.<sup>(b),(t)</sup>  | EagleView Technology Corp.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>08/14/2028<br>| &nbsp;&nbsp; 9.803% | 1323490 | &nbsp;&nbsp; 1283454 |
| ECI Macola/MAX Holding LLC<sup>(b),(q),(t)</sup>  | ECI Macola/MAX Holding LLC<sup>(b),(q),(t)</sup>  | ECI Macola/MAX Holding LLC<sup>(b),(q),(t)</sup>  | ECI Macola/MAX Holding LLC<sup>(b),(q),(t)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/09/2030<br>| &nbsp;&nbsp; 7.549% | 234070 | &nbsp;&nbsp; 234238 |
| Genesys Cloud Services Holdings I LLC<sup>(b),(t)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(t)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(t)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/30/2032<br>| &nbsp;&nbsp; 6.827% | 308277 | &nbsp;&nbsp; 307176 |
| McAfee Corp.<sup>(b),(t)</sup>  | McAfee Corp.<sup>(b),(t)</sup>  | McAfee Corp.<sup>(b),(t)</sup>  | McAfee Corp.<sup>(b),(t)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 7.329% | 112953 | &nbsp;&nbsp; 108492 |
| Modena Buyer LLC<sup>(b),(q),(t)</sup>  | Modena Buyer LLC<sup>(b),(q),(t)</sup>  | Modena Buyer LLC<sup>(b),(q),(t)</sup>  | Modena Buyer LLC<sup>(b),(q),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>07/01/2031<br>| &nbsp;&nbsp; 8.780% | 134528 | &nbsp;&nbsp; 130324 |
| Neon Maple Purchaser, Inc.<sup>(b),(t)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(t)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(t)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(t)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>11/17/2031<br>| &nbsp;&nbsp; 7.327% | 250000 | &nbsp;&nbsp; 249498 |
| Peraton Corp.<sup>(b),(t)</sup>  | Peraton Corp.<sup>(b),(t)</sup>  | Peraton Corp.<sup>(b),(t)</sup>  | Peraton Corp.<sup>(b),(t)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/01/2028<br>| &nbsp;&nbsp; 8.177% | 602792 | &nbsp;&nbsp; 521198 |
| Renaissance Holding Corp.<sup>(b),(q),(t)</sup>  | Renaissance Holding Corp.<sup>(b),(q),(t)</sup>  | Renaissance Holding Corp.<sup>(b),(q),(t)</sup>  | Renaissance Holding Corp.<sup>(b),(q),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>04/05/2030<br>| &nbsp;&nbsp; 8.280% | 630363 | &nbsp;&nbsp; 580129 |
| Xerox Corp.<sup>(b),(t)</sup>  | Xerox Corp.<sup>(b),(t)</sup>  | Xerox Corp.<sup>(b),(t)</sup>  | Xerox Corp.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>11/17/2029<br>| &nbsp;&nbsp; 8.275% | 359076 | &nbsp;&nbsp; 344713 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4938344** |
| **Wireless 0.0%** | **Wireless 0.0%** | **Wireless 0.0%** | **Wireless 0.0%** |
| Digicel International Finance Ltd.<sup>(b),(t)</sup>  | Digicel International Finance Ltd.<sup>(b),(t)</sup>  | Digicel International Finance Ltd.<sup>(b),(t)</sup>  | Digicel International Finance Ltd.<sup>(b),(t)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.150% <br>05/25/2027<br>| &nbsp;&nbsp; 9.530% | 2677581 | &nbsp;&nbsp; 2664193 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Frontier Communications Holdings LLC<sup>(b),(t)</sup>  | Frontier Communications Holdings LLC<sup>(b),(t)</sup>  | Frontier Communications Holdings LLC<sup>(b),(t)</sup>  | Frontier Communications Holdings LLC<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>07/01/2031<br>| &nbsp;&nbsp; 6.792% | 203906 | &nbsp;&nbsp; 203651 |
| Telenet Financing USD LLC<sup>(b),(t)</sup>  | Telenet Financing USD LLC<sup>(b),(t)</sup>  | Telenet Financing USD LLC<sup>(b),(t)</sup>  | Telenet Financing USD LLC<sup>(b),(t)</sup>  |
| Tranche AR Term Loan | Tranche AR Term Loan | Tranche AR Term Loan | Tranche AR Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>04/30/2028<br>| &nbsp;&nbsp; 6.443% | 265856 | &nbsp;&nbsp; 259742 |
| Zayo Group Holdings, Inc.<sup>(b),(t)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(t)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(t)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(t)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/09/2027<br>| &nbsp;&nbsp; 7.441% | 1613487 | &nbsp;&nbsp; 1537621 |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>03/09/2027<br>| &nbsp;&nbsp; 8.577% | 298113 | &nbsp;&nbsp; 284867 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2285881** |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $68,663,876) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $68,663,876) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $68,663,876) | &nbsp;&nbsp; **67171007** |
| **Treasury Bills 0.6%** | **Treasury Bills 0.6%** | **Treasury Bills 0.6%** | **Treasury Bills 0.6%** |
| **Issuer** | **Yield** | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **United States 0.6%** | **United States 0.6%** | **United States 0.6%** | **United States 0.6%** |
| U.S. Treasury Bills<sup>(r)</sup>  | U.S. Treasury Bills<sup>(r)</sup>  | U.S. Treasury Bills<sup>(r)</sup>  | U.S. Treasury Bills<sup>(r)</sup>  |
| 07/24/2025 | &nbsp;&nbsp; 4.090% | 35760000 | &nbsp;&nbsp; 35541085 |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| 01/22/2026 | &nbsp;&nbsp; 4.140% | 50000000 | &nbsp;&nbsp; 48690377 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **84231462** |
| &nbsp;&nbsp; Total Treasury Bills <br>(Cost $84,210,383) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $84,210,383) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $84,210,383) | &nbsp;&nbsp; **84231462** |
| **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 05/15/2030 | &nbsp;&nbsp; 0.000% | 295000 | &nbsp;&nbsp; 240464 |
| Residual Funding Corp. | Residual Funding Corp. | Residual Funding Corp. | Residual Funding Corp. |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 01/15/2030 | &nbsp;&nbsp; 0.000% | 7310000 | &nbsp;&nbsp; 6032067 |
| 04/15/2030 | &nbsp;&nbsp; 0.000% | 265000 | &nbsp;&nbsp; 215890 |
| Resolution Funding Corp. | Resolution Funding Corp. | Resolution Funding Corp. | Resolution Funding Corp. |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 04/15/2030 | &nbsp;&nbsp; 0.000% | 2360000 | &nbsp;&nbsp; 1912249 |
| &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $8,705,562) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $8,705,562) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $8,705,562) | &nbsp;&nbsp; **8400670** |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** | **U.S. Treasury Obligations 12.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 04/30/2027 | &nbsp;&nbsp; 3.750% | 5507100 | &nbsp;&nbsp; 5490320 |
| 04/15/2028 | &nbsp;&nbsp; 3.750% | 83483900 | &nbsp;&nbsp; 83229535 |
| 05/15/2028 | &nbsp;&nbsp; 3.750% | 58876000 | &nbsp;&nbsp; 58705812 |
| 04/30/2030 | &nbsp;&nbsp; 3.875% | 82288100 | &nbsp;&nbsp; 81979520 |
| 11/30/2031 | &nbsp;&nbsp; 4.125% | 60000 | &nbsp;&nbsp; 59986 |
| 04/30/2032 | &nbsp;&nbsp; 4.000% | 3427000 | &nbsp;&nbsp; 3394336 |
| 05/15/2035 | &nbsp;&nbsp; 4.250% | 108039200 | &nbsp;&nbsp; 106857521 |
| 08/15/2041 | &nbsp;&nbsp; 1.750% | 40675000 | &nbsp;&nbsp; 26413328 |
| 11/15/2041 | &nbsp;&nbsp; 2.000% | 34415000 | &nbsp;&nbsp; 23192484 |
| 05/15/2042 | &nbsp;&nbsp; 3.250% | 52060000 | &nbsp;&nbsp; 42225541 |
| 11/15/2042 | &nbsp;&nbsp; 2.750% | 32165000 | &nbsp;&nbsp; 23978002 |
| 05/15/2043 | &nbsp;&nbsp; 3.875% | 19435000 | &nbsp;&nbsp; 17026882 |
| 08/15/2043 | &nbsp;&nbsp; 3.625% | 4995000 | &nbsp;&nbsp; 4214531 |
| 08/15/2043 | &nbsp;&nbsp; 4.375% | 29925000 | &nbsp;&nbsp; 27993902 |
| 11/15/2043 | &nbsp;&nbsp; 4.750% | 37280000 | &nbsp;&nbsp; 36557700 |
| 05/15/2044 | &nbsp;&nbsp; 4.625% | 4140000 | &nbsp;&nbsp; 3986691 |
| 08/15/2044 | &nbsp;&nbsp; 4.125% | 41080000 | &nbsp;&nbsp; 36927069 |
| 11/15/2044 | &nbsp;&nbsp; 3.000% | 2225000 | &nbsp;&nbsp; 1676051 |
| 11/15/2044 | &nbsp;&nbsp; 4.625% | 2125000 | &nbsp;&nbsp; 2041660 |
| 02/15/2045 | &nbsp;&nbsp; 4.750% | 132766300 | &nbsp;&nbsp; 129654590 |
| 02/15/2049 | &nbsp;&nbsp; 3.000% | 80005000 | &nbsp;&nbsp; 57603600 |
| 08/15/2049 | &nbsp;&nbsp; 2.250% | 7360000 | &nbsp;&nbsp; 4502250 |
| 05/15/2050 | &nbsp;&nbsp; 1.250% | 6315000 | &nbsp;&nbsp; 2948316 |
| 11/15/2050 | &nbsp;&nbsp; 1.625% | 65745000 | &nbsp;&nbsp; 33755948 |
| 08/15/2053 | &nbsp;&nbsp; 4.125% | 24920000 | &nbsp;&nbsp; 21789425 |
| 11/15/2053 | &nbsp;&nbsp; 4.750% | 8130000 | &nbsp;&nbsp; 7888641 |
| 08/15/2054 | &nbsp;&nbsp; 4.250% | 17405000 | &nbsp;&nbsp; 15566597 |
| 11/15/2054 | &nbsp;&nbsp; 4.500% | 25354900 | &nbsp;&nbsp; 23675138 |
| 02/15/2055 | &nbsp;&nbsp; 4.625% | 58840700 | &nbsp;&nbsp; 56137705 |
| 05/15/2055 | &nbsp;&nbsp; 4.750% | 161317000 | &nbsp;&nbsp; 157208458 |
| U.S. Treasury<sup>(c)</sup>  | U.S. Treasury<sup>(c)</sup>  | U.S. Treasury<sup>(c)</sup>  | U.S. Treasury<sup>(c)</sup>  |
| 05/31/2027 | &nbsp;&nbsp; 3.875% | 87064800 | &nbsp;&nbsp; 87037592 |
| 05/31/2030 | &nbsp;&nbsp; 4.000% | 260875000 | &nbsp;&nbsp; 261425283 |
| 05/31/2032 | &nbsp;&nbsp; 4.250% | 90365000 | &nbsp;&nbsp; 90191669 |
| U.S. Treasury<sup>(q)</sup>  | U.S. Treasury<sup>(q)</sup>  | U.S. Treasury<sup>(q)</sup>  | U.S. Treasury<sup>(q)</sup>  |
| 05/15/2045 | &nbsp;&nbsp; 5.000% | 87846700 | &nbsp;&nbsp; 88762914 |
| U.S. Treasury<sup>(g),(r)</sup>  | U.S. Treasury<sup>(g),(r)</sup>  | U.S. Treasury<sup>(g),(r)</sup>  | U.S. Treasury<sup>(g),(r)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 02/15/2041 | &nbsp;&nbsp; 0.000% | 8725000 | &nbsp;&nbsp; 3948214 |
| 05/15/2041 | &nbsp;&nbsp; 0.000% | 7485000 | &nbsp;&nbsp; 3343243 |
| 08/15/2042 | &nbsp;&nbsp; 0.000% | 23610000 | &nbsp;&nbsp; 9792853 |
| 05/15/2043 | &nbsp;&nbsp; 0.000% | 17045000 | &nbsp;&nbsp; 6776149 |
| 11/15/2043 | &nbsp;&nbsp; 0.000% | 8059000 | &nbsp;&nbsp; 3110518 |
| U.S. Treasury<sup>(g)</sup>  | U.S. Treasury<sup>(g)</sup>  | U.S. Treasury<sup>(g)</sup>  | U.S. Treasury<sup>(g)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 08/15/2041 | &nbsp;&nbsp; 0.000% | 6400000 | &nbsp;&nbsp; 2819036 |
| 11/15/2041 | &nbsp;&nbsp; 0.000% | 4710000 | &nbsp;&nbsp; 2040731 |
| 05/15/2042 | &nbsp;&nbsp; 0.000% | 5400000 | &nbsp;&nbsp; 2272401 |
| 11/15/2042 | &nbsp;&nbsp; 0.000% | 970000 | &nbsp;&nbsp; 396313 |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2043 | &nbsp;&nbsp; 0.000% | 895000 | &nbsp;&nbsp; 360261 |
| 08/15/2043 | &nbsp;&nbsp; 0.000% | 2110000 | &nbsp;&nbsp; 826402 |
| 02/15/2044 | &nbsp;&nbsp; 0.000% | 980000 | &nbsp;&nbsp; 372511 |
| 05/15/2044 | &nbsp;&nbsp; 0.000% | 1165000 | &nbsp;&nbsp; 436916 |
| 08/15/2044 | &nbsp;&nbsp; 0.000% | 1255000 | &nbsp;&nbsp; 464259 |
| 02/15/2045 | &nbsp;&nbsp; 0.000% | 8770000 | &nbsp;&nbsp; 3248762 |
| 02/15/2045 | &nbsp;&nbsp; 0.000% | 695000 | &nbsp;&nbsp; 250771 |
| 11/15/2045 | &nbsp;&nbsp; 0.000% | 2120000 | &nbsp;&nbsp; 735960 |
| 05/15/2046 | &nbsp;&nbsp; 0.000% | 1775000 | &nbsp;&nbsp; 600969 |
| 08/15/2048 | &nbsp;&nbsp; 0.000% | 1910000 | &nbsp;&nbsp; 576063 |
| 02/15/2049 | &nbsp;&nbsp; 0.000% | 2000000 | &nbsp;&nbsp; 587724 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,760,005,831) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,760,005,831) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $1,760,005,831) | &nbsp;&nbsp; **1667059053** |

---

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

---

| | | |
|:---|:---|:---|
| **Warrants 0.0%** | **Warrants 0.0%** | **Warrants 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Financials 0.0%** | **Financials 0.0%** | **Financials 0.0%** |
| **Financial Services 0.0%** | **Financial Services 0.0%** | **Financial Services 0.0%** |
| &nbsp;&nbsp; DSG TopCo, Inc.<sup>(h),(i)</sup> <br>06/30/2026<br>| &nbsp;&nbsp; 101455 | &nbsp;&nbsp; 52757 |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **52757** |
| &nbsp;&nbsp; Total Warrants <br>(Cost $10) | &nbsp;&nbsp; Total Warrants <br>(Cost $10) | &nbsp;&nbsp; **52757** |
| **Money Market Funds 10.9%** | **Money Market Funds 10.9%** | **Money Market Funds 10.9%** |
|  | **Shares** | **Value ($)** |
| &nbsp;&nbsp; Columbia Short-Term Cash Fund, <br> 4.495%<sup>(v),(w)</sup> <br>| &nbsp;&nbsp; 1404532620 | &nbsp;&nbsp; 1404111260 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $1,404,086,104) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $1,404,086,104) | &nbsp;&nbsp; **1404111260** |
| **Total Investments in Securities** <br>**(Cost: $14,527,675,739)** | **Total Investments in Securities** <br>**(Cost: $14,527,675,739)** | &nbsp;&nbsp; **14133755938** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(1198654841)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **12935101097** |

---

At May 31, 2025, securities and/or cash totaling $70,167,808 were pledged as collateral.

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 EUR | Barclays | 07/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 4,153,156 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4,736,068 USD | Goldman Sachs | 07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8581 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 82,330,100 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 90,210,232 USD | Goldman Sachs | 07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3505133)<br>|
| &nbsp;&nbsp; 3,522,341 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,155,168 EUR | Goldman Sachs | 07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 69149 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 3,891,913 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,416,486 EUR | Goldman Sachs | 07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2968)<br>|
| 22,424,797 MXN | &nbsp;&nbsp;&nbsp;&nbsp; 1,132,196 USD | State Street | 07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18421)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 77731 | &nbsp;&nbsp;&nbsp;&nbsp; (3526522)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| Euro-Bobl | 1 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 118130 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | 7 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 917140 | &nbsp;&nbsp;&nbsp;&nbsp; 2925 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 1339 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 151014094 | &nbsp;&nbsp;&nbsp;&nbsp; 1906688 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 2204 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 248569875 | &nbsp;&nbsp;&nbsp;&nbsp; 1545765 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 36 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4060125 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45769)<br>|
| U.S. Treasury 10-Year Note | 1495 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 165571250 | &nbsp;&nbsp;&nbsp;&nbsp; 1018296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 1265 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 140098750 | &nbsp;&nbsp;&nbsp;&nbsp; 679295 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 4711 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 977238063 | &nbsp;&nbsp;&nbsp;&nbsp; 1134056 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 1248 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 258882000 | &nbsp;&nbsp;&nbsp;&nbsp; 271206 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 2979 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 322290563 | &nbsp;&nbsp;&nbsp;&nbsp; 2203852 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 2197 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 237687938 | &nbsp;&nbsp;&nbsp;&nbsp; 916779 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 37 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4002938 | &nbsp;&nbsp;&nbsp;&nbsp; 17094 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 921 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 103655672 | &nbsp;&nbsp;&nbsp;&nbsp; 736891 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 285 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 32075859 | &nbsp;&nbsp;&nbsp;&nbsp; 449622 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 1 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 112547 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (392)<br>|
| U.S. Treasury Ultra 10-Year Note | 252 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 28361813 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11104)<br>|
| U.S. Treasury Ultra Bond | 1499 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 173977688 | &nbsp;&nbsp;&nbsp;&nbsp; 3205924 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 357 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 41434313 | &nbsp;&nbsp;&nbsp;&nbsp; 745768 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 14834217 | &nbsp;&nbsp;&nbsp;&nbsp; (57265)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| Euro-Bobl | (237) | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (28236180)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (398517)<br>|
| Euro-Bund | (17) | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (2230570)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3834 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (248) | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (32540080)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (444653)<br>|
| Euro-Buxl 30-Year | (25) | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (3039500)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25053 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Buxl 30-Year | (4) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (483680)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16575)<br>|
| Euro-Schatz | (75) | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (8050875)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39179)<br>|
| U.S. Treasury 5-Year Note | (578) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (62532375)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (226891)<br>|
| U.S. Treasury Ultra 10-Year Note | (71) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (7990828)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18006)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 28887 | &nbsp;&nbsp;&nbsp;&nbsp; (1143821)<br>|

---

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

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** |
| **Fund receives** | **Fund pays** | **Payment** <br>**frequency**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Value** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 4.805%<br>| Receives Annually, Pays Annually | JPMorgan | 08/31/2025 | USD | 167010000 | (399187)<br>|  |  |  | (399187)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 4.750%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 05/11/2026 | USD | 60000000 | 253379 |  |  | 253379 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 4.663%<br>| Receives Annually, Pays Annually | JPMorgan | 05/17/2026 | USD | 164695000 | (954897)<br>|  |  |  | (954897)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 4.497%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 05/13/2027 | USD | 74475000 | 1113189 |  |  | 1113189 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 4.253%<br>| Receives Annually, Pays Annually | JPMorgan | 05/13/2029 | USD | 46350000 | (1117052)<br>|  |  |  | (1117052)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 4.004%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/20/2044 | USD | 37895000 | (607053)<br>|  |  |  | (607053)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.805%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/16/2049 | USD | 25535000 | (1194379)<br>|  |  |  | (1194379)<br>|
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 1.350%<br>| Receives Annually, Pays Annually | JPMorgan | 05/11/2054 | USD | 5710000 | 108054 |  |  | 108054 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.136%<br>| Receives Annually, Pays Annually | JPMorgan | 12/14/2054 | USD | 33500000 | 371331 |  |  | 371331 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.719%<br>| Receives Annually, Pays Annually | JPMorgan | 12/16/2054 | USD | 22610000 | 1318089 |  |  | 1318089 |  |
| SOFR | &nbsp;&nbsp; Fixed rate of <br> 3.825%<br>| Receives Annually, Pays Annually | JPMorgan | 12/20/2054 | USD | 28885000 | 1174064 |  |  | 1174064 |  |
| Total |  |  |  |  |  |  | 65538 |  |  | 4338106 | (4272568)<br>|

---

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** | **Cleared credit default swap contracts - buy protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Pay** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount** <br>| **Value** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CDX North America Investment <br> Grade Index, Series 44<br>| JPMorgan | 06/20/2030 | 1.000 | Quarterly | USD | 75930000 | (637514)<br>|  |  |  | (637514)<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** |
| **Reference index**  |  | **Reference rate** |
| SOFR | Secured Overnight Financing Rate | 4.330% |

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At May 31, 2025, the total value of these securities amounted to $4,039,804,312, which represents 31.23% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of May 31,
 2025.

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

&nbsp;&nbsp;&nbsp;&nbsp;(d) 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 May 31, 2025.

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(j) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At May 31, 2025, the total value of these securities amounted to $9,090,427, which represents 0.07% of total net assets.

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

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

&nbsp;&nbsp;&nbsp;&nbsp;(k) Denotes a restricted security, which is subject to legal or contractual restrictions
 on resale under federal securities laws. Disposal of a restricted investment may involve time-consuming negotiations and expenses, and prompt sale at an acceptable
 price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those securities may be traded between
 qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. These
 securities are valued at fair value determined in good faith under consistently applied procedures approved by the Fund's Board of Trustees. At May 31, 2025, the total market value of these securities amounted to $513,728, which represents less than 0.01% of total net assets. Additional information on these securities is as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security** | **Acquisition** <br>**Dates**<br>| **Shares** | **Cost ($)** | **Value ($)** |
| Digicel Ltd. | 01/29/2024 | &nbsp;&nbsp; 3868 | &nbsp;&nbsp; 38680 | &nbsp;&nbsp; 38680 |
| Digicel Ltd. | 01/29/2024 | &nbsp;&nbsp; 59381 | &nbsp;&nbsp; 34842 | &nbsp;&nbsp; 475048 |
|  |  |  | &nbsp;&nbsp; 73522 | &nbsp;&nbsp; 513728 |

---

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(n) 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 May 31, 2025.

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(t) The stated interest rate represents the weighted average interest rate at May 31,
 2025 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated
 base lending rate and spread and the reset period. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on
 a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from
 excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities
 of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower
 prior to the disposition of a senior loan.

&nbsp;&nbsp;&nbsp;&nbsp;(u) At May 31, 2025, the Fund had unfunded senior loan commitments pursuant to the terms
 of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated
 rate in the loan agreement.

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; AmSpec Parent LLC <br>Delayed Draw Term Loan <br>12/22/2031 1.000%<br>| 21938 |
| &nbsp;&nbsp; Kelso Industries LLC <br>Delayed Draw Term Loan <br>12/30/2029 5.750%<br>| 66500 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(v) The rate shown is the seven-day current annualized yield at May 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(w) Under Section 2(a)(3) of the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund.
 The value of the holdings and transactions in these affiliated companies during the period ended May 31, 2025 are as follows:

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% |
|  | 1187554370 | &nbsp;&nbsp; 8169214769 | &nbsp;&nbsp; (7952638741)<br>| &nbsp;&nbsp; (19138)<br>| &nbsp;&nbsp; 1404111260 | &nbsp;&nbsp; (7951)<br>| &nbsp;&nbsp; 35046607 | &nbsp;&nbsp; 1404532620 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BAM | Build America Mutual Assurance Co. |
| BIG | Bond Investors Guarantee |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| FHLMC | Federal Home Loan Mortgage Corporation |

---

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

Portfolio of Investments (continued)

Multi-Manager Total Return Bond Strategies Fund, May 31, 2025 (Unaudited)

**Abbreviation Legend (continued)**

---

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

---

**Currency Legend** 

EUR Euro <br> MXN Mexican Peso <br> USD US Dollar

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

Multi-Manager Total Return Bond Strategies Fund \| 2025

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

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

3QT101_08_R01_(07/25)

------

## 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:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14303869683.76

**Total Liabilities:** $1414487450.19

**Net Assets:** $12889382233.57

**Delayed Delivery Securities:** $1288310980.76

**Stand-by Commitments:** $5626988.96

**Cash Not Reported:** $1890510.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 161016.193500000000 | **1-Year:** 108568.202400000000 | **5-Year:** 713107.630600001000 | **10-Year:** 760699.573500000000 | **30-Year:** 2096527.311300000000

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

- **3-Month:** -3805.039000000000 | **1-Year:** 38676.705700000000 | **5-Year:** 167329.219500000000 | **10-Year:** 550164.400100000000 | **30-Year:** 303118.509200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179755 | -0.08%               | 0.36%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13910251.75             | $-72669997.82                              |
| Month 2  | $-13420753.66            | $-7512029.45                               |
| Month 3  | $-17274587.30            | $-65325226.84                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7971725.56    | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2973000 | PA      | $3104245.72    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                   | BHP BILLITON FINANCE (USA) LTD                                          | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     804000 | PA      | $826094.62     | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                   | BHP BILLITON FINANCE (USA) LTD                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1184000 | PA      | $1197091.29    | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BIG_22-BIG COMMERCIAL MORTGAGE TRUST BIG_22-BIG                  | BIG_22-BIG                                                              | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2068955.07    | 0.02%             | 2039-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO 2 INC                                  | BCPE NORTH STAR US HOLDCO TL 4.0                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     482288 | PA      | $473124.91     | 0.00%             | 2028-06-09      | Variable      | 8.44%                 | 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        |   15495000 | PA      | $13492953.03   | 0.10%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C25        | BBCMS_24-5C25                                                           | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3568010.27    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C27        | BBCMS_24-5C27                                                           | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7911638.76    | 0.06%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17500000 | PA      | $17307728.38   | 0.13%             | 2055-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4696000 | PA      | $4735969.82    | 0.04%             | 2055-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_24-WRHS                                          | BFLD_24-WRHS                                                            | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6952478 | PA      | $6956825.23    | 0.05%             | 2026-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC GROUP INC                                                           | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1415065.32    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BDS_24-FL13                                                      | BDS_24-FL13                                                             | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2001251.80    | 0.02%             | 2039-09-19      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C29        | BBCMS_24-5C29                                                           | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2015765.60    | 0.02%             | 2057-09-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1642531.00    | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2165887.60    | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     785000 | PA      | $672680.41     | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7182000 | PA      | $6231102.97    | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                                            | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2821000 | PA      | $2357954.57    | 0.02%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     673000 | PA      | $678768.89     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     309000 | PA      | $307532.77     | 0.00%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1233106.53    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1718583.53    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $2038106.55    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     206000 | PA      | $209140.19     | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1618262.34    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     591000 | PA      | $595185.93     | 0.00%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK BANK_23-5YR3                                                | BANK5_23-5YR3                                                           | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $3148769.64    | 0.02%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | EVERGY METRO INC                                                        | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $351916.75     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                         | EVERGY MISSOURI WEST INC                                                | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5235785.36    | 0.04%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     544000 | PA      | $538721.96     | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1942201.69    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                                                      | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    6464000 | PA      | $6381338.55    | 0.05%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1035000 | PA      | $1032207.52    | 0.01%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1280409.99    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     393000 | PA      | $381591.08     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     570000 | PA      | $547782.07     | 0.00%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     696000 | PA      | $702498.45     | 0.01%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $1966795.83    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     330000 | PA      | $280833.30     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     551000 | PA      | $542901.54     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | 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        |    2573183 | PA      | $2573183.35    | 0.02%             | 2038-07-15      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| CBAM LTD CBAM_17-1                                               | CBAMR_17-1A                                                             | CUSIP: 14987LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9100000 | PA      | $9115870.40    | 0.07%             | 2038-01-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3917890.65    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2204542.76    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                | TELEDYNE FLIR LLC                                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1978222.86    | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORPORATION                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $925233.67     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORPORATION                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     340000 | PA      | $241464.61     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     588000 | PA      | $566250.31     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2599617.30    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                                                     | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2418915.91    | 0.02%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                                                     | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2743047.64    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3286910.61    | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1843254.45    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2532000 | PA      | $2406582.00    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2713000 | PA      | $2596702.15    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                      | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4475098.94    | 0.03%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14867037 | PA      | $14435369.58   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2663416 | PA      | $2740763.76    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6962537 | PA      | $7047302.63    | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31847964 | PA      | $30906166.29   | 0.24%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     726594 | PA      | $759262.81     | 0.01%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23429602 | PA      | $22142204.82   | 0.17%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4211434 | PA      | $4260716.74    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40734328 | PA      | $40385772.41   | 0.31%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6585593 | PA      | $6389488.48    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7949928 | PA      | $7881718.10    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24323351 | PA      | $24113409.37   | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9190052 | PA      | $9292317.35    | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13615433 | PA      | $13754157.79   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10108871 | PA      | $10213541.68   | 0.08%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     587978 | PA      | $544914.40     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419JS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1098194 | PA      | $1098638.67    | 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        |   32495683 | PA      | $5547403.08    | 0.04%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                       | FNMA_427                                                                | CUSIP: 31423XMT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8710607 | PA      | $787217.40     | 0.01%             | 2035-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                       | FNMA_427                                                                | CUSIP: 31423XPK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   45435569 | PA      | $2616638.96    | 0.02%             | 2032-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP FNSTR_434                              | FNMA_434                                                                | CUSIP: 31423XY96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28379264 | PA      | $6768352.27    | 0.05%             | 2053-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_437                                        | FNMA_437                                                                | CUSIP: 31424UPY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2297959 | PA      | $591489.02     | 0.00%             | 2052-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132VLMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2557569 | PA      | $2387301.17    | 0.02%             | 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        |     696360 | PA      | $632609.24     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 31425W3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27204333 | PA      | $27057939.74   | 0.21%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 31427MG54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   28165816 | PA      | $26621908.81   | 0.21%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1286272 | PA      | $1125653.18    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WH5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11098608 | PA      | $9694674.21    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                       | FEDEX CORP                                                              | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      87000 | PA      | $69092.40      | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                       | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    2210000 | PA      | $2277526.99    | 0.02%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6704818 | PA      | $6056318.35    | 0.05%             | 2048-01-01      | 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        |     481804 | PA      | $438712.63     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                       | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1791000 | PA      | $1824857.83    | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL EXPRESS CORPORATION 2020-1 PASS THROUGH TRUSTS           | FEDEX CORP 2020-1 CLASS AA                                              | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     386521 | PA      | $326676.97     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1281139 | PA      | $1197187.69    | 0.01%             | 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        |    1095464 | PA      | $1023562.37    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS ESCROW LLC                                                   | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2891773.75    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS LP/FERRELLGAS FIN                                            | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2585426.92    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC                                              | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     975000 | PA      | $914260.81     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                             | FIESTA PURCHASER INC                                                    | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $672448.99     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1935518 | PA      | $1766412.97    | 0.01%             | 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        |    1284033 | PA      | $1170000.91    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | FIFTH THIRD BANCORP                                                     | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2216036.10    | 0.02%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                              | FIFTH THIRD BANK (OHIO)                                                 | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2113076.28    | 0.02%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2380                                           | FHLMC_2380                                                              | CUSIP: 31339GVP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      24430 | PA      | $24409.83      | 0.00%             | 2031-11-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8400466 | PA      | $6898832.82    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FIRSTCASH INC                                                           | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490007.63    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                    | FIRST CITIZENS BANCSHARES INC                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     312000 | PA      | $302027.55     | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133AT4E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6652554 | PA      | $5497517.89    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7211429 | PA      | $5942762.21    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | 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        |    1054159 | PA      | $959152.21     | 0.01%             | 2037-12-25      | Variable      | 4.86%                 | No            |                  2 | 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        |    2999975 | PA      | $1405791.15    | 0.01%             | 2037-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3221405 | PA      | $2778514.49    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1978506 | PA      | $1702328.03    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |     197240 | PA      | $82069.76      | 0.00%             | 2037-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | FIRST QUANTUM MINERALS LTD                                              | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1048000 | PA      | $1040250.41    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | FIRST QUANTUM MINERALS LTD                                              | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1730000 | PA      | $1819033.94    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                                            | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $3049685.50    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3415190 | PA      | $2816107.92    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5M74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1983451 | PA      | $1710983.94    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                       | FKH_20-SFR2                                                             | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3432000 | PA      | $3382166.33    | 0.03%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                       | FKH_20-SFR1                                                             | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5871073 | PA      | $5807906.65    | 0.05%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1719437 | PA      | $1417710.16    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2641137 | PA      | $2176660.20    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1131722.80    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     437000 | PA      | $427969.59     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3541149 | PA      | $3054304.59    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2980643 | PA      | $2451874.25    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1172115.84    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                  | FIVE POINT OPERATING CO/CAP CORP                                        | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1973028 | PA      | $2012525.86    | 0.02%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2286859 | PA      | $1884413.22    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16686320 | PA      | $14800448.27   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-2                             | FCAT_23-2                                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3240000 | PA      | $3255292.48    | 0.03%             | 2029-05-15      | Fixed         | 5.81%                 | 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        |    1045206 | PA      | $1046574.03    | 0.01%             | 2027-06-15      | Fixed         | 6.32%                 | 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        |     816645 | PA      | $731888.61     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | 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        |     873417 | PA      | $782304.37     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1704106 | PA      | $1392354.26    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9503953 | PA      | $8983331.54    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-12                               | FSMT_21-12                                                              | CUSIP: 33853GBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1191547 | PA      | $959820.38     | 0.01%             | 2051-11-25      | Variable      | 2.97%                 | 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        |    4140000 | PA      | $4266635.56    | 0.03%             | 2042-04-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21445607 | PA      | $19687845.20   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2105333 | PA      | $1746523.56    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                      | STACR_22-DNA3                                                           | CUSIP: 35564KVE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5798210.00    | 0.04%             | 2042-04-25      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_24-HQA2                      | STACR_24-HQA2                                                           | CUSIP: 35564NEC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3514386.40    | 0.03%             | 2044-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_25-HQA1                      | STACR_25-HQA1                                                           | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1501099.20    | 0.01%             | 2045-02-25      | Variable      | 5.97%                 | 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      | $2003410.29    | 0.02%             | 2050-11-25      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5451920 | PA      | $4451849.95    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLA64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8385339 | PA      | $6932603.30    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                            | FREEDOM MORTGAGE CORP                                                   | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     450000 | PA      | $483296.47     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | FREEDOM MORTGAGE HOLDINGS LLC                                           | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1024559.89    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7598385 | PA      | $5930120.12    | 0.05%             | 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        |    7569445 | PA      | $5919281.82    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | FREEDOM MORTGAGE HOLDINGS LLC                                           | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     740000 | PA      | $733185.61     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                        | FRESENIUS MEDICAL CARE US FIN III                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2701268.34    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KMYY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11065322 | PA      | $9458491.40    | 0.07%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6631135 | PA      | $5443709.99    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3019257.72    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMM HOLD LLC TLB 2.5                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     203906 | PA      | $203651.51     | 0.00%             | 2031-07-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4805661 | PA      | $3978092.48    | 0.03%             | 2051-12-01      | 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        |    6173451 | PA      | $5086222.34    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10769949 | PA      | $8822829.68    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11000000 | PA      | $10398796.28   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS L                                      | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1793914.88    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS                                        | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1766372.47    | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_368                                         | FHLMC_368                                                               | CUSIP: 3133Q4J91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3673117 | PA      | $507307.73     | 0.00%             | 2048-01-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FHLMC_2060                                                       | FHLMC_2060                                                              | CUSIP: 3133TDSX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      21036 | PA      | $21315.08      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC FYBR_23-1                                    | FYBR_23-1                                                               | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475000 | PA      | $4528166.58    | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC FYBR_24-1                                    | FYBR_24-1                                                               | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060000 | PA      | $2106493.79    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FHLMC_2310                                                       | FHLMC_2310                                                              | CUSIP: 3133TSQF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      23090 | PA      | $23620.61      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER                                         | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9329059 | PA      | $7618022.20    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4165095.06    | 0.03%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     555000 | PA      | $550323.23     | 0.00%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                                                                    | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     295000 | PA      | $240464.38     | 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        |       6616 | PA      | $6601.63       | 0.00%             | 2028-04-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4251224.31    | 0.03%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     559000 | PA      | $535437.03     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31365EJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $900.88        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | 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      | $6815669.00    | 0.05%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-84                                            | FNMA_11-84                                                              | CUSIP: 3136A0A72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1285148 | PA      | $1291620.69    | 0.01%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-106                                           | FNMA_13-106                                                             | CUSIP: 3136AGG71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1247601 | PA      | $1200208.91    | 0.01%             | 2041-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-124                                           | FNMA_13-124                                                             | CUSIP: 3136AHGQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10263939 | PA      | $1093723.28    | 0.01%             | 2043-12-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-136                                           | FNMA_13-136                                                             | CUSIP: 3136AHWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8475220 | PA      | $867767.59     | 0.01%             | 2044-01-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| FNMA_14-52                                                       | FNMA_14-52                                                              | CUSIP: 3136AKH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4008043 | PA      | $427166.79     | 0.00%             | 2044-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-40                                            | FNMA_14-40                                                              | CUSIP: 3136AKMA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2341046 | PA      | $325092.90     | 0.00%             | 2044-07-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-54                                            | FNMA_15-54                                                              | CUSIP: 3136APLU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17412192 | PA      | $2539428.87    | 0.02%             | 2045-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-86                                            | FNMA_15-86                                                              | CUSIP: 3136AQJP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5020303 | PA      | $773918.37     | 0.01%             | 2045-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-81                                            | FNMA_15-81                                                              | CUSIP: 3136AQPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2101087 | PA      | $149610.64     | 0.00%             | 2037-01-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-19                                            | FNMA_16-19                                                              | CUSIP: 3136ARC71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3037395 | PA      | $231588.60     | 0.00%             | 2046-04-25      | Variable      | 1.66%                 | 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      | $20123.67      | 0.00%             | 2043-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-32                                            | FNMA_16-32                                                              | CUSIP: 3136ASUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1396599 | PA      | $118739.83     | 0.00%             | 2034-10-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATMX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14089646 | PA      | $966959.75     | 0.01%             | 2046-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3963625 | PA      | $270083.41     | 0.00%             | 2046-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3990087 | PA      | $356426.85     | 0.00%             | 2046-09-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                                              | CUSIP: 3136AUBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5543935 | PA      | $377026.92     | 0.00%             | 2046-11-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-88                                            | FNMA_16-88                                                              | CUSIP: 3136AUTF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9836247 | PA      | $1044319.22    | 0.01%             | 2046-12-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-93                                            | FNMA_16-93                                                              | CUSIP: 3136AUUY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2330141 | PA      | $175586.34     | 0.00%             | 2046-12-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-14                                            | FNMA_17-14                                                              | CUSIP: 3136AVWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7491693 | PA      | $875690.49     | 0.01%             | 2047-03-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-26                                            | FNMA_17-26                                                              | CUSIP: 3136AWBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3720336 | PA      | $218118.49     | 0.00%             | 2047-04-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     365000 | PA      | $259810.08     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-38                                            | FNMA_17-38                                                              | CUSIP: 3136AWJB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12896185 | PA      | $1501725.93    | 0.01%             | 2047-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                                                              | CUSIP: 3136AXDU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2053142 | PA      | $356663.20     | 0.00%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                    | INTERSTATE POWER AND LIGHT CO                                           | CUSIP: 461070AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2822297.76    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                     | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $990345.48     | 0.01%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-57                                            | FNMA_17-57                                                              | CUSIP: 3136AXPC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4940767 | PA      | $143650.33     | 0.00%             | 2047-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-43                                            | FNMA_18-43                                                              | CUSIP: 3136B12F0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3179542 | PA      | $298297.61     | 0.00%             | 2038-09-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                                            | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1373956.57    | 0.01%             | 2042-03-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6562836.06    | 0.05%             | 2042-03-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-11                                            | FNMA_18-11                                                              | CUSIP: 3136B1EY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7830464 | PA      | $7358757.06    | 0.06%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-38                                            | FNMA_18-38                                                              | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     335899 | PA      | $324356.75     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1733754.90    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     308000 | PA      | $299572.28     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                       | INTUIT INC.                                                             | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     464000 | PA      | $476688.39     | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                       | INTUIT INC                                                              | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1598210.72    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                                                              | CUSIP: 3136B22X9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2236208 | PA      | $1989059.40    | 0.02%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-45                                            | FNMA_18-45                                                              | CUSIP: 3136B2ET5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9498642 | PA      | $1119862.39    | 0.01%             | 2048-06-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC S.A.                                            | INVERSIONES CMPC SA                                                     | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1493697.50    | 0.01%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPR PRT TLA 0.95                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              | CORP              | US        |    3206777 | PA      | $3142641.38    | 0.02%             | 2028-09-09      | Variable      | 5.29%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE FNMA_18-61                                            | FNMA_18-61                                                              | CUSIP: 3136B2TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2322428 | PA      | $172222.45     | 0.00%             | 2048-08-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FNMA_19-9                                                        | FNMA_19-9                                                               | CUSIP: 3136B33F5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2862170 | PA      | $2669297.33    | 0.02%             | 2049-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2544000 | PA      | $2127527.09    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPER PARTNERSHIP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     658000 | PA      | $610661.63     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                 | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1045180.73    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                                   | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $736925.26     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-94                                     | FNMA_18-94                                                              | CUSIP: 3136B3WS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     584807 | PA      | $522690.65     | 0.00%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                                                              | CUSIP: 3136B4ZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31927909 | PA      | $3432052.29    | 0.03%             | 2049-06-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                          | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     545000 | PA      | $543429.00     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                           | IPALCO ENTERPRISES INC                                                  | CUSIP: 462613AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1043421.19    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | 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        |    9716726 | PA      | $779238.65     | 0.01%             | 2049-07-25      | Variable      | 1.71%                 | 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        |    9278736 | PA      | $814192.41     | 0.01%             | 2049-08-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                               | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $8011831.49    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                                                       | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     710000 | PA      | $716331.09     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-70                                            | FNMA_19-70                                                              | CUSIP: 3136B7LS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2317172 | PA      | $2078515.60    | 0.02%             | 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        |   16130414 | PA      | $1664089.27    | 0.01%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                                                       | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2500000 | PA      | $2519588.77    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TESORO                                | ITALY (REPUBLIC OF)                                                     | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4843000 | PA      | $4972108.55    | 0.04%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-47                                            | FNMA_20-47                                                              | CUSIP: 3136BAR30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   39687146 | PA      | $7751602.12    | 0.06%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-46                                            | FNMA_20-46                                                              | CUSIP: 3136BAZJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1850869 | PA      | $1500088.93    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TESORO                                | ITALY (REPUBLIC OF)                                                     | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1700000 | PA      | $1582424.64    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1376478.74    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-72                                            | FNMA_20-72                                                              | CUSIP: 3136BB2C5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4105898 | PA      | $787165.97     | 0.01%             | 2040-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-74                                            | FNMA_20-74                                                              | CUSIP: 3136BB6V9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4116277 | PA      | $732468.46     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     335000 | PA      | $288238.77     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA                                                          | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1340000 | PA      | $1010578.22    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-58                 | FNMA_20-58                                                              | CUSIP: 3136BBHH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3740464 | PA      | $979548.58     | 0.01%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M43                                       | FNMA_20-M43                                                             | CUSIP: 3136BBS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31988506 | PA      | $2215296.79    | 0.02%             | 2034-08-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-99                                            | FNMA_20-99                                                              | CUSIP: 3136BDFP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11163103 | PA      | $2040004.56    | 0.02%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | FNMA_21-1                                                               | CUSIP: 3136BDT65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11786435 | PA      | $2050183.13    | 0.02%             | 2061-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1399000 | PA      | $1415658.61    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2810000 | PA      | $2850204.95    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-24                                            | FNMA_21-24                                                              | CUSIP: 3136BF2M4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7860049 | PA      | $530914.88     | 0.00%             | 2059-03-25      | Variable      | 1.09%                 | 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        |   19569769 | PA      | $4149006.39    | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST GECU_23-1                            | GECU_23-1A                                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2512901.75    | 0.02%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9406581 | PA      | $8620489.80    | 0.07%             | 2042-08-20      | Fixed         | 3.50%                 | 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        |     233520 | PA      | $202810.32     | 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        |    8732316 | PA      | $6946284.69    | 0.05%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-94                 | FNMA_21-94                                                              | CUSIP: 3136BKU26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23414367 | PA      | $3920450.03    | 0.03%             | 2052-01-25      | Fixed         | 3.00%                 | 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        |   25400944 | PA      | $3059978.05    | 0.02%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-9                              | JPMMT_24-9                                                              | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1585266 | PA      | $1545881.78    | 0.01%             | 2055-02-25      | Variable      | 5.50%                 | 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      | $6450000.00    | 0.05%             | 2039-03-15      | Variable      | 7.68%                 | 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      | $598935.11     | 0.00%             | 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        |    1407976 | PA      | $258735.37     | 0.00%             | 2037-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     874207 | PA      | $794139.04     | 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        |     833249 | PA      | $751056.72     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-HE2                            | JPMMT_24-HE2                                                            | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     638262 | PA      | $636152.15     | 0.00%             | 2054-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_25-BM | JPMCC_25-BMS                                                            | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2970000 | PA      | $2940285.74    | 0.02%             | 2042-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371F3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        494 | PA      | $495.36        | 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        |         81 | PA      | $80.96         | 0.00%             | 2025-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_25-BM | JPMCC_25-BMS                                                            | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7020066.90    | 0.05%             | 2042-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-HE3                            | JPMMT_23-HE3                                                            | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     338651 | PA      | $339992.62     | 0.00%             | 2054-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        804 | PA      | $839.52        | 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        |        699 | PA      | $703.93        | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-10                             | JPMMT_23-10                                                             | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     977162 | PA      | $974734.20     | 0.01%             | 2054-05-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-6                              | JPMMT_23-6                                                              | CUSIP: 465989AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     962381 | PA      | $963771.75     | 0.01%             | 2053-12-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1091 | PA      | $1138.14       | 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        |         46 | PA      | $48.13         | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HENDR_13-3A                                                      | HENDR_13-3A                                                             | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200957 | PA      | $1121217.94    | 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        |    1473342 | PA      | $1307497.01    | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2551 | PA      | $2656.28       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1424 | PA      | $1452.57       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPALT_07-S1                                                      | JPALT_07-S1                                                             | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1825232 | PA      | $1752308.81    | 0.01%             | 2047-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-MH | JPMCC_21-MHC                                                            | CUSIP: 466330AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1698937.50    | 0.01%             | 2038-04-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32888 | PA      | $34324.32      | 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        |     411690 | PA      | $411990.22     | 0.00%             | 2040-06-15      | Variable      | 5.45%                 | 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        |     315834 | PA      | $294320.91     | 0.00%             | 2045-05-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECUR                                  | JPMBB_15-C29                                                            | CUSIP: 46644RBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1293254 | PA      | $1290314.44    | 0.01%             | 2048-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3753                | FHLMC_3753                                                              | CUSIP: 3137A3LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4257933 | PA      | $4217434.48    | 0.03%             | 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        |    2149612 | PA      | $2130839.77    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     822170 | PA      | $766570.68     | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     534020 | PA      | $483985.83     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_15-C30                                                            | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4181677.92    | 0.03%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP | JPMCC_18-WPT                                                            | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12319899.80   | 0.10%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_3833                                                       | FHLMC_3833                                                              | CUSIP: 3137A7TH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3927304 | PA      | $357384.30     | 0.00%             | 2040-10-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_3841                                           | FHLMC_3841                                                              | CUSIP: 3137A8S41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     193369 | PA      | $193810.36     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3561053 | PA      | $3214852.63    | 0.02%             | 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        |     487737 | PA      | $430436.69     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | JPMDB_16-C4                                                             | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6009632 | PA      | $5892387.42    | 0.05%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $1917887.97    | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3843                                           | FHLMC_3843                                                              | CUSIP: 3137A9K96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1129353 | PA      | $1126607.63    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                                              | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      15264 | PA      | $14481.89      | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     868506 | PA      | $856710.79     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1212202 | PA      | $1095112.37    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3892                                          | FHLMC_3892                                                              | CUSIP: 3137ACZP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2417135 | PA      | $227486.95     | 0.00%             | 2041-07-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3888                                           | FHLMC_3888                                                              | CUSIP: 3137ADHB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     407784 | PA      | $390814.19     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     834000 | PA      | $847858.98     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1265400.34    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1915468 | PA      | $1691430.75    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1544885 | PA      | $1392888.40    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    5487000 | PA      | $5501801.47    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | 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        |     825876 | PA      | $826524.09     | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1616228 | PA      | $1426773.89    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 SF 30YR                                                           | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     821223 | PA      | $741556.11     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LXS_06-2N                                                        | LXS_06-2N                                                               | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     943167 | PA      | $842875.39     | 0.01%             | 2046-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                                              | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     845000 | PA      | $729899.73     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1447836 | PA      | $1278117.98    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2785191 | PA      | $2510961.62    | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                      | LENNAR CORPORATION                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3401634.98    | 0.03%             | 2030-07-30      | Fixed         | 5.20%                 | 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      | $4779647.50    | 0.04%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2520422 | PA      | $2411301.37    | 0.02%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     975528 | PA      | $905736.39     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     595000 | PA      | $650781.25     | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    6771745 | PA      | $7696821.49    | 0.06%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70199 | PA      | $69245.66      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1020890 | PA      | $921107.59     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $2169733.19    | 0.02%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     225000 | PA      | $205156.06     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1900021 | PA      | $1714113.96    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     616675 | PA      | $554241.24     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441076 | PA      | $435083.92     | 0.00%             | 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        |      20070 | PA      | $17690.83      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1898205.42    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1790065.23    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     601918 | PA      | $558232.69     | 0.00%             | 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        |       1768 | PA      | $1637.14       | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LEXINGTON REALTY TRUST                                                  | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3170291.13    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                                | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1473622.39    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                             | LIBERTY UTILITIES CO                                                    | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1073153.22    | 0.01%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                             | LIBERTY UTILITIES CO                                                    | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1193203.61    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1159797 | PA      | $1045726.18    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5105028 | PA      | $4596341.70    | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE_21-BMR                                                      | LIFE_21-BMR                                                             | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350600 | PA      | $2316235.41    | 0.02%             | 2038-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2                       | LIFE_22-BMR2                                                            | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3879965.20    | 0.03%             | 2039-05-15      | Variable      | 5.62%                 | 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        |     422717 | PA      | $362545.62     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2448039 | PA      | $2065138.24    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC                                                    | CUSIP: 53219LAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1100396.60    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | LIGHTNING POWER LLC                                                     | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1037945.74    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179U6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2344544 | PA      | $1976385.42    | 0.02%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1094430 | PA      | $985489.04     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2769110.56    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1776000 | PA      | $1736969.87    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2264725 | PA      | $2095871.14    | 0.02%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7768408 | PA      | $7431272.74    | 0.06%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING                                        | CUSIP: 53359KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3712878.72    | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1016890.40    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289764 | PA      | $285671.78     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1879673 | PA      | $1694443.85    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5503118.42    | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | LINDBLAD EXPEDITIONS LLC                                                | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2742711.50    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6784523 | PA      | $6088587.20    | 0.05%             | 2049-07-20      | Fixed         | 3.50%                 | 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        |     478414 | PA      | $418239.97     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                                                       | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1884639.30    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1462496.13    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7293931 | PA      | $5860867.39    | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5589877 | PA      | $4686016.59    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2024-CRE8 ISSUER LTD LNCR_25-CRE8                       | LNCR_25-CRE8                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1992254.60    | 0.02%             | 2042-08-17      | Variable      | 5.78%                 | 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        |    1170023 | PA      | $956609.78     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5577962 | PA      | $4482040.43    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18516939 | PA      | $16565742.09   | 0.13%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     890000 | PA      | $841484.82     | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | 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        |   27872478 | PA      | $9470594.32    | 0.07%             | 2036-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3271331 | PA      | $2628600.97    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3890483 | PA      | $3260873.27    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25761625 | PA      | $22457799.47   | 0.17%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19204825 | PA      | $16741882.79   | 0.13%             | 2052-06-20      | 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        |    3072254 | PA      | $2169902.68    | 0.02%             | 2036-11-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC CO                                         | LOUISVILLE GAS AND ELECTRIC CO                                          | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     270000 | PA      | $275159.53     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24008044 | PA      | $20929108.11   | 0.16%             | 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        |    6437882 | PA      | $5397910.17    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      49000 | PA      | $36769.52      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71077.47      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6507154 | PA      | $5454079.64    | 0.04%             | 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        |   18460550 | PA      | $15473018.69   | 0.12%             | 2051-11-20      | Fixed         | 2.50%                 | 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      | $787150.96     | 0.01%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1575000 | PA      | $1371976.23    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8220279 | PA      | $7166061.15    | 0.06%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17515754 | PA      | $14074372.62   | 0.11%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT NOTES MTLRF_23-1                                   | MTLRF_23-1A                                                             | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2122280.25    | 0.02%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T BANK CORPORATION                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4307507.30    | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2382789 | PA      | $2077206.18    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4389122 | PA      | $3526775.66    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                 | MDC HOLDINGS INC                                                        | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2172816.92    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | 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      | $6819399.30    | 0.05%             | 2036-07-16      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2661220 | PA      | $2521882.84    | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3464719 | PA      | $3368507.76    | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL9           | MF1_22-FL9                                                              | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2387504 | PA      | $2391979.70    | 0.02%             | 2037-06-19      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| MED TRUST MED_24-MOB                                             | MED_24-MOB                                                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5179823.48    | 0.04%             | 2041-05-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10319028 | PA      | $9797963.26    | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2889428 | PA      | $2578451.46    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL17          | MF1_25-FL17                                                             | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2850000 | PA      | $2837529.26    | 0.02%             | 2040-02-18      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL19          | MF1_25-FL19                                                             | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3000000 | PA      | $2994361.80    | 0.02%             | 2042-05-18      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7112049 | PA      | $7088915.63    | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13786486 | PA      | $13738817.40   | 0.11%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM2                                           | MFRA_25-NQM2                                                            | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8300000 | PA      | $8309723.45    | 0.06%             | 2070-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13115719 | PA      | $13064997.41   | 0.10%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9794365 | PA      | $9955551.08    | 0.08%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9926791 | PA      | $9121925.18    | 0.07%             | 2053-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18496354 | PA      | $17459180.87   | 0.14%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124759.05     | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205468.15     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP/GLP FINANCING II                                         | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     555000 | PA      | $524526.43     | 0.00%             | 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        |     510000 | PA      | $474070.07     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                                 | GSMS_12-BWTR                                                            | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3709371 | PA      | $3165541.47    | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $481538.99     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC                                                 | CUSIP: 09951LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3187000 | PA      | $3051519.31    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC                                                 | CUSIP: 09951LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1523125.56    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                   | BORGWARNER INC                                                          | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     433000 | PA      | $431354.13     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3519000 | PA      | $3301079.47    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR27                                 | COMM_15-CR27                                                            | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $974303.10     | 0.01%             | 2048-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 6 ABBSL_25-6                                          | ABBSL_25-6A                                                             | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11800000 | PA      | $11812873.80   | 0.09%             | 2037-07-20      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                  | ABG INTERM HLDS 2 LLC TLB1 2.25                                         | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     115971 | PA      | $115116.03     | 0.00%             | 2028-12-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     641000 | PA      | $555306.89     | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7029128.98    | 0.05%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO CORPORATION                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     894000 | PA      | $901646.80     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1416052.13    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1471926.11    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1650232.14    | 0.01%             | 2025-10-01      | Fixed         | 3.85%                 | 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      | $1001250.00    | 0.01%             | 2034-07-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1124743.23    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     350000 | PA      | $239668.75     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     957000 | PA      | $959573.12     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA BILTMORE TRUST ARZ_24-BILT                               | ARZ_24-BILT                                                             | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1515993.15    | 0.01%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1050000 | PA      | $1031794.26    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1           | AASET_25-1                                                              | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1963427 | PA      | $1968405.39    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1134825.87    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     680000 | PA      | $596988.89     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $977081.46     | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     687000 | PA      | $673538.09     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     424000 | PA      | $402229.44     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     923000 | PA      | $788606.77     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $4131590.25    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $876774.11     | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1588642.49    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     620000 | PA      | $626213.92     | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1055159.49    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                                                   | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1958034.10    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | 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        |    6341740 | PA      | $5823545.88    | 0.05%             | 2036-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB1 2.75                                                  | CUSIP: 00488PAU9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1029549 | PA      | $1027346.01    | 0.01%             | 2027-02-13      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1000199.05    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | 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      | $2132482.09    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                                                         | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1454063.68    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                                                         | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $854801.20     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                        | ADOBE INC                                                               | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1697471.65    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                                              | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1889000 | PA      | $1886392.29    | 0.01%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     445000 | PA      | $431170.64     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    5655000 | PA      | $5338354.84    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC / AERCA                                      | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1460000 | PA      | $1470777.97    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                                                              | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2082532.40    | 0.02%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                               | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     342000 | PA      | $360877.37     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-1A                                  | AFRMT_25-1A                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $5302781.44    | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                                                             | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $6815952.80    | 0.05%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                                                             | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $6325820.55    | 0.05%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235000 | PA      | $1240368.79    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690000 | PA      | $4710388.37    | 0.04%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503027.65     | 0.00%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503482.15     | 0.00%             | 2029-02-15      | Fixed         | 6.16%                 | 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      | $12204477.40   | 0.09%             | 2034-04-15      | Variable      | 5.87%                 | 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      | $1949094.88    | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $454947.73     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2746073.96    | 0.02%             | 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      | $2050454.04    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     927000 | PA      | $937340.45     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                           | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3335000 | PA      | $3149403.93    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                           | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1788236.54    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     718000 | PA      | $673173.02     | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALA TRUST ALA_25-OANA                                            | ALAT_25-OANA                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1362977.72    | 0.01%             | 2040-07-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     379000 | PA      | $398638.44     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY                                        | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1067219.48    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALFA TRANSMISORA DE ENERGIA SA                                   | ALFA DESARROLLO SPA                                                     | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    3754575 | PA      | $2712812.56    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                 | ALGONQUIN POWER & UTILITIES CORP                                        | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     784000 | PA      | $788140.32     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     148000 | PA      | $117695.20     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                                          | CSMC_22-NQM1                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10863643 | PA      | $9754690.25    | 0.08%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                   | ALLEGHANY CORPORATION                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     670000 | PA      | $437039.81     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD ALLEG_19-1A                                      | ALLEG_19-1A                                                             | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6644167 | PA      | $6638446.45    | 0.05%             | 2032-04-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                       | ALLIANT ENERGY FINANCE LLC                                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2781441.58    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1029532.16    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL HOLDCO/ALLIED FIN                                      | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1229965.97    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL HOLDCO LLC                                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     835000 | PA      | $865106.60     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     990000 | PA      | $946867.38     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42550000 | PA      | $33053756.11   | 0.26%             | 2054-06-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15500000 | PA      | $12047393.91   | 0.09%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22875000 | PA      | $18627644.80   | 0.14%             | 2054-06-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14800000 | PA      | $13764000.00   | 0.11%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-277P                                 | COMM_24-277P                                                            | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12870000 | PA      | $13370106.32   | 0.10%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7500000 | PA      | $6109475.33    | 0.05%             | 2055-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20750000 | PA      | $17652878.24   | 0.14%             | 2054-06-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-277P                                 | COMM_24-277P                                                            | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7580000 | PA      | $206120.67     | 0.00%             | 2044-08-10      | Variable      | 0.66%                 | 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        |    4134451 | PA      | $3983188.42    | 0.03%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97125000 | PA      | $86079191.31   | 0.67%             | 2055-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75000000 | PA      | $68705171.25   | 0.53%             | 2054-06-13      | Fixed         | 4.00%                 | 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        |    1201082 | PA      | $1072161.65    | 0.01%             | 2050-07-25      | Variable      | 3.74%                 | 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        |     281892 | PA      | $212207.27     | 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        |    6818956 | PA      | $5393514.60    | 0.04%             | 2061-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     670000 | PA      | $659564.94     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43025000 | PA      | $40574827.36   | 0.31%             | 2054-06-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  110825000 | PA      | $107262660.04  | 0.83%             | 2055-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_21-NQM6                                          | CSMC_21-NQM6                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6359876 | PA      | $5286641.78    | 0.04%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-RPL4                                          | CSMC_22-RPL4                                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2214663 | PA      | $2111113.07    | 0.02%             | 2062-04-25      | Variable      | 3.90%                 | 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        |    1020013 | PA      | $1016346.26    | 0.01%             | 2067-08-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     877000 | PA      | $875506.92     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56327000 | PA      | $55758744.50   | 0.43%             | 2025-06-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     720000 | PA      | $671225.86     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8729000 | PA      | $7758768.75    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $6019468.10    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | 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      | $1560981.00    | 0.01%             | 2040-02-25      | Variable      | 8.09%                 | 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      | $3641094.10    | 0.03%             | 2040-02-25      | Variable      | 8.09%                 | 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      | $797578.13     | 0.01%             | 2042-03-25      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     348000 | PA      | $254365.24     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     833000 | PA      | $795609.13     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     765000 | PA      | $751512.98     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     295000 | PA      | $263906.44     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                       | DIGICEL GROUP HOLDINGS LTD                                              | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      51721 | PA      | $5223.77       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                       | DIGICEL GROUP HOLDINGS LTD                                              | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      17820 | PA      | $117.61        | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                            | CUSIP: 25470DBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1956415.31    | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3299770.50    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2039000 | PA      | $1753873.20    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $409729.21     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $491505.72     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | DIVERSIFIED HEALTHCARE TRUST                                            | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1237833.37    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1412473.81    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    5825000 | PA      | $5754547.74    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4675000 | PA      | $4697682.91    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION RESOURCES INC                                                  | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     750000 | PA      | $734001.67     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $5105091.46    | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3784567.03    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DPABS_15-1A                                                      | DPABS_15-1A                                                             | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1855000 | PA      | $1849100.73    | 0.01%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                            | DOWDUPONT INC                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5504163.22    | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B9AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4898373 | PA      | $4007404.03    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11920298 | PA      | $9273005.01    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3761331 | PA      | $3064965.21    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4027                                           | FHLMC_4027                                                              | CUSIP: 3137ANQX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     986800 | PA      | $960104.65     | 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        |     516940 | PA      | $512917.96     | 0.00%             | 2037-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                | FHLMC_4057                                                              | CUSIP: 3137ARM29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4868399 | PA      | $4571414.46    | 0.04%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4910                                           | FHLMC_4910                                                              | CUSIP: 3137FNHW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13643099 | PA      | $1783385.01    | 0.01%             | 2049-09-25      | Variable      | 1.61%                 | 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        |    1148581 | PA      | $1005937.42    | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4942                                           | FHLMC_4942                                                              | CUSIP: 3137FQWJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9603308 | PA      | $1076708.51    | 0.01%             | 2050-01-25      | Variable      | 1.61%                 | 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        |   93585639 | PA      | $4817040.02    | 0.04%             | 2030-01-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1515            | FHLMC_K-1515                                                            | CUSIP: 3137FTZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7040141 | PA      | $696195.98     | 0.01%             | 2035-02-25      | Variable      | 1.51%                 | 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        |   14540323 | PA      | $1555919.28    | 0.01%             | 2035-05-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                           | FHLMC_4999                                                              | CUSIP: 3137FV3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23115895 | PA      | $5102496.35    | 0.04%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                | FHLMC_5012                                                              | CUSIP: 3137FWA26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8106390 | PA      | $1668610.37    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | 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        |   19900832 | PA      | $1848186.25    | 0.01%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                | FHLMC_5038                                                              | CUSIP: 3137FXMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   26377065 | PA      | $4731177.67    | 0.04%             | 2050-11-25      | Fixed         | 3.50%                 | 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        |   18588668 | PA      | $3291203.52    | 0.03%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                           | FHLMC_5093                                                              | CUSIP: 3137FYJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7964888 | PA      | $1864999.35    | 0.01%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH_25-DATA                      | SWCH_25-DATA                                                            | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2467504.71    | 0.02%             | 2042-03-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCHCM_25-DATA                    | SWCH_25-DATA                                                            | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2469816.59    | 0.02%             | 2042-03-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                           | FHLMC_5093                                                              | CUSIP: 3137FYL61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13622957 | PA      | $3189850.78    | 0.02%             | 2050-12-25      | 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        |   12364478 | PA      | $974785.74     | 0.01%             | 2048-12-15      | Variable      | 1.42%                 | 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      | $370703.56     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                             | CELSIUS HOLDINGS INC TLB 3.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453113 | PA      | $454952.22     | 0.00%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                                              | CUSIP: 3137GAPL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     981231 | PA      | $941291.27     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5113                                           | FHLMC_5113                                                              | CUSIP: 3137H0J74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16423092 | PA      | $3187270.43    | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.5                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     682716 | PA      | $683057.52     | 0.01%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                            | LOTTOMATICA GROUP SPA                                                   | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     985000 | PA      | $1145521.93    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8070293 | PA      | $7410821.07    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2988271 | PA      | $2329597.30    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                        | EAGLEVIEW TECHNOLOGY CORP TL 6.5                                        | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    1323490 | PA      | $1283454.30    | 0.01%             | 2028-08-14      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 5.5                                                  | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1908501 | PA      | $1878690.16    | 0.01%             | 2029-01-24      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLIMITED CO                                      | FISERV FUNDING UNLIMITED CO                                             | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1410000 | PA      | $1596614.61    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1667677.48    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TL 5.0                                           | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      32539 | PA      | $32336.11      | 0.00%             | 2030-04-29      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TLB 4.25                                         | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     238236 | PA      | $134603.29     | 0.00%             | 2030-05-31      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.25                                             | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     855687 | PA      | $839240.25     | 0.01%             | 2032-05-09      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                      | PFIZER NETHERLANDS INTERNATIONAL F                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1257774.62    | 0.01%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12066175 | PA      | $9530098.87    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | 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        |     320169 | PA      | $273226.98     | 0.00%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                   | ARCHIMEDES DEBT MER SUB LLC TL 4.0                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     325530 | PA      | $317121.32     | 0.00%             | 2032-05-14      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER FINANCING BV TLB 2.0                                            | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     508418 | PA      | $506511.26     | 0.00%             | 2032-05-22      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                          | SCRT_18-3                                                               | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4945842 | PA      | $4750027.56    | 0.04%             | 2057-08-25      | Variable      | 3.50%                 | 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        |     217651 | PA      | $183627.71     | 0.00%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEANOVA US HOLDINGS LLC                                         | CLEANOVA US HOLDINGS LLC TL 4.75                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     220115 | PA      | $212411.06     | 0.00%             | 2032-05-22      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Barclays                                                         | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |         50 | OU      | $0.73          | 0.00%             |  |  |  | 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        |     867531 | PA      | $740685.41     | 0.01%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SCRT_19-2        | SCRT_19-2                                                               | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156742 | PA      | $134376.24     | 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        |      64940 | PA      | $55694.18      | 0.00%             | 2058-10-25      | 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        |    1500000 | PA      | $1612502.40    | 0.01%             | 2042-08-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| NC QAZAQGAZ JSC                                                  | KAZTRANSGAS JSC                                                         | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $193228.63     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3985000 | PA      | $4120168.19    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | 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      | $6571870.80    | 0.05%             | 2042-09-25      | Variable      | 10.07%                | 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        |     557805 | PA      | $560884.68     | 0.00%             | 2034-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     213000 | PA      | $213314.70     | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $605905.67     | 0.00%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STCR_21-HQA3                                         | STACR_21-HQA3                                                           | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2410000 | PA      | $2429738.14    | 0.02%             | 2041-09-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STCR_21-HQA3                                         | STACR_21-HQA3                                                           | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     620000 | PA      | $631471.74     | 0.00%             | 2041-09-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FNMA_04-29                                                       | FNMA_04-29                                                              | CUSIP: 31393YPJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     738934 | PA      | $87413.32      | 0.00%             | 2034-05-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FNMA_04-93                                                       | FNMA_04-93                                                              | CUSIP: 31394BKY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     142373 | PA      | $141445.29     | 0.00%             | 2034-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2725                                           | FHLMC_2725                                                              | CUSIP: 31394MWL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1199973 | PA      | $1198507.64    | 0.01%             | 2033-12-15      | Fixed         | 4.50%                 | 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        |     571929 | PA      | $59217.06      | 0.00%             | 2036-06-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3564                                           | FHLMC_3564                                                              | CUSIP: 31398JDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     141389 | PA      | $143018.56     | 0.00%             | 2037-01-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3578                                           | FHLMC_3578                                                              | CUSIP: 31398JW25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1680922 | PA      | $132147.68     | 0.00%             | 2036-04-15      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-21                                            | FNMA_10-21                                                              | CUSIP: 31398MUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4120061 | PA      | $288357.70     | 0.00%             | 2040-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FNMA_10-131                                                      | FNMA_10-131                                                             | CUSIP: 31398N5H3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2382920 | PA      | $299889.95     | 0.00%             | 2040-11-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3747                | FHLMC_3747                                                              | CUSIP: 31398QTR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2524159 | PA      | $2512971.47    | 0.02%             | 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        |    1039328 | PA      | $104460.07     | 0.00%             | 2040-06-25      | Variable      | 2.01%                 | 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      | $295819.18     | 0.00%             | 2040-12-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-136                                           | FNMA_10-136                                                             | CUSIP: 31398STJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1294767 | PA      | $1256402.28    | 0.01%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-139                                           | FNMA_10-139                                                             | CUSIP: 31398SWG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1250596 | PA      | $1182164.69    | 0.01%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400B3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3494 | PA      | $3641.07       | 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        |       5275 | PA      | $5376.27       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400DRF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20585 | PA      | $20996.70      | 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        |       8932 | PA      | $9022.82       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400Q3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      91698 | PA      | $94513.85      | 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        |      84313 | PA      | $85379.08      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400RCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      70828 | PA      | $72593.79      | 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        |      66601 | PA      | $67833.49      | 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        |       1387 | PA      | $1414.49       | 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        |      11800 | PA      | $11988.19      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6520236 | PA      | $5348582.58    | 0.04%             | 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        |    9008723 | PA      | $7681983.90    | 0.06%             | 2052-06-01      | 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        |    4203201 | PA      | $3275034.17    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19901633 | PA      | $17707677.16   | 0.14%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16241261 | PA      | $13355689.25   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2230145 | PA      | $1898232.76    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8178984 | PA      | $7619291.07    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                    | CUSIP: 3140XKAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4643674 | PA      | $4297403.18    | 0.03%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XLS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     182700 | PA      | $149413.94     | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2035109 | PA      | $1662968.83    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XP6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31437862 | PA      | $24493380.40   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XRFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2882653 | PA      | $2351052.39    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XRNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9008248 | PA      | $7667575.73    | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2293633 | PA      | $2181457.98    | 0.02%             | 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        |      58239 | PA      | $61529.16      | 0.00%             | 2038-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31412P2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     257207 | PA      | $257311.20     | 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        |     221293 | PA      | $217568.74     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31417Y6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      89134 | PA      | $89097.24      | 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        |     328151 | PA      | $318302.37     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     449546 | PA      | $415730.12     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     544000 | PA      | $531665.61     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $899945.72     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     864000 | PA      | $875287.30     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1351617.80    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI AQUA MERGER SUB INC TLB 3.00                                         | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     402151 | PA      | $399597.06     | 0.00%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | AIG GLOBAL FUNDING                                                      | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2954500.62    | 0.02%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | COREBRIDGE GLOBAL FUNDING                                               | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3870929.49    | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | 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      | $6950000.00    | 0.05%             | 2034-07-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                   | AMN HEALTHCARE INC                                                      | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3173829.12    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_22-25                 | AMMC_22-25A                                                             | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8670000 | PA      | $8671534.59    | 0.07%             | 2035-04-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                 | AMMC_23-26                                                              | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2199894.40    | 0.02%             | 2036-04-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL LTD/LONDON                                         | CUSIP: 00182EBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4595000 | PA      | $4720892.98    | 0.04%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_24-2                                           | ARES_24-2A                                                              | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12110000 | PA      | $12097865.78   | 0.09%             | 2034-10-28      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_24-CRE9                                    | AREIT_24-CRE9                                                           | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503907.00    | 0.02%             | 2041-05-17      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_25-CRE10                                   | AREIT_25-CRE10                                                          | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4970320.50    | 0.04%             | 2029-12-17      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      98000 | PA      | $92124.49      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     319000 | PA      | $300362.19     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6433825.42    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $2960842.23    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3908                                           | FHLMC_3908                                                              | CUSIP: 3137AE3P8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6822524 | PA      | $710075.98     | 0.01%             | 2039-06-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3928                                           | FHLMC_3928                                                              | CUSIP: 3137AEXW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     710981 | PA      | $689381.74     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | 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        |    9724007 | PA      | $1582884.59    | 0.01%             | 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        |   12514748 | PA      | $575488.20     | 0.00%             | 2031-05-25      | Variable      | 1.03%                 | 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        |   12757027 | PA      | $470125.79     | 0.00%             | 2031-07-25      | Variable      | 0.73%                 | 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        |   23213857 | PA      | $1735990.28    | 0.01%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13318.26      | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     405000 | PA      | $422080.86     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4830058.05    | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     889000 | PA      | $872075.75     | 0.01%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1070000 | PA      | $1081125.60    | 0.01%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     820000 | PA      | $837515.20     | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     850000 | PA      | $867009.30     | 0.01%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4025000 | PA      | $4136744.43    | 0.03%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     460000 | PA      | $444996.93     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1845477.44    | 0.01%             | 2029-06-12      | Variable      | 5.33%                 | 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      | $3037165.22    | 0.02%             | 2038-12-15      | Variable      | 5.85%                 | 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      | $2299281.25    | 0.02%             | 2037-04-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C6                                    | BMO_24-5C6                                                              | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $738104.93     | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C5                                    | BMO_24-5C5                                                              | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2690879.62    | 0.02%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                | FHLMC_4057                                                              | CUSIP: 3137ARM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5312631 | PA      | $4996716.66    | 0.04%             | 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        |    3174812 | PA      | $226539.01     | 0.00%             | 2042-07-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                                              | CUSIP: 3137ATEV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6500000 | PA      | $6008418.00    | 0.05%             | 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        |    3214639 | PA      | $269721.10     | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                        | BPR_24-PARK                                                             | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5036694.00    | 0.04%             | 2039-11-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-ROIC                                              | BX_25-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2456216.75    | 0.02%             | 2030-03-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FHLMC_4186                                                       | FHLMC_4186                                                              | CUSIP: 3137B0RX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3259443 | PA      | $238366.69     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4236                                                       | FHLMC_4236                                                              | CUSIP: 3137B3ZC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8749145 | PA      | $874766.69     | 0.01%             | 2043-08-15      | Variable      | 1.55%                 | 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      | $1030404.50    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | 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      | $5322267.35    | 0.04%             | 2044-03-09      | Variable      | 3.54%                 | 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        |    2822134 | PA      | $2725174.71    | 0.02%             | 2038-02-15      | Variable      | 6.79%                 | 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        |    6400186 | PA      | $6390185.71    | 0.05%             | 2038-06-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-21M                                               | BX_21-21M                                                               | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1898531.25    | 0.01%             | 2036-10-15      | Variable      | 6.61%                 | 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      | $6685585.20    | 0.05%             | 2036-08-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FHLMC_4257                                                       | FHLMC_4257                                                              | CUSIP: 3137B5AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2810557 | PA      | $452286.64     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_4258                                             | FHLMC_4258                                                              | CUSIP: 3137B5BZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2488826 | PA      | $385129.88     | 0.00%             | 2043-10-15      | Variable      | 2.20%                 | 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      | $4951442.50    | 0.04%             | 2039-01-15      | Variable      | 7.03%                 | 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      | $2961095.10    | 0.02%             | 2036-09-15      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4263                                                              | CUSIP: 3137B5PL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9273614 | PA      | $815886.10     | 0.01%             | 2043-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4281                                                              | CUSIP: 3137B6R37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5300015 | PA      | $439061.21     | 0.00%             | 2043-12-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_23-DELC                                              | BX_23-DELC                                                              | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2008392.00    | 0.02%             | 2038-05-15      | Variable      | 7.02%                 | 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      | $5940194.28    | 0.05%             | 2027-06-15      | Variable      | 6.44%                 | 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      | $3503094.13    | 0.03%             | 2027-06-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_23-BRK2                                            | BPR_23-BRK2                                                             | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5615700.84    | 0.04%             | 2028-11-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4313                                                              | CUSIP: 3137B8V53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3270204 | PA      | $276823.08     | 0.00%             | 2039-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4372                                           | FHLMC_4372                                                              | CUSIP: 3137BDB47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2683854 | PA      | $2421506.92    | 0.02%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_23-VLT3                          | BX_23-VLT3                                                              | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3499992.10    | 0.03%             | 2028-11-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-BIO                           | BX_24-BIO                                                               | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997536.80     | 0.01%             | 2041-02-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4402                                                              | CUSIP: 3137BEMT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2130752 | PA      | $1917563.08    | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4419                                           | FHLMC_4419                                                              | CUSIP: 3137BFNG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23471142 | PA      | $2773918.12    | 0.02%             | 2053-05-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4440                                           | FHLMC_4440                                                              | CUSIP: 3137BGFZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12534262 | PA      | $11805000.68   | 0.09%             | 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        |    3912598 | PA      | $3758386.89    | 0.03%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4461                                                              | CUSIP: 3137BHL62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4824072 | PA      | $592173.61     | 0.00%             | 2045-04-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4495                                                              | CUSIP: 3137BKQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      83102 | PA      | $81790.67      | 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        |   13627505 | PA      | $12800.32      | 0.00%             | 2025-09-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K152                                           | FHLMC_K152                                                              | CUSIP: 3137BPVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3845603 | PA      | $152905.42     | 0.00%             | 2031-01-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K055                                                              | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1854134 | PA      | $13807.92      | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| FHLMC_K056                                                       | FHLMC_K056                                                              | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6123115 | PA      | $6017515.87    | 0.05%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P4                       | CRVNA_24-P4                                                             | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1135000 | PA      | $1134445.44    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     221000 | PA      | $223208.40     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5153                                           | FHLMC_5153                                                              | CUSIP: 3137H33P5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7412334 | PA      | $1360599.91    | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5148                                    | FHLMC_5148                                                              | CUSIP: 3137H3JW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   40195810 | PA      | $6464458.99    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K057                                                              | CUSIP: 3137BRQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2216043 | PA      | $20109.92      | 0.00%             | 2026-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PA                                  | FHLMC_K060                                                              | CUSIP: 3137BTAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24169278 | PA      | $21762.02      | 0.00%             | 2026-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1509985.05    | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5639288.51    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     519000 | PA      | $464835.41     | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     571000 | PA      | $487155.31     | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4635                                           | FHLMC_4635                                                              | CUSIP: 3137BTKP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7755667 | PA      | $486971.36     | 0.00%             | 2046-12-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_KW02                                                              | CUSIP: 3137BWFX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7110553 | PA      | $9145.59       | 0.00%             | 2026-12-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    4222000 | PA      | $4178225.82    | 0.03%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-4                               | CARMX_24-4                                                              | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7030000 | PA      | $7077658.48    | 0.05%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                       | CGMS_24-8                                                               | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17250000 | PA      | $17266887.75   | 0.13%             | 2037-01-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-2                               | CARMX_23-2                                                              | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3193934 | PA      | $3204572.90    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4682                                           | FHLMC_4682                                                              | CUSIP: 3137BXYK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2670143 | PA      | $2438939.74    | 0.02%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4695                                           | FHLMC_4695                                                              | CUSIP: 3137F1F86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2585920 | PA      | $453948.50     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4698                                           | FHLMC_4698                                                              | CUSIP: 3137F1XC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9409509 | PA      | $1876585.46    | 0.01%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4715                                           | FHLMC_4715                                                              | CUSIP: 3137F2X43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4443416 | PA      | $526843.36     | 0.00%             | 2047-08-15      | Variable      | 1.70%                 | 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      | $8521596.75    | 0.07%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4787                                    | FHLMC_4787                                                              | CUSIP: 3137F57L7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     912389 | PA      | $853792.39     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | 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        |  273661807 | PA      | $2771126.82    | 0.02%             | 2031-11-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                                              | CUSIP: 3137H6SZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4668442 | PA      | $439635.12     | 0.00%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5043                | FHLMC_5043                                                              | CUSIP: 3137F6RL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13934971 | PA      | $3610309.98    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5048                                           | FHLMC_5048                                                              | CUSIP: 3137F7E68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2335047 | PA      | $451805.44     | 0.00%             | 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        |   13740577 | PA      | $2271977.01    | 0.02%             | 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        |    1122278 | PA      | $213006.65     | 0.00%             | 2044-11-25      | Variable      | 5.35%                 | 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        |    7829758 | PA      | $1371615.52    | 0.01%             | 2051-02-25      | Fixed         | 6.50%                 | 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        |   34953337 | PA      | $249014.56     | 0.00%             | 2027-09-25      | Variable      | 0.34%                 | 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        |    7243994 | PA      | $131736.37     | 0.00%             | 2032-02-25      | Variable      | 0.30%                 | 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        |   17545461 | PA      | $315470.89     | 0.00%             | 2031-12-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4755                                           | FHLMC_4755                                                              | CUSIP: 3137FDNH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1245735 | PA      | $1082952.27    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                | FHLMC_4753                                                              | CUSIP: 3137FE2J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1245735 | PA      | $968245.54     | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | 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        |    7916766 | PA      | $166294.05     | 0.00%             | 2055-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                | FHLMC_5223                                                              | CUSIP: 3137H7HR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7915089 | PA      | $1254213.15    | 0.01%             | 2042-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-4771                                        | FHLMC_4771                                                              | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10306988 | PA      | $9286554.31    | 0.07%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                           | FHLMC_4765                                                              | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3737038 | PA      | $2853133.21    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | 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        |   10367861 | PA      | $213136.27     | 0.00%             | 2032-04-25      | Variable      | 0.33%                 | 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        |    4647032 | PA      | $93607.03      | 0.00%             | 2055-06-25      | Variable      | 0.32%                 | 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        |   15728770 | PA      | $249351.33     | 0.00%             | 2032-06-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5237                                           | FHLMC_5237                                                              | CUSIP: 3137H7ZU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1884417 | PA      | $1827344.40    | 0.01%             | 2046-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CGMS_13-3A                                                       | CGMS_13-3A                                                              | CUSIP: 14310GAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     129775 | PA      | $129828.40     | 0.00%             | 2030-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD. CGMS_14-1A             | CGMS_14-1A                                                              | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     518554 | PA      | $518817.77     | 0.00%             | 2031-04-17      | Variable      | 5.51%                 | 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        |   12145168 | PA      | $287397.19     | 0.00%             | 2032-06-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_K149                                  | FHLMC_K149                                                              | CUSIP: 3137H93E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20896124 | PA      | $393833.42     | 0.00%             | 2032-08-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_15-4A                                                              | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6264591 | PA      | $6266990.68    | 0.05%             | 2032-07-20      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_21-6A                                    | CGMS_21-6A                                                              | CUSIP: 143133AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13750000 | PA      | $13823493.75   | 0.11%             | 2038-01-15      | Variable      | 5.99%                 | 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        |   26916508 | PA      | $577106.09     | 0.00%             | 2032-09-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514              | FHLMC_K514                                                              | CUSIP: 3137HBLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67356640 | PA      | $2096253.13    | 0.02%             | 2028-12-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4793                                           | FHLMC_4793                                                              | CUSIP: 3137FEXM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     762779 | PA      | $678172.26     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                           | FHLMC_5078                                                              | CUSIP: 3137FF5R4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2740000 | PA      | $484258.83     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20961 | PA      | $21876.41      | 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        |       4515 | PA      | $4697.79       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_19-3A                      | CGMS_19-3A                                                              | CUSIP: 14314HBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3676933.35    | 0.03%             | 2037-04-20      | Variable      | 6.87%                 | 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        |    3725417 | PA      | $3728461.09    | 0.03%             | 2031-07-27      | Variable      | 5.59%                 | 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        |   22807642 | PA      | $3374860.54    | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5081                                           | FHLMC_5081                                                              | CUSIP: 3137FFWD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   39654171 | PA      | $6701229.73    | 0.05%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        804 | PA      | $839.34        | 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        |     379943 | PA      | $390868.74     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13642136 | PA      | $10632315.75   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2573547 | PA      | $2103890.89    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12738760 | PA      | $10858712.88   | 0.08%             | 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        |    9004878 | PA      | $8045639.61    | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385XNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2228.90       | 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        |      20264 | PA      | $21148.61      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25974167 | PA      | $22138033.73   | 0.17%             | 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        |   66824015 | PA      | $54601228.96   | 0.42%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16231099 | PA      | $13833864.70   | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10566697 | PA      | $9386015.88    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      12583 | PA      | $13131.86      | 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        |       1140 | PA      | $1189.77       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1718233 | PA      | $1403124.00    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3258004 | PA      | $2774234.58    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31388QVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        438 | PA      | $438.07        | 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        |       1569 | PA      | $1567.07       | 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        |     139494 | PA      | $137146.19     | 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        |      78027 | PA      | $74308.74      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9153015 | PA      | $8130322.64    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5170690 | PA      | $4747884.29    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AAL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      59352 | PA      | $59169.82      | 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        |     510955 | PA      | $501407.80     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                       | CGMS_21-7A                                                              | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9850000 | PA      | $9869158.25    | 0.08%             | 2038-04-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                       | CGMS_21-7A                                                              | CUSIP: 14316WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7489485.00    | 0.06%             | 2040-04-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AMUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10313 | PA      | $10171.08      | 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        |     935168 | PA      | $891478.79     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20086735 | PA      | $16408705.25   | 0.13%             | 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        |   31302890 | PA      | $27805266.66   | 0.22%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138E5TQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     413602 | PA      | $403617.12     | 0.00%             | 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        |     162452 | PA      | $154523.82     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6263589 | PA      | $5741746.60    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1112742 | PA      | $906737.38     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     256842 | PA      | $267575.34     | 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        |     200541 | PA      | $191004.97     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_20-1                                     | CGMS_20-1A                                                              | CUSIP: 14317XBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1250000 | PA      | $1254325.00    | 0.01%             | 2038-01-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402686.14     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   62743721 | PA      | $53464247.23   | 0.41%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     714592 | PA      | $675372.68     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EM4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3783061 | PA      | $3362693.56    | 0.03%             | 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        |    4271910 | PA      | $3894609.44    | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28888114 | PA      | $26526019.15   | 0.21%             | 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        |    6974456 | PA      | $6591682.41    | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1213448.96    | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ETJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4357805 | PA      | $3962714.03    | 0.03%             | 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        |    3398478 | PA      | $3240816.74    | 0.03%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8808273 | PA      | $7504654.52    | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5716970 | PA      | $5403202.18    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138M1EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226169 | PA      | $209055.77     | 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        |     508875 | PA      | $470854.36     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11648685 | PA      | $11319450.41   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3166307 | PA      | $3076814.39    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138MAC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     644762 | PA      | $595779.87     | 0.00%             | 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        |     736691 | PA      | $699280.77     | 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        |    1062500 | PA      | $982903.28     | 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        |    3679746 | PA      | $3395636.48    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1424878 | PA      | $1415966.35    | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1074242 | PA      | $875580.37     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WGYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2081917 | PA      | $1946144.81    | 0.02%             | 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        |    3939861 | PA      | $3576080.93    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10574079 | PA      | $9008043.95    | 0.07%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32091431 | PA      | $30332396.77   | 0.24%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1206765 | PA      | $1053165.28    | 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        |    2372685 | PA      | $2155062.53    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   34556199 | PA      | $33561739.25   | 0.26%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1144078 | PA      | $1135516.75    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     450219 | PA      | $420290.08     | 0.00%             | 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        |    1112348 | PA      | $1038235.22    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2233790 | PA      | $1823163.11    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8984593 | PA      | $8947718.44    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WQBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3069665 | PA      | $2916360.41    | 0.02%             | 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        |     892749 | PA      | $823819.30     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13949815 | PA      | $14133225.74   | 0.11%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3689581 | PA      | $3272571.96    | 0.03%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138X5YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     432997 | PA      | $410473.34     | 0.00%             | 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        |    2453341 | PA      | $2321177.11    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5182992 | PA      | $5258952.86    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      30374 | PA      | $30430.19      | 0.00%             | 2063-03-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390GZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37540 | PA      | $39179.23      | 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        |      22305 | PA      | $22721.69      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     314662 | PA      | $314697.64     | 0.00%             | 2063-03-20      | Variable      | 4.83%                 | 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        |      22114 | PA      | $22237.64      | 0.00%             | 2062-09-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390SKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9140 | PA      | $9232.91       | 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        |        904 | PA      | $939.08        | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | 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        |       1734 | PA      | $1734.19       | 0.00%             | 2061-05-20      | Variable      | 5.13%                 | 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        |       1545 | PA      | $1545.17       | 0.00%             | 2061-05-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391LXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72503 | PA      | $75615.33      | 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        |      13802 | PA      | $14404.14      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | 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        |      27871 | PA      | $27755.64      | 0.00%             | 2061-12-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| GNMA_14-H05                                                      | GNMA_14-H05                                                             | CUSIP: 38375UDR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1943289 | PA      | $60675.30      | 0.00%             | 2064-02-20      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA_03-22                                                       | FNMA_03-22                                                              | CUSIP: 31393APN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      62715 | PA      | $64991.89      | 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        |       2628 | PA      | $2583.58       | 0.00%             | 2033-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H14                                                             | CUSIP: 38375ULS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2870506 | PA      | $68048.22      | 0.00%             | 2064-06-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H20                                                             | CUSIP: 38375UQW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     320496 | PA      | $20903.68      | 0.00%             | 2064-10-20      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                                              | CUSIP: 31393JKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      63149 | PA      | $63071.67      | 0.00%             | 2033-01-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     689000 | PA      | $731190.48     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | 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        |     692374 | PA      | $4746.57       | 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        |    1075809 | PA      | $1087813.21    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1748000 | PA      | $1551107.90    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     728000 | PA      | $639449.06     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2813771.30    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     548000 | PA      | $551566.11     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORP                                                   | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     337000 | PA      | $346942.67     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORP                                                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48659.06      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     622000 | PA      | $611723.83     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1223000 | PA      | $1100950.82    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                  | NORTHRIVER MIDSTREAM FINANCE LP                                         | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1035000 | PA      | $1046909.59    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | 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      | $2107204.15    | 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      | $1469312.60    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_23-1                        | PART_23-1A                                                              | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2460000 | PA      | $2462013.51    | 0.02%             | 2028-02-15      | Fixed         | 5.65%                 | 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        |     851300 | PA      | $844686.25     | 0.01%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                                                             | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3916455 | PA      | $3899558.42    | 0.03%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                          | PRICOA GLOBAL FUNDING I                                                 | CUSIP: 74153WCW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4026552.45    | 0.03%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC                                                | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     740000 | PA      | $710381.36     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                        | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2447334.84    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | PROLOGIS TARGETED US LOGISTICS                                          | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1705523.44    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | PROLOGIS TARGETED US LOGISTICS                                          | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     348000 | PA      | $350330.22     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                                          | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4826801.23    | 0.04%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                                          | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $4013810.94    | 0.03%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RCF1                                            | PRPM_25-RCF1                                                            | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3565021 | PA      | $3498536.97    | 0.03%             | 2055-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4141947 | PA      | $3997618.96    | 0.03%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     758000 | PA      | $701129.99     | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     447000 | PA      | $405749.81     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     436000 | PA      | $398371.98     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154000 | PA      | $137207.75     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_25-NQM1                                   | PRPM_25-NQM1                                                            | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6540994 | PA      | $6563433.21    | 0.05%             | 2069-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE COMPANY OF COLORADO                                      | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2502463.79    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC                                                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     868000 | PA      | $872514.18     | 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      | $702350.13     | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | 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        |     237000 | PA      | $221354.19     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     585000 | PA      | $541440.24     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1687564.57    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     560000 | PA      | $543495.40     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP                                                      | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     570445 | PA      | $302335.85     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO TLB 2.25                                                   | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     168084 | PA      | $163461.86     | 0.00%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2202478.51    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $404285.57     | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | 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        |     530274 | PA      | $523895.57     | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP                                         | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     745000 | PA      | $700232.62     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | OVINTIV INC                                                             | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5441000 | PA      | $5545873.52    | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | OVINTIV INC                                                             | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1805136.58    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                              | OWENS-BROCKWAY GLASS CONTAINER INC                                      | CUSIP: 69073TAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001598.88    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | OWL ROCK TECHNOLOGY FIN CORP                                            | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1274073.89    | 0.01%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                             | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1227352.02    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION II                                  | BLUE OWL CAPITAL CORPORATION II                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1873542.01    | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | BLUE OWL TECHNOLOGY FINANCE CORP I                                      | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3025015.71    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | OWL ROCK CAPITAL CORP                                                   | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1071567.02    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                         | EQS_24-2M                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4216524 | PA      | $4250498.48    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFP LTD PFP_24-11                                                | PFP_24-11                                                               | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2644040 | PA      | $2649831.09    | 0.02%             | 2039-09-17      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2062545.80    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | SENIOR HOUSING PROPERTIES TRUST                                         | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22903.25      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC                                                | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504785.11     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-4                                 | SEMT_24-4                                                               | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1110587 | PA      | $1104427.00    | 0.01%             | 2054-05-25      | Variable      | 6.00%                 | 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        |    1592375 | PA      | $1519389.54    | 0.01%             | 2049-06-25      | Variable      | 4.25%                 | 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        |     887625 | PA      | $761245.93     | 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        |     371000 | PA      | $321679.04     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                                               | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1230094.66    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_24-2A                           | SUNRN_24-2A                                                             | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6885957 | PA      | $6823719.25    | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN BACCHUS ISSUER 2025-1 LLC SUNRN_25-1                      | SUNRN_25-1A                                                             | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5593913 | PA      | $5413960.07    | 0.04%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_18-1                                       | SUNRN_18-1                                                              | CUSIP: 86772DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1592797 | PA      | $1491993.92    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                           | SUNRN_23-1A                                                             | CUSIP: 86772YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1663387 | PA      | $1611134.36    | 0.01%             | 2059-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_19-1A                                      | SUNRN_19-1A                                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1106763 | PA      | $1041140.45    | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS                                                 | SUNTORY HOLDINGS LTD                                                    | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    2100000 | PA      | $2133109.16    | 0.02%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                         | SVENSKA HANDELSBANKEN AB                                                | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    4840000 | PA      | $4853486.50    | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3305000 | PA      | $3372372.15    | 0.03%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3135000 | PA      | $3205492.32    | 0.02%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SWITCH DATA CENTER SWTCH_25-1A                                   | SWTCH_25-1A                                                             | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8602269.28    | 0.07%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_16-18A                                     | SYMP_16-18A                                                             | CUSIP: 87154GEY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10007827 | PA      | $9989862.99    | 0.08%             | 2033-07-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                                            | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     846000 | PA      | $846668.06     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2184086.71    | 0.02%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2595493.67    | 0.02%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1677368.03    | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_15-16A                                     | SYMP_15-16A                                                             | CUSIP: 87165VAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4302765 | PA      | $4302562.46    | 0.03%             | 2031-10-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1961288.72    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4351717.16    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     182000 | PA      | $163583.38     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6                      | STACR_21-DNA6                                                           | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11044991 | PA      | $11090639.85   | 0.09%             | 2041-10-25      | Variable      | 5.82%                 | 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      | $2055230.20    | 0.02%             | 2041-10-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-CNYN                          | BX_24-CNYN                                                              | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1678488 | PA      | $1680585.74    | 0.01%             | 2029-04-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-VLT4                          | BX_24-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5777317.01    | 0.04%             | 2029-07-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_24-2                               | BMWLT_24-2                                                              | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2665000 | PA      | $2646832.70    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIR2                          | BX_24-AIR2                                                              | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3360277.14    | 0.03%             | 2041-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C10                                   | BMO_25-5C10                                                             | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1030953.40    | 0.01%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                               | BACARDI LTD                                                             | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    5950000 | PA      | $6061571.67    | 0.05%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_17-2A                                | BCC_17-2A                                                               | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7040432.00    | 0.05%             | 2037-07-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC                                      | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2819295.39    | 0.02%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC                                      | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1014360.94    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_22-4A                                | BCC_22-4A                                                               | CUSIP: 05685BAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3261566.75    | 0.03%             | 2037-10-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_24-4A                            | BCC_24-4A                                                               | CUSIP: 05685VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8050000 | PA      | $8072990.80    | 0.06%             | 2037-10-23      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_24-1                                 | BCC_24-1A                                                               | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    3750000 | PA      | $3751305.00    | 0.03%             | 2037-04-16      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD BOBA_24-1                            | BOBA_24-1A                                                              | CUSIP: 05766NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14000000 | PA      | $14029624.00   | 0.11%             | 2037-07-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | BALL CORPORATION                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $886265.28     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_21-18A                                   | BALLY_21-18A                                                            | CUSIP: 05875YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5210000 | PA      | $5202716.42    | 0.04%             | 2038-04-15      | Variable      | 5.94%                 | 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        |     183959 | PA      | $153828.79     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | 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        |     265139 | PA      | $238376.80     | 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        |     526376 | PA      | $467389.53     | 0.00%             | 2036-05-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                                           | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2580003.58    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | 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        |    1140570 | PA      | $1040396.51    | 0.01%             | 2047-05-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |     875000 | PA      | $726953.39     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4091901.24    | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $2973158.23    | 0.02%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                        | BANCO DE CREDITO DEL PERU                                               | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1130000 | PA      | $1145591.62    | 0.01%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997075.85    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     682000 | PA      | $661804.76     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1740459.54    | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34139000 | PA      | $32170006.96   | 0.25%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     536000 | PA      | $496514.21     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8712000 | PA      | $7864778.75    | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4092000 | PA      | $3692940.04    | 0.03%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     293000 | PA      | $253583.80     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3250416.72    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $12961124.36   | 0.10%             | 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        |     617000 | PA      | $545038.40     | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11280000 | PA      | $10471840.87   | 0.08%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2715000 | PA      | $2743108.28    | 0.02%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2782699.36    | 0.02%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5328426.65    | 0.04%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1222907.69    | 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        |     266000 | PA      | $263502.00     | 0.00%             | 2077-08-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     548000 | PA      | $535742.48     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_25-1                          | EFF_25-1                                                                | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1635000 | PA      | $1647406.71    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                  | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    1142000 | PA      | $1139099.02    | 0.01%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                      | EQUIFAX INC                                                             | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2042901.74    | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                      | EQUIFAX INC                                                             | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5764558.68    | 0.04%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA                                                             | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     826000 | PA      | $779629.72     | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE GLOBAL FD                                      | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4182843.79    | 0.03%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE GLOBAL FU                                      | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $1983901.67    | 0.02%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1739000 | PA      | $1741569.35    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H14                                                             | CUSIP: 38375B3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     137051 | PA      | $137574.87     | 0.00%             | 2063-06-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     451000 | PA      | $466297.58     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1339000 | PA      | $1219397.32    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H17                                                             | CUSIP: 38375B3Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      19657 | PA      | $19753.07      | 0.00%             | 2063-07-20      | Variable      | 4.98%                 | 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        |     140447 | PA      | $141261.20     | 0.00%             | 2063-08-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     398000 | PA      | $396880.26     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2734616.36    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                        | EVERGY KANSAS CENTRAL INC                                               | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     578000 | PA      | $574698.64     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H18                                                      | GNMA_13-H18                                                             | CUSIP: 38375B7F3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      10015 | PA      | $10064.21      | 0.00%             | 2063-07-20      | Variable      | 4.93%                 | 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        |       1381 | PA      | $1397.68       | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | 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        |      13340 | PA      | $13354.03      | 0.00%             | 2058-08-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H02                                                      | GNMA_13-H02                                                             | CUSIP: 38375BH21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      38737 | PA      | $38800.17      | 0.00%             | 2062-12-20      | Variable      | 4.77%                 | 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        |       1895 | PA      | $1878.41       | 0.00%             | 2062-02-20      | Variable      | 4.84%                 | 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      | $783671.57     | 0.01%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101             | GNMA_17-101                                                             | CUSIP: 38380F2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3239142 | PA      | $544271.38     | 0.00%             | 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        |    7209130 | PA      | $995856.89     | 0.01%             | 2047-06-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88              | GNMA_17-88                                                              | CUSIP: 38380FRG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1444919 | PA      | $250571.75     | 0.00%             | 2046-09-20      | Fixed         | 5.50%                 | 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        |   14327408 | PA      | $509674.63     | 0.00%             | 2059-12-16      | Variable      | 0.55%                 | 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        |    6949889 | PA      | $298472.03     | 0.00%             | 2059-12-16      | Variable      | 0.70%                 | 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        |     166673 | PA      | $167186.43     | 0.00%             | 2068-12-20      | Variable      | 4.88%                 | 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        |     632283 | PA      | $633848.66     | 0.00%             | 2069-05-20      | Variable      | 4.83%                 | 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        |   19514539 | PA      | $614756.77     | 0.00%             | 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        |    8547019 | PA      | $493339.04     | 0.00%             | 2062-06-16      | Variable      | 0.85%                 | 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        |    1042805 | PA      | $1044952.71    | 0.01%             | 2070-08-20      | Variable      | 4.83%                 | 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        |    1163825 | PA      | $6206.22       | 0.00%             | 2068-01-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H03             | GNMA_21-H03                                                             | CUSIP: 38380QYD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7997794 | PA      | $32820.55      | 0.00%             | 2070-04-20      | Variable      | 0.00%                 | 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        |    6581043 | PA      | $404472.88     | 0.00%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-171             | GNMA_20-171                                                             | CUSIP: 38380REH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5799491 | PA      | $401451.82     | 0.00%             | 2060-10-16      | Variable      | 0.96%                 | 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        |   10095848 | PA      | $521739.31     | 0.00%             | 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        |    7561941 | PA      | $484016.39     | 0.00%             | 2062-10-16      | Variable      | 0.84%                 | 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        |    4612825 | PA      | $3635462.48    | 0.03%             | 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        |     637636 | PA      | $617877.00     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | 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        |     821538 | PA      | $822431.92     | 0.01%             | 2068-03-20      | Variable      | 4.73%                 | 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        |    1264726 | PA      | $1120830.04    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | 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        |    4201274 | PA      | $3958686.08    | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                        | GNMA_19-6                                                               | CUSIP: 38381BH98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6523569 | PA      | $587372.35     | 0.00%             | 2049-01-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GNMA_19-13                                                       | GNMA_19-13                                                              | CUSIP: 38381BPA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7667795 | PA      | $888185.27     | 0.01%             | 2049-01-20      | Variable      | 1.66%                 | 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        |   10855187 | PA      | $601567.35     | 0.00%             | 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        |    2449849 | PA      | $122369.94     | 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        |   10090780 | PA      | $635485.07     | 0.00%             | 2063-04-16      | Variable      | 0.91%                 | 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        |    9158400 | PA      | $600687.57     | 0.00%             | 2063-04-16      | Variable      | 0.86%                 | 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        |   11568288 | PA      | $772012.01     | 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        |   11635534 | PA      | $793119.91     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | 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        |    6077366 | PA      | $337473.11     | 0.00%             | 2064-06-16      | Variable      | 0.80%                 | 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        |   12489069 | PA      | $661743.31     | 0.01%             | 2061-09-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-92              | GNMA_22-92                                                              | CUSIP: 38381HET4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10817703 | PA      | $601774.77     | 0.00%             | 2064-02-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GNMA_19-30                                                       | GNMA_19-30                                                              | CUSIP: 38381R6Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12519879 | PA      | $1304165.78    | 0.01%             | 2049-03-20      | Variable      | 1.61%                 | 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        |    2927580 | PA      | $180804.68     | 0.00%             | 2049-07-20      | Variable      | 1.16%                 | 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        |    4701078 | PA      | $980905.79     | 0.01%             | 2049-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110             | GNMA_19-110                                                             | CUSIP: 38381YWF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18916563 | PA      | $3640505.81    | 0.03%             | 2049-09-20      | 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        |    9913342 | PA      | $863038.72     | 0.01%             | 2049-10-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-32              | GNMA_20-32                                                              | CUSIP: 38382DPH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7706407 | PA      | $1433878.73    | 0.01%             | 2047-03-16      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112             | GNMA_20-112                                                             | CUSIP: 38382HKN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2229048 | PA      | $294294.49     | 0.00%             | 2050-08-20      | Variable      | 1.81%                 | 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        |    8368584 | PA      | $1309266.70    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129             | GNMA_20-129                                                             | CUSIP: 38382JYW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22983975 | PA      | $3829546.27    | 0.03%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7               | GNMA_21-7                                                               | CUSIP: 38382M4B2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37037991 | PA      | $4171737.05    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7               | GNMA_21-7                                                               | CUSIP: 38382M5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7063228 | PA      | $1036167.75    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49              | GNMA_21-49                                                              | CUSIP: 38382PY97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17570893 | PA      | $2266168.97    | 0.02%             | 2051-03-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                                                              | CUSIP: 38382QAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2803581 | PA      | $408995.70     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81              | GNMA_21-81                                                              | CUSIP: 38382TWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3227714 | PA      | $599297.34     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | 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        |    1849835 | PA      | $1853038.10    | 0.01%             | 2072-09-20      | Variable      | 5.37%                 | 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        |    7457639 | PA      | $7432063.22    | 0.06%             | 2072-01-20      | Variable      | 4.83%                 | 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        |    2247978 | PA      | $2239664.34    | 0.02%             | 2072-04-20      | Variable      | 4.78%                 | 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        |    2188598 | PA      | $2188921.75    | 0.02%             | 2072-04-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-201             | GNMA_22-201                                                             | CUSIP: 38383LPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2724574 | PA      | $2705208.89    | 0.02%             | 2052-11-20      | Variable      | 5.58%                 | 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        |   10744795 | PA      | $468727.73     | 0.00%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125             | GNMA_22-125                                                             | CUSIP: 38383TVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8691863 | PA      | $1566955.23    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-70              | GNMA_23-70                                                              | CUSIP: 38384AEP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2219240 | PA      | $380725.11     | 0.00%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-110             | GNMA_23-110                                                             | CUSIP: 38384B6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9795571 | PA      | $701850.72     | 0.01%             | 2058-07-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111             | GNMA_23-111                                                             | CUSIP: 38384CJJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3109176 | PA      | $3157579.79    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                                                              | CUSIP: 38384PTK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31435127 | PA      | $7206273.37    | 0.06%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                                                              | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4612969 | PA      | $4585822.40    | 0.04%             | 2054-06-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                          | GC EDUCATION INC                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $503440.32     | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                       | GREAT CANADIAN GAMING CORP                                              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     175000 | PA      | $169946.60     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     884000 | PA      | $899717.45     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1248651.23    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     143000 | PA      | $135062.20     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1432000 | PA      | $1453946.40    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1717000 | PA      | $1717000.00    | 0.01%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4879000 | PA      | $4583769.17    | 0.04%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1829000 | PA      | $1600884.76    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1403000 | PA      | $1292303.83    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $786474.88     | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3727444.73    | 0.03%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3625000 | PA      | $3570926.29    | 0.03%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4550000 | PA      | $4571803.05    | 0.04%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                     | HSBC USA INC                                                            | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2386489.39    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL_24-T53                         | HTL_24-T53                                                              | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5540211.05    | 0.04%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     594000 | PA      | $514801.15     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2073684.54    | 0.02%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD HLM_13A-18                        | HLM_13A-18                                                              | CUSIP: 40437LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2249932 | PA      | $2249828.40    | 0.02%             | 2030-10-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                              | CUSIP: 40440VAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50762.60      | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                              | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4192783.21    | 0.03%             | 2028-01-14      | Fixed         | 5.45%                 | 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      | $7312504.90    | 0.06%             | 2035-01-23      | Variable      | 5.68%                 | 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      | $967500.77     | 0.01%             | 2041-11-25      | Variable      | 6.12%                 | 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      | $733883.76     | 0.01%             | 2041-11-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                               | HARBOUR ENERGY PLC                                                      | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1936290.74    | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HVMLT_06-10                                                      | HVMLT_06-10                                                             | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5020289 | PA      | $3804921.85    | 0.03%             | 2036-11-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL                                        | HARLEY-DAVIDSON FINANCIAL SERVICES                                      | CUSIP: 41283LAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1153582.42    | 0.01%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | LSEG US FIN CORP                                                        | CUSIP: 50222CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1160751.40    | 0.01%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | LSEG US FIN CORP                                                        | CUSIP: 50222CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1067443.96    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC                                               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     690000 | PA      | $700380.06     | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FASHION SHOW MALL LLC LV_24-SHOW                                 | LV_24-SHOW                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5004392.00    | 0.04%             | 2029-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                       | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $806427.69     | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                       | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3927320.05    | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORPORATION OF AMERICA                                       | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     855000 | PA      | $835719.21     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2553000 | PA      | $2501691.70    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORPORATION OF AMERICA                                       | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9203287.61    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-3                            | LADAR_24-3A                                                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1608157.19    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                         | University of California                                                | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5700000 | PA      | $5691848.49    | 0.04%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                           | University of Michigan                                                  | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3079942.30    | 0.02%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_25-1                            | LADAR_25-1                                                              | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4465000 | PA      | $4472359.21    | 0.03%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                            | LADAR_23-4A                                                             | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1515000 | PA      | $1525601.52    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | 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        |    1050000 | PA      | $1017164.54    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                            | LADAR_24-2A                                                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2105000 | PA      | $2117603.27    | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                       | UNIVERSITY OF PENNSYLVANIA                                              | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1303167.63    | 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        |    3425000 | PA      | $2712236.77    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                            | LAKPK_25-1A                                                             | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3664710.42    | 0.03%             | 2038-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1627378.75    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000234.41    | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $530720.95     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                                | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     575000 | PA      | $530687.68     | 0.00%             | 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      | $681042.46     | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4716251.40    | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                                                    | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3001867.48    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2020000 | PA      | $1177143.28    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COM PARTNERS LP / USA COM FIN                                       | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     705000 | PA      | $716583.03     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-30A                             | MDPK_18-30A                                                             | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6000000 | PA      | $6010176.00    | 0.05%             | 2037-07-16      | Variable      | 5.62%                 | 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        |    5901808 | PA      | $5906724.71    | 0.05%             | 2033-04-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC                                                          | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     645000 | PA      | $674214.27     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES LTD                                         | VIKING OCEAN CRUISES LTD                                                | CUSIP: 91832VAA2<br>LEI: 549300HGB20LALDWOS12 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1700652.01    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | 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      | $1521974.48    | 0.01%             | 2033-04-19      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1911118.11    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1250000 | PA      | $1080638.85    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                | VALE OVERSEAS LTD                                                       | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    2730000 | PA      | $2588559.32    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                           | VALMONT INDUSTRIES INC                                                  | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1789413.82    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | VAR ENERGI ASA                                                          | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4995000 | PA      | $5006173.17    | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     116000 | PA      | $121253.22     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     801000 | PA      | $844109.75     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     750000 | PA      | $698340.90     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1603717.67    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1040710.73    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | 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      | $4105014.30    | 0.03%             | 2030-07-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2238781.05    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1953725.16    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     760000 | PA      | $757473.08     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6271365.52    | 0.05%             | N/A             | Variable      | 9.00%                 | 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      | $3038727.60    | 0.02%             | 2041-12-25      | Variable      | 6.67%                 | 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        |    4875000 | PA      | $4965007.61    | 0.04%             | 2042-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_19-37A                                     | VENTR_19-37A                                                            | CUSIP: 92333BBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14108414 | PA      | $14108273.37   | 0.11%             | 2032-07-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $951231.43     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 22-DNA2                                      | STACR_22-DNA2                                                           | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4684041.90    | 0.04%             | 2042-02-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                                                           | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2094016.00    | 0.02%             | 2042-02-25      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     530000 | PA      | $497184.75     | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     383000 | PA      | $326577.26     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL COMPANY I                                      | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6013000 | PA      | $6023100.83    | 0.05%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                 | GENUINE PARTS COMPANY                                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4682451.43    | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     380000 | PA      | $336428.98     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4793000 | PA      | $4087004.79    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER CO                                                        | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     472000 | PA      | $476317.71     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | GETTY IMAGES INC                                                        | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     143449 | PA      | $142083.49     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1617351.69    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | 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        |    1449484 | PA      | $1442664.43    | 0.01%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-9                            | VERUS_24-9                                                              | CUSIP: 92540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7706406 | PA      | $7697732.10    | 0.06%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | VIASAT INC                                                              | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1048066.59    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | VIACOMCBS INC                                                           | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     144000 | PA      | $108694.31     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     772000 | PA      | $674815.17     | 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        |    4374000 | PA      | $3107481.80    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2287000 | PA      | $1464777.53    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1960645.06    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     249000 | PA      | $234810.70     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1903807.30    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     475000 | PA      | $479901.71     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     410000 | PA      | $393390.93     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $992287.44     | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2064058.26    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                            | VICTORIAS SECRET & CO                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     755000 | PA      | $687947.94     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                                                      | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1399273.59    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                                          | CUSIP: 927804FX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1172398.59    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4760243.61    | 0.04%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2176006.47    | 0.02%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1774279.88    | 0.01%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2074615.47    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995001.46    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     885000 | PA      | $868485.80     | 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: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1034626.42    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE INC                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1139022.02    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     890000 | PA      | $829237.80     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $670567.06     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1663593.59    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $2523740.08    | 0.02%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6379460.52    | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360571.79     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4803986.68    | 0.04%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY COMPANY VFIN_24-1A           | VFIN_24-1A                                                              | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820508 | PA      | $2830528.88    | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG_24-A                        | VSTRG_24-A                                                              | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     409000 | PA      | $413803.99     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_15-3A                                          | VOYA_15-3A                                                              | CUSIP: 92913UBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3262342 | PA      | $3261839.67    | 0.03%             | 2031-10-20      | Variable      | 5.42%                 | 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        |    2702910 | PA      | $2707640.45    | 0.02%             | 2031-01-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                          | VOYA_16-3A                                                              | CUSIP: 92915HAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5450975 | PA      | $5450915.20    | 0.04%             | 2031-10-18      | Variable      | 5.42%                 | 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        |    1076151 | PA      | $1077162.45    | 0.01%             | 2030-10-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_18-3A                                          | VOYA_18-3A                                                              | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5738086 | PA      | $5738631.14    | 0.04%             | 2031-10-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2750439.05    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR11                                                     | WAMU_05-AR11                                                            | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     428641 | PA      | $429094.06     | 0.00%             | 2045-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR17                                                     | WAMU_05-AR17                                                            | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1493291 | PA      | $1365091.29    | 0.01%             | 2045-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR8                                                      | WAMU_03-AR8                                                             | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     151337 | PA      | $147659.07     | 0.00%             | 2033-08-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR2                                                      | WAMU_05-AR2                                                             | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     343745 | PA      | $341193.55     | 0.00%             | 2045-01-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR4                                                      | WAMU_04-AR4                                                             | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1278916 | PA      | $1248925.23    | 0.01%             | 2034-06-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR7                                                      | WAMU_04-AR7                                                             | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     414066 | PA      | $387124.61     | 0.00%             | 2034-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR9                                                      | WAMU_05-AR9                                                             | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     353129 | PA      | $354053.61     | 0.00%             | 2045-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY1                                                      | WAMU_07-HY1                                                             | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1849970 | PA      | $1572670.34    | 0.01%             | 2037-02-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3271974.57    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST WFLD_14-MONT                                 | WFLD_14-MONT                                                            | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     920812 | PA      | $862826.55     | 0.01%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     898000 | PA      | $835293.16     | 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        |     540000 | PA      | $498507.98     | 0.00%             | 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        |     249000 | PA      | $249078.58     | 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        |     350000 | PA      | $354746.00     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23 | WSTN_23-MAUI                                                            | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2542447.74    | 0.02%             | 2037-07-05      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0                                        | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     536529 | PA      | $536866.67     | 0.00%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                      | WSLT_06-1                                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410355 | PA      | $2363783.36    | 0.02%             | 2040-04-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                                             | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7878000 | PA      | $7880539.94    | 0.06%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR5                                                      | WAMU_06-AR5                                                             | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     292269 | PA      | $270878.81     | 0.00%             | 2046-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WMHE_07-HE1                                                      | WMHE_07-HE1                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3030720 | PA      | $1362065.78    | 0.01%             | 2037-01-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY3                                                      | WAMU_07-HY3                                                             | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     336779 | PA      | $280911.66     | 0.00%             | 2037-03-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | WAND NEWCO 3 INC                                                        | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     655000 | PA      | $682511.14     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR4                                                      | WAMU_06-AR4                                                             | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976541 | PA      | $908897.22     | 0.01%             | 2046-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                                                       | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1068764.13    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                   | WEIR GROUP PLC                                                          | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2901544.86    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_20-1A                                     | WELF_20-1A                                                              | CUSIP: 94949GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $14999850.00   | 0.12%             | 2033-04-15      | Variable      | 5.86%                 | 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        |    8740814 | PA      | $8745167.27    | 0.07%             | 2032-07-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_15-SG1                                                             | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    6146957 | PA      | $6124890.08    | 0.05%             | 2048-09-15      | Fixed         | 3.79%                 | 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        |     957730 | PA      | $852607.15     | 0.01%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-VTT                | WFCM_25-VTT                                                             | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2493168.83    | 0.02%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_16-C33                                                             | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $2943875.90    | 0.02%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| TEXAS DEBT CAPITAL CLO LTD TCIFC_23-1                            | TCIFC_23-1A                                                             | CUSIP: 88238CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4050000 | PA      | $4055155.65    | 0.03%             | 2036-04-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     273000 | PA      | $267608.47     | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6122681.64    | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                           | TEXAS HEALTH RESOURCES                                                  | CUSIP: 882484AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $554980.67     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                                                   | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    8030000 | PA      | $8067497.73    | 0.06%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $14930051.33   | 0.12%             | 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        |    2740000 | PA      | $2693600.79    | 0.02%             | 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        |     175000 | PA      | $174929.70     | 0.00%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1395138.51    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5893981.81    | 0.05%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     233000 | PA      | $249748.81     | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1446220.56    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $7770632.47    | 0.06%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10192000 | PA      | $10311928.70   | 0.08%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_17-C39                                                             | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10065000 | PA      | $9754529.98    | 0.08%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | WFCM_17-C41                                                             | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1607082.85    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | 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        |      21159 | PA      | $19825.21      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C55                | WFCM_20-C55                                                             | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3407709 | PA      | $3102820.59    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | 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        |    1773981 | PA      | $1528352.21    | 0.01%             | 2049-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                | WFCM_21-C59                                                             | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2590000 | PA      | $2078074.07    | 0.02%             | 2054-04-15      | Fixed         | 3.28%                 | 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        |   20118736 | PA      | $1257845.50    | 0.01%             | 2054-04-15      | Variable      | 1.50%                 | 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        |    4005429 | PA      | $264303.43     | 0.00%             | 2054-08-15      | Variable      | 1.49%                 | 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      | $4966221.10    | 0.04%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-1CHI               | WFCM_24-1CHI                                                            | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6015958.80    | 0.05%             | 2035-07-15      | Variable      | 5.31%                 | 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      | $6936675.90    | 0.05%             | 2054-11-15      | Fixed         | 2.66%                 | 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      | $1039568.70    | 0.01%             | 2042-01-25      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     279715 | PA      | $42244.64      | 0.00%             | 2046-12-15      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     150942 | PA      | $25317.34      | 0.00%             | 2046-12-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02        | CAS_24-R02                                                              | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1513628.10    | 0.01%             | 2044-02-25      | Variable      | 6.12%                 | 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        |    1231830 | PA      | $1266533.71    | 0.01%             | 2039-07-25      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJ27<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     592690 | PA      | $106575.40     | 0.00%             | 2046-12-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3549797 | PA      | $546653.30     | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24267086 | PA      | $18982728.59   | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4669479 | PA      | $3838064.77    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     461918 | PA      | $378764.60     | 0.00%             | 2051-07-01      | 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        |   12146722 | PA      | $9920544.15    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19932080 | PA      | $16990492.62   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3862906 | PA      | $3441866.38    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9796349 | PA      | $8380532.03    | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3845765 | PA      | $3137350.76    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14653027 | PA      | $11418145.66   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20334649 | PA      | $16621633.31   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | 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      | $2873343.24    | 0.02%             | 2042-06-25      | Variable      | 8.97%                 | 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        |    5250000 | PA      | $5366578.35    | 0.04%             | 2040-01-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4652429 | PA      | $4152635.27    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   93273400 | PA      | $76033301.88   | 0.59%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34416596 | PA      | $29329895.41   | 0.23%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1741232 | PA      | $1598856.82    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01        | CAS_23-R01                                                              | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3955383.00    | 0.03%             | 2042-12-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R03                                            | CAS_24-R03                                                              | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1026352.40    | 0.01%             | 2044-03-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22677312 | PA      | $17658973.41   | 0.14%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3028492 | PA      | $2467952.44    | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   39668302 | PA      | $36420388.00   | 0.28%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   28412554 | PA      | $26854163.22   | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS                                                          | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     281000 | PA      | $258760.24     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC  | CNSL_25-1A                                                              | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2990000 | PA      | $3022119.18    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17400833 | PA      | $16445857.41   | 0.13%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5313919 | PA      | $5163731.19    | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                  | CONSOLIDATED COMMUNICATIONS INC                                         | CUSIP: 20903XAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $765744.91     | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | 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        |      94000 | PA      | $94640.65      | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-131                                           | FNMA_11-131                                                             | CUSIP: 3136A2N58<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13678574 | PA      | $1996739.42    | 0.02%             | 2041-12-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-1                                             | FNMA_12-1                                                               | CUSIP: 3136A3TY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     574870 | PA      | $565500.71     | 0.00%             | 2042-02-25      | Variable      | 4.94%                 | 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      | $980833.32     | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                       | CONSTELLATION SOFTWARE INC                                              | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     951000 | PA      | $962531.17     | 0.01%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-17                                            | FNMA_12-17                                                              | CUSIP: 3136A4D48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     167134 | PA      | $1799.08       | 0.00%             | 2027-03-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-68                                            | FNMA_12-68                                                              | CUSIP: 3136A7CL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6573500 | PA      | $6127318.83    | 0.05%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     580000 | PA      | $533982.03     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1385912.40    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA_12-105                                                      | FNMA_12-105                                                             | CUSIP: 3136A86S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2242015 | PA      | $2092476.25    | 0.02%             | 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        |    7752913 | PA      | $7247263.70    | 0.06%             | 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      | $207481.00     | 0.00%             | 2042-10-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-121                                           | FNMA_12-121                                                             | CUSIP: 3136A9WX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8535285 | PA      | $7968388.67    | 0.06%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     530000 | PA      | $540207.13     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1343367.72    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                            | FNMA_13-10                                                              | CUSIP: 3136ACBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5406706 | PA      | $388924.39     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                            | FNMA_13-10                                                              | CUSIP: 3136ACEL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3161582 | PA      | $330043.54     | 0.00%             | 2043-02-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                         | CORONADO FINANCE PTY LTD                                                | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    1425000 | PA      | $1048216.92    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                    | CORPORACION ANDINA DE FOMENTO                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |     495000 | PA      | $505421.05     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-19                                            | FNMA_13-19                                                              | CUSIP: 3136ACNH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2469584 | PA      | $187103.32     | 0.00%             | 2041-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                            | FNMA_13-16                                                              | CUSIP: 3136ACRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2705332 | PA      | $236807.17     | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-18                                            | FNMA_13-18                                                              | CUSIP: 3136ACZS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2984377 | PA      | $2701524.97    | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-23                                            | FNMA_13-23                                                              | CUSIP: 3136ADAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3833723 | PA      | $614480.23     | 0.00%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1925000 | PA      | $1923148.97    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    2150000 | PA      | $2197667.82    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-34                                            | FNMA_13-34                                                              | CUSIP: 3136ADPZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9121333 | PA      | $1134629.11    | 0.01%             | 2043-04-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-35                                            | FNMA_13-35                                                              | CUSIP: 3136ADRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3686324 | PA      | $288849.27     | 0.00%             | 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        |    3698101 | PA      | $189386.42     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-70                                                       | FNMA_13-70                                                              | CUSIP: 3136AEZ67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14148217 | PA      | $12579950.90   | 0.10%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INTERNATIONAL LTD                                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1632633.87    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1486000 | PA      | $1471298.09    | 0.01%             | 2055-01-13      | Fixed         | 6.78%                 | 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      | $36095.90      | 0.00%             | 2043-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP               | WFCM_25-DWHP                                                            | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003377.20    | 0.02%             | 2038-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-2                     | CAALT_23-2A                                                             | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1215000 | PA      | $1228888.06    | 0.01%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     822000 | PA      | $822000.00     | 0.01%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER INC                                                           | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $5702670.50    | 0.04%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER INC                                                           | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1932463.15    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $1979192.45    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS AG (STAMFORD BRANCH)                                         | UBS AG (STAMFORD BRANCH)                                                | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |     289000 | PA      | $278387.11     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | 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        |     927317 | PA      | $899464.95     | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3268471.21    | 0.03%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS AG (STAMFORD BRANCH)                                         | UBS AG (STAMFORD BRANCH)                                                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2639253.58    | 0.02%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XVII LLC DEN17_18-1A                        | DEN17_18-1A                                                             | CUSIP: 22616TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3582835 | PA      | $3582054.11    | 0.03%             | 2031-10-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1679045.92    | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                                                   | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3150148.60    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      78000 | PA      | $71147.81      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIPLY_24-1                                                       | ZIPLY_24-1                                                              | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6643000 | PA      | $6764427.40    | 0.05%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | CRESTWOOD MID PARTNERS LP/MID FIN                                       | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1128380.43    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY II1 LLC EQS_24-1C            | EQS_24-1C                                                               | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2685455 | PA      | $2725252.50    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC ZIPLY_24-1A                               | ZIPLY_24-1A                                                             | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3367595.40    | 0.03%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 1.350000 11-MAY-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |    5710000 | OU      | $2625009.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2045137.86    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     330000 | PA      | $316490.00     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.805090 31-AUG-2025 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |  167010000 | OU      | $-135410.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.497000 13-MAY-2027 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   74475000 | OU      | $1097105.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.253000 13-MAY-2029 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   46350000 | OU      | $-1125613.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.750000 11-MAY-2026 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   60000000 | OU      | $374309.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     606000 | PA      | $512074.91     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4286000 | PA      | $3678692.71    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.663000 17-MAY-2026 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  164695000 | OU      | $-930706.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.135500 14-DEC-2054 SOF                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   33500000 | OU      | $832253.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     562000 | PA      | $545020.44     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1319997.08    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.805000 16-DEC-2049 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   25535000 | OU      | $-1157138.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.719000 16-DEC-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   22610000 | OU      | $1276424.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     222000 | PA      | $217385.48     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4518095.37    | 0.04%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.825000 20-DEC-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   28885000 | OU      | $1104016.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.004000 20-DEC-2044 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   37895000 | OU      | $-545680.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     395000 | PA      | $403000.71     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1401499.86    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     962000 | PA      | $951440.04     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCING USD LLC                                        | TELENET FINANCING USD TLAR 2.0                                          | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     265856 | PA      | $259741.74     | 0.00%             | 2028-04-30      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75                                           | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    1238531 | PA      | $1236463.02    | 0.01%             | 2027-08-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO TLB 3.0                                                            | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1613487 | PA      | $1537620.69    | 0.01%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                     | CUBESMART LP                                                            | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     694000 | PA      | $640533.80     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                      | CUMMINS INC                                                             | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $6485859.94    | 0.05%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAKOTA HOLDING CORP                                              | DUFF & PHELPS TLB 3.75                                                  | CUSIP: 000000000<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     703506 | PA      | $682886.52     | 0.01%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                    | MEDTRONIC GLOBAL HOLDINGS SCA                                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $402331.15     | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC CYRUS_25-1                       | CYRUS_25-1A                                                             | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3305000 | PA      | $3351700.20    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC DLLMT_23-1                                             | DLLMT_23-1A                                                             | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3525990 | PA      | $3538699.35    | 0.03%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1480280.87    | 0.01%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | AMPRION GMBH                                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1081809.92    | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $665528.21     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                  | CAST & CREW PAYROLL TL 3.75                                             | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     178288 | PA      | $164693.16     | 0.00%             | 2028-12-29      | Variable      | 8.08%                 | 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        |    1159375 | PA      | $1141540.45    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | 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        |    1131000 | PA      | $1094991.67    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     161000 | PA      | $159052.74     | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 3.75                                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     317721 | PA      | $316927.09     | 0.00%             | 2029-07-06      | Variable      | 8.05%                 | 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        |   42328171 | PA      | $1845131.53    | 0.01%             | 2053-09-15      | Variable      | 1.71%                 | 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      | $1848903.60    | 0.01%             | 2036-12-10      | Variable      | 3.81%                 | 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        |     298113 | PA      | $284867.54     | 0.00%             | 2027-03-09      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB CORP TLB 3.25                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     181817 | PA      | $181154.73     | 0.00%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                   | DCLI BIDCO LLC                                                          | CUSIP: 233104AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3134284.06    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3950000 | PA      | $3907461.59    | 0.03%             | 2026-09-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | MATIV HOLDINGS INC DD TL 2.5                                            | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     162661 | PA      | $159407.36     | 0.00%             | 2027-05-06      | Variable      | 6.93%                 | No            |                  3 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5                                          | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     224211 | PA      | $189458.46     | 0.00%             | 2029-08-15      | Variable      | 8.78%                 | 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        |    1646417 | PA      | $1084883.02    | 0.01%             | 2036-10-19      | Variable      | 4.64%                 | 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        |     987439 | PA      | $898907.94     | 0.01%             | 2045-10-19      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     450000 | PA      | $444889.89     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 4.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     404751 | PA      | $177685.86     | 0.00%             | 2028-03-06      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                         | PLAYA HOTELS & RESORTS TLB 2.75                                         | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |     409204 | PA      | $408692.74     | 0.00%             | 2029-01-05      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | SARTORIUS FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $357898.82     | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2196000 | PA      | $2226422.68    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $3275630.47    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PERNOD-RICARD SA                                                 | PERNOD-RICARD SA                                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1727554.69    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                          | DELIVERY HERO FINCO LLC TLB 5.0                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     722423 | PA      | $724229.43     | 0.01%             | 2029-12-12      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1245475.68    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2748000 | PA      | $2761200.99    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                              | GATWICK FUNDING LTD                                                     | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |     330000 | PA      | $372888.33     | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BLACKROCK INC                                                           | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2833782.85    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-2                                   | DTAOT_23-2A                                                             | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1457442 | PA      | $1458286.01    | 0.01%             | 2029-02-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST DTP_23-STE2                        | DTP_23-STE2                                                             | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2043669.40    | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     500000 | PA      | $585867.05     | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DK TRUST DK_24-SPBX                                              | DK_24-SPBX                                                              | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1500000.00    | 0.01%             | 2034-03-15      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                | DXC TECHNOLOGY CO                                                       | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5351181.94    | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                   | DTI HOLDCO INC TLB 4.0                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     286485 | PA      | $285857.76     | 0.00%             | 2029-04-26      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINANCE NORTH AMERIC                                      | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5665000 | PA      | $5661163.57    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                                                | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798043.27     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4875000 | PA      | $4892687.25    | 0.04%             | 2026-09-22      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     844000 | PA      | $869930.89     | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     683000 | PA      | $675289.67     | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4660000 | PA      | $4676523.47    | 0.04%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_23-1                                    | COLO_23-1                                                               | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3357880.46    | 0.03%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $4976044.84    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                            | DC_23-DC                                                                | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $7405645.40    | 0.06%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                     | SCRT_17-3                                                               | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15329719 | PA      | $13424260.94   | 0.10%             | 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        |    1968092 | PA      | $1887318.48    | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_24-1                   | DRMT_24-1                                                               | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11943485 | PA      | $11949911.97   | 0.09%             | 2069-07-25      | Variable      | 5.74%                 | 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      | $1432861.20    | 0.01%             | 2066-11-25      | Variable      | 3.26%                 | 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        |     947866 | PA      | $814505.88     | 0.01%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                          | SCRT_18-2                                                               | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3614171 | PA      | $3388489.23    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA (SINGAPOR                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2578000 | PA      | $2658500.88    | 0.02%             | 2033-01-21      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9280000 | PA      | $9309397.45    | 0.07%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1927079.10    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5821000 | PA      | $5905779.37    | 0.05%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     861000 | PA      | $877781.49     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1067606.39    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RFR_25-SGRM                                                      | RFR_25-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8180000 | PA      | $8262020.86    | 0.06%             | 2029-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1825000 | PA      | $1809227.07    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1016416.45    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_23-3                           | DEFT_23-3                                                               | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4805032 | PA      | $4832938.52    | 0.04%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     710000 | PA      | $652509.20     | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1398359.99    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC/EMC CORP                                         | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1889896.02    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | 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        |    4933759 | PA      | $4636515.39    | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                                                               | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     310468 | PA      | $310952.63     | 0.00%             | 2033-12-27      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HOLDINGS LLC                                          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1017262.86    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                       | DENSO CORPORATION                                                       | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    4070000 | PA      | $3901603.61    | 0.03%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                       | DENSO CORPORATION                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     980000 | PA      | $972402.82     | 0.01%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     158000 | PA      | $156508.89     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FUNDING LTD REG29_24-3A                             | REG29_24-3A                                                             | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   34000000 | PA      | $34073610.00   | 0.26%             | 2037-09-06      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_24-1                     | RMIT_24-1                                                               | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1354966.33    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | 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        |    1913332 | PA      | $1896410.83    | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                     | REGIONS BANK                                                            | CUSIP: 75913MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $680022.80     | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST REPS_24-A                        | REPS_24-A                                                               | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2139279.57    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | URUGUAY (ORIENTAL REPUBLIC OF)                                          | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     410000 | PA      | $412751.89     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | 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        |     484389 | PA      | $254556.79     | 0.00%             | 2035-11-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RESOLUTION FUNDING CORP                                                 | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2360000 | PA      | $1912249.22    | 0.01%             | 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        |    7310000 | PA      | $6032066.55    | 0.05%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP                                 | DEPOSITORY TRUST & CLEARING CORP                                        | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     673000 | PA      | $652191.69     | 0.01%             | N/A             | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1797690.19    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFCSP STRIP PRINCIPAL                                                   | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     265000 | PA      | $215889.84     | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                     | REXFORD INDUSTRIAL REALTY LP                                            | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2130435.28    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2139158.18    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5535147.30    | 0.04%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     151000 | PA      | $149358.17     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6529964.39    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1213151.40    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1572923.42    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     424000 | PA      | $398840.64     | 0.00%             | 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      | $1324279.86    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING                                                      | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     267000 | PA      | $273966.70     | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING                                                      | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3210596.60    | 0.02%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                      | RIO TINTO FINANCE (USA) PLC                                             | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1155471.10    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                      | RIO TINTO FINANCE (USA) PLC                                             | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1081000 | PA      | $1052335.86    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC                                               | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153141.10     | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                      | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1596997.41    | 0.01%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                      | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     520000 | PA      | $506171.43     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                                            | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $690227.04     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | 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      | $7905759.10    | 0.06%             | 2034-07-20      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $204363.49     | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     799000 | PA      | $803563.27     | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      50000 | PA      | $50159.72      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     275000 | PA      | $274988.84     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1690000 | PA      | $1670330.90    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     808000 | PA      | $814070.92     | 0.01%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7348000 | PA      | $7454723.02    | 0.06%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1298000 | PA      | $1307997.20    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1337000 | PA      | $1331001.71    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     316000 | PA      | $312827.84     | 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        |     401000 | PA      | $377238.62     | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                    | B&G FOODS INC                                                           | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $941783.84     | 0.01%             | 2027-09-15      | 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      | $651757.10     | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                         | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1428000 | PA      | $1454947.26    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     375000 | PA      | $366801.62     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| State Street                                                     | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |    1132196 | OU      | $-18420.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1248 | NC      | $271206.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       4671 | NC      | $1130070.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE SEP 25                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1684 | NC      | $1132863.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE SEP 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1085 | NC      | $684355.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                         | VISA INC                                                                | CUSIP: U9224PAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2658242.49    | 0.02%             | 2033-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND JUN 25                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |        -25 | NC      | $25046.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND SEP 25                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         -4 | NC      | $-16574.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US LONG BOND SEP 25                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         36 | NC      | $-45769.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND SEP 25                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       2129 | NC      | $1558740.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND SEP 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1309 | NC      | $1909565.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US ULTRA 10YR NOTE SEP 25                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-391.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE SEP 25                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        941 | NC      | $744046.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE SEP 25                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        285 | NC      | $449621.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE SEP 25                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -221 | NC      | $-128613.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND SEP 25                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        357 | NC      | $745768.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND SEP 25                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1474 | NC      | $3202854.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | ICE: (CDX.NA.IG.44.V1)                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   75930000 | OU      | $-1510906.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1127464.45    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO LTD DWOLF_17-1A                                  | DWOLF_21-1A                                                             | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     950211 | PA      | $950697.80     | 0.01%             | 2030-10-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORPORATION                                           | OGE ENERGY CORPORATION                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     347000 | PA      | $357384.22     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-19RR                                          | OCP_20-19RR                                                             | CUSIP: 670881AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10042250.00   | 0.08%             | 2038-04-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                  | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     357000 | PA      | $315282.50     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                  | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    4695000 | PA      | $4738631.06    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                 | OAKC_25-7A                                                              | CUSIP: 67102QBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $5006480.00    | 0.04%             | 2038-02-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                           | OREILLY AUTOMOTIVE INC                                                  | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     746000 | PA      | $729032.85     | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OZLM LTD OZLM_14-6A                                              | OZLM_14-6A                                                              | CUSIP: 67108LBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8760638 | PA      | $8758955.67    | 0.07%             | 2031-04-17      | Variable      | 5.41%                 | 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        |      70427 | PA      | $64135.72      | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-17A                                           | OCP_19-17A                                                              | CUSIP: 67113LAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2270000 | PA      | $2274179.07    | 0.02%             | 2037-07-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-CP1                              | NYMT_24-CP1                                                             | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2635182 | PA      | $2428646.36    | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERICAL MORTGAGE TRUST NXPT_24-STOR                      | NXPT_24-STOR                                                            | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4883244.50    | 0.04%             | 2041-11-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ORL TRUST ORL_24-GLKS                                            | ORL_24-GLKS                                                             | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4970301.50    | 0.04%             | 2039-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XVII LTD OHACP_24-17A                        | OHACP_24-17A                                                            | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   34750000 | PA      | $34815538.50   | 0.27%             | 2038-01-18      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM4                             | OBX_25-NQM4                                                             | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4829395 | PA      | $4817800.20    | 0.04%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                                              | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3489707.20    | 0.03%             | 2042-02-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                                              | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2962500.00    | 0.02%             | 2042-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-HE1                              | OBX_25-HE1                                                              | CUSIP: 67121CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6396259 | PA      | $6366074.57    | 0.05%             | 2055-02-25      | Variable      | 5.93%                 | 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        |    1818902 | PA      | $1838894.71    | 0.01%             | 2034-04-25      | Variable      | 7.25%                 | 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      | $2055380.20    | 0.02%             | 2034-04-25      | Variable      | 7.70%                 | 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        |    1168518 | PA      | $1175079.11    | 0.01%             | 2033-10-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_22-3A                                      | OAKCL_22-3A                                                             | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4050000 | PA      | $4071886.20    | 0.03%             | 2037-10-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_24-25                                      | OAKCL_24-25A                                                            | CUSIP: 67402PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1950000 | PA      | $1959137.70    | 0.02%             | 2037-04-20      | Variable      | 6.77%                 | 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        |      14977 | PA      | $14721.22      | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2513233.44    | 0.02%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1406454.17    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $3833602.31    | 0.03%             | 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      | $2310812.25    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     324000 | PA      | $312561.93     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM8                             | OBX_25-NQM8                                                             | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9004780.80    | 0.07%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     699000 | PA      | $652615.82     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     190000 | PA      | $180456.13     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     175000 | PA      | $184993.28     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1372000 | PA      | $1396947.06    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     590000 | PA      | $570586.69     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3748000 | PA      | $3258004.17    | 0.03%             | 2054-10-01      | Fixed         | 6.05%                 | 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      | $7917775.00    | 0.06%             | 2036-07-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_24-2                               | OCTL_24-2                                                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3036619 | PA      | $3065779.44    | 0.02%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XXVI                                 | OCT27_16-1A                                                             | CUSIP: 67590XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6925000 | PA      | $6928067.78    | 0.05%             | 2030-07-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XIX LTD OCT29_16-1A                  | OCT29_16-1A                                                             | CUSIP: 67591JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5345000 | PA      | $5355118.09    | 0.04%             | 2037-07-18      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                       | OCT58_22-1A                                                             | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2165991.84    | 0.02%             | 2038-04-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | OLIN CORP                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $957443.47     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                      | ONE GAS INC                                                             | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     447000 | PA      | $455862.29     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     775000 | PA      | $712798.63     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1483547.40    | 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      | $2884551.70    | 0.02%             | 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        |    5596282 | PA      | $5567159.31    | 0.04%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC TLB 2.75                                           | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     559680 | PA      | $561605.79     | 0.00%             | 2031-09-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC                                                    | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1314000 | PA      | $1340003.05    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $1389390.37    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1475735.13    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1459127.78    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $358608.50     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2214112.75    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     858000 | PA      | $827601.21     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     477000 | PA      | $456403.38     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $234481.62     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2467194.70    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13505000 | PA      | $13263210.99   | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO/THE                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1596710.26    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                         | ALTA EQUIPMENT GROUP INC                                                | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1144040.56    | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     271000 | PA      | $212057.50     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_25-1                 | ODART_25-1A                                                             | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6544055.68    | 0.05%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_23-1                 | ODART_23-1A                                                             | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3186248.82    | 0.02%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     530000 | PA      | $404181.25     | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     125000 | PA      | $109635.15     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     139000 | PA      | $148380.08     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     808000 | PA      | $862655.99     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | 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      | $7186946.84    | 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      | $878661.99     | 0.01%             | 2030-11-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1201243.56    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     916000 | PA      | $962422.85     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                | ONEOK PARTNERS LP                                                       | CUSIP: 68268NAM5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     216000 | PA      | $205744.37     | 0.00%             | 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      | $6292790.48    | 0.05%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC BOJA_24-1                                   | BOJA_24-1A                                                              | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $705476.52     | 0.01%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2117000 | PA      | $2126250.92    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     546000 | PA      | $480732.14     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2391357.65    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2371371.67    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | 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      | $2626538.94    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $387611.15     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1052622.78    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3211498.25    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                          | AMCOR GROUP FINANCE PLC                                                 | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    4640000 | PA      | $4726065.38    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                      | OMFIT_23-2A                                                             | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1537007.55    | 0.01%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                      | OMFIT_23-2A                                                             | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1665814.08    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                      | CUSIP: 100743AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1427751.05    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                      | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     672000 | PA      | $687031.40     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                  | ANTOFAGASTA PLC                                                         | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1550000 | PA      | $1579569.79    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                         | AON CORP / AON GLOBAL HOLDINGS PLC                                      | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3930028.54    | 0.03%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | AON NORTH AMERICA INC                                                   | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     461000 | PA      | $465844.51     | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | AON NORTH AMERICA INC                                                   | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     997000 | PA      | $1016668.96    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     332000 | PA      | $326414.48     | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     195000 | PA      | $192387.97     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK8                                                | BANK_17-BNK8                                                            | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26141877 | PA      | $369013.51     | 0.00%             | 2050-11-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2760000 | PA      | $2794962.41    | 0.02%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $1001209.24    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     356000 | PA      | $324272.63     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1732000 | PA      | $1734913.87    | 0.01%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1324433.29    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-1                      | OMFIT_23-1A                                                             | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103662.78     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_24-1                      | OMFIT_24-1A                                                             | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5557490.46    | 0.04%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2770937.09    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1201899.46    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 1345T_25-AOA                                          | 1345T_25-AOA                                                            | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6060000 | PA      | $6073292.00    | 0.05%             | 2030-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     890000 | PA      | $881133.07     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | 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      | $2558886.00    | 0.02%             | 2032-01-26      | Variable      | 8.02%                 | 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      | $2203850.00    | 0.02%             | 2031-09-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | BELRON UK FINANCE PLC                                                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    1010000 | PA      | $1013495.48    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                         | BELROSE FUNDING TRUST II                                                | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6495000 | PA      | $6510964.31    | 0.05%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST ONNI_24-APT                       | ONNI_24-APT                                                             | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2535369.50    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | OPAL BIDCO SAS                                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     155000 | PA      | $154889.01     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                            | BMARK_22-B34                                                            | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2082478.65    | 0.02%             | 2055-04-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                            | BMARK_19-B13                                                            | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $1949095.20    | 0.02%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP                                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $669832.67     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | OPEN TEXT INC                                                           | CUSIP: 683720AC0<br>LEI: 391200TOWHX99FWE8G92 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1426055.91    | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | 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        |   24603999 | PA      | $958625.94     | 0.01%             | 2062-03-15      | Variable      | 1.22%                 | 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        |   13722434 | PA      | $733127.92     | 0.01%             | 2053-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| OPMAC_05-4                                                       | OPMAC_05-4                                                              | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11526000 | PA      | $11351373.03   | 0.09%             | 2035-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11369.95      | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | 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      | $9334757.50    | 0.07%             | 2054-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-V2                             | BMARK_23-V2                                                             | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17305000 | PA      | $17741630.45   | 0.14%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1923977.90    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1006226.11    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     907000 | PA      | $747914.94     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5224000 | PA      | $5011386.93    | 0.04%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BSP_16-10A                                                       | BSP_16-10A                                                              | CUSIP: 08181LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2810000 | PA      | $2814709.56    | 0.02%             | 2034-04-20      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| BSP_15-6BR                                                       | BSP_15-6BR                                                              | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5100000 | PA      | $5113453.80    | 0.04%             | 2038-04-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $109699.33     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     741000 | PA      | $699844.89     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                         | BMARK_24-V12                                                            | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7860000 | PA      | $8131408.94    | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WR BERKLEY CORP                                                  | WR BERKLEY CORPORATION                                                  | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1099487.19    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     350000 | PA      | $344141.80     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2675000 | PA      | $2615887.31    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | 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        |    1261000 | PA      | $1318493.61    | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3209331.79    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BERMUDA                                                          | BERMUDA (GOVERNMENT OF)                                                 | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1105000 | PA      | $964680.34     | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1014565.95    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1175000 | PA      | $1088709.10    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $506158.87     | 0.00%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $3190039.64    | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     230000 | PA      | $241852.97     | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                 | BRAZIL MINAS SPE                                                        | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     600000 | PA      | $594942.67     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1         | BLAST_23-1                                                              | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2521067 | PA      | $2528643.93    | 0.02%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     649000 | PA      | $664178.58     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $1975158.90    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                     | BRITISH COLUMBIA (PROVINCE OF)                                          | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2388275.69    | 0.02%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1487971.37    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $3777466.51    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1784000 | PA      | $1449712.13    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2474000 | PA      | $2359645.24    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     756000 | PA      | $769548.23     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1084903.24    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     850000 | PA      | $863659.53     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     408000 | PA      | $414395.83     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                                                  | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     791000 | PA      | $787779.11     | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC (ALBERTA)                  | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1560000 | PA      | $1536525.28    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC (ALBERTA)                  | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2240015.26    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2         | BLAST_24-2                                                              | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6515000 | PA      | $6548523.58    | 0.05%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-3         | BLAST_24-3                                                              | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1185000 | PA      | $1189653.97    | 0.01%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1751344.11    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                               | POSCO HOLDINGS INC                                                      | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $401233.98     | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                  | BROOKFIELD ASSET MANAGEMENT LTD                                         | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    1551000 | PA      | $1571227.43    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | BROOKLYN UNION GAS CO                                                   | CUSIP: 114259AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1871604.09    | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                       | BUNGE LIMITED FINANCE CORPORATION                                       | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     817000 | PA      | $806376.18     | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE TRUST BX_24-GPA3                             | BX_24-GPA3                                                              | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4688570 | PA      | $4688566.25    | 0.04%             | 2039-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                   | PSEG POWER LLC                                                          | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4242000 | PA      | $4282128.72    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                   | PSEG POWER LLC                                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1430244.82    | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                    | SIXTH STREET LENDING PARTNERS                                           | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3063550.62    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD                                         | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |    7234857 | PA      | $7204099.42    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PT PERTAMINA (PERSERO)                                                  | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1424000 | PA      | $1302339.45    | 0.01%             | 2030-08-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                            | PACCAR FINANCIAL CORP                                                   | CUSIP: 69371RT71<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3227969.44    | 0.03%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-2         | BLAST_25-2                                                              | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $2125573.54    | 0.02%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHOUSE FINANCIAL GLOBAL FUND                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5303114.37    | 0.04%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_19-B                        | SMB_19-B                                                                | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5112334 | PA      | $4975741.09    | 0.04%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A                        | SMB_24-A                                                                | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4743137 | PA      | $4770805.45    | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                            | FREEPORT INDONESIA PT                                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |     545000 | PA      | $537967.68     | 0.00%             | 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        |    6499015 | PA      | $6489259.80    | 0.05%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                        | BRINKS CO                                                               | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $550632.22     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                        | BRINKS CO                                                               | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $553610.13     | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | SMITHFIELD FOODS INC                                                    | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2467986.40    | 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      | $1777885.10    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | 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      | $13726862.94   | 0.11%             | 2052-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PFP LTD PFP_23-10                                                | PFP_23-10                                                               | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2342492 | PA      | $2347617.87    | 0.02%             | 2038-09-16      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     166000 | PA      | $144134.13     | 0.00%             | 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      | $73874.23      | 0.00%             | 2025-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2025000 | PA      | $2048334.91    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     737000 | PA      | $739503.19     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-RPL2               | PRPM_24-RPL2                                                            | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1095100 | PA      | $1052969.62    | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     351000 | PA      | $334363.51     | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CONCRETE LLC                                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $667897.90     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1078668.11    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                         | SNAM SPA                                                                | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    3315000 | PA      | $3312541.18    | 0.03%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     555000 | PA      | $479497.77     | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-TAIL                                              | BX_25-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6317892.55    | 0.05%             | 2035-06-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                            | SOCIEDAD QUIMICA Y MINERA DE CHILE                                      | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1825000 | PA      | $1741954.16    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     480000 | PA      | $415813.56     | 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      | $4136197.87    | 0.03%             | 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        |   10380000 | PA      | $9069288.78    | 0.07%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIRC                          | BX_24-AIRC                                                              | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4853598 | PA      | $4868780.16    | 0.04%             | 2039-08-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT6                                              | BX_25-VLT6                                                              | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4960886.50    | 0.04%             | 2042-03-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5605000 | PA      | $5640357.98    | 0.04%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8075000 | PA      | $8140713.45    | 0.06%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-LGCY                                              | BX_21-LGCY                                                              | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $585206.25     | 0.00%             | 2036-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_23-XL3                           | BX_23-XL3                                                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3580044 | PA      | $3594611.27    | 0.03%             | 2040-12-09      | Variable      | 6.09%                 | 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      | $2579381.28    | 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      | $2251659.25    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | 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      | $6077314.80    | 0.05%             | 2046-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98553.14      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | 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      | $1781057.30    | 0.01%             | 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        |       7987 | PA      | $7945.86       | 0.00%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1820612.23    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |    3209612 | PA      | $873307.82     | 0.01%             | 2037-01-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     912000 | PA      | $933805.29     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     614000 | PA      | $619158.95     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | 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      | $19472466.00   | 0.15%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                | CBRE SERVICES INC                                                       | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1788398.45    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     681000 | PA      | $653591.16     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | 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        |    1809750 | PA      | $1765091.58    | 0.01%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCUBS_17-C1                                                      | CCUBS_17-C1                                                             | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505000 | PA      | $1406259.21    | 0.01%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 3.75                                           | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     205970 | PA      | $92000.61      | 0.00%             | 2028-03-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                          | SONOCO PRODUCTS COMPANY                                                 | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     711000 | PA      | $702326.26     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                       | SOTERA HEALTH HOLDINGS LLC                                              | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1008475.81    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | 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        |    1473492 | PA      | $1472765.50    | 0.01%             | 2031-01-26      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_20-3A                                  | SNDPT_20-3A                                                             | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9236173 | PA      | $9237198.24    | 0.07%             | 2032-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC/CDW FINANCE                                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3683065.34    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC/CDW FINANCE                                                     | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $699715.02     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     750000 | PA      | $736144.48     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     875000 | PA      | $834494.60     | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_                                 | CD_16-CD1                                                               | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13995435 | PA      | $13736898.32   | 0.11%             | 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        |   44910573 | PA      | $2047544.86    | 0.02%             | 2057-08-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300000 | PA      | $2205898.02    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1875000 | PA      | $1821735.01    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     925000 | PA      | $848371.61     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY IND INC                                             | SOUTH JERSEY INDUSTRIES INC                                             | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1157421.39    | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC                                                   | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $576557.70     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1455814.27    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                      | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3778938.57    | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                                             | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $536196.36     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3032470.19    | 0.02%             | 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        |   37896688 | PA      | $1390872.87    | 0.01%             | 2052-11-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     765000 | PA      | $773705.70     | 0.01%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     921000 | PA      | $900184.65     | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                  | CF_19-CF1                                                               | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3391269 | PA      | $3227259.15    | 0.03%             | 2052-05-15      | Fixed         | 3.62%                 | 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      | $14787091.69   | 0.11%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $5703581.31    | 0.04%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                 | SOUTHERN NATURAL GAS COMPANY                                            | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3174747.94    | 0.02%             | 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      | $1675317.53    | 0.01%             | 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      | $1812532.94    | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | 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      | $5833163.03    | 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        |   43505201 | PA      | $255471.24     | 0.00%             | 2058-05-10      | Variable      | 1.56%                 | 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      | $6289243.57    | 0.05%             | 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        |     900000 | PA      | $878483.90     | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     384000 | PA      | $379778.03     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1673558.46    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                          | CGI INC                                                                 | CUSIP: 12532HAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5975000 | PA      | $5976341.42    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                        | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $679705.48     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1462724.83    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE CO                                          | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161733.26     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |     280548 | PA      | $219844.32     | 0.00%             | 2047-09-25      | Variable      | 5.31%                 | 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      | $6309733.50    | 0.05%             | 2034-04-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE COMPAN                                      | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    9343000 | PA      | $9185639.10    | 0.07%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     479000 | PA      | $383319.89     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     236000 | PA      | $215790.61     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1497915.37    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                              | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2328000 | PA      | $2490684.82    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                              | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $2126449.27    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | 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        |    4965000 | PA      | $4982970.41    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP2                                        | SREIT_21-MFP2                                                           | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538000 | PA      | $4523818.75    | 0.04%             | 2036-11-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-PALM                                        | SREIT_21-PALM                                                           | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6275000 | PA      | $6239703.13    | 0.05%             | 2034-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     310000 | PA      | $315013.42     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5965000 | PA      | $5983783.28    | 0.05%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2983493.90    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4371000 | PA      | $3822014.54    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $788641.24     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                         | STAR LEASING COMPANY LLC                                                | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1708427.50    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                   | STARBUCKS CORPORATION                                                   | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3928969.05    | 0.03%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     770000 | PA      | $781611.25     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013544.95    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP/THE                                                         | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     749000 | PA      | $747914.30     | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1858690.47    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SRPT_14-STAR                                                     | SRPT_14-STAR                                                            | CUSIP: 85571XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2124670 | PA      | $1248243.90    | 0.01%             | 2027-11-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                                                               | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4096438 | PA      | $3450570.08    | 0.03%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_19-6A                                      | CIFC_19-6A                                                              | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2003888.00    | 0.02%             | 2037-07-16      | Variable      | 5.96%                 | 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      | $1009931.45    | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3391000 | PA      | $3090869.69    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1319299.95    | 0.01%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     319000 | PA      | $321947.02     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1203695.83    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DIAMOND ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP                                           | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3170657.40    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                       | KENVUE INC                                                              | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     579000 | PA      | $593518.69     | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GREENACRE PARK CLO LLC GNAPK_21-2                                | GNAPK_21-2                                                              | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6950000 | PA      | $6957617.20    | 0.05%             | 2037-07-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1063926.58    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                       | KENVUE INC                                                              | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     957000 | PA      | $961209.66     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | KEURIG DR PEPPER INC                                                    | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1168468.19    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SA RL                                  | GREENSAIF PIPELINES BIDCO SARL                                          | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     975000 | PA      | $989590.13     | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1                 | GSKY_24-1                                                               | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745000 | PA      | $1786155.13    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1814628.03    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3407764.30    | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Kedrion                                                          | KEVLAR SPA                                                              | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    1015000 | PA      | $974569.01     | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                                                 | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     770000 | PA      | $734238.07     | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $734989.50     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      55000 | PA      | $47292.88      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9378000 | PA      | $8975144.13    | 0.07%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $6918120.31    | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | 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      | $2025726.19    | 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        |     649204 | PA      | $645273.95     | 0.01%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                                                 | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5363000 | PA      | $5630613.69    | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                | KEYSPAN CORPORATION                                                     | CUSIP: 49337WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $761193.63     | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3844187.50    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7839000 | PA      | $7842939.32    | 0.06%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1629835.10    | 0.01%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                                | IBM INTERNATIONAL CAPITAL PTE LTD                                       | CUSIP: 449276AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1230000 | PA      | $1233128.59    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KEYSPAN GAS EAST CORPORATION                                            | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4723127.34    | 0.04%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY CORPORATION                                                | CUSIP: 49446RBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3649092.00    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2  | ILPT_22-LPF2                                                            | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5123089 | PA      | $5113915.64    | 0.04%             | 2039-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| IP_25-IP                                                         | IP_25-IP                                                                | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3999998.60    | 0.03%             | 2042-06-10      | Variable      | 5.25%                 | 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      | $715502.85     | 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      | $1033877.85    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                                                    | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1212421.77    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / ICAHN ENTER                                      | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1494205.10    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     159000 | PA      | $137453.94     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                       | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1423051.36    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                                                    | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     340000 | PA      | $331517.79     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                         | ICON INVESTMENTS SIX DAC                                                | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1474000 | PA      | $1510149.01    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                       | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2080587.11    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                         | KIND_24-1                                                               | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503124.25    | 0.02%             | 2041-08-15      | Variable      | 6.69%                 | 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      | $2425873.25    | 0.02%             | 2028-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC                                                            | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2842098.15    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | IMOLA MERGER CORP                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1044293.88    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6839000 | PA      | $6985558.52    | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                | KINROSS GOLD CORP                                                       | CUSIP: 496902AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1239000 | PA      | $1236567.12    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                             | KITE REALTY GROUP LP                                                    | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     262000 | PA      | $258693.35     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     734000 | PA      | $738219.77     | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     206000 | PA      | $205451.18     | 0.00%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     471000 | PA      | $472083.88     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                    | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4555719.39    | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | CRESCENT ENERGY FINANCE LLC                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $969295.43     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | 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      | $1006379.77    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST KSL_24-HT2                         | KSL_24-HT2                                                              | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4987499.50    | 0.04%             | 2039-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     844000 | PA      | $782062.70     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1026048.63    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                  | KRONOS ACQUISITION HOLDINGS INC                                         | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $935021.42     | 0.01%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | INTERNET BRANDS TLB3 4.25                                               | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     214694 | PA      | $205939.22     | 0.00%             | 2028-05-03      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1200364.80    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                       | KUEHG CORP TLB 3.25                                                     | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     170410 | PA      | $170931.92     | 0.00%             | 2030-06-12      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                    | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2628000 | PA      | $2463800.18    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-1                            | LADAR_24-1A                                                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015000 | PA      | $1020787.83    | 0.01%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                                                            | CUSIP: 501797AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1366688.92    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                         | LKQ CORP                                                                | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3490589.54    | 0.03%             | 2028-06-15      | Fixed         | 5.75%                 | 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      | $4364868.15    | 0.03%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LCM LTD LCM_30-R                                                 | LCM_30A                                                                 | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1654454 | PA      | $1655174.19    | 0.01%             | 2031-04-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL4                               | LHOME_24-RTL4                                                           | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2002448.60    | 0.02%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_25-RTL1                               | LHOME_25-RTL1                                                           | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5100000 | PA      | $5087102.61    | 0.04%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL5                               | LHOME_24-RTL5                                                           | CUSIP: 50205WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4968401.00    | 0.04%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_25-RTL2                               | LHOME_25-RTL2                                                           | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2989999.50    | 0.02%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LOREAL SA                                                        | LOREAL SA                                                               | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    3270000 | PA      | $3292893.50    | 0.03%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     625000 | PA      | $675383.65     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     126000 | PA      | $128821.87     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     917000 | PA      | $940461.21     | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     649000 | PA      | $650872.73     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3274000 | PA      | $3285375.65    | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_24-1                               | SCFET_24-1A                                                             | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1695000 | PA      | $1738205.89    | 0.01%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                 | SBL HOLDINGS INC                                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3857080.45    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1             | SFAST_23-1A                                                             | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2798152 | PA      | $2815398.90    | 0.02%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-C                                 | SBALT_24-C                                                              | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $949190.13     | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC SCFET_23-1                             | SCFET_23-1A                                                             | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60555 | PA      | $60576.04      | 0.00%             | 2030-01-22      | Fixed         | 6.56%                 | 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        |     524961 | PA      | $522634.62     | 0.00%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     409000 | PA      | $348459.02     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     977000 | PA      | $919905.05     | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                 | SBALT_24-A                                                              | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1613891 | PA      | $1617443.12    | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | 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      | $4991460.86    | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P_24-1A                                      | SEB4P_24-1A                                                             | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2107722.02    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-3A            | SFAST_24-3A                                                             | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1300518.18    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                               | SCFET_25-1A                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3006000 | PA      | $3042528.01    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST SDAL_25-DAL                                           | SDAL_25-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004938.50    | 0.01%             | 2030-04-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-B                                 | SBNALT_24-B                                                             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310000 | PA      | $2326714.47    | 0.02%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SLMA_08-2                                                        | SLMA_08-2                                                               | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1189351.06    | 0.01%             | 2083-01-25      | Variable      | 5.82%                 | 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      | $1163370.75    | 0.01%             | 2083-04-26      | Variable      | 5.82%                 | 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      | $4105873.53    | 0.03%             | 2073-07-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| SLMA_08-4                                                        | SLMA_08-4                                                               | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1230009.21    | 0.01%             | 2073-04-25      | Variable      | 6.47%                 | 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        |    1259225 | PA      | $1245139.13    | 0.01%             | 2025-07-25      | Variable      | 5.72%                 | 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      | $1163480.14    | 0.01%             | 2083-07-26      | Variable      | 6.47%                 | 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      | $1175436.07    | 0.01%             | 2083-07-26      | Variable      | 6.47%                 | 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        |    2996023 | PA      | $2927489.89    | 0.02%             | 2029-01-25      | Variable      | 5.14%                 | 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        |    1439285 | PA      | $1395247.15    | 0.01%             | 2026-05-26      | Variable      | 5.09%                 | 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        |    5599820 | PA      | $5238762.60    | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                                            | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3782625.00    | 0.03%             | 2039-01-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM S                                 | SOFI_17-D                                                               | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75553 | PA      | $74422.12      | 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      | $2298112.25    | 0.02%             | 2048-06-15      | Fixed         | 4.11%                 | 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      | $5613696.90    | 0.04%             | 2039-02-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $2038278.88    | 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        |      84000 | PA      | $83254.75      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     418000 | PA      | $363950.44     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                               | SALLY HOLDINGS LLC                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1036498.12    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                  | SANDS CHINA LTD                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     382000 | PA      | $381104.18     | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     445000 | PA      | $441459.39     | 0.00%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1762000 | PA      | $1702575.26    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4635000 | PA      | $4743315.93    | 0.04%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                                              | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3503075.69    | 0.03%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                                           | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $188029.26     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD                                               | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1332000 | PA      | $1322413.57    | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | 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      | $3978986.56    | 0.03%             | 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        |     447000 | PA      | $416696.40     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     514902 | PA      | $514732.31     | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     284000 | PA      | $287899.95     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     645000 | PA      | $581533.19     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD                                                | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     220762 | PA      | $224107.75     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | 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        |     379193 | PA      | $381057.45     | 0.00%             | 2034-02-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD CAVU_24-1A                              | CAVU_24-1A                                                              | CUSIP: 89624CDG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   20000000 | PA      | $19936300.00   | 0.15%             | 2037-01-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     280000 | PA      | $272416.61     | 0.00%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     464000 | PA      | $484560.56     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     776000 | PA      | $795176.67     | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $6257711.61    | 0.05%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-R1                                              | CIM_25-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10638213 | PA      | $10443987.07   | 0.08%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77700.08      | 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        |    1378000 | PA      | $1301439.19    | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     267000 | PA      | $233726.34     | 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        |      85239 | PA      | $84300.95      | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1242913.13    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1332000 | PA      | $1348510.52    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2349325.13    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR25                                 | COMM_15-CR25                                                            | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2517887 | PA      | $2513063.25    | 0.02%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-CR28                                 | COMM_16-CR28                                                            | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2980626.90    | 0.02%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                     | COMM_16-COR1                                                            | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8410989 | PA      | $8249831.94    | 0.06%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                     | COMM_16-COR1                                                            | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2795103.30    | 0.02%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                 | COMM_17-COR2                                                            | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2381860.00    | 0.02%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                     | CSAIL_18-C14                                                            | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $942757.60     | 0.01%             | 2051-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16                     | CSAIL_19-C16                                                            | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2813731.20    | 0.02%             | 2052-06-15      | Fixed         | 3.33%                 | 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      | $3073406.74    | 0.02%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                     | CSAIL_20-C19                                                            | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2278868.14    | 0.02%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                     | CSAIL_20-C19                                                            | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345000 | PA      | $1879335.06    | 0.01%             | 2053-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA FINANCIAL CORP                                                      | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3737727.21    | 0.03%             | 2027-08-15      | Fixed         | 3.45%                 | 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        |    2549054 | PA      | $2446585.00    | 0.02%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3362787.09    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $774181.49     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3041000 | PA      | $2427623.25    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     587000 | PA      | $474524.75     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3261176.44    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     590000 | PA      | $494123.98     | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     537000 | PA      | $540161.87     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     328000 | PA      | $323189.77     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     797000 | PA      | $733514.90     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      67000 | PA      | $61610.04      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5538285.15    | 0.04%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH2                        | CSMC_22-ATH2                                                            | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5314580 | PA      | $5228984.59    | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-CBM                                  | COMM_24-CBM                                                             | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2127785.39    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-CBM                                  | COMM_24-CBM                                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1261335.25    | 0.01%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                              | CRH SMW FINANCE DAC                                                     | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     980000 | PA      | $997031.80     | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                       | CABOT CORPORATION                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1750140.42    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                                              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1078781.43    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2801506.15    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                                            | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $636819.27     | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                 | California Health Facilities Financing Authority                        | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1740000 | PA      | $1215290.65    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2207542.58    | 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      | $570053.59     | 0.00%             | 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      | $1948026.55    | 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      | $3921056.46    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75                                                 | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    1077816 | PA      | $1076123.37    | 0.01%             | 2031-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                            | CAMDEN PROPERTY TRUST                                                   | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1108319.11    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | CORNERSTONE BUILDING BRANDS INC                                         | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1367687.70    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                     | CAMPBELL SOUP COMPANY                                                   | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     967000 | PA      | $983779.67     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE                                      | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2985000 | PA      | $3029385.31    | 0.02%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE                                      | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5177928.72    | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $765174.56     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1368000 | PA      | $1401001.86    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LTD                                          | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $743987.16     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY COMPANY                                        | CUSIP: 13648TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     437000 | PA      | $406677.83     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY COMPANY                                        | CUSIP: 13648TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3280000 | PA      | $2265506.80    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                             | CANTOR FITZGERALD LP                                                    | CUSIP: 138616AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2419428.76    | 0.02%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $697123.80     | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     485000 | PA      | $505123.19     | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4111396.80    | 0.03%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3207805.10    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING INC                                     | CAPITAL POWER US HOLDING INC                                            | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1715624.97    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | CAPSTONE COPPER CORP                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1220000 | PA      | $1219902.83    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1191706.16    | 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: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3601000 | PA      | $2779455.32    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $3280864.30    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     289000 | PA      | $177895.04     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1898000 | PA      | $1249985.37    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $202041.67     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6496000 | PA      | $5936069.76    | 0.05%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     854000 | PA      | $702303.10     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                                              | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4803000 | PA      | $4998802.89    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     809000 | PA      | $845912.96     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | 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        |     870618 | PA      | $771023.93     | 0.01%             | 2050-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                     | CHASE_24-8                                                              | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1487341 | PA      | $1533242.79    | 0.01%             | 2055-08-25      | Variable      | 7.12%                 | 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        |     153828 | PA      | $140335.63     | 0.00%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                  | CHASE_24-RPL2                                                           | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1163830 | PA      | $1025809.74    | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-6                     | CHASE_24-6                                                              | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1387811 | PA      | $1380112.63    | 0.01%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     545000 | PA      | $534283.97     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                    | CHEPLAPHARM ARZNEIMITTEL GMBH                                           | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $666808.28     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-1                              | CFII_23-1A                                                              | CUSIP: 165183CU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390584 | PA      | $1395380.64    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                              | CFII_24-1A                                                              | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225116 | PA      | $1237100.40    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                                                         | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6912377.50    | 0.05%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL                                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    1050818 | PA      | $1045125.58    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                              | CIM_24-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2613935 | PA      | $2578116.35    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_16-1A                                      | CIFC_16-1A                                                              | CUSIP: 17180TBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8500000 | PA      | $8469298.00    | 0.07%             | 2031-10-21      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_18-2AR                                     | CIFC_18-2A                                                              | CUSIP: 17180WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   39520000 | PA      | $39605797.92   | 0.31%             | 2037-10-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                                                        | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1025591.95    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1082767.68    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1128343.59    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1714740.94    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2361362 | PA      | $1979214.76    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11746413 | PA      | $9845451.99    | 0.08%             | 2051-04-20      | 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        |    5618486 | PA      | $4709227.89    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                     | CUSIP: 36193EWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26698 | PA      | $26904.35      | 0.00%             | 2066-03-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                     | CUSIP: 36193U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100048 | PA      | $100742.17     | 0.00%             | 2066-04-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_13-PEMB                                                            | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1708500.00    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329128 | PA      | $322073.96     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WLF2                                     | GWT_24-WLF2                                                             | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4957000 | PA      | $4953898.41    | 0.04%             | 2041-05-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204653 | PA      | $204784.34     | 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        |     660481 | PA      | $630499.06     | 0.00%             | 2034-11-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II G                                 | GSMS_15-GC30                                                            | CUSIP: 36250GAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1972796 | PA      | $1928447.94    | 0.01%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                     | GSMS_16-GS2                                                             | CUSIP: 36252TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4385130 | PA      | $4328637.68    | 0.03%             | 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      | $9729336.00    | 0.08%             | 2050-08-10      | Fixed         | 3.17%                 | 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      | $4789759.00    | 0.04%             | 2037-09-10      | Variable      | 3.48%                 | 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      | $19416214.00   | 0.15%             | 2050-11-10      | Fixed         | 3.21%                 | 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        |       7547 | PA      | $6978.90       | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | 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      | $1668756.29    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC39                        | GSMS_19-GC39                                                            | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $885112.10     | 0.01%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GSA1                        | GSMS_19-GSA1                                                            | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2789489.10    | 0.02%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                | GXO LOGISTICS INC                                                       | CUSIP: 36262GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     377000 | PA      | $386231.76     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ10                 | GSMBS_21-PJ10                                                           | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710250 | PA      | $626260.33     | 0.00%             | 2052-03-25      | Variable      | 2.50%                 | 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        |     943431 | PA      | $774186.04     | 0.01%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_21-ARDN            | GSMS_21-ARDN                                                            | CUSIP: 36266CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2989595.70    | 0.02%             | 2036-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8411000 | PA      | $8134540.35    | 0.06%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2794862.17    | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3132773.56    | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8875000 | PA      | $9008983.91    | 0.07%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10992000 | PA      | $10716409.93   | 0.08%             | 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      | $11040696.64   | 0.09%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9017138.10    | 0.07%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3207857.69    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | 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      | $2069631.01    | 0.02%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4974304.05    | 0.04%             | 2026-08-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | GOLDMAN SACHS BANK USA                                                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $1016162.26    | 0.01%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | GOLDMAN SACHS BANK USA                                                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4714714.79    | 0.04%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                   | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3969960.19    | 0.03%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                   | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     310000 | PA      | $313773.53     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOOD_21-3CS                                                      | GOOD_21-3CS                                                             | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2430298 | PA      | $1858457.88    | 0.01%             | 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        |    1467451 | PA      | $1477310.34    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA_03-72                                                       | GNMA_03-72                                                              | CUSIP: 38374BQR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146878 | PA      | $146504.75     | 0.00%             | 2045-11-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_06-37                                                              | CUSIP: 38374DBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     374292 | PA      | $506351.24     | 0.00%             | 2036-07-20      | Variable      | 13.03%                | 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        |    1811555 | PA      | $1864983.25    | 0.01%             | 2035-06-16      | Fixed         | 6.00%                 | 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        |    1325532 | PA      | $1328227.02    | 0.01%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                        | MONONGAHELA POWER COMPANY                                               | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     651000 | PA      | $666332.58     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                        | MONONGAHELA POWER COMPANY                                               | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $495599.56     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C27                                                            | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1700019.83    | 0.01%             | 2047-12-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C27                                                            | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2824019.70    | 0.02%             | 2047-12-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $6897675.28    | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5951000 | PA      | $6055084.13    | 0.05%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8466579.78    | 0.07%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5587000 | PA      | $5642836.15    | 0.04%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     583000 | PA      | $574118.19     | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C25                                                            | CUSIP: 61765TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1551000 | PA      | $1539689.49    | 0.01%             | 2048-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C29                                                            | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67597 | PA      | $67623.29      | 0.00%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C28                                                            | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1101545 | PA      | $1092040.87    | 0.01%             | 2049-01-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C30                                                            | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3010000 | PA      | $2920647.85    | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                           | MSBAM_17-C34                                                            | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2285000 | PA      | $2219321.10    | 0.02%             | 2052-11-15      | Fixed         | 3.54%                 | 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      | $8112477.57    | 0.06%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2851936.41    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                               | MORGAN STANLEY DIRECT LENDING FUND                                      | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1800900.48    | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV4      | MSRM_24-INV4                                                            | CUSIP: 61776XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8326094 | PA      | $8186891.33    | 0.06%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4         | MSRM_24-4                                                               | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1486129 | PA      | $1513876.34    | 0.01%             | 2054-09-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_23-3                                | MSAIC_23-3A                                                             | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2087969 | PA      | $2042609.68    | 0.02%             | 2053-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_23-4                               | MSAIC_23-4A                                                             | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3172348 | PA      | $3185440.13    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_24-1                                | MSAIC_24-1                                                              | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2049358 | PA      | $1971438.10    | 0.02%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST MHL_05-5                                        | MHL_05-5                                                                | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     303710 | PA      | $298776.84     | 0.00%             | 2035-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     355000 | PA      | $322984.54     | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                                   | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1715287.21    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                | NORTHWESTERN CORPORATION                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2488591.92    | 0.02%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                            | NORTHWESTERN MUTUAL LIFE INSURANCE                                      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1371950.09    | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL GLOBAL FUNDING                                      | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    1039000 | PA      | $960814.23     | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL LIFE INSURANCE                                      | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5438876.16    | 0.04%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                          | NORTHWESTERN UNIVERSITY                                                 | CUSIP: 668444AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $945810.05     | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                                                     | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     770000 | PA      | $806667.49     | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1016492.07    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1469464.53    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     342000 | PA      | $290978.10     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     295000 | PA      | $297455.30     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1767387.33    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1221411.49    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4692000 | PA      | $4602708.37    | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD                                             | NUFARM AUSTRALIA LTD                                                    | CUSIP: 67052NAB1<br>LEI: 254900Z2JJWSZ7WQM263 | Long             | DBT              | CORP              | AU        |     740000 | PA      | $677445.74     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      86000 | PA      | $87380.22      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     407000 | PA      | $408896.91     | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1975000 | PA      | $1983903.68    | 0.02%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                       | NUVEEN LLC                                                              | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     871000 | PA      | $899319.84     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_24-2                          | DRIVE_24-2                                                              | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3755000 | PA      | $3735241.19    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | 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        |    1646557 | PA      | $1634593.46    | 0.01%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-40A                                                            | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5318024 | PA      | $5322715.00    | 0.04%             | 2031-08-15      | Variable      | 5.48%                 | 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      | $3003720.00    | 0.02%             | 2034-07-17      | Variable      | 6.56%                 | 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      | $5001790.00    | 0.04%             | 2034-04-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4608962.05    | 0.04%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $228060.07     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2477851.32    | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                                                    | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $265842.58     | 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      | $636870.97     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                    | GN BONDCO LLC                                                           | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8695932.72    | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_24-HE1                 | GSMBS_24-HE1                                                            | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5817392 | PA      | $5777275.68    | 0.04%             | 2054-08-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     940000 | PA      | $666955.29     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1029513.74    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                  | GSMBS_23-PJ4                                                            | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1877423 | PA      | $1879329.50    | 0.01%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-4                             | GCAR_24-4A                                                              | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1230000 | PA      | $1230431.73    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | 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      | $667914.62     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                                                 | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $326921.98     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_24-HE2                 | GSMBS_24-HE2                                                            | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3894137 | PA      | $3896445.87    | 0.03%             | 2055-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                                                              | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1703466 | PA      | $1701663.34    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_25-1                      | GSAR_25-1A                                                              | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2189000 | PA      | $2185837.55    | 0.02%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-CES1                | GSMBS_25-CES1                                                           | CUSIP: 36271RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7022614 | PA      | $7031471.61    | 0.05%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_25-1                 | GMALT_25-1                                                              | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2780000 | PA      | $2791419.13    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR             | GSMS_24-RVR                                                             | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10100000 | PA      | $10118251.71   | 0.08%             | 2029-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     858000 | PA      | $746340.72     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                      | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2282329.16    | 0.02%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR             | GSMS_24-RVR                                                             | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2569000 | PA      | $2561098.78    | 0.02%             | 2029-08-10      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36290TSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     747661 | PA      | $698387.03     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER LTD FSRIA_21-FL3                                | FSRIA_21-FL3                                                            | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1423124 | PA      | $1420193.34    | 0.01%             | 2036-11-16      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FS RIALTO FSRIA_25-FL10                                          | FSRIA_25-FL10                                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4981257.50    | 0.04%             | 2030-02-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GSR_06-AR2                                                       | GSR_06-AR2                                                              | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     814177 | PA      | $510655.97     | 0.00%             | 2036-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_16-22A                                      | GALXY_16-22A                                                            | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3740000 | PA      | $3743687.64    | 0.03%             | 2034-04-16      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HOLDINGS LTD                                          | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $5758546.33    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HOLDINGS LTD                                          | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6485000 | PA      | $6427535.31    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_18-26A                                      | GALXY_18-26A                                                            | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2635303 | PA      | $2637875.35    | 0.02%             | 2031-11-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     630263 | PA      | $552371.77     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $837759.72     | 0.01%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1270949.39    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | 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        |     423928 | PA      | $408026.78     | 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        |    1494090 | PA      | $1420192.91    | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | 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      | $2532635.94    | 0.02%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCHANGE                                             | FARMERS INSURANCE EXCHANGE                                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     405000 | PA      | $399209.97     | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                        | GFMT_19-1                                                               | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     841288 | PA      | $804899.66     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | 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      | $1464057.28    | 0.01%             | 2048-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20428 | PA      | $21342.79      | 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        |       1582 | PA      | $1652.71       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | 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      | $1460662.59    | 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      | $3316126.65    | 0.03%             | 2052-01-29      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36596 | PA      | $38236.15      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HV44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76387 | PA      | $79968.56      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                                             | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1778000 | PA      | $1754957.12    | 0.01%             | 2051-09-27      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                                             | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1777000 | PA      | $1736082.44    | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6211 | PA      | $6489.62       | 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        |     116819 | PA      | $118824.31     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                                             | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     802917 | PA      | $797647.92     | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                                             | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1510000 | PA      | $1094704.85    | 0.01%             | 2051-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31288KA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39868 | PA      | $40635.29      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163830 | PA      | $167686.46     | 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        |     143153 | PA      | $149343.72     | 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        |     515475 | PA      | $490853.71     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3594410 | PA      | $3327278.04    | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344640 | PA      | $340342.88     | 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        |    1257726 | PA      | $1207534.64    | 0.01%             | 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        |    1416383 | PA      | $1289679.88    | 0.01%             | 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        |     719561 | PA      | $630459.81     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2937104 | PA      | $2570663.10    | 0.02%             | 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        |     759922 | PA      | $665822.40     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     613478 | PA      | $560495.02     | 0.00%             | 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        |    2811506 | PA      | $2463363.95    | 0.02%             | 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        |    1657297 | PA      | $1452077.97    | 0.01%             | 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        |    2225659 | PA      | $2016945.41    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265791 | PA      | $248482.77     | 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        |    2519065 | PA      | $2198267.83    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        282 | PA      | $294.74        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308549 | PA      | $303198.33     | 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        |     141051 | PA      | $142989.18     | 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        |      36899 | PA      | $36725.98      | 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        |     290053 | PA      | $276561.88     | 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        |     174888 | PA      | $172008.11     | 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        |       1753 | PA      | $1822.27       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1571 | PA      | $1630.59       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_264                                       | FHLMC_264                                                               | CUSIP: 31325TL98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5193224 | PA      | $501036.35     | 0.00%             | 2042-07-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_274                                            | FHLMC_274                                                               | CUSIP: 31325TQJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6450477 | PA      | $680032.26     | 0.01%             | 2042-08-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                 | FHLMC_279                                                               | CUSIP: 31325TVB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4459156 | PA      | $439922.05     | 0.00%             | 2042-09-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC                                                    | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1035825.85    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     590000 | PA      | $585666.59     | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2659823.50    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FHLMC_278                                                               | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6099879 | PA      | $608772.84     | 0.00%             | 2042-09-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_299                                            | FHLMC_299                                                               | CUSIP: 31325TYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2642749 | PA      | $277824.79     | 0.00%             | 2043-01-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5356531.65    | 0.04%             | 2035-03-15      | Fixed         | 5.38%                 | 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        |     392178 | PA      | $370273.53     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_300-S1                                         | FHLMC_300                                                               | CUSIP: 31325TZH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6727616 | PA      | $705873.28     | 0.01%             | 2043-01-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8295714 | PA      | $1306841.50    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | 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        |    1050976 | PA      | $989578.44     | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | 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        |     339533 | PA      | $326031.19     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | 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        |      55641 | PA      | $53747.59      | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1              | AMCAR_24-1                                                              | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3165000 | PA      | $3185262.33    | 0.02%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5314880 | PA      | $796054.27     | 0.01%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                                                               | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10992307 | PA      | $1117903.22    | 0.01%             | 2044-03-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                                                | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2727218.35    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $596936.66     | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS FHS_336-S1                                    | FHLMC_336                                                               | CUSIP: 31325VK29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4557067 | PA      | $486044.42     | 0.00%             | 2044-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_337-S1                                         | FHLMC_337                                                               | CUSIP: 31325VL36<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7532723 | PA      | $749169.78     | 0.01%             | 2044-09-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_25-2           | ACAR_25-2                                                               | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280000 | PA      | $2279177.60    | 0.02%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-4           | ACAR_23-4                                                               | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110497 | PA      | $1112221.38    | 0.01%             | 2028-02-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHS_351                                        | FHLMC_351                                                               | CUSIP: 31325WQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     253022 | PA      | $44341.84      | 0.00%             | 2046-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XD72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     271083 | PA      | $30287.42      | 0.00%             | 2046-12-15      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3           | ACAR_23-3                                                               | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2679686 | PA      | $2695804.78    | 0.02%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY                                         | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2720064.98    | 0.02%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     290714 | PA      | $38487.63      | 0.00%             | 2046-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3479299 | PA      | $463002.77     | 0.00%             | 2046-12-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY                                         | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5706156.14    | 0.04%             | 2025-08-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1901799.03    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1953864 | PA      | $305877.22     | 0.00%             | 2046-12-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_390                                      | FHLMC_390                                                               | CUSIP: 31325YXQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7399834 | PA      | $1746983.45    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1052732.78    | 0.01%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1130601.26    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_390                                         | FHLMC_390                                                               | CUSIP: 31325YXT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8464302 | PA      | $2317457.76    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                  | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1733691 | PA      | $1613309.33    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3691393.63    | 0.03%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1164909.96    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18597020 | PA      | $15191424.55   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5969586 | PA      | $5194900.20    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     581000 | PA      | $600077.22     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1472880.52    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     580000 | PA      | $567019.32     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207428.59     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DPE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3230893 | PA      | $2654864.27    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DQE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11139476 | PA      | $9491930.64    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1108019.40    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     219000 | PA      | $198884.05     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12466630 | PA      | $10704005.49   | 0.08%             | 2052-06-01      | 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        |    2992177 | PA      | $2603856.88    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $960404.52     | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1423438.13    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3258500 | PA      | $2935381.76    | 0.02%             | 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        |     912204 | PA      | $825416.86     | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                        | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1271579.69    | 0.01%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                        | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     919000 | PA      | $865155.04     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3771040 | PA      | $3391560.79    | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8277033 | PA      | $6843458.25    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                        | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1697255.04    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                 | AMERICAN NATIONAL GLOBAL FUNDING                                        | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4326384.87    | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1414522 | PA      | $1169163.44    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7238007 | PA      | $5950941.74    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                 | AMERICAN NATIONAL GLOBAL FUNDING                                        | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    3162000 | PA      | $3156801.36    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2721329.22    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     889047 | PA      | $697031.99     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     942104 | PA      | $737179.31     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     555000 | PA      | $491243.29     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     477000 | PA      | $408677.42     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15516605 | PA      | $12718066.54   | 0.10%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1414609 | PA      | $1105564.79    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     562000 | PA      | $553070.12     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $4401616.03    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17080431 | PA      | $14005990.75   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     798035 | PA      | $776340.34     | 0.01%             | 2052-07-01      | 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        |    2648000 | PA      | $2295657.23    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2              | AMCAR_23-2                                                              | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4505000 | PA      | $4586798.64    | 0.04%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1202972 | PA      | $980634.92     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9916231 | PA      | $9105362.76    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | 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        |     354261 | PA      | $354069.08     | 0.00%             | 2028-04-18      | Fixed         | 4.38%                 | 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      | $3014647.64    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21147551 | PA      | $19418262.61   | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27674737 | PA      | $26156807.35   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |    1836595 | PA      | $1828771.67    | 0.01%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1              | AMCAR_23-1                                                              | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3130000 | PA      | $3160209.82    | 0.02%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1581624 | PA      | $1289458.78    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11471110 | PA      | $11390556.45   | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | CENCORA INC                                                             | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     810000 | PA      | $806456.81     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP                                                    | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1043092.84    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA                                      | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     709000 | PA      | $716143.48     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     345000 | PA      | $263386.54     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2706137 | PA      | $2205086.65    | 0.02%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8024275 | PA      | $7954585.54    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2931000 | PA      | $2788949.02    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     217000 | PA      | $205518.27     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1579282 | PA      | $1532255.65    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16481911 | PA      | $15991115.69   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-30                 | AMMC_24-30A                                                             | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5250000 | PA      | $5266931.25    | 0.04%             | 2037-01-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_25-31                 | AMMC_25-31A                                                             | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3270068.67    | 0.03%             | 2038-02-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5316447 | PA      | $5154546.67    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR REVERSE REMIC GIAN                                      | CUSIP: 3132FCJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12386244 | PA      | $12676339.63   | 0.10%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-28                 | AMMC_24-28A                                                             | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4670000 | PA      | $4694517.50    | 0.04%             | 2037-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED                                          | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1627002.11    | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GEB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195482 | PA      | $194565.49     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GFTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81814 | PA      | $80584.88      | 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        |      36831 | PA      | $35071.88      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GMDH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1079181 | PA      | $1029436.47    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25                                               | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411193 | PA      | $410588.45     | 0.00%             | 2032-01-30      | Variable      | 6.58%                 | 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      | $11506129.50   | 0.09%             | 2034-10-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR  LTV >125                                               | CUSIP: 3132H7DU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1827624 | PA      | $1682320.13    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132HL3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1273472 | PA      | $1210793.13    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_25-17                            | ANCHC_25-17A                                                            | CUSIP: 03332PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17500000 | PA      | $17489762.50   | 0.14%             | 2038-02-28      | Variable      | 5.49%                 | 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        |   14206107 | PA      | $13934481.51   | 0.11%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_353                                            | FHLMC_353                                                               | CUSIP: 3132J0LM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4500713 | PA      | $4011737.39    | 0.03%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132JAPW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3375405 | PA      | $3116827.77    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                              | CUSIP: 034863BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     431000 | PA      | $429838.44     | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                   | ANGLOGOLD ASHANTI HOLDINGS PLC                                          | CUSIP: 03512TAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    1800000 | PA      | $1662802.72    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR CASH ISSUANCE                                           | CUSIP: 3132L8QW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     504687 | PA      | $473953.18     | 0.00%             | 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        |     418147 | PA      | $401519.82     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                     | ANHEUSER-BUSCH COS LLC / INBEV                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6328000 | PA      | $5702428.32    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | CUSIP: 035240AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     532000 | PA      | $483274.41     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-52                                                              | CUSIP: 38376UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2287625 | PA      | $342581.68     | 0.00%             | 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        |     900078 | PA      | $132976.68     | 0.00%             | 2047-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2036080.95    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000569.47    | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | 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        |    5443673 | PA      | $324881.16     | 0.00%             | 2040-03-20      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-H03                                                             | CUSIP: 38376XNT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      82821 | PA      | $83234.34      | 0.00%             | 2060-03-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1471686.03    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1221355.51    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | 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        |    1481677 | PA      | $1448184.11    | 0.01%             | 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        |    1379533 | PA      | $1337381.56    | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2131000 | PA      | $2118628.79    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN                                           | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1370424.54    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA_10-135                                                      | GNMA_10-135                                                             | CUSIP: 38377KY38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3170698 | PA      | $3105693.14    | 0.02%             | 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        |    3459159 | PA      | $303244.77     | 0.00%             | 2041-01-16      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |     325000 | PA      | $147621.51     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $1366497.31    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | 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        |    1625412 | PA      | $156082.47     | 0.00%             | 2041-02-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-3               | GNMA_13-3                                                               | CUSIP: 38378FMA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2597716 | PA      | $559351.19     | 0.00%             | 2043-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 72302357                                                         | ARES1_25-IND3                                                           | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3530000 | PA      | $3535994.65    | 0.03%             | 2027-04-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| 72302357                                                         | ARES1_25-IND3                                                           | CUSIP: 039955AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2996250.00    | 0.02%             | 2027-04-15      | Variable      | 6.15%                 | 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        |   11520148 | PA      | $19356.15      | 0.00%             | 2046-09-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H15                                                             | CUSIP: 38378U8B6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1129675 | PA      | $51221.73      | 0.00%             | 2064-05-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_23-CRE8                                    | AREIT_23-CRE8                                                           | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2957894 | PA      | $2965287.34    | 0.02%             | 2041-08-17      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| AREIT LTD AREIT_22-CRE6                                          | AREIT_22-CRE6                                                           | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     752639 | PA      | $750773.53     | 0.01%             | 2037-01-16      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-6                                                               | CUSIP: 38378X4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1870562 | PA      | $26067.59      | 0.00%             | 2051-02-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-9                                                               | CUSIP: 38378X5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6133255 | PA      | $108548.80     | 0.00%             | 2049-02-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | ARES CAPITAL CORPORATION                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2787030.56    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | ARES STRATEGIC INCOME FUND                                              | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2812526.47    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | 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        |    9034106 | PA      | $128054.84     | 0.00%             | 2056-04-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-134                                                             | CUSIP: 38378XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9962381 | PA      | $43759.76      | 0.00%             | 2055-01-16      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     117000 | PA      | $87920.41      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2282677.13    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNMA_14-150                                                      | GNMA_14-150                                                             | CUSIP: 38378XTA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8493143 | PA      | $173882.67     | 0.00%             | 2056-07-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GNMA_14-3                                                        | GNMA_14-3                                                               | CUSIP: 38378YYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3628948 | PA      | $3460646.84    | 0.03%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | ARROW ELECTRONICS INC                                                   | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5539000 | PA      | $5595483.13    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | 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      | $792391.80     | 0.01%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-146                                                             | CUSIP: 38379K2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4815733 | PA      | $18251.63      | 0.00%             | 2055-07-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-174                                                             | CUSIP: 38379K3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5145001 | PA      | $84390.88      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | PROJECT ICON                                                            | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1173619.73    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     350000 | PA      | $299115.57     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | ARTHUR J GALLAGHER & CO                                                 | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $4092586.40    | 0.03%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA/ARU FIN                                          | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     150000 | PA      | $180059.47     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                         | GNMA_15-163                                                             | CUSIP: 38379K5Z7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1517829 | PA      | $54586.75      | 0.00%             | 2057-12-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-171                                                             | CUSIP: 38379K6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4248430 | PA      | $127672.54     | 0.00%             | 2055-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA/ARU FIN                                          | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2715425.10    | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA HOLDINGS LL                                      | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342573.99     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-114                                                             | CUSIP: 38379KA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1113430 | PA      | $10519.13      | 0.00%             | 2057-03-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1394074.77    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS                                                     | ASHTON WOODS USA LLC/FIN                                                | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1705081.69    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | ASTRAZENECA FINANCE LLC                                                 | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1592336.11    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2168813.68    | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $731971.12     | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2836754.44    | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     320000 | PA      | $295878.28     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6820940.18    | 0.05%             | 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        |     190000 | PA      | $162689.58     | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1380918.23    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3926                                          | FHLMC_3926                                                              | CUSIP: 3137AFCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     350123 | PA      | $337912.20     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3934                                           | FHLMC_3934                                                              | CUSIP: 3137AG6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2298884 | PA      | $2207304.65    | 0.02%             | 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        |     901821 | PA      | $860479.94     | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3997                                           | FHLMC_3997                                                              | CUSIP: 3137AMDJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3320220 | PA      | $220206.93     | 0.00%             | 2041-11-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12742000 | PA      | $12406967.80   | 0.10%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6770171.54    | 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        |    2227000 | PA      | $2070929.34    | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1567999.05    | 0.01%             | 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        |    5750000 | PA      | $4981084.60    | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2103605.76    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4009777.32    | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     885000 | PA      | $895694.89     | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1211921.55    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1084264.44    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     610000 | PA      | $630882.63     | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     813000 | PA      | $820557.37     | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO                                                                   | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4096042.82    | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO                                                                   | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     698000 | PA      | $690445.22     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1267572.37    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8290000 | PA      | $8051247.48    | 0.06%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     305000 | PA      | $309641.25     | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1962655.57    | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4994000 | PA      | $5081420.89    | 0.04%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT                                   | JPMMT_17-3                                                              | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1041915 | PA      | $934535.27     | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | 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        |     359868 | PA      | $323270.93     | 0.00%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7           | JPMDB_17-C7                                                             | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1447799.70    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | 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        |     471889 | PA      | $416034.87     | 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        |     790230 | PA      | $706470.95     | 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        |     321976 | PA      | $311779.91     | 0.00%             | 2046-04-25      | Variable      | 5.19%                 | 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        |     196154 | PA      | $178686.09     | 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        |     117706 | PA      | $105366.88     | 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        |    1003205 | PA      | $908130.80     | 0.01%             | 2049-01-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     922000 | PA      | $926663.52     | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2748338.41    | 0.02%             | 2030-04-24      | Fixed         | 4.83%                 | 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        |     836004 | PA      | $760506.68     | 0.01%             | 2049-01-25      | Variable      | 4.05%                 | 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        |    1119121 | PA      | $1059015.93    | 0.01%             | 2049-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1419394.92    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CAPITAL CORP                                           | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5017840.96    | 0.04%             | 2036-08-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-2                                                       | JPMMT_19-2                                                              | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      54300 | PA      | $50382.34      | 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        |    1956563 | PA      | $1817309.64    | 0.01%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | STATION CASINOS LLC                                                     | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1373940.37    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     403000 | PA      | $402450.92     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | 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        |     863408 | PA      | $817517.50     | 0.01%             | 2049-12-25      | Variable      | 4.69%                 | 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        |     719506 | PA      | $677692.90     | 0.01%             | 2049-12-25      | Variable      | 4.69%                 | 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        |     852193 | PA      | $785182.00     | 0.01%             | 2049-12-25      | Variable      | 4.27%                 | 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        |     102863 | PA      | $92487.38      | 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      | $1958993.42    | 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        |     879028 | PA      | $885922.52     | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | 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        |    1491347 | PA      | $1359074.76    | 0.01%             | 2050-03-25      | Variable      | 4.34%                 | 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        |     359516 | PA      | $320203.87     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | 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        |    1746709 | PA      | $1512269.18    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | 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        |     173215 | PA      | $145135.06     | 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        |     887825 | PA      | $774622.05     | 0.01%             | 2050-12-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-14                             | JPMMT_21-14                                                             | CUSIP: 46653QCD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1378143 | PA      | $1137732.07    | 0.01%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-8                              | JPMMT_23-8                                                              | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1949061 | PA      | $1937413.31    | 0.02%             | 2054-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-HE2                            | JPMMT_23-HE2                                                            | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     303881 | PA      | $305520.53     | 0.00%             | 2054-03-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-1                              | JPMMT_24-1                                                              | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976766 | PA      | $971348.00     | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FUNDI                                      | CUSIP: 46849CJP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5280608.37    | 0.04%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FD                                         | CUSIP: 46849LUY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1216200.12    | 0.01%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                         | JACOBS ENTERTAINMENT INC                                                | CUSIP: 469815AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1595511.96    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                                                       | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2567531.27    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     670000 | PA      | $636200.06     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1386054.68    | 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        |     614000 | PA      | $573507.22     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4080140.51    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     271000 | PA      | $271649.35     | 0.00%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FINANCE US INC                                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3036843.27    | 0.02%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STIFEL FINL CORP                                                 | STIFEL FINANCIAL CORP                                                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3566534.74    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4886461.77    | 0.04%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1058839.71    | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STRE_24-1A                                                       | STRE_24-1A                                                              | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454305 | PA      | $473419.09     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST STRE_24-2                        | STRE_24-2A                                                              | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4340025 | PA      | $4310824.22    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1857222.29    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1574492.75    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | 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        |     243660 | PA      | $233547.11     | 0.00%             | 2035-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| LXS_05-5N                                                        | LXS_05-5N                                                               | CUSIP: 86359DUR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     107223 | PA      | $106736.39     | 0.00%             | 2035-11-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1102249.40    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2593801.67    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | 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        |     527102 | PA      | $484013.53     | 0.00%             | 2036-06-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1227684.89    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $640159.81     | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1349000 | PA      | $1385578.10    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3396944.87    | 0.03%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1888614.02    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1252000 | PA      | $1278776.06    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     782000 | PA      | $802766.88     | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     982000 | PA      | $950085.00     | 0.01%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                   | SUMITOMO MITSUI TRUST BANK LTD                                          | CUSIP: 86563VBP3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3619544.46    | 0.03%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                    | SUMMIT MIDSTREAM HOLDINGS LLC                                           | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $926664.34     | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | 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        |    2608942 | PA      | $2124086.24    | 0.02%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     387000 | PA      | $389163.79     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3592160.03    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | 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        |    2091350 | PA      | $1712487.94    | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER XI ISSUER LLC SNVA_23-A                    | SNVA_23-A                                                               | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4210431 | PA      | $4352129.14    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1378198.17    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     720000 | PA      | $720410.28     | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL RETAIL BANK                                           | SYNCHRONY BANK                                                          | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3626080.66    | 0.03%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_18-20A                                     | SYMP_18-20A                                                             | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5873405 | PA      | $5873405.17    | 0.05%             | 2032-01-16      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1706095.04    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4516959.15    | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_25-47                                      | SYMP_25-47A                                                             | CUSIP: 87170XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4370000 | PA      | $4387833.97    | 0.03%             | 2038-04-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                       | SYSCO CORPORATION                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3889096.48    | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                     | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $2069601.54    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                     | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1012282.89    | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                       | SYSCO CORPORATION                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     497000 | PA      | $496745.30     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC.                                     | SYSTEM ENERGY RESOURCES INC                                             | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2659384.51    | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST TCO_24-DPM             | TCO_24-DPM                                                              | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535000 | PA      | $2534207.81    | 0.02%             | 2039-12-15      | Variable      | 5.63%                 | 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      | $2301987.20    | 0.02%             | 2032-01-29      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| GLAXOSK CAP INC                                                  | GLAXOSMITHKLINE CAPITAL INC                                             | CUSIP: 377372AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5295000 | PA      | $5291748.45    | 0.04%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSK CAP INC                                                  | GLAXOSMITHKLINE CAPITAL INC                                             | CUSIP: 377372AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1239873.33    | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD TCW_25-1                                             | TCW_25-1A                                                               | CUSIP: 87240NBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $17941914.00   | 0.14%             | 2034-10-29      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL                     | THPT_23-THL                                                             | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4489248.64    | 0.03%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      83000 | PA      | $79333.19      | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2378133.98    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     961000 | PA      | $961273.20     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $876429.32     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1283546.02    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     125000 | PA      | $116008.26     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3468887.67    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4067195.55    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-2                             | GCAR_24-2A                                                              | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3482898.45    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-3                             | GCAR_24-3A                                                              | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1851648.17    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2826958.71    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      81000 | PA      | $79585.35      | 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        |     432000 | PA      | $402264.23     | 0.00%             | 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        |    3673000 | PA      | $3504461.45    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_25-2                      | GCAR_25-2                                                               | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1362273.50    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-3                      | GSAR_24-3A                                                              | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2337962 | PA      | $2363453.42    | 0.02%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $2091923.53    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     607000 | PA      | $570410.69     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4652642.15    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2083691.86    | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2                      | GSAR_24-2A                                                              | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     666540 | PA      | $672152.03     | 0.01%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4    | GMCAR_23-4                                                              | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2874865.84    | 0.02%             | 2029-04-16      | Fixed         | 6.16%                 | 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        |     300348 | PA      | $285419.21     | 0.00%             | 2042-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC                                                         | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $695121.36     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1080359.97    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1007497.81    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC TLB 2.0                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     884833 | PA      | $882266.51     | 0.01%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     800000 | PA      | $835517.73     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_20-8                   | GLM_20-8A                                                               | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10550000 | PA      | $10541222.40   | 0.08%             | 2034-10-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     415000 | PA      | $362439.53     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRK TRUST TRK_22-INV2                                            | TRK_22-INV2                                                             | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4671074 | PA      | $4609608.31    | 0.04%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY TIA_16-1A                         | TIA_16-1A                                                               | CUSIP: 87271LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4917700 | PA      | $4919259.05    | 0.04%             | 2031-07-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     546000 | PA      | $575929.42     | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     546000 | PA      | $564459.28     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC BELL_21-1A                                 | BELL_21-1A                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2456250 | PA      | $2327033.32    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | TAKE-TWO INTERACTIVE SOFTWARE INC                                       | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3681925.15    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 3.25                                                 | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1293337 | PA      | $916419.61     | 0.01%             | 2029-01-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 6.0                                                  | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     141415 | PA      | $49495.34      | 0.00%             | 2030-01-24      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | TAKE-TWO INTERACTIVE SOFTWARE INC                                       | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     692000 | PA      | $706721.05     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                            | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $349981.20     | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4247822.85    | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     564000 | PA      | $559923.36     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                            | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $705502.34     | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | 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      | $141041.69     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA                                       | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     564000 | PA      | $550440.28     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORPORATION                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6826000 | PA      | $6709197.36    | 0.05%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3951621.62    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     948000 | PA      | $927577.62     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5194511.25    | 0.04%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     155000 | PA      | $148284.88     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC COMPANY                                    | NARRAGANSETT ELECTRIC COMPANY                                           | CUSIP: 631005BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2077000 | PA      | $1960509.09    | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK OF CANADA                                            | NATIONAL BANK OF CANADA                                                 | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1304518.98    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB BORROWER 1 (US)TLB 1.75                                      | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    1810260 | PA      | $1809734.83    | 0.01%             | 2030-06-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.75                                         | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     181122 | PA      | $181801.35     | 0.00%             | 2031-10-28      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1055848.71    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     989000 | PA      | $964241.82     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK OF CANADA                                            | NATIONAL BANK OF CANADA                                                 | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4260000 | PA      | $4219153.50    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                | NATIONAL GRID PLC                                                       | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     999000 | PA      | $1006299.14    | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | 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      | $1790905.30    | 0.01%             | 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      | $3789141.29    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                       | KESTREL ACQUISITION LLC TLB 3.5                                         | CUSIP: 000000000<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     210462 | PA      | $210110.78     | 0.00%             | 2031-11-06      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                 | SOUTHRN VETERAN PRTNS LLC TLB 3.25                                      | CUSIP: 000000000<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     295868 | PA      | $295918.41     | 0.00%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     941000 | PA      | $936864.38     | 0.01%             | 2043-04-30      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1366556.46    | 0.01%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1620297.90    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK LLC                                                   | TECHNIMARK HOLDINGS LLC TLB 3.25                                        | CUSIP: 87854HAD8<br>LEI: SMVHAQI7R80MMI4TPU55 | Long             | LON              | CORP              | US        |     600903 | PA      | $599400.26     | 0.00%             | 2031-04-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                                          | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470315.89     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                                          | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     665000 | PA      | $591806.36     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     931000 | PA      | $845414.13     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     645000 | PA      | $563098.09     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1440359.52    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $408182.34     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     170000 | PA      | $160311.81     | 0.00%             | 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        |     110000 | PA      | $114767.10     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     705000 | PA      | $712689.38     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3918028.69    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | TENNECO INC                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4554986.19    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | TENNECO INC TLB 5.0                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2225000 | PA      | $2151997.75    | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     977000 | PA      | $963564.43     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     604000 | PA      | $612977.15     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | TEREX CORPORATION                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1035131.57    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | TEVA PHARMACEUTICAL FINANCE NETHER                                      | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     341000 | PA      | $343431.77     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                    | TEVA PHARMACEUTICAL FINANCE NETHER                                      | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     341000 | PA      | $343916.19     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA ENERGY CORP TLB3 1.75                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     462705 | PA      | $463038.54     | 0.00%             | 2030-12-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SAPI DE CV                         | TOTAL PLAY TELECOMUNICACIONES SAPI                                      | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1841500 | PA      | $1728901.95    | 0.01%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     222000 | PA      | $207915.86     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_24-CES6                           | TPMT_24-CES6                                                            | CUSIP: 891947AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13624914 | PA      | $13700551.70   | 0.11%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                | TRACTOR SUPPLY COMPANY                                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3314950.89    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1068358.46    | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     839000 | PA      | $840543.75     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1216195.60    | 0.01%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     707000 | PA      | $714442.40     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3611000 | PA      | $3633936.92    | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | 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      | $9256031.00    | 0.07%             | 2034-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                     | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1152216.90    | 0.01%             | 2047-02-12      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                     | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $723291.49     | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XII LTD HAYFN_24-15                                    | HAYFN_24-15A                                                            | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   24750000 | PA      | $24824571.75   | 0.19%             | 2037-04-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                          | HEALTH CARE SERVICE CORPORATION                                         | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     474000 | PA      | $473907.65     | 0.00%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                          | HEALTH CARE SERVICE CORP                                                | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1399894.88    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     761000 | PA      | $697492.43     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                                           | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     435000 | PA      | $421920.54     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $328758.41     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                             | HEARTLAND DENTAL LLC TLB 4.5                                            | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     275875 | PA      | $275472.25     | 0.00%             | 2028-04-28      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK PROPERTIES INC                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     779000 | PA      | $777819.09     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    1111954 | PA      | $1092494.36    | 0.01%             | 2027-02-22      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    1111954 | PA      | $1092494.36    | 0.01%             | 2027-08-20      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    2244162 | PA      | $2176837.24    | 0.02%             | 2029-03-01      | Variable      | 5.28%                 | No            |                  3 | On Loan: No      |
| HECLA MIN CO                                                     | HECLA MINING COMPANY                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     675000 | PA      | $678549.76     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                       | HEICO CORP                                                              | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1467233.37    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP                                       | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     546000 | PA      | $556788.06     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH AND PAYNE INC                                          | HELMERICH AND PAYNE INC                                                 | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $3636957.00    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                         | HERC HOLDINGS ESCROW INC                                                | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1184905.80    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                         | HERC HOLDINGS ESCROW INC                                                | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $540103.59     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | HERCULES CAPITAL INC                                                    | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3544145.50    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY THE                                              | HERSHEY COMPANY THE                                                     | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2216809.64    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                       | HERTZ_22-2A                                                             | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3830000 | PA      | $3659143.32    | 0.03%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                       | HERTZ_23-3A                                                             | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4660000 | PA      | $4728256.42    | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                           | HERTZ_24-1A                                                             | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3815000 | PA      | $3842986.84    | 0.03%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | HESS CORPORATION                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1556036.87    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                           | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1522802.85    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                           | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1245080.66    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                           | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2340348.20    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     825000 | PA      | $783162.36     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2145788.07    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $991724.57     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | 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        |     118405 | PA      | $118235.81     | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN TLB4 2.0                                           | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    2082792 | PA      | $2088998.66    | 0.02%             | 2030-11-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                          | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     992000 | PA      | $917283.38     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-NQM1                                        | HOMES_25-NQM1                                                           | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8291895 | PA      | $8291520.79    | 0.06%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                             | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     453000 | PA      | $449408.94     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                             | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1520650.32    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | 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      | $517916.63     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     802000 | PA      | $771812.57     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6660508.53    | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2945272.07    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $681481.39     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1004929.07    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT HLM_24-21                                    | HLM_24-21A                                                              | CUSIP: 442913AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13000000 | PA      | $13025792.00   | 0.10%             | 2037-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    3448000 | PA      | $3018927.33    | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     950000 | PA      | $688467.61     | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | 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      | $1804358.92    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     922000 | PA      | $927891.90     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1742930.56    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-J2                                              | CIM_19-J2                                                               | CUSIP: 12558TBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     770612 | PA      | $688877.07     | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R6                                              | CIM_20-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3067820 | PA      | $2718658.41    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)                                                   | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     977000 | PA      | $802459.07     | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNT CO INC                                                      | HUNT CO INC                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2015370.92    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                   | JB HUNT TRANSPORT SERVICES INC                                          | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3793137.45    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST HUNT 2024-1A                               | HUNT_24-1A                                                              | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2260000 | PA      | $2277091.48    | 0.02%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC/OH                                            | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4209933.08    | 0.03%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC                                               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1385065.27    | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1830952.02    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | HUNTINGTON INGALLS INDUSTRIES INC                                       | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2135604.55    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | HUNTINGTON INGALLS INDUSTRIES INC                                       | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $6141861.75    | 0.05%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK                                               | HUNTINGTON NATIONAL BANK (THE)                                          | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1251494.58    | 0.01%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                       | HUNTSMAN INTERNATIONAL LLC                                              | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1781424.63    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_25-SPRL                                          | HY_25-SPRL                                                              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3617000 | PA      | $3693122.66    | 0.03%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | HYATT HOTELS CORP                                                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4015821.68    | 0.03%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | HYATT HOTELS CORP                                                       | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1846491.09    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1305588.16    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1339900.13    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     980000 | PA      | $952367.14     | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5719050.35    | 0.04%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2177277.41    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                       | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     968000 | PA      | $985419.65     | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                       | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2910000 | PA      | $2916447.49    | 0.02%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                       | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6685000 | PA      | $6713609.47    | 0.05%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                                                     | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1651000 | PA      | $1693021.33    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                                                     | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4870000 | PA      | $4894769.61    | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5621518.36    | 0.04%             | 2025-06-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     907000 | PA      | $923747.49     | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $4319891.50    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     928000 | PA      | $969319.27     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1056550.77    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     560000 | PA      | $542316.59     | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                            | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1355000 | PA      | $1360304.73    | 0.01%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                            | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1207231.18    | 0.01%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     481000 | PA      | $493907.38     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     384000 | PA      | $391300.87     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     284000 | PA      | $286653.70     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $1738414.79    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FHLMC_2882                                                       | FHLMC_2882                                                              | CUSIP: 31395JM78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2154851 | PA      | $2265128.60    | 0.02%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                                              | CUSIP: 31395PMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1710228 | PA      | $1785048.35    | 0.01%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1256000 | PA      | $1135931.08    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1396177.65    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     506000 | PA      | $328748.98     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $690514.85     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC_2962                                                       | FHLMC_2962                                                              | CUSIP: 31395TRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      22540 | PA      | $22500.34      | 0.00%             | 2035-03-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC_2981                                                       | FHLMC_2981                                                              | CUSIP: 31395U5T4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     112677 | PA      | $111944.53     | 0.00%             | 2030-05-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     206000 | PA      | $112523.41     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $945307.21     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3028                                           | FHLMC_3028                                                              | CUSIP: 31396AGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     167707 | PA      | $168045.45     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_05-3032                                          | FHLMC_3032                                                              | CUSIP: 31396AHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     405635 | PA      | $415355.59     | 0.00%             | 2035-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     940000 | PA      | $835182.06     | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 458182BW1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2516875.95    | 0.02%             | 2025-10-15      | Fixed         | 6.80%                 | 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        |     667261 | PA      | $631694.12     | 0.00%             | 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        |    3234597 | PA      | $3037560.79    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4187516.27    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1638657.15    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2011655.36    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $1151349.83    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | 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        |     804391 | PA      | $738576.20     | 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        |     429512 | PA      | $399199.44     | 0.00%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     939000 | PA      | $934943.54     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1586982.98    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | 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        |     455180 | PA      | $412677.42     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-BA                           | NAVSL_21-BA                                                             | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941204 | PA      | $848596.70     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     455000 | PA      | $424504.54     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4407990.18    | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC TLB6 4.5                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    1893684 | PA      | $1867645.96    | 0.01%             | 2028-01-18      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                       | NETAPP INC                                                              | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1841305.87    | 0.01%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                       | NETAPP INC                                                              | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     822000 | PA      | $832813.13     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                                             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1173659.17    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3065                                           | FHLMC_3065                                                              | CUSIP: 31396EUD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     242838 | PA      | $261637.31     | 0.00%             | 2035-11-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3085                                           | FHLMC_3085                                                              | CUSIP: 31396FRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     327391 | PA      | $328362.57     | 0.00%             | 2035-08-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3081                                           | FHLMC_3081                                                              | CUSIP: 31396FXD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     375298 | PA      | $405431.28     | 0.00%             | 2035-12-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3121                                           | FHLMC_3121                                                              | CUSIP: 31396JFW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      59548 | PA      | $62259.00      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                              | CIM_20-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4584703 | PA      | $4062355.79    | 0.03%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3803338 | PA      | $3423811.36    | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5380149 | PA      | $4883962.92    | 0.04%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-I1                                              | CIM_22-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4158394 | PA      | $4113843.08    | 0.03%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R1                                              | CIM_23-R1                                                               | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10178448 | PA      | $9589335.40    | 0.07%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R3                                              | CIM_23-R3                                                               | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8723219 | PA      | $8147400.32    | 0.06%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                    | CME GROUP INC                                                           | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2007996.33    | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2                 | GSKY_24-2                                                               | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     507435 | PA      | $508214.92     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | 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        |    3200017 | PA      | $3202183.34    | 0.02%             | 2031-04-15      | Variable      | 5.53%                 | 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        |    2214864 | PA      | $2216265.83    | 0.02%             | 2031-10-20      | Variable      | 5.71%                 | 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        |    9190225 | PA      | $8179300.30    | 0.06%             | 2028-08-31      | Variable      | 7.71%                 | No            |                  3 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_25-FL4          | GSTNE_25-FL4                                                            | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2493695.25    | 0.02%             | 2043-01-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                             | GRIFOLS USA INC TLB 2.0                                                 | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     612116 | PA      | $609747.07     | 0.00%             | 2027-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                                                  | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1066922.17    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 401494AY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    1650000 | PA      | $1654104.51    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 401494AZ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $799608.77     | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | GULF POWER CO                                                           | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1098600.46    | 0.01%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD HGI_22-FL3                                       | HGI_22-FL3                                                              | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     725303 | PA      | $725529.22     | 0.01%             | 2037-04-20      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC                                              | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    4559000 | PA      | $4603176.71    | 0.04%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1170159.38    | 0.01%             | 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        |     558000 | PA      | $556315.79     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2278618.41    | 0.02%             | 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        |     588000 | PA      | $572690.10     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     744000 | PA      | $682663.10     | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $937626.91     | 0.01%             | 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        |    1262000 | PA      | $1079506.89    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     565000 | PA      | $550800.33     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2025000 | PA      | $2046618.89    | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | 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        |     133452 | PA      | $121900.63     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | 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        |     110047 | PA      | $98522.92      | 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        |    1735134 | PA      | $1522374.31    | 0.01%             | 2050-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $871124.66     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $962045.75     | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1028101.12    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     600000 | PA      | $393820.96     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | 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        |     232010 | PA      | $207676.70     | 0.00%             | 2042-06-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_16-GC37                                                           | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2875000 | PA      | $2839998.60    | 0.02%             | 2049-04-10      | Fixed         | 3.31%                 | 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      | $2133303.57    | 0.02%             | 2049-08-10      | Variable      | 4.38%                 | 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      | $1475183.25    | 0.01%             | 2036-10-15      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                       | CITZN_24-1                                                              | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235000 | PA      | $1241200.19    | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                  | CMLTI_25-INV1                                                           | CUSIP: 17332GBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1428948 | PA      | $1424593.96    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050812 | PA      | $10106728.11   | 0.08%             | 2064-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490540 | PA      | $349590.64     | 0.00%             | 2064-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418608 | PA      | $289267.17     | 0.00%             | 2064-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     261594 | PA      | $165750.59     | 0.00%             | 2064-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196216 | PA      | $111408.17     | 0.00%             | 2064-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124284 | PA      | $61686.47      | 0.00%             | 2064-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156973 | PA      | $66637.36      | 0.00%             | 2064-01-25      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149219 | PA      | $46239.19      | 0.00%             | 2064-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12907260 | PA      | $1290.73       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      22869 | PA      | $20242.01      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                            | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2004320.13    | 0.02%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                            | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2854563.47    | 0.02%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1284450.37    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1196346.33    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     820000 | PA      | $762325.55     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     520000 | PA      | $446441.84     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING                                  | CLEVELAND ELECTRIC ILLUMINATING CO                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1306386.38    | 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        |    3111000 | PA      | $2997198.80    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION FINANCIERA DE DESARR                                 | CORPORACION FINANCIERA DE DESARROL                                      | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $565200.65     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H022663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54675000 | PA      | $45796027.13   | 0.36%             | 2054-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS NET LLC TL EXIT                                          | CUSIP: 25277EAB8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     359670 | PA      | $322580.98     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1868558.33    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H040665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42625000 | PA      | $39027048.47   | 0.30%             | 2055-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H042661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39800000 | PA      | $37543316.92   | 0.29%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3221295.00    | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                    | POWER FINANCE CORPORATION LTD                                           | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     546000 | PA      | $564921.24     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PRAIRIE PROVIDENT RESOURCES INC                                  | Prairie Provident Resources Inc                                         | CUSIP: 73965Q102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1728 | NS      | $40.61         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                    | PREMIER ENTERTAINMENT SUB LLC                                           | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $1526668.36    | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H050664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54440000 | PA      | $52806531.61   | 0.41%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H052660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   76329000 | PA      | $75777403.14   | 0.59%             | 2025-06-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE COMPANY OF COLORADO                                      | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3090625.82    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM2                                            | PRPM_24-NQM2                                                            | CUSIP: 74448PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8099282 | PA      | $8183731.75    | 0.06%             | 2069-06-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6675000 | PA      | $6728726.47    | 0.05%             | 2055-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75                                           | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246987 | PA      | $245030.92     | 0.00%             | 2032-03-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA                                      | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3941599.49    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                      | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     501000 | PA      | $506764.61     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     454000 | PA      | $450095.71     | 0.00%             | 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        |     322000 | PA      | $274876.34     | 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        |     964000 | PA      | $833581.98     | 0.01%             | 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        |     735000 | PA      | $757662.18     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | COUSINS PROPERTIES LP                                                   | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4106040.03    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD CQS_23-3                                          | CQS_23-3A                                                               | CUSIP: 223929AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   20000000 | PA      | $20066780.00   | 0.16%             | 2037-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1244462.74    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     814000 | PA      | $819395.15     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     352000 | PA      | $350601.57     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1516324.74    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     913000 | PA      | $911988.33     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $7877867.44    | 0.06%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                             | QUEBEC (PROVINCE OF)                                                    | CUSIP: 74815HCA8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $234278.83     | 0.00%             | 2026-03-02      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     263000 | PA      | $242478.03     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     278000 | PA      | $248851.09     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $539490.34     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1400763.64    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     642000 | PA      | $630157.35     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2224772.88    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     615000 | PA      | $623891.29     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | 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        |   17462676 | PA      | $90252.35      | 0.00%             | 2037-01-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                      | RALI_06-QS18                                                            | CUSIP: 74922RAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15196868 | PA      | $261562.42     | 0.00%             | 2036-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                                              | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10047533.00   | 0.08%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-1                | SDART_25-1                                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2205000 | PA      | $2204714.89    | 0.02%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A               | SBCLN_24-A                                                              | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210385 | PA      | $2220255.73    | 0.02%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-4                | SDART_24-4                                                              | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810000 | PA      | $2814630.60    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4                | SDART_23-4                                                              | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $2440779.32    | 0.02%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                              | SANTOS FINANCE LTD                                                      | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1340000 | PA      | $1408988.32    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | SASOL FINANCING USA LLC                                                 | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2406027.04    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    7630000 | PA      | $7474174.25    | 0.06%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     883000 | PA      | $899500.53     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     564000 | PA      | $512257.08     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | CHARLES SCHWAB CORPORATION (THE)                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     441000 | PA      | $466167.95     | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO                                      | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1011682.82    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SFS SCOTT_23-SFS                                      | SCOTT_23-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340000 | PA      | $3403331.90    | 0.03%             | 2040-03-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SDR COMMERCIAL MORTGAGE TRUST SDR_24-DSNY                        | SDR_24-DSNY                                                             | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2463281.25    | 0.02%             | 2039-05-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     562000 | PA      | $475605.54     | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10017588.17   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     703000 | PA      | $671524.15     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                  | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $993126.91     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1604828.56    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1200763.09    | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                 | SEMT_25-2                                                               | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7233609 | PA      | $7225033.77    | 0.06%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                 | SEMT_25-2                                                               | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1405103 | PA      | $1397308.62    | 0.01%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-INV1                              | SEMT_24-INV1                                                            | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6705199 | PA      | $6601477.81    | 0.05%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_23-3                                 | SEMT_23-3                                                               | CUSIP: 816943BC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1349320 | PA      | $1338916.56    | 0.01%             | 2053-09-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                             | SERBIA (REPUBLIC OF)                                                    | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6640000 | PA      | $5516500.19    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                             | SERBIA (REPUBLIC OF)                                                    | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    9915000 | PA      | $9851732.64    | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | 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        |       6347 | PA      | $6296.06       | 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        |    1003171 | PA      | $947762.04     | 0.01%             | 2048-07-25      | Variable      | 4.16%                 | 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        |     930676 | PA      | $807261.21     | 0.01%             | 2050-04-25      | Variable      | 3.31%                 | 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        |     119101 | PA      | $104127.81     | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_21-5                                 | SEMT_21-5                                                               | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     592979 | PA      | $469819.73     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-3                                 | SEMT_24-3                                                               | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2841297 | PA      | $2825536.16    | 0.02%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-8                                 | SEMT_24-8                                                               | CUSIP: 81749NAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     758438 | PA      | $739595.61     | 0.01%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORPORATION INTL                                                | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     645000 | PA      | $640971.67     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER LLC SPRO_22-1                              | SPRO_24-1A                                                              | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2221875 | PA      | $2257889.82    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | 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        |    2732189 | PA      | $2734426.92    | 0.02%             | 2031-05-07      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-1             | SFAST_25-1A                                                             | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $1393743.97    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                                                    | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    3210000 | PA      | $3218991.11    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-2               | SRFC_24-2A                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210010 | PA      | $2212166.95    | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD SLVRK_23-3                                   | SLVRK_23-3A                                                             | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19058577.00   | 0.15%             | 2036-01-20      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP                                          | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     740000 | PA      | $689041.04     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GROUP INC                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1166161.65    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                                                     | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $253445.99     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                                                     | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1066825.66    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                                                     | CUSIP: 82967NBM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1037269.28    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                  | SIRIUSPOINT LTD                                                         | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    3580000 | PA      | $3722747.18    | 0.03%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                   | SITIOS LATINOAMERICA SAB DE CV                                          | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    3145000 | PA      | $3189491.99    | 0.02%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC TLB 1.75                                                      | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     642153 | PA      | $642558.05     | 0.00%             | 2031-01-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT LUXEMBOURG SA                                           | INTELSAT CVR                                                            | CUSIP: 000000000<br>LEI: 54930027UF5LR7S2XC75 | Long             | EC               | CORP              | LU        |      88937 | NS      | $828225.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT LUXEMBOURG SA                                           | INTELSAT SA/LUXEMBOURG                                                  | CUSIP: 000000000<br>LEI: 54930027UF5LR7S2XC75 | Long             | EC               | CORP              | LU        |      88937 | NS      | $2668110.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                        | POTOMAC ENERGY CENTER LLC TLB 3.0                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     222498 | PA      | $222220.28     | 0.00%             | 2032-03-14      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                    | MEDTRONIC GLOBAL HOLDINGS SCA                                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1975000 | PA      | $2084160.95    | 0.02%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    2415912 | PA      | $2663264.62    | 0.02%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3230710.23    | 0.03%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                  | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     730000 | PA      | $715869.76     | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |     980000 | PA      | $945103.76     | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICAN UDIBONOS 11/27/2031 FTIPS                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3101100 | PA      | $1186519.98    | 0.01%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                | TENNET HOLDING BV                                                       | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | NUSS              | NL        |     545000 | PA      | $674366.38     | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $498482.33     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SA                                       | CELLNEX FINANCE COMPANY SA                                              | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $409958.48     | 0.00%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                | CGCMT_23-SMRT                                                           | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1007070.28    | 0.01%             | 2028-06-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4247915.21    | 0.03%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                               | AES PANAMA GENERATION HOLDINGS SRL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     948167 | PA      | $840151.70     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                          | EIG PEARL HOLDINGS SARL                                                 | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1389700 | PA      | $1220549.69    | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $312846.63     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5020916.95    | 0.04%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $537753.76     | 0.00%             | 2025-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE BV                                         | GLOBAL SWITCH FINANCE BV                                                | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    1555000 | PA      | $1663088.67    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $3947736.63    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19341.50      | 0.00%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | VONOVIA SE                                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2420174.71    | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    2580000 | PA      | $2955682.88    | 0.02%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8890000 | PA      | $9005383.10    | 0.07%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3535532.36    | 0.03%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1488493.15    | 0.01%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     670000 | PA      | $820877.73     | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9070171.38    | 0.07%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13020000 | PA      | $12038646.00   | 0.09%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1550000 | PA      | $1298365.12    | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     955000 | PA      | $1093730.17    | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES CMS                                 | CMSI_07-8                                                               | CUSIP: 17312DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     169585 | PA      | $172406.52     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC31                                                           | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1477067 | PA      | $1450682.31    | 0.01%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SUEZ SA (FR)                                                     | SUEZ SA (FR)                                                            | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1803736.28    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM ENERGETIKA ZRT                                                      | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |     423000 | PA      | $432404.21     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC35                                                           | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9278501 | PA      | $9202925.66    | 0.07%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC35                                                           | CUSIP: 17324KAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $762976.16     | 0.01%             | 2048-11-10      | Variable      | 4.07%                 | 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        |    3061539 | PA      | $3014406.90    | 0.02%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $455310.28     | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA                                          | ANHEUSER BUSCH INBEV SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    3085000 | PA      | $3472120.08    | 0.03%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                             | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6780000 | PA      | $6807000.74    | 0.05%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                             | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6497238.46    | 0.05%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     595000 | PA      | $709514.34     | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FIN NV                                  | VOLKSWAGEN INTERNATIONAL FIN PNC9                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1788837.74    | 0.01%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2461894.46    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2908200.96    | 0.02%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     603000 | PA      | $488631.84     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP                                          | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1191168.97    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                       | LA FRANCAISE DES JEUX SA                                                | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1787448.70    | 0.01%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV/SA                                | LONZA FINANCE INTERNATIONAL NV/SA                                       | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |     935000 | PA      | $1080043.40    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                  | WESTERN-SOUTHERN GLOBAL FUNDING                                         | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1244193.83    | 0.01%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | WESTERN UNION CO/THE                                                    | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136078.33     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | 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      | $3709460.36    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | 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        |    9998698 | PA      | $9254707.77    | 0.07%             | 2052-11-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | MOLNLYCKE HOLDING AB                                                    | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |     350000 | PA      | $410998.92     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                         | WESTINGHOUSE AIR BRAKE TECH                                             | CUSIP: 960386AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1193289.86    | 0.01%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                         | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                                      | CUSIP: 960386AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1588954.82    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46                | CGCMT_20-GC46                                                           | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1714577.60    | 0.01%             | 2053-02-15      | Variable      | 3.15%                 | 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        |     443480 | PA      | $365930.53     | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1425073.18    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC CLVR_21-3AR                                | CLVR_21-3A                                                              | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10150000 | PA      | $10106283.95   | 0.08%             | 2035-01-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1870295.58    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS IN                                      | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     800000 | PA      | $808828.61     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                               | CNO GLOBAL FUNDING                                                      | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1604226.47    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COBANK                                                           | COBANK ACB                                                              | CUSIP: 19075QAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     403000 | PA      | $409544.32     | 0.00%             | 2049-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                                       | COCA-COLA CONSOLIDATED INC                                              | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     971000 | PA      | $993122.93     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $236253.04     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                 | WLAKE_23-3A                                                             | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4530000 | PA      | $4594695.65    | 0.04%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-2                 | WLAKE_24-2A                                                             | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1815000 | PA      | $1825835.37    | 0.01%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1862000 | PA      | $1866269.62    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2000000 | PA      | $1951388.47    | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2011-1                     | WLAKE_24-3A                                                             | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2355000 | PA      | $2358368.59    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-1A                | WLAKE_24-1A                                                             | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4620759.34    | 0.04%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     525000 | PA      | $509880.21     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1150000 | PA      | $1073233.62    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3326000 | PA      | $3424688.53    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1575000 | PA      | $1628662.32    | 0.01%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-1A                | WLAKE_25-1A                                                             | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4795000 | PA      | $4811548.02    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                          | WESTPAC NEW ZEALAND LTD                                                 | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    1331000 | PA      | $1344948.51    | 0.01%             | 2027-02-26      | Fixed         | 5.13%                 | 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        | 1404532620 | NS      | $1404111260.08 | 10.89%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $750486.96     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10490.08      | 0.00%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING COMPANY                                      | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3194154.58    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                             | WEYERHAEUSER COMPANY                                                    | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     395000 | PA      | $395660.95     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_23-1                         | WFLF_23-1A                                                              | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3024722 | PA      | $3040772.05    | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING CO LLC                                       | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     708000 | PA      | $694158.92     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9367895.53    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-1                         | WFLF_24-1A                                                              | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2044009 | PA      | $2061424.19    | 0.02%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                         | WFLF_24-2A                                                              | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2315000 | PA      | $2321491.49    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     232000 | PA      | $190325.94     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     246000 | PA      | $208128.72     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                         | WFLF_24-3                                                               | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $2056273.00    | 0.02%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC.                                                 | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $4156431.15    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1274310.68    | 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        |     500000 | PA      | $460671.02     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     450000 | PA      | $389396.05     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     484000 | PA      | $407545.49     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_15-1A                                   | WINDR_15-1A                                                             | CUSIP: 97316XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1366484 | PA      | $1366672.67    | 0.01%             | 2030-10-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_24-1                                    | WINDR_24-1A                                                             | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3100000 | PA      | $3109138.80    | 0.02%             | 2037-04-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     327000 | PA      | $297589.59     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     424000 | PA      | $427501.96     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER COMPANY                                        | CUSIP: 976656CM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     558000 | PA      | $518159.76     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                | WISCONSIN POWER AND LIGHT COMPANY                                       | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4367000 | PA      | $4373423.05    | 0.03%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                             | WISCONSIN PUBLIC SERVICE CORPORATI                                      | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1667252.38    | 0.01%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1368000 | PA      | $1370918.94    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     345000 | PA      | $327004.95     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1333500.56    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | COMERICA INCORPORATED                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1560576.98    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    2797000 | PA      | $2708375.48    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1277000 | PA      | $1275479.57    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1434000 | PA      | $1425397.43    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1425000 | PA      | $1402360.43    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1975000 | PA      | $1901484.44    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | 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        |     706035 | PA      | $611354.04     | 0.00%             | 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        |      73679 | PA      | $69975.82      | 0.00%             | 2046-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2967231.89    | 0.02%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $9963240.34    | 0.08%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)                 | COMMONWEALTH BANK OF AUSTRALIA (NE                                      | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5435000 | PA      | $5461412.95    | 0.04%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                                             | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3875255.39    | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-C                     | WOART_24-C                                                              | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2520000 | PA      | $2514266.75    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | 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      | $976133.42     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER 2 LLC CMPDC_24-2A                     | CMPDC_24-2A                                                             | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745000 | PA      | $1738212.47    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CMDC_25-1                                                        | CMPLLC_25-1                                                             | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1195000 | PA      | $1201297.29    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CONE_24-DFW1                                                     | CONE_24-DFW1                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1494559.50    | 0.01%             | 2041-08-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R07              | CAS_23-R07                                                              | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3540200.36    | 0.03%             | 2043-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/WYNN RESORTS                                       | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2171434.64    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | WYNN MACAU LTD                                                          | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1393484.25    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R04                                            | CAS_24-R04                                                              | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3653793 | PA      | $3653781.57    | 0.03%             | 2044-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R04                                            | CAS_24-R04                                                              | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3430228.72    | 0.03%             | 2044-05-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO INC                                                                 | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     575000 | PA      | $581077.46     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                                         | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1170740.65    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                                         | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     993000 | PA      | $993146.56     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     960000 | PA      | $986446.10     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1300253.54    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                                                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     265000 | PA      | $249686.09     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC ZAYO_25-2A                                       | ZAYO_25-2A                                                              | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $5756554.83    | 0.04%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZAXBY_21-1A                                                      | ZAXBY_21-1A                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5438125 | PA      | $4975185.58    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | ZEGONA FINANCE PLC                                                      | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1925000 | PA      | $2055079.97    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | ZIMMER BIOMET HOLDINGS INC                                              | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     763000 | PA      | $782821.01     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | ZIMMER BIOMET HOLDINGS INC                                              | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4954459.27    | 0.04%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                                                   | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     602792 | PA      | $521198.25     | 0.00%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                  | CSC SERVICEWORKS TLB 4.0                                                | CUSIP: 000000000<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     712571 | PA      | $606725.52     | 0.00%             | 2028-03-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    2325000 | PA      | $2367250.76    | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC                                              | MICHAELS STORES INC TLB 4.25                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1925000 | PA      | $1338356.25    | 0.01%             | 2028-04-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| HOLDING DINFRASTRUCTURES DES METIERS DE LENVIRONNEMENT SAS       | HOLDING DINFRASTRUCTURES DES METIE                                      | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1176814.05    | 0.01%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                         | SCOTTISH HYDRO ELECTRIC TRANS                                           | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |     640000 | PA      | $725701.61     | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV/SA                                | LONZA FINANCE INTERNATIONAL NV/SA                                       | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |     670000 | PA      | $756682.81     | 0.01%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                 | VOLKSWAGEN FINANCIAL SERVICES AG                                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $5162600.19    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL INC                                              | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1442872.60    | 0.01%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD TKO_23-1                                      | TKO_23-1A                                                               | CUSIP: 88675CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   28000000 | PA      | $28066920.00   | 0.22%             | 2034-07-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD TKO_22-2                                      | TKO_22-2A                                                               | CUSIP: 88676NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15042315.00   | 0.12%             | 2036-01-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                                                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3630792.40    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                                                   | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2277040.60    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                    | TEVA PHARMACEUTICAL FINANCE NETHER                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    1940000 | PA      | $2208279.93    | 0.02%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU PETROPERU SA                                  | PETROLEOS DEL PERU - PETROPERU SA                                       | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $1562832.02    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1359458.79    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | 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      | $1012187.53    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-SCHATZ JUN 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |        -75 | NC      | $-39179.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS SA                                                              | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    2839000 | PA      | $3385119.81    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TOPBUILD CORP                                                           | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $938462.75     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                                               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5558000 | PA      | $5636372.73    | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |         37 | NC      | $17094.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1867 | NC      | $920783.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                                               | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13190000 | PA      | $13199042.62   | 0.10%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_23-26                                     | TRNTS_23-26A                                                            | CUSIP: 89642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   18000000 | PA      | $18000000.00   | 0.14%             | 2035-01-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       2979 | NC      | $2203852.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE SEP 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -578 | NC      | $-226891.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                                                              | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740000 | PA      | $617983.02     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                     | TRUSTAGE FINANCIAL GROUP INC                                            | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1996948.52    | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     697154 | PA      | $666653.79     | 0.01%             | 2027-11-02      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2957914.70    | 0.02%             | N/A             | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DL LTD                                                           | DIGICEL LTD                                                             | CUSIP: G2770C100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      59381 | NS      | $475048.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DL LTD                                                           | DIGICEL INTL FIN LTD CVT PFD                                            | CUSIP: G2770C126<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       3868 | NS      | $38680.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| US BANK NATIONAL ASSOCIATION                                     | US BANK NA                                                              | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6806297.91    | 0.05%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17405000 | PA      | $15566596.88   | 0.12%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41080000 | PA      | $36927068.75   | 0.29%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25354900 | PA      | $23675137.88   | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLN 2.5                                                    | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    1250000 | PA      | $1229162.50    | 0.01%             | 2028-01-31      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    4736068 | OU      | $8580.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $2041660.16    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58840700 | PA      | $56137705.35   | 0.44%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   90210232 | OU      | $-3505133.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |    3155168 | OU      | $69148.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132766300 | PA      | $129654589.84  | 1.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157144000 | PA      | $153141738.75  | 1.19%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87846700 | PA      | $88762913.63   | 0.69%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $59985.94      | 0.00%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |    2754439 | OU      | $-2599.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL JUN 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -237 | NC      | $-398517.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41366748 | PA      | $41681846.02   | 0.32%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83483900 | PA      | $83229534.99   | 0.65%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12611100 | PA      | $12572675.55   | 0.10%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  124446100 | PA      | $123979427.13  | 0.96%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9679000 | PA      | $9586747.04    | 0.07%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107787200 | PA      | $106608277.50  | 0.83%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5165000 | PA      | $4684335.00    | 0.04%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1                     | CAALT_23-1A                                                             | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3154264 | PA      | $3170226.59    | 0.02%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL SEP 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          1 | NC      | $56.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: P3143NBP8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     850000 | PA      | $811531.81     | 0.01%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | US TREASURY NOTE/BOND  WHEN ISSUED                                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58876000 | PA      | $58705811.56   | 0.46%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66834800 | PA      | $66813914.13   | 0.52%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84200000 | PA      | $84009234.38   | 0.65%             | 2032-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195425000 | PA      | $195837224.61  | 1.52%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND JUN 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |        -17 | NC      | $3833.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND JUN 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -248 | NC      | $-444660.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                     | CAALT_23-3A                                                             | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695000 | PA      | $718407.39     | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | 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        |     323190 | PA      | $323401.83     | 0.00%             | 2032-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8725000 | PA      | $3948214.29    | 0.03%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7485000 | PA      | $3343242.87    | 0.03%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          4 | NC      | $2545.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4830000 | PA      | $4880566.07    | 0.04%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                      | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4365000 | PA      | $4403943.14    | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6400000 | PA      | $2819035.65    | 0.02%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4710000 | PA      | $2040730.86    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_25-1                     | CAALT_25-1A                                                             | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3145000 | PA      | $3150963.86    | 0.02%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_24-2                     | CAALT_24-2A                                                             | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4260000 | PA      | $4324084.46    | 0.03%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $2272401.00    | 0.02%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23610000 | PA      | $9792853.19    | 0.08%             | 2042-08-15      | Fixed         | 0.00%                 | 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        |   31657781 | PA      | $1583905.28    | 0.01%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8                        | MSC_20-HR8                                                              | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1302830.55    | 0.01%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970000 | PA      | $396313.28     | 0.00%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     895000 | PA      | $360260.68     | 0.00%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17045000 | PA      | $6776149.53    | 0.05%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2110000 | PA      | $826401.88     | 0.01%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $9007473.13    | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2860864.29    | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8059000 | PA      | $3110517.56    | 0.02%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $372511.33     | 0.00%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     650000 | PA      | $547128.80     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     510000 | PA      | $499797.52     | 0.00%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3128000 | PA      | $3149587.53    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2402000 | PA      | $2388654.29    | 0.02%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1165000 | PA      | $436916.25     | 0.00%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1255000 | PA      | $464259.02     | 0.00%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1603507.30    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4382478.39    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $5331400.96    | 0.04%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6500194.06    | 0.05%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     695000 | PA      | $250770.70     | 0.00%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2120000 | PA      | $735960.46     | 0.01%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                               | ATHENE HOLDING LTD                                                      | CUSIP: 04686JAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     915000 | PA      | $912149.82     | 0.01%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    1910000 | PA      | $1824599.50    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4222679.92    | 0.03%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     165000 | PA      | $149302.91     | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD ATCLO_23-21                           | ATCLO_23-21A                                                            | CUSIP: 04940QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    7500000 | PA      | $7517707.50    | 0.06%             | 2035-07-20      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD ATCLO_24-23A                          | ATCLO_24-23A                                                            | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $25083075.00   | 0.19%             | 2037-07-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5696000 | PA      | $5665617.84    | 0.04%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $487319.46     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | ATLAS WAREHOUSE LENDING CO LP                                           | CUSIP: 049463AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2258068.18    | 0.02%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | ATLAS WAREHOUSE LENDING CO LP                                           | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2230726.62    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8910000 | PA      | $7595045.85    | 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        |     607000 | PA      | $506925.03     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| ATLAS SP TRUST ATLX_24-RPL1                                      | ATLX_24-RPL1                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3846616 | PA      | $3697450.05    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                    | AUTOMATIC DATA PROCESSING INC                                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    5956000 | PA      | $5981722.81    | 0.05%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2242372.24    | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     820000 | PA      | $791853.16     | 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        |    4485000 | PA      | $3942867.23    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     803000 | PA      | $832481.99     | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                   | AUTONATION INC                                                          | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2459009.39    | 0.02%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_25-1A                                                            | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1602404.00    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1519841.50    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3863381.41    | 0.03%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     415000 | PA      | $409787.96     | 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      | $995706.35     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2465739.59    | 0.02%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2814944.78    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     437000 | PA      | $461489.79     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_23-1                              | XCAP_23-1A                                                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     618981 | PA      | $623230.62     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC                                                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     452000 | PA      | $436276.43     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2869173.31    | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     573000 | PA      | $578486.41     | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MSAIC_19-1A                                                      | MSAIC_19-1A                                                             | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750394 | PA      | $700095.67     | 0.01%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2A                       | AESOP_21-2A                                                             | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3806284.40    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3                        | AESOP_23-3A                                                             | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8020000 | PA      | $8110168.86    | 0.06%             | 2028-02-22      | Fixed         | 5.44%                 | 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        |     368562 | PA      | $344547.41     | 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        |     380276 | PA      | $352158.89     | 0.00%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                        | AESOP_24-1A                                                             | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5325000 | PA      | $5394204.23    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                        | AESOP_25-2A                                                             | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     670000 | PA      | $671929.47     | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | 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        |     473110 | PA      | $417610.75     | 0.00%             | 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        |    1380174 | PA      | $1193653.90    | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                        | AVNET INC                                                               | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     725000 | PA      | $748822.48     | 0.01%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2283000 | PA      | $2149972.56    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | 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        |     880111 | PA      | $709418.46     | 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        |     756437 | PA      | $549801.30     | 0.00%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4950000 | PA      | $4930316.47    | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                           | EQUITABLE HOLDINGS INC                                                  | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1383416.41    | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_24-2                               | MSAIC_24-2A                                                             | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2941088 | PA      | $2852210.95    | 0.02%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | MOTOROLA SOLUTIONS INC                                                  | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     690000 | PA      | $697438.36     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | 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        |    1603333 | PA      | $1540803.10    | 0.01%             | 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      | $12877794.45   | 0.10%             | 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      | $841048.92     | 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      | $710037.64     | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST MTN_22-LPFL                        | MTN_22-LPFL                                                             | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1998750.00    | 0.02%             | 2039-03-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MP CLO VIII LTD MP8_15-2A                                        | MP8_15-2A                                                               | CUSIP: 62481WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   16100000 | PA      | $16105989.20   | 0.12%             | 2034-04-28      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1775000 | PA      | $600969.42     | 0.00%             | 2046-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (PRIN)                                                   | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1910000 | PA      | $576063.51     | 0.00%             | 2048-08-15      | Fixed         | 0.00%                 | 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      | $2530598.08    | 0.02%             | 2036-08-14      | Variable      | 3.61%                 | 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        |   59169603 | PA      | $1184693.79    | 0.01%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $587724.09     | 0.00%             | 2049-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     608000 | PA      | $546127.33     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3979487.46    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1832106.27    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | 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        |   14360000 | PA      | $14360000.00   | 0.11%             | 2037-10-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BAHA_24-MAR                                                      | BAHAT_24-MAR                                                            | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BS        |    1000000 | PA      | $1023682.10    | 0.01%             | 2041-12-12      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     338000 | PA      | $265094.98     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $7254833.48    | 0.06%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                         | MUTUAL OF OMAHA COMPANIES GLOBAL F                                      | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3644903.01    | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_24-1A                                      | MVWOT_24-1A                                                             | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955553 | PA      | $962507.30     | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     133000 | PA      | $92855.88      | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2389215.88    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1304030.77    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1480491.08    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAHA_24-MAR                                                      | BAHA_24-MAR                                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BS        |    2935000 | PA      | $2989307.19    | 0.02%             | 2029-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-MF                            | BX_24-MF                                                                | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2656364 | PA      | $2659684.09    | 0.02%             | 2039-02-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6621000 | PA      | $6537056.78    | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     906000 | PA      | $845171.18     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-PAT                           | BX_24-PAT                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $10999994.50   | 0.09%             | 2041-03-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-XL5                           | BX_24-XL5                                                               | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4191093 | PA      | $4193712.72    | 0.03%             | 2041-03-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                   | UNITI GROUP LP/UNITI GROUP FIN                                          | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4945745.54    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | 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        |    5525000 | PA      | $3384671.91    | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                        | MYLAN INC                                                               | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $1918067.08    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                         | UTAH ACQUISITION SUB INC                                                | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $2974452.18    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                              | BANK OF NEW ZEALAND                                                     | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    2140000 | PA      | $2067560.47    | 0.02%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2057000 | PA      | $2034762.91    | 0.02%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2181266.69    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2387616.31    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MYLAN II BV                                                      | UTAH ACQUISITION SUB INC                                                | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     455000 | PA      | $351499.60     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     581000 | PA      | $564669.95     | 0.00%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1034000 | PA      | $1046068.15    | 0.01%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | BANK OF AMERICA NA                                                      | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5646480.61    | 0.04%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1030000 | PA      | $985034.97     | 0.01%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     624000 | PA      | $536087.66     | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     704000 | PA      | $743098.97     | 0.01%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     377000 | PA      | $377191.31     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                | BANK_19-BN18                                                            | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58544411 | PA      | $1673960.34    | 0.01%             | 2062-05-15      | Variable      | 0.88%                 | 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      | $4844511.92    | 0.04%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $949672.15     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $997747.66     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK4                                                | BANK_17-BNK4                                                            | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $2366268.26    | 0.02%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR6                                              | BANK5_24-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6410000 | PA      | $6714709.61    | 0.05%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $98992.44      | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1550000 | PA      | $1550594.35    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR10                                             | BANK5_24-5YR10                                                          | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1467669.90    | 0.01%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $996789.06     | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                  | NCL FINANCE LTD                                                         | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     875000 | PA      | $879450.98     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                                    | NEP GROUP INC TLB 3.25                                                  | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     258831 | PA      | $234096.77     | 0.00%             | 2026-08-19      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12020000 | PA      | $10505486.69   | 0.08%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8516000 | PA      | $8593954.62    | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                  | NGPL PIPECO LLC                                                         | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $407690.87     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                               | NLG GLOBAL FUNDING                                                      | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5604743.40    | 0.04%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_18-4A                                       | BABSN_18-4A                                                             | CUSIP: 06760XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3093324 | PA      | $3092850.62    | 0.02%             | 2030-10-15      | Variable      | 5.41%                 | No            |                  2 | 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      | $3071358.26    | 0.02%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7714013 | PA      | $7724955.82    | 0.06%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     864595 | PA      | $866275.25     | 0.01%             | 2070-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $345869.92     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $870784.61     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1484569 | PA      | $1486078.73    | 0.01%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     631000 | PA      | $629455.44     | 0.00%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $115106.07     | 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        |     850000 | PA      | $559982.62     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     443000 | PA      | $430236.46     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348000 | PA      | $327423.04     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     218000 | PA      | $195053.08     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11703181 | PA      | $392056.57     | 0.00%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $631278.61     | 0.00%             | 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      | $62982.24      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11703181 | PA      | $99025.30      | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     560000 | PA      | $550799.05     | 0.00%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $388847.81     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | 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      | $1974245.38    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2276326.79    | 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      | $506421.72     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1017201.12    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $659058.70     | 0.01%             | N/A             | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                             | BAYER US FINANCE LLC                                                    | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3893182.24    | 0.03%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5818467.08    | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $705040.60     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     480000 | PA      | $451855.23     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $857226.15     | 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: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $2747042.18    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2096517.73    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING BVABS_24-SN1                                    | BVABS_24-SN1                                                            | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5825967.76    | 0.05%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     760000 | PA      | $786792.95     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | NEWMONT CORPORATION                                                     | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    6102000 | PA      | $5449231.65    | 0.04%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                                                      | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    1005000 | PA      | $974896.93     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | 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        |     919112 | PA      | $781642.11     | 0.01%             | 2051-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     948000 | PA      | $909800.99     | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1165832.80    | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | 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        |    1389772 | PA      | $1137901.70    | 0.01%             | 2051-12-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31        | BBCMS_24-5C31                                                           | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $985519.00     | 0.01%             | 2057-12-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     945000 | PA      | $948266.73     | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     990000 | PA      | $998702.42     | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    6438000 | PA      | $6553536.77    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1611188.75    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     966000 | PA      | $983216.35     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2641241.88    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL ESCROW CORP                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     782000 | PA      | $780020.93     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_24-ICON                             | BHG_24-1CON                                                             | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     628476 | PA      | $637077.07     | 0.00%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | BIOGEN INC                                                              | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3745488.98    | 0.03%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_24-9A                                  | BGCLO_24-9A                                                             | CUSIP: 09077WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3150000 | PA      | $3153924.90    | 0.02%             | 2037-10-22      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_24-10A                                 | BGCLO_24-10                                                             | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3250000 | PA      | $3250419.25    | 0.03%             | 2038-01-22      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_25-12                                  | BGCLO_25-12                                                             | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6000000 | PA      | $5985000.00    | 0.05%             | 2038-04-22      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     336000 | PA      | $312202.65     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     397000 | PA      | $404812.04     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09256BAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $118403.35     | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | 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        |     373000 | PA      | $340571.70     | 0.00%             | 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        |    1846000 | PA      | $1522725.35    | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | BLACKSTONE SECURED LENDING FUND                                         | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1142354.77    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | BLACKSTONE SECURED LENDING FUND                                         | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2132538.62    | 0.02%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1441700.82    | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_24-3                                  | BLUEM_24-3A                                                             | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4060269 | PA      | $4060508.59    | 0.03%             | 2030-11-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                                 | BLUEM_17-2A                                                             | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3234281 | PA      | $3235163.65    | 0.03%             | 2030-10-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-3A                                 | BLUEM_18-3A                                                             | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8495648.00    | 0.07%             | 2030-10-25      | Variable      | 6.13%                 | 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      | $1300410.80    | 0.01%             | 2034-04-15      | Variable      | 6.52%                 | 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      | $3601926.00    | 0.03%             | 2034-04-19      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2150000 | PA      | $2148777.93    | 0.02%             | 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      | $3304782.88    | 0.03%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7775000 | PA      | $6852938.87    | 0.05%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3920000 | PA      | $3422720.24    | 0.03%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1555000 | PA      | $1570229.92    | 0.01%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8900000 | PA      | $8909264.11    | 0.07%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C8                                    | BMO_24-5C8                                                              | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13230000 | PA      | $13604845.59   | 0.11%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_24-BOCA                      | BOCA_24-BOCA                                                            | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4006253.20    | 0.03%             | 2041-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C9                                    | BMO_25-5C9                                                              | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7710000 | PA      | $7988277.03    | 0.06%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $719175.82     | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     618000 | PA      | $593737.68     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1065862.27    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2678390.87    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     841000 | PA      | $859429.93     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     385000 | PA      | $377888.12     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     817000 | PA      | $848901.72     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     494000 | PA      | $493051.20     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     575000 | PA      | $462317.27     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1376629.19    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     590000 | PA      | $601219.96     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-4                    | EART_24-4A                                                              | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2075000 | PA      | $2094023.39    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                              | BANK5_23-5YR4                                                           | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1207531 | PA      | $1267004.27    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR7                                              | BANK5_24-5YR7                                                           | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5155012.50    | 0.04%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-1                    | EART_24-1A                                                              | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6650000 | PA      | $6659754.89    | 0.05%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2                    | EART_23-2A                                                              | CUSIP: 30168CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     515853 | PA      | $516240.00     | 0.00%             | 2027-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1321000 | PA      | $1364978.86    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2103000 | PA      | $2101061.42    | 0.02%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2                    | EART_25-2A                                                              | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5810000 | PA      | $5811618.09    | 0.05%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1            | ESART_25-1                                                              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $944014.18     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5762000 | PA      | $4895659.40    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   11677000 | PA      | $8407226.70    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   12398000 | PA      | $8033504.28    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $734403.47     | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | 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      | $846385.88     | 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      | $1000845.03    | 0.01%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $993669.14     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $202579.04     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | 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      | $894224.60     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1393482.50    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO MAGNE_15-12A                                       | MAGNE_15-12A                                                            | CUSIP: 55953HBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1681113 | PA      | $1681105.82    | 0.01%             | 2031-10-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                      | MAGNITE INC TLB 3.0                                                     | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     501337 | PA      | $498830.51     | 0.00%             | 2031-02-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4612                                           | FHLMC_4612                                                              | CUSIP: 3137BRS22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7453626 | PA      | $6165433.60    | 0.05%             | 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        |     808235 | PA      | $15472.36      | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_25-45                                    | MAGNE_25-45                                                             | CUSIP: 55956CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3910000 | PA      | $3918817.05    | 0.03%             | 2038-04-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1743561.95    | 0.01%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2373951.72    | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                       | MAJORDRIVE HOLDINGS IV LLC                                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     115000 | PA      | $86804.94      | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K058                                                              | CUSIP: 3137BSP98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2219876 | PA      | $18893.15      | 0.00%             | 2026-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K059                                                              | CUSIP: 3137BSRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6453416 | PA      | $15472.06      | 0.00%             | 2026-09-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                       | MAJORDRIVE HOLDINGS IV LLC TLB 4.0                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     259226 | PA      | $251936.83     | 0.00%             | 2028-06-01      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE OF                                             | MANITOBA (PROVINCE OF)                                                  | CUSIP: 563469UL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $293541.08     | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     474000 | PA      | $476779.43     | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4136607.12    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1015417.84    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XIX LTD MP19_20-3A                              | MP19_20-3A                                                              | CUSIP: 56607KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7000000 | PA      | $7002100.00    | 0.05%             | 2034-01-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                | FHLMC_4839                                                              | CUSIP: 3137FJGT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2304415 | PA      | $2182604.10    | 0.02%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_4839                                      | FHLMC_4839                                                              | CUSIP: 3137FJK99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34343633 | PA      | $4697285.12    | 0.04%             | 2056-08-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC                                                         | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    3040000 | PA      | $3098120.27    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14                                 | NEUB_14-17A                                                             | CUSIP: 64129UCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3500000 | PA      | $3507325.50    | 0.03%             | 2038-07-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14                                 | NEUB_14-17A                                                             | CUSIP: 64129UCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1650000 | PA      | $1660470.90    | 0.01%             | 2038-07-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_25-33                              | NEUB_25-33A                                                             | CUSIP: 64132TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2007386.00    | 0.02%             | 2039-04-16      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-4864                                           | FHLMC_4864                                                              | CUSIP: 3137FKYY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2426897 | PA      | $465115.24     | 0.00%             | 2048-12-15      | Fixed         | 4.50%                 | 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        |   38473876 | PA      | $740352.80     | 0.01%             | 2029-03-25      | Variable      | 0.56%                 | 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              | KY        |    4650000 | PA      | $4652920.20    | 0.04%             | 2033-04-16      | Variable      | 6.27%                 | 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      | $4720496.05    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |   12232797 | PA      | $87852.28      | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | 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        |   73457440 | PA      | $2340177.73    | 0.02%             | 2029-06-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                             | NEW ENGLAND POWER CO                                                    | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $2136148.01    | 0.02%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                        | NEW MOUNTAIN FINANCE CORP                                               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1276784.97    | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31850092 | PA      | $23484985.36   | 0.18%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2854025 | PA      | $2344698.21    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                        | NEW MOUNTAIN FINANCE CORP                                               | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1497469.09    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM3                 | NRZT_24-NQM3                                                            | CUSIP: 647910AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9833395 | PA      | $9836419.88    | 0.08%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7582145 | PA      | $6796384.82    | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15773858 | PA      | $12337933.80   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-4                    | NRZT_18-4A                                                              | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     590107 | PA      | $579984.11     | 0.00%             | 2048-01-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM2                 | NRZT_24-NQM2                                                            | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7814347 | PA      | $7745622.33    | 0.06%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3737585 | PA      | $3159239.10    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2400236 | PA      | $1769835.34    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | 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      | $200931.49     | 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      | $1824324.90    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13901318 | PA      | $10876809.77   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12528012 | PA      | $10279674.66   | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                               | NIAGARA ENERGY SAC                                                      | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     675000 | PA      | $662530.26     | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK PWR CORP                                          | NIAGARA MOHAWK POWER CORPORATION                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     978000 | PA      | $850868.94     | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                                            | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5093894.32    | 0.04%             | 2029-06-06      | Fixed         | 5.00%                 | 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      | $3199992.05    | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK PWR CORP                                          | NIAGARA MOHAWK POWER CORPORATION                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     287000 | PA      | $267377.78     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     605000 | PA      | $511641.19     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9965905 | PA      | $8167770.69    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1858525 | PA      | $1370388.98    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XQZ4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2252452.20    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_24-NQM4                                   | PRPM_24-NQM4                                                            | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13011681 | PA      | $13027945.88   | 0.10%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     930000 | PA      | $934800.55     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                              | NISSAN MOTOR ACCEPTANCE COMPANY                                         | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3138006.13    | 0.02%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12628371 | PA      | $10343357.81   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1861040 | PA      | $1450243.15    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NJ TRUST NJ_23-GSP                                               | NJ_23-GSP                                                               | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $7103892.00    | 0.06%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1100000 | PA      | $955310.93     | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_24-RPL2                | PRET_24-RPL2                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3517445 | PA      | $3331273.92    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_24-FT1                             | PNMSR_24-FT1                                                            | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9980835.00    | 0.08%             | 2027-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25670079 | PA      | $19982706.58   | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_21-1A                                      | FLAT_21-1A                                                              | CUSIP: 33883PAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2005854.00    | 0.02%             | 2037-10-19      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_25-NQM2                                    | PRPM_25-NQM2                                                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7300000 | PA      | $7300186.15    | 0.06%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PURCHASER INC                                         | NEON MAPLE PURCHASER INC TLB1 3.0                                       | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250000 | PA      | $249497.50     | 0.00%             | 2031-11-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX_21-1                                   | FLX_21-1A                                                               | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4421000 | PA      | $4245616.72    | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-30                                                              | CUSIP: 38379KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2120016 | PA      | $82588.62      | 0.00%             | 2056-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-21                                                              | CUSIP: 38379KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2586631 | PA      | $70956.19      | 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        |    4074553 | PA      | $64293.60      | 0.00%             | 2049-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     169000 | PA      | $131706.69     | 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        |     284000 | PA      | $210771.79     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-41                                                              | CUSIP: 38379KEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     856601 | PA      | $3039.73       | 0.00%             | 2056-09-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-120                                                             | CUSIP: 38379KF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6180122 | PA      | $117825.27     | 0.00%             | 2057-03-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2638849.02    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     545000 | PA      | $433139.30     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-32                                                              | CUSIP: 38379KGH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3477830 | PA      | $73189.55      | 0.00%             | 2049-09-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-73                                                              | CUSIP: 38379KMF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1116513 | PA      | $13193.38      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $4801235.99    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_19-1                            | RCKT_19-1                                                               | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3308146 | PA      | $2935276.82    | 0.02%             | 2049-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-70                                                              | CUSIP: 38379KQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5232926 | PA      | $100247.16     | 0.00%             | 2049-12-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14508841 | PA      | $149409.14     | 0.00%             | 2055-07-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7560000 | PA      | $7851169.11    | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100201.70     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES8                                 | RCKT_24-CES8                                                            | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10260296 | PA      | $10272243.06   | 0.08%             | 2044-11-25      | Variable      | 5.49%                 | 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        |     111220 | PA      | $91221.41      | 0.00%             | 2036-11-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5246955 | PA      | $103421.69     | 0.00%             | 2055-01-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-101                                                             | CUSIP: 38379KVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2652677 | PA      | $19032.43      | 0.00%             | 2052-03-16      | Variable      | 0.26%                 | 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        |     511267 | PA      | $511091.30     | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                | SDART_23-3                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1181679.47    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | 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      | $392644.31     | 0.00%             | 2049-11-08      | 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      | $909400.32     | 0.01%             | 2049-11-08      | Variable      | 2.47%                 | 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        |    2361378 | PA      | $221348.69     | 0.00%             | 2045-10-20      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-39                                                              | CUSIP: 38379RHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3043851 | PA      | $80312.00      | 0.00%             | 2056-01-16      | Variable      | 0.64%                 | 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        |    1363503 | PA      | $1362905.28    | 0.01%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                | SDART_23-5                                                              | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3885000 | PA      | $3948747.02    | 0.03%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     720000 | PA      | $717810.56     | 0.01%             | 2026-06-24      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2165000 | PA      | $2107582.21    | 0.02%             | 2027-02-24      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-189                                                             | CUSIP: 38379UAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5810726 | PA      | $155524.65     | 0.00%             | 2057-01-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| GOVERMENT NATIONAL MORTGAGE ASSO                                 | GNMA_16-72                                                              | CUSIP: 38379UTJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5265294 | PA      | $148652.95     | 0.00%             | 2055-12-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2                | SDART_24-2                                                              | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1537866.45    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                | SDART_23-6                                                              | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $616998.48     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-152                                                             | CUSIP: 38379UY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8963414 | PA      | $297188.26     | 0.00%             | 2058-08-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-89                                                              | CUSIP: 38379XRX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1816849 | PA      | $309887.29     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1                | SDART_23-1                                                              | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $813886.70     | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3                | SDART_24-3                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3235000 | PA      | $3255997.41    | 0.03%             | 2029-01-16      | Fixed         | 5.63%                 | 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        |    4876219 | PA      | $825550.29     | 0.01%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $10065578.97   | 0.08%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                                              | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $3082938.63    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2436000 | PA      | $2490821.09    | 0.02%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1313949.65    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     788000 | PA      | $804483.57     | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5604162.67    | 0.04%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                            | TRUST FIBRA UNO                                                         | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     890000 | PA      | $911126.69     | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORP                                | NATIONAL SECURITIES CLEARING CORP                                       | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     842000 | PA      | $848157.33     | 0.01%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1048216.46    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $1967737.41    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $989165.94     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $800460.87     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                      | X CORP TLB1 6.5                                                         | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |     566548 | PA      | $560803.04     | 0.00%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS                                                 | TYCO ELECTRONICS GROUP SA                                               | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4870000 | PA      | $4885385.30    | 0.04%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                  | TYSON FOODS INC                                                         | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     648000 | PA      | $665150.49     | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     712000 | PA      | $695967.36     | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     460000 | PA      | $442498.42     | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     325000 | PA      | $371295.23     | 0.00%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     594000 | PA      | $647162.98     | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25                                              | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     273299 | PA      | $273877.99     | 0.00%             | 2031-11-21      | Variable      | 6.57%                 | 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        |    5231111 | PA      | $5164041.15    | 0.04%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                                                            | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $706293.38     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC TLB 3.25                                       | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     537688 | PA      | $532380.73     | 0.00%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP TLB 4.0                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     598629 | PA      | $468426.94     | 0.00%             | 2029-10-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-71                                            | FNMA_06-71                                                              | CUSIP: 31396KVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     103899 | PA      | $105917.80     | 0.00%             | 2035-05-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                                              | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      22462 | PA      | $23540.29      | 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        |     323302 | PA      | $335977.60     | 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        |      34051 | PA      | $44022.67      | 0.00%             | 2037-07-25      | Variable      | 12.56%                | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-90                                            | FNMA_07-90                                                              | CUSIP: 31396XSN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       6525 | PA      | $6498.57       | 0.00%             | 2037-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-15                                            | FNMA_08-15                                                              | CUSIP: 31396YE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     161497 | PA      | $210537.44     | 0.00%             | 2036-08-25      | Variable      | 10.82%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3404                                           | FHLMC_3404                                                              | CUSIP: 31397PSV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1163063 | PA      | $105809.03     | 0.00%             | 2038-01-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-150                                           | FNMA_10-150                                                             | CUSIP: 31397QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      78749 | PA      | $78334.47      | 0.00%             | 2040-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-18                                            | FNMA_11-18                                                              | CUSIP: 31397QF94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2452860 | PA      | $2385516.72    | 0.02%             | 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        |    3404154 | PA      | $295570.07     | 0.00%             | 2041-06-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-53                                            | FNMA_11-53                                                              | CUSIP: 31397UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     211243 | PA      | $210661.00     | 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        |    2582386 | PA      | $221806.26     | 0.00%             | 2039-11-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-100                                           | FNMA_09-100                                                             | CUSIP: 31398GCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1883378 | PA      | $199336.54     | 0.00%             | 2039-12-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     632694 | PA      | $555575.49     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     868807 | PA      | $790034.84     | 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        |    1819705 | PA      | $1706633.56    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F1UE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     524661 | PA      | $477751.44     | 0.00%             | 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        |      29721 | PA      | $26886.92      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15095920 | PA      | $13193191.85   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     692591 | PA      | $628780.05     | 0.00%             | 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        |     120415 | PA      | $108799.72     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FEDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     432089 | PA      | $390499.71     | 0.00%             | 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        |    1352966 | PA      | $1227447.91    | 0.01%             | 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        |      42634 | PA      | $38533.59      | 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        |    1797811 | PA      | $1690973.93    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                         | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1560453 | PA      | $1485922.17    | 0.01%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                         | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2719586 | PA      | $2091567.48    | 0.02%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140GYK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58981 | PA      | $53576.53      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2427337 | PA      | $2120227.30    | 0.02%             | 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        |    3321975 | PA      | $2606321.88    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15561049 | PA      | $12094994.33   | 0.09%             | 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        |    9997579 | PA      | $7787021.07    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     985797 | PA      | $806662.31     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3629164 | PA      | $2863895.69    | 0.02%             | 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        |    1593443 | PA      | $1255560.71    | 0.01%             | 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        |    2825312 | PA      | $2341274.15    | 0.02%             | 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        |    2238973 | PA      | $1766928.48    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2743289 | PA      | $2369741.16    | 0.02%             | 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        |    2596977 | PA      | $2240283.89    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MNMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3755658 | PA      | $3198688.00    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12462635 | PA      | $10612075.64   | 0.08%             | 2052-05-01      | 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        |    3645280 | PA      | $3460994.15    | 0.03%             | 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        |     401706 | PA      | $363199.70     | 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        |     624827 | PA      | $596496.69     | 0.00%             | 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        |    2819722 | PA      | $2551460.05    | 0.02%             | 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        |    7311960 | PA      | $6067431.38    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1558649 | PA      | $1288173.26    | 0.01%             | 2050-07-01      | 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        |    2363155 | PA      | $1863651.23    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3896557 | PA      | $3229188.93    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4899439 | PA      | $4049573.22    | 0.03%             | 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        |    6372392 | PA      | $5286480.21    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1428798 | PA      | $1276740.50    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17785674 | PA      | $15138743.82   | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3051519 | PA      | $2415770.31    | 0.02%             | 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        |   12451269 | PA      | $10281735.54   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15637412 | PA      | $12186218.76   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6418717 | PA      | $5253674.13    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6319979 | PA      | $5202482.75    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21058910 | PA      | $17950994.57   | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15856146 | PA      | $12355246.08   | 0.10%             | 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        |    3368068 | PA      | $2759684.10    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3348304 | PA      | $2652043.34    | 0.02%             | 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        |   15173736 | PA      | $11911202.02   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5965205 | PA      | $4657633.06    | 0.04%             | 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        |    4073801 | PA      | $3757077.15    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4273624 | PA      | $3812438.40    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QREG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7555999 | PA      | $7144379.62    | 0.06%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QULC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7507223 | PA      | $7586419.74    | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17050237 | PA      | $16099084.80   | 0.12%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X53W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     449669 | PA      | $401287.24     | 0.00%             | 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        |    1967275 | PA      | $1691576.90    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2366670 | PA      | $1960901.18    | 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        |     645088 | PA      | $560607.18     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2205580 | PA      | $1743785.91    | 0.01%             | 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        |    1490061 | PA      | $1233507.61    | 0.01%             | 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        |    3889961 | PA      | $3217133.25    | 0.02%             | 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        |    3887270 | PA      | $3217463.94    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     955259 | PA      | $756627.28     | 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        |     813172 | PA      | $642880.68     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $111892.27     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3750000 | PA      | $2447854.16    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                                                  | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     532000 | PA      | $546975.00     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                                                  | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4168663.86    | 0.03%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON                                              | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6953023.00    | 0.05%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON ELECTRI                                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3084329.08    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES INC                                          | CENTURY COMMUNITIES INC                                                 | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2375280.83    | 0.02%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1196443.39    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4003645.69    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1095980.49    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                                             | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $279317.12     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA/MAX HOLDING LLC                                       | ECI MACOLA/MAX HOLDING LLC TLB                                          | CUSIP: 26825UAM3<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |     234070 | PA      | $234238.03     | 0.00%             | 2030-05-09      | Variable      | 7.55%                 | 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        |     513479 | PA      | $486701.63     | 0.00%             | 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        |     242284 | PA      | $220047.30     | 0.00%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                             | ELM_24-ELM                                                              | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5012840.50    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | EARTHSTONE ENERGY HOLDINGS LLC                                          | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1631083.31    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | EASTMAN CHEMICAL COMPANY                                                | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2341371.36    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED CO                                       | EATON CAPITAL UNLIMITED CO                                              | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    1695000 | PA      | $1689208.77    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                                                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5266800 | PA      | $5296603.44    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H22                                                             | CUSIP: 38376RGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     925373 | PA      | $34512.43      | 0.00%             | 2065-09-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                                             | CUSIP: 38376RJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      12203 | PA      | $12245.90      | 0.00%             | 2065-08-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-H03                                                             | CUSIP: 38376RQ33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     222341 | PA      | $223636.62     | 0.00%             | 2066-06-20      | Variable      | 5.08%                 | 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        |        295 | PA      | $291.61        | 0.00%             | 2066-12-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2364000 | PA      | $2539665.36    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | JEFFERIES FINANCIAL GROUP INC                                           | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3759370.33    | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2075063.33    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992800.50    | 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: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     176000 | PA      | $152193.19     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC JMIKE_24-1                              | JMIKE_24-1                                                              | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2992500 | PA      | $2961975.00    | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1720060.05    | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2987910.40    | 0.02%             | N/A             | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTG                                 | JPMCC_17-JP6                                                            | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4872000 | PA      | $4688178.47    | 0.04%             | 2050-07-15      | Fixed         | 3.49%                 | 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      | $6822431.25    | 0.05%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                     | KBC GROUP NV                                                            | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    2095000 | PA      | $2102713.68    | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KNDR TRUST KNDR_21-KIND                                          | KNDR_21-KIND                                                            | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2023109 | PA      | $1994026.41    | 0.02%             | 2038-08-15      | Variable      | 5.39%                 | 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      | $663371.29     | 0.01%             | 2025-08-15      | Fixed         | 3.65%                 | 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      | $1600680.00    | 0.01%             | 2034-04-23      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                          | KB HOME                                                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $974258.66     | 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      | $297240.17     | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC TL 5.75                                            | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     381247 | PA      | $375528.17     | 0.00%             | 2029-12-30      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC DDTL 5.75                                          | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66500 | PA      | $65502.50      | 0.00%             | 2029-12-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                       | KENTUCKY UTILITIES COMPANY                                              | CUSIP: 491674BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $275168.43     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                               | CARMX_23-3                                                              | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $3087455.01    | 0.02%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST CMXS_25-A                        | CMSRT_25-A                                                              | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3495000 | PA      | $3501022.23    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-2                               | CARMX_25-2                                                              | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2105441.05    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3200000 | PA      | $3205384.02    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                           | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1250000 | PA      | $1208994.01    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $25051.19      | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                                                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184079.50     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                                                     | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     212000 | PA      | $222625.83     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST C                                 | CARR_06-NC3                                                             | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     908227 | PA      | $873532.63     | 0.01%             | 2036-08-25      | Variable      | 4.74%                 | 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      | $7707587.04    | 0.06%             | 2036-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO                                                              | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     902321 | PA      | $927537.69     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO                                                              | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1310750 | PA      | $1520454.28    | 0.01%             | 2031-06-01      | Variable      | 14.00%                | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO PIK                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4453419.81    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | 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        |     273754 | PA      | $273308.50     | 0.00%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P1                       | CRVNA_23-P1                                                             | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2315696 | PA      | $2325508.02    | 0.02%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P2                       | CRVNA_24-P2                                                             | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1735000 | PA      | $1749862.18    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                    | CASCADES INC                                                            | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1004847.18    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                    | CASSA DEPOSITI E PRESTITI SPA                                           | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $1211655.34    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                    | CASSA DEPOSITI E PRESTITI SPA                                           | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2000000 | PA      | $2080734.79    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                                                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $5445056.88    | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699864.53     | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | CATHOLIC HEALTH INITIATIVES                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     120000 | PA      | $98198.29      | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCM MERGER                                                       | CCM MERGER INC                                                          | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1225309.30    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                       | ECOLAB INC                                                              | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1248359.74    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     750000 | PA      | $736812.21     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     212000 | PA      | $175434.31     | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    3764000 | PA      | $3829170.67    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    4080000 | PA      | $4291932.38    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    3270000 | PA      | $3109628.11    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC (DELAWARE)                              | EDGEWATER GEN LLC TLB 3.0                                               | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     178796 | PA      | $179448.80     | 0.00%             | 2030-08-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                                                    | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4151020.91    | 0.03%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                          | EIG PEARL HOLDINGS SARL                                                 | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     545954 | PA      | $479501.66     | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                 | 8TH AVENUE FOOD & PROV 1LN TL 3.75                                      | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      63111 | PA      | $61343.99      | 0.00%             | 2025-10-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    2795000 | PA      | $2791994.98    | 0.02%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1880000 | PA      | $1906963.93    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    3335000 | PA      | $3322194.46    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     489000 | PA      | $488530.62     | 0.00%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_25-18                                     | AWPT_25-18A                                                             | CUSIP: 28623JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9970600.00    | 0.08%             | 2038-03-28      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_21-12                                     | AWPT_21-12A                                                             | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $30088410.00   | 0.23%             | 2037-04-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_23-A                             | ELFI_23-A                                                               | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3639147 | PA      | $3765722.03    | 0.03%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 39 LTD ELM39_25-2A                                   | ELM39_25-2A                                                             | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $18964679.00   | 0.15%             | 2038-04-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD ELM30_24-6A                                   | ELM30_24-6A                                                             | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14000000 | PA      | $14038976.00   | 0.11%             | 2037-07-17      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ELM11_21-4A                                                      | ELM11_21-4A                                                             | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3264960.93    | 0.03%             | 2038-01-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD ELMW9_21-2                                    | ELMW9_21-2A                                                             | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6520000 | PA      | $6514458.00    | 0.05%             | 2038-04-20      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD ELM40_25-3                                    | ELM40_25-3A                                                             | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   20000000 | PA      | $20021500.00   | 0.16%             | 2038-03-22      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                     | EMBECTA CORP                                                            | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     900000 | PA      | $801194.85     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1728550.92    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                               | ENACT HOLDINGS INC                                                      | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5661732.16    | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     839000 | PA      | $808264.94     | 0.01%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3925000 | PA      | $4269539.31    | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                         | ENCINO ACQUISITION PARTNERS HOLDIN                                      | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1036430.58    | 0.01%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1018878.67    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      74000 | PA      | $69332.41      | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1381941.77    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     321000 | PA      | $296865.27     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     846000 | PA      | $854701.94     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     354000 | PA      | $346599.23     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $948347.60     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1111116.54    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     241000 | PA      | $219132.90     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2748508.93    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     523000 | PA      | $455372.61     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                   | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1929244.26    | 0.01%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                                                       | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     252000 | PA      | $248264.67     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                                                    | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2011103.55    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | 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        |     280899 | PA      | $280550.33     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_23-2                          | EFF_23-2                                                                | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1412388 | PA      | $1418767.58    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                          | EFF_24-1                                                                | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1265000 | PA      | $1280388.35    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-3                          | EFF_24-3                                                                | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2190000 | PA      | $2218856.32    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST MTBAT_25-1                       | MTBAT_25-1                                                              | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1431240.65    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_22-MHIL                                                | MHP_22-MHIL                                                             | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2383496.88    | 0.02%             | 2027-01-15      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     188000 | PA      | $187316.50     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1502216.47    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1540532.41    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1616587.01    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                    | M/I HOMES INC                                                           | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     650000 | PA      | $640448.98     | 0.00%             | 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      | $1367389.96    | 0.01%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1275544.20    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     903000 | PA      | $890316.45     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1229047.63    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269030.16     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     321000 | PA      | $316884.45     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT Opt Partner                                                  | MPT OPERATING PARTNERSHIP/FIN CORP                                      | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $687760.67     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                                                | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1480027.21    | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                              | MSD INVESTMENT CORP                                                     | CUSIP: 55354LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1221207.63    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_24-FL14          | MF1_24-FL14                                                             | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3009380.10    | 0.02%             | 2039-03-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | MACQUARIE AIRFINANCE HOLDINGS LTD                                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2799224.07    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                        | MACYS RETAIL HOLDINGS INC                                               | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1332775.27    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | 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        |   16674481 | PA      | $16663492.77   | 0.13%             | 2032-10-15      | Variable      | 5.60%                 | 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      | $1750971.25    | 0.01%             | 2032-10-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-28A                             | MDPK_18-28A                                                             | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   17000000 | PA      | $17066317.00   | 0.13%             | 2038-01-15      | Variable      | 5.96%                 | 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      | $15013305.00   | 0.12%             | 2034-07-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC                                                         | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2914505.51    | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                 | MARKEL CORPORATION                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4321844.24    | 0.03%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     905000 | PA      | $908520.63     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1581000 | PA      | $1576360.70    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1061175.77    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1050722.74    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | MARSH & MCLENNAN COMPANIES INC                                          | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4246000 | PA      | $4179108.09    | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3034682.19    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     889000 | PA      | $890763.65     | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     661000 | PA      | $652068.36     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | MARTIN MARIETTA MATERIALS INC                                           | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2734376.98    | 0.02%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | MARTIN MARIETTA MATERIALS INC                                           | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     375000 | PA      | $326201.83     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                                                  | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $609585.04     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | 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        |     839292 | PA      | $807587.15     | 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        |     758000 | PA      | $611768.99     | 0.00%             | 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      | $1244374.25    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                     | MASSMUTUAL GLOBAL FUNDING II                                            | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5235911.94    | 0.04%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                     | MASSMUTUAL GLOBAL FUNDING II                                            | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    3744000 | PA      | $3738419.88    | 0.03%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MALT_04-12                                                       | MALT_04-12                                                              | CUSIP: 576434YG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     271602 | PA      | $272181.90     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2518495.43    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3885407.75    | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                   | PACIFIC LIFE GLOBAL FUNDING II                                          | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5318393.33    | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                              | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $429488.19     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP HOLDINGS II LLC                                             | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1006758.56    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | MATTAMY GROUP CORP                                                      | CUSIP: 57701RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4236178.02    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                                                              | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2949661 | PA      | $2954990.90    | 0.02%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO PLMRS_20-3A                                    | PLMRS_20-3A                                                             | CUSIP: 69701RBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2011234.00    | 0.02%             | 2036-11-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     657000 | PA      | $483535.81     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     250000 | PA      | $197012.28     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $188915.39     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1300000 | PA      | $1360722.47    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                           | MAXIM CRANE WORKS HOLDINGS CAPITAL                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $1003287.57    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                      | MAYO CLINIC                                                             | CUSIP: 578454AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $582391.72     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1720000 | PA      | $1783536.77    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                          | PANASONIC HOLDINGS CORP                                                 | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     748000 | PA      | $749599.15     | 0.01%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1364214.56    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0                                                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     112953 | PA      | $108491.74     | 0.00%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC                                               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1060060.66    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTL INC                                              | PAPA JOHNS INTERNATIONAL INC                                            | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     775000 | PA      | $726923.78     | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     910000 | PA      | $647158.80     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     771000 | PA      | $765050.11     | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | 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      | $5003310.00    | 0.04%             | 2034-02-14      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD PAIA_19-2A            | PAIA_19-2A                                                              | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $15007260.00   | 0.12%             | 2034-10-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM                                           | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     990000 | PA      | $999123.62     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP (PRE-MERGER 1)                                     | PARKLAND CORP                                                           | CUSIP: 70137WAN8<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     805000 | PA      | $806997.86     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1438213.40    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    9067000 | PA      | $9093241.12    | 0.07%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                              | PAYPAL HOLDINGS INC                                                     | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4993491.37    | 0.04%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                             | PELICAN PRODUCTS INC TL 4.25                                            | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200000 | PA      | $172000.00     | 0.00%             | 2028-12-29      | Variable      | 8.81%                 | 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        |    1845673 | PA      | $1467619.34    | 0.01%             | 2051-06-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NA                                                | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1099550.23    | 0.01%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST                                      | CUSIP: 706451BG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $722135.50     | 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      | $37185.86      | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NORTH AMERIC                                      | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3829976.47    | 0.03%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NORTH AMERIC                                      | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    6395000 | PA      | $6397549.61    | 0.05%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_24-A                   | PNFED_24-A                                                              | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1715000 | PA      | $1716136.53    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1917639.83    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_23-1                             | MFF_23-1A                                                               | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2674485 | PA      | $2699654.32    | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2             | MFCC_24-2                                                               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3155000 | PA      | $3192168.11    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                                                     | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017403.28    | 0.02%             | 2027-06-06      | Fixed         | 5.12%                 | 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        |   14659441 | PA      | $5625437.26    | 0.04%             | 2037-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                                             | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1396000 | PA      | $1373329.89    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | 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      | $1410361.28    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2303000 | PA      | $1847406.33    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     420000 | PA      | $401555.32     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5582000 | PA      | $4459662.25    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | MICROCHIP TECHNOLOGY INCORPORATED                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3054507.86    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $727437.53     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | Pennsylvania Turnpike Commission                                        | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1620000 | PA      | $1720037.43    | 0.01%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                   | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3822127.62    | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                   | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5779000 | PA      | $5827391.31    | 0.05%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                         | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1806274.95    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                         | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1759921.91    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENTS LP                                               | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     766000 | PA      | $782464.60     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | 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        |     371788 | PA      | $372127.54     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                              | MIDAS OPCO HOLDINGS LLC                                                 | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     705000 | PA      | $663851.06     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                    | MIDCAP FINANCIAL ISSUER TRUST                                           | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $700202.92     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL FIN                                      | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     905000 | PA      | $903875.61     | 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        |     691000 | PA      | $679031.84     | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | 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        |    1015000 | PA      | $983858.28     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2707000 | PA      | $2748559.30    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1453282.86    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5478415.91    | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                        | GAINWELL ACQUISITION CORP TLB 4.0                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     868920 | PA      | $830687.20     | 0.01%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD MCSLT_19-2GS                            | MCSLT_19-2GS                                                            | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     847803 | PA      | $740185.33     | 0.01%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1010133.09    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                     | PERRIGO FINANCE UNLIMITED CO                                            | CUSIP: 71429MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1025000 | PA      | $1021776.37    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | 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        |     792032 | PA      | $717896.47     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | MINERAL RESOURCES LTD                                                   | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1015331.53    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | MINERVA LUXEMBOURG SA                                                   | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    3800000 | PA      | $4078839.57    | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-B                      | MLANE_24-B                                                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2955000 | PA      | $2973910.23    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15115583 | PA      | $12460941.62   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4097588 | PA      | $3820546.00    | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20593628 | PA      | $16024787.30   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1208297 | PA      | $1155540.08    | 0.01%             | 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        |    1892052 | PA      | $1846347.86    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                  | MITSUBISHI CORPORATION                                                  | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    2655000 | PA      | $2697263.29    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                | MITSUBISHI HC FINANCE AMERICA LLC                                       | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5612718.67    | 0.04%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONES        | PERUSAHAAN PENERBIT SURAT BERHARGA                                      | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $915038.38     | 0.01%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1785535.61    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3472512 | PA      | $3236283.28    | 0.03%             | 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        |    1129218 | PA      | $1082521.23    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                      | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $609811.51     | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                      | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3755000 | PA      | $3814890.98    | 0.03%             | 2036-04-24      | Variable      | 5.62%                 | 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        |    2796173 | PA      | $2703653.08    | 0.02%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1731801 | PA      | $1578937.32    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1704265 | PA      | $1485925.49    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                              | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4740000 | PA      | $4892965.04    | 0.04%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                              | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4550000 | PA      | $4598549.46    | 0.04%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1257000 | PA      | $851286.15     | 0.01%             | 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        |   13322000 | PA      | $13065300.74   | 0.10%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4800000 | PA      | $4497491.95    | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6640000 | PA      | $6158428.04    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     205018 | PA      | $186086.06     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1750706 | PA      | $1640584.80    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                 | MODENA BUYER LLC TLB 4.5                                                | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     134528 | PA      | $130323.85     | 0.00%             | 2031-07-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    3187800 | PA      | $860706.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2276000 | PA      | $2145402.54    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     503000 | PA      | $327017.19     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOHAWK IND INC                                                   | MOHAWK INDUSTRIES INC                                                   | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252794.31     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | MOLINA HEALTHCARE INC                                                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320090.02     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3511736 | PA      | $3185988.46    | 0.02%             | 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        |    2341846 | PA      | $2033555.11    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     625000 | PA      | $598058.30     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6120000 | PA      | $5718690.87    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                                | MOLEX ELECTRONIC TECHNOLOGIES LLC                                       | CUSIP: 60856BAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1057377.06    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL INC                                              | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     540000 | PA      | $495367.59     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2489920 | PA      | $2159638.17    | 0.02%             | 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        |    2065104 | PA      | $1864387.83    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3025000 | PA      | $2621336.13    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1060000 | PA      | $1056454.85    | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL INC                                              | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     326000 | PA      | $322941.86     | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL INC                                              | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     341000 | PA      | $335807.19     | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6684406 | PA      | $5479024.12    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     950574 | PA      | $814568.34     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2380463.35    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10343166.48   | 0.08%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1250000 | PA      | $1256849.07    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                                                           | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    5818000 | PA      | $5249934.50    | 0.04%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2784000 | PA      | $2425087.00    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $250719.01     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1110411.62    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1040929.36    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24                                            | APID_16-24A                                                             | CUSIP: 03759CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2904358.70    | 0.02%             | 2030-10-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_18-18                                            | APID_18-R2                                                              | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19033212.00   | 0.15%             | 2038-01-22      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     608000 | PA      | $614852.77     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RYAN LLC                                                         | RYAN LLC TLB 3.5                                                        | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     226022 | PA      | $226021.66     | 0.00%             | 2030-11-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                                               | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $725412.70     | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | PHILLIPS 66 CO                                                          | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1049121.09    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | APOLLO DEBT SOLUTIONS BDC                                               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2676437.59    | 0.02%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | APPALACHIAN POWER CO                                                    | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $6984866.11    | 0.05%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                       | PHYSICIANS REALTY LP                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $950703.10     | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC                                        | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3355461.46    | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     699000 | PA      | $712491.82     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     669000 | PA      | $659126.10     | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | 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      | $487395.71     | 0.00%             | 2049-06-07      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| APPLEBEES FUNDING LLC / IHOP FUNDING LLC DIN_23-1                | DIN_23-1A                                                               | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2812605.52    | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $1661682.48    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    6479000 | PA      | $5739120.94    | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                           | CUSIP: 03831WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1824794.18    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                           | CUSIP: 03831WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1489670.21    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     877000 | PA      | $865189.55     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3437979.90    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1896678.88    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4583297.87    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2116000 | PA      | $1927488.92    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     293248 | PA      | $179094.26     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | 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        |     200236 | PA      | $190207.09     | 0.00%             | 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        |     937498 | PA      | $858219.17     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                | PINNACLE WEST CAPITAL CORPORATION                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1462531.75    | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                   | YUM! BRANDS INC TLB 1.75                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     358842 | PA      | $361084.45     | 0.00%             | 2028-03-15      | Variable      | 6.19%                 | 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      | $3213675.73    | 0.02%             | 2036-11-15      | Variable      | 7.34%                 | 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      | $15620256.00   | 0.12%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     513185 | PA      | $253007.66     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     586497 | PA      | $284257.50     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | 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      | $1868775.11    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP                                                   | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     745000 | PA      | $666885.78     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                         | ARCH CAPITAL FINANCE LLC                                                | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     970000 | PA      | $845917.07     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                                                        | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     745000 | PA      | $701900.76     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     252170 | PA      | $247965.91     | 0.00%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN                                       | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     855000 | PA      | $860813.25     | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1505762.25    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1278868.15    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | ARCOSA INC                                                              | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1032637.50    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $454543.05     | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      73312 | PA      | $34446.43      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      80093 | PA      | $38782.11      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1744355.36    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE PREF_24-1                            | PREF_24-1A                                                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607476 | PA      | $610899.99     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     299297 | PA      | $112371.91     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     252927 | PA      | $122556.38     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     210772 | PA      | $101706.04     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                                           | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5195000 | PA      | $5156030.45    | 0.04%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                            | UNILEVER CAPITAL CORP                                                   | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1377650.60    | 0.01%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      41000 | PA      | $29398.74      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4000216 | PA      | $3113268.10    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6147241 | PA      | $5250977.96    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5893062 | PA      | $4345207.01    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6112046 | PA      | $4992203.32    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     151000 | PA      | $99834.64      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      41000 | PA      | $27184.30      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     405364 | PA      | $346734.96     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | 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        |     205792 | PA      | $172519.32     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      83000 | PA      | $73638.77      | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     857000 | PA      | $859273.70     | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | 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        |    1078931 | PA      | $904481.24     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17975347 | PA      | $14119202.65   | 0.11%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                        | UNITED AIR 2020-1 A PTT                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298917 | PA      | $303639.33     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                     | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2743767.20    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8381280 | PA      | $6906045.27    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                     | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     727000 | PA      | $690371.90     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIR 2023-1 A PTT                                                 | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4579775 | PA      | $4575199.23    | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                   | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $233322.61     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1081000 | PA      | $921378.03     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     987000 | PA      | $912737.61     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     470000 | PA      | $469101.23     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2117000 | PA      | $2147495.54    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     734000 | PA      | $727467.63     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS TLB 4.75                                           | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     455196 | PA      | $456524.87     | 0.00%             | 2031-05-01      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                                               | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1140797.17    | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                                               | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     537000 | PA      | $534688.76     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                   | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1739409.45    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     771000 | PA      | $788721.20     | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4341820.80    | 0.03%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48690377.03   | 0.38%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36900000 | PA      | $36674106.32   | 0.28%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (PRIN)                                                   | CUSIP: 912803EL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8770000 | PA      | $3248761.92    | 0.03%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32165000 | PA      | $23978002.34   | 0.19%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4995000 | PA      | $4214531.25    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2225000 | PA      | $1676050.78    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80005000 | PA      | $57603600.00   | 0.45%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7360000 | PA      | $4502250.00    | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6315000 | PA      | $2948315.63    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65745000 | PA      | $33755948.44   | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40675000 | PA      | $26413328.13   | 0.20%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34415000 | PA      | $23192483.59   | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52060000 | PA      | $42225540.63   | 0.33%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19435000 | PA      | $17026882.03   | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $21789425.00   | 0.17%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29925000 | PA      | $27993902.34   | 0.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8130000 | PA      | $7888640.63    | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37280000 | PA      | $36557700.01   | 0.28%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4140000 | PA      | $3986690.63    | 0.03%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS ISSUER SARL                                                         | CUSIP: 000000000<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    1030000 | PA      | $1057586.61    | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     885000 | PA      | $1018059.76    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                         | COSTA RICA (REPUBLIC OF)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |    1000000 | PA      | $1026486.08    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                    | NATIONAL GAS TRANSMISSION PLC                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    2745000 | PA      | $3262061.30    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     162270 | PA      | $155652.41     | 0.00%             | 2028-05-03      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1459868.04    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1766102.72    | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY TLB2 3.5                                               | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     399564 | PA      | $391904.85     | 0.00%             | 2028-08-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | TENNECO INC TLA 4.75                                                    | CUSIP: 000000000<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2393082 | PA      | $2306715.78    | 0.02%             | 2028-11-17      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB CORP TL 4                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     438000 | PA      | $436904.56     | 0.00%             | 2028-09-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0                                                 | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     147068 | PA      | $144420.61     | 0.00%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION TLB 4.0                                               | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     359076 | PA      | $344712.76     | 0.00%             | 2029-11-17      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                         | DAVIDE CAMPARI MILANO NV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1522520.23    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75                                                  | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     831577 | PA      | $830554.06     | 0.01%             | 2032-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WESTINGHOUSE TLB 2.25                                                   | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     736036 | PA      | $734306.22     | 0.01%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERMEDIATE HOLDINGS LTD                                | DIGICEL INTERMEDIATE HLDS LTD PIK                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3262107 | PA      | $3275779.49    | 0.03%             | 2027-05-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL MIDCO LTD                                                | DIGICEL MIDCO LTD / DIFL US II LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1084306 | PA      | $1054853.70    | 0.01%             | 2028-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LT                                 | DIGICEL INTERNATIONAL FIN TLB 5.15                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LC        |    2677581 | PA      | $2664192.77    | 0.02%             | 2027-05-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES TLB 4.5                                                 | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     366126 | PA      | $317614.27     | 0.00%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                               | UNITED UTILITIES WATER FINANCE PLC                                      | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    1540000 | PA      | $1743795.92    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75                                         | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     198668 | PA      | $193452.72     | 0.00%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLI 2.75                                                  | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     455462 | PA      | $456636.85     | 0.00%             | 2028-08-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                   | 1011778 BC UNLIMITED L CO TLB 1.75                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     426943 | PA      | $425021.83     | 0.00%             | 2030-09-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TLB 4.75                                                  | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    1527508 | PA      | $1025125.91    | 0.01%             | 2031-07-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                          | JAZZ PHARMACEUTICALS TLB2 2.25                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     405296 | PA      | $404915.05     | 0.00%             | 2028-05-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                            | TRIPADVISOR INC TLB 2.75                                                | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     339922 | PA      | $335672.99     | 0.00%             | 2031-07-08      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BANFF MERGER SUB INC                                             | BMC SOFTWARE INC TLB 3.75                                               | CUSIP: 000000000<br>LEI: 549300DSDR5SWIGOZV63 | Long             | LON              | CORP              | US        |     282384 | PA      | $280220.45     | 0.00%             | 2031-07-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                           | RESEARCH NOW GROUP TLB                                                  | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     122985 | PA      | $122575.09     | 0.00%             | 2028-07-15      | Variable      | 9.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL SEATING & MOBILITY INC                                  | NATL SEATING & MOBILITY TLB 5.25                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     187854 | PA      | $188323.56     | 0.00%             | 2029-05-14      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                         | SHOWTIME ACQUISITION TLB 4.75                                           | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     591784 | PA      | $591783.84     | 0.00%             | 2031-08-16      | Variable      | 9.07%                 | No            |                  3 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2122000 | PA      | $1908387.84    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25                                             | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     464724 | PA      | $437950.92     | 0.00%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                                         | EFS COGEN HOLDINGS LLC TLB 3.5                                          | CUSIP: 000000000<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     350254 | PA      | $352226.43     | 0.00%             | 2031-10-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                       | EQUINIX EUROPE 2 FINANCING CORPORA                                      | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2432282.04    | 0.02%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS TLB5 2.25                                        | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     662952 | PA      | $662374.73     | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                         | RENAISSANCE HOLDING CORP TLB 4.00                                       | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     630363 | PA      | $580129.41     | 0.00%             | 2030-04-05      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     612430 | PA      | $556851.65     | 0.00%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLB 4.25                                              | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     142595 | PA      | $143307.70     | 0.00%             | 2031-12-22      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC DDTL 4.25                                             | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |      21938 | PA      | $22047.34      | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $412811.66     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     920000 | PA      | $1033307.68    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                    | DSG TOPCO INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54244 | NS      | $832862.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                    | DSG TOPCO INC - WTS                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     101455 | NS      | $52756.74      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TL 7.5                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     715229 | PA      | $539998.18     | 0.00%             | 2026-01-09      | Variable      | 11.71%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD II TLB 2.50                                      | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     308277 | PA      | $307176.35     | 0.00%             | 2032-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25                                      | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     388699 | PA      | $385006.39     | 0.00%             | 2032-01-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                               | SEVERN TRENT UTILITIES FINANCE PLC                                      | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    1965000 | PA      | $2238237.26    | 0.02%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3466487.46    | 0.03%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                               | AMERICAN MEDICAL SYSTEMS EUROPE BV                                      | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    3760000 | PA      | $4265117.72    | 0.03%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.25                                         | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      14707 | PA      | $14715.80      | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.25                                         | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     230060 | PA      | $230205.08     | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                   | DK CROWN HLDS INC TLB 1.75                                              | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |     415805 | PA      | $412685.99     | 0.00%             | 2032-03-04      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1311213 | PA      | $1082465.13    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4451935 | PA      | $3916016.71    | 0.03%             | 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        |    1498476 | PA      | $1316944.48    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5253900 | PA      | $4305256.61    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2297810 | PA      | $1959791.45    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     459460 | PA      | $339283.34     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10876452 | PA      | $8529030.55    | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     932963 | PA      | $688946.24     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12647765 | PA      | $9918442.97    | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28319237 | PA      | $23277427.85   | 0.18%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6773893 | PA      | $5313354.22    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD                                                                | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2560000 | PA      | $2627578.18    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD                                                                | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1489000 | PA      | $1482484.21    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY LLC                             | FLORIDA GAS TRANSMISSION COMPANY L                                      | CUSIP: 340711BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2268988.39    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT COMPANY                                           | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     468000 | PA      | $471328.76     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                                                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     667000 | PA      | $678098.08     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                                                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2782959.92    | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC                                            | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1026869.11    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                     | FMBT_24-FBLU                                                            | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $993120.10     | 0.01%             | 2039-12-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                     | FMBT_24-FBLU                                                            | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2484367.25    | 0.02%             | 2039-12-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-A                          | FORDL_25-A                                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2055000 | PA      | $2065948.83    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | 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      | $3742654.89    | 0.03%             | 2034-05-15      | Fixed         | 2.11%                 | 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      | $2215035.24    | 0.02%             | 2034-05-15      | Fixed         | 2.60%                 | 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      | $3321436.17    | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1                          | FORDR_23-1                                                              | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3960463.26    | 0.03%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1489856.86    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     928000 | PA      | $765921.62     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1723060.68    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992106.32     | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     951000 | PA      | $817897.97     | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     450000 | PA      | $459551.03     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4800309.68    | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1512660.79    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3642124.42    | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     950000 | PA      | $946057.43     | 0.01%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $966668.34     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                   | FORTUNE BRANDS HOME & SECURITY INC                                      | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2078261.93    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                   | FORTUNE BRANDS INNOVATIONS INC                                          | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     419000 | PA      | $430279.05     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                             | FORTREA HOLDINGS INC                                                    | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $333202.18     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | FORTRESS INTERMEDIATE 3 INC                                             | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     635000 | PA      | $656673.50     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                     | FORTITUDE GROUP HOLDINGS LLC                                            | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1590675.54    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     418000 | PA      | $419251.80     | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     533000 | PA      | $551184.84     | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     685000 | PA      | $693918.03     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     581000 | PA      | $591048.05     | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     866000 | PA      | $884394.85     | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     261000 | PA      | $282235.69     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer